VET Options History — August 2023 In August 2023, VET traded between $13.39 and $14.98. ATM implied volatility averaged 39.9%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded below realized volatility by 0.9% (HV 20d: 40.8%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 0.29.
Notable Days 2023-08-09 : Highest Volume — 6,895 contracts2023-08-09 : Largest IV spike — 24.7% change2023-08-02 : Highest IV Rank — 32.8%2023-08-02 : Largest Expected Move — 15.8%Monthly Statistics Metric Avg Min Max Open Close Price $14.17 $13.39 $14.98 $13.68 $14.52 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 39.9% 33.4% 55.0% 51.8% 33.4% Expected Move 11.5% 9.6% 15.8% 14.9% 9.6% HV 20d 40.8% 33.2% 46.7% 45.4% 33.2% HV 60d 43.9% 41.5% 45.3% 44.5% 41.5% IV Rank 7.6% 0.0% 32.8% 27.1% 0.0% IV Percentile 7.3% 0.0% 44.0% 34.5% 0.0% Term Structure 1.4% -6.4% 4.8% -6.4% 3.7% VWIV 40.9% 33.4% 53.6% 49.4% 33.4% Skew 25d 2.3% -8.4% 15.4% 3.4% 0.3% Skew 10d 3.8% -8.2% 22.9% 7.2% 1.8% Call IV 25d 39.6% 32.2% 53.0% 48.0% 32.2% Put IV 25d 41.9% 26.7% 54.6% 51.4% 32.5% Bid-Ask Spread % 13.40 5.07 48.90 12.80 20.78 Gamma HHI 0.28 0.25 0.33 0.28 0.30 Net GEX 703.2K 524.1K 974.2K 572.1K 802.4K Net DEX -30.0M -41.7M -22.2M -24.3M -34.2M Net VEX -233.1K -262.7K -211.0K -214.7K -236.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.29 0.03 1.64 0.19 0.06 Total Volume 1,906.957 390 6,895 751 1,498 Total OI 96,269.261 90,548 100,349 90,548 100,349
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-08-01 $13.68 $12.50 51.8% 14.9% 45.4% 27.1% 49.4% 3.4% -6.4% 572.1K -24.3M -214.7K 0.19 12.80 N/A N/A 632 119 72,256 18,292 2023-08-02 $13.39 $12.50 55.0% 15.8% 46.1% 32.8% 53.6% 1.5% -6.1% 527.0K -22.4M -216.9K 0.06 40.29 N/A N/A 3,937 245 72,425 18,373 2023-08-03 $14.05 $12.50 43.1% 12.3% 46.7% 11.7% 44.8% 11.9% 0.4% 671.5K -29.8M -235.1K 0.16 48.90 N/A N/A 2,449 393 74,357 18,401 2023-08-04 $14.29 $12.50 39.9% 11.5% 41.5% 5.9% 42.0% 2.6% 1.8% 747.0K -32.2M -243.4K 0.20 13.42 N/A N/A 2,878 577 75,691 18,541 2023-08-07 $14.00 $12.50 35.7% 11.3% 42.2% 0.0% 40.6% 6.9% 2.7% 710.8K -29.7M -238.2K 0.69 7.44 N/A N/A 614 424 77,039 18,347 2023-08-08 $14.18 $12.50 35.7% 11.1% 41.1% 0.0% 39.7% 9.2% 2.7% 751.1K -30.7M -241.2K 0.34 6.56 N/A N/A 806 278 77,458 18,640 2023-08-09 $14.98 $12.50 44.5% 12.8% 45.2% 15.4% 45.7% -0.5% -0.7% 929.8K -41.7M -262.7K 0.24 13.62 N/A N/A 5,551 1,344 77,577 18,686 2023-08-10 $14.61 $12.50 42.5% 12.2% 46.2% 12.0% 45.1% 0.4% 1.2% 893.7K -36.9M -256.0K 1.64 9.67 N/A N/A 705 1,156 78,997 19,155 2023-08-11 $14.80 $12.50 41.3% 11.8% 40.0% 9.7% 41.1% 1.3% 1.0% 974.2K -38.8M -258.4K 0.45 12.88 N/A N/A 431 195 79,062 19,626 2023-08-14 $14.43 $12.50 40.8% 11.7% 41.3% 8.9% 44.9% 2.1% 1.5% 889.0K -33.6M -245.4K 0.15 7.39 N/A N/A 3,435 517 79,319 19,720 2023-08-15 $14.07 $12.50 40.8% 11.7% 40.7% 9.0% 41.3% -0.2% 0.6% 734.6K -28.7M -230.2K 0.09 9.86 N/A N/A 905 81 78,429 19,985 2023-08-16 $14.16 $12.50 40.5% 11.6% 40.0% 8.3% 40.8% -1.0% 1.2% 707.6K -29.3M -233.4K 0.54 8.30 N/A N/A 638 343 78,751 20,009 2023-08-17 $14.21 $12.50 40.0% 11.5% 39.9% 7.5% 41.6% -2.7% 1.8% 607.6K -29.3M -232.4K 0.17 12.31 N/A N/A 1,071 183 78,731 19,810 2023-08-18 $14.23 $12.50 38.4% 11.0% 39.5% 4.7% 41.6% 1.6% 3.6% 615.3K -29.7M -232.6K 0.19 7.47 N/A N/A 742 141 78,975 19,758 2023-08-21 $14.18 $12.50 38.1% 10.9% 39.0% 4.1% 38.1% 6.8% 2.4% 611.9K -28.2M -227.5K 0.45 11.95 N/A N/A 571 257 75,407 18,299 2023-08-22 $14.11 $12.50 37.4% 10.7% 38.6% 2.9% 37.4% 3.0% 3.8% 605.9K -27.4M -223.7K 0.08 5.07 N/A N/A 817 62 75,661 18,365 2023-08-23 $13.74 $12.50 41.4% 11.9% 40.0% 9.9% 41.5% 3.2% 0.2% 562.2K -23.6M -215.7K 0.14 9.76 N/A N/A 2,517 342 75,786 18,338 2023-08-24 $13.55 $12.50 38.4% 11.0% 39.2% 4.6% 38.0% -0.8% 4.8% 524.1K -22.2M -211.0K 0.06 9.14 N/A N/A 1,752 107 76,537 18,503 2023-08-25 $13.82 $12.50 35.8% 10.3% 38.6% 0.2% 37.0% 2.8% 2.5% 593.6K -25.3M -221.1K 0.05 13.85 N/A N/A 1,822 86 77,951 18,515 2023-08-28 $14.05 $12.50 34.5% 9.9% 37.8% 0.0% 34.7% -8.4% 4.2% 657.0K -27.6M -224.6K 0.49 7.37 N/A N/A 261 129 79,210 18,591 2023-08-29 $14.43 $12.50 34.4% 9.9% 38.1% 0.0% 34.2% -5.2% 3.5% 726.1K -31.9M -232.0K 0.12 5.85 N/A N/A 514 64 79,406 18,627 2023-08-30 $14.50 $12.50 34.0% 9.7% 37.0% 0.0% 34.8% 15.4% 2.7% 758.7K -32.6M -229.7K 0.03 13.53 N/A N/A 2,214 57 79,612 18,626 2023-08-31 $14.52 $12.50 33.4% 9.6% 33.2% 0.0% 33.4% 0.3% 3.7% 802.4K -34.2M -236.6K 0.06 20.78 N/A N/A 1,410 88 81,717 18,632
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