VET Options History — November 2023 In November 2023, VET traded between $12.54 and $14.48. ATM implied volatility averaged 39.1%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 6.2% (HV 20d: 32.9%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.59.
Notable Days 2023-11-07 : Highest Volume — 3,965 contracts2023-11-07 : Largest IV spike — 23.9% change2023-11-01 : Highest IV Rank — 34.8%2023-11-01 : Largest Expected Move — 13.8%Monthly Statistics Metric Avg Min Max Open Close Price $13.16 $12.54 $14.48 $14.48 $12.59 Max Pain $12.62 $12.50 $15.00 $15.00 $12.50 ATM IV 39.1% 34.9% 48.3% 48.3% 37.8% Expected Move 11.2% 10.3% 13.8% 13.8% 10.8% HV 20d 32.9% 26.6% 35.5% 33.0% 32.5% HV 60d 37.7% 35.9% 38.8% 37.7% 37.5% IV Rank 21.3% 15.1% 34.8% 34.8% 19.4% IV Percentile 15.2% 4.8% 44.0% 44.0% 11.5% Term Structure 0.3% -5.0% 3.0% -5.0% -2.0% VWIV 39.4% 35.7% 48.3% 48.3% 38.0% Skew 25d 2.8% -5.6% 11.3% 11.3% 5.3% Skew 10d 2.9% -8.6% 19.6% 19.6% 7.8% Call IV 25d 36.2% 25.0% 42.7% 42.2% 32.7% Put IV 25d 38.9% 35.4% 53.5% 53.5% 38.0% Bid-Ask Spread % 28.25 5.67 74.74 45.17 13.15 Gamma HHI 0.31 0.28 0.36 0.32 0.28 Net GEX 602.0K 453.3K 940.7K 885.5K 454.0K Net DEX -20.4M -32.9M -15.0M -32.9M -15.1M Net VEX -173.0K -214.6K -150.9K -214.1K -150.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.01 3.62 0.06 0.13 Total Volume 1,624.905 274 3,965 1,151 715 Total OI 96,435.238 91,657 101,089 91,657 97,204
Daily Data (21 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 2023-11-01 $14.48 $15.00 48.3% 13.8% 33.0% 34.8% 48.3% 11.3% -5.0% 885.5K -32.9M -214.1K 0.06 45.17 N/A N/A 1,091 60 77,926 13,731 2023-11-02 $14.46 $12.50 40.5% 11.4% 33.0% 23.3% 40.2% 4.6% 0.5% 940.7K -32.0M -214.6K 0.06 57.12 N/A N/A 3,043 173 78,356 13,777 2023-11-03 $14.14 $12.50 43.5% 11.6% 33.4% 27.8% 40.6% 3.1% 0.9% 867.3K -28.7M -202.6K 0.05 30.38 N/A N/A 2,575 140 79,317 13,890 2023-11-06 $13.95 $12.50 34.9% 11.6% 26.6% 15.1% 41.6% -0.2% -1.6% 855.6K -26.1M -195.4K 0.22 65.28 N/A N/A 599 131 81,031 13,964 2023-11-07 $13.14 $12.50 43.2% 11.7% 33.2% 27.3% 40.9% -2.9% 0.6% 583.7K -17.9M -175.3K 0.10 5.67 N/A N/A 3,590 375 81,089 14,015 2023-11-08 $12.79 $12.50 40.1% 11.5% 33.9% 22.8% 41.8% -5.5% 0.9% 496.2K -15.0M -170.0K 0.08 9.16 N/A N/A 2,441 184 81,741 14,091 2023-11-09 $12.77 $12.50 40.7% 11.7% 33.9% 23.6% 43.2% -5.6% 0.1% 502.2K -15.5M -168.6K 0.01 52.50 N/A N/A 3,545 45 83,441 13,891 2023-11-10 $13.09 $12.50 39.1% 11.2% 33.2% 21.4% 39.2% -2.0% 2.1% 561.9K -18.0M -168.4K 0.02 44.51 N/A N/A 3,560 58 82,163 13,924 2023-11-13 $13.18 $12.50 39.6% 11.3% 33.0% 22.0% 39.5% -1.0% 0.5% 593.9K -21.5M -177.3K 0.77 10.83 N/A N/A 155 119 85,219 13,952 2023-11-14 $13.36 $12.50 38.9% 11.1% 32.8% 20.9% 38.5% 0.9% 3.0% 636.7K -23.2M -177.6K 0.88 55.09 N/A N/A 395 347 85,318 13,963 2023-11-15 $13.07 $12.50 38.6% 11.1% 33.2% 20.5% 39.5% -3.3% 0.2% 573.6K -20.5M -169.6K 0.17 10.96 N/A N/A 757 125 85,247 13,793 2023-11-16 $12.73 $12.50 39.6% 11.3% 32.2% 22.0% 39.5% 9.6% 0.6% 465.3K -17.0M -160.6K 0.13 74.74 N/A N/A 3,408 427 85,421 13,758 2023-11-17 $13.16 $12.50 38.7% 11.1% 35.5% 20.7% 38.5% 0.0% 0.3% 620.2K -22.0M -174.4K 0.08 7.76 N/A N/A 1,183 95 87,233 13,856 2023-11-20 $13.04 $12.50 38.4% 11.0% 34.0% 20.3% 39.3% -3.2% -0.2% 598.9K -20.7M -168.3K 1.01 8.05 N/A N/A 527 534 82,408 12,839 2023-11-21 $12.91 $12.50 36.5% 10.5% 33.7% 17.5% 36.5% 10.7% 1.5% 549.2K -19.1M -165.1K 0.96 8.33 N/A N/A 252 241 82,795 13,274 2023-11-22 $12.88 $12.50 36.6% 10.5% 32.8% 17.6% 35.7% 8.8% 0.8% 538.7K -18.5M -160.6K 0.52 9.36 N/A N/A 391 205 82,844 13,305 2023-11-24 $12.89 $12.50 35.9% 10.3% 32.8% 16.6% 35.9% 10.9% 2.4% 534.1K -18.7M -164.4K 3.62 12.22 N/A N/A 85 308 83,018 13,426 2023-11-27 $12.59 $12.50 36.8% 10.5% 33.3% 17.9% 36.8% 5.2% 0.1% 463.8K -15.1M -151.3K 3.00 23.35 N/A N/A 252 756 83,060 13,591 2023-11-28 $12.54 $12.50 36.7% 10.5% 32.9% 17.9% 36.8% 4.9% 0.5% 453.3K -15.0M -151.7K 0.42 36.92 N/A N/A 197 82 83,081 13,509 2023-11-29 $12.63 $12.50 37.1% 10.7% 33.1% 18.5% 37.2% 6.2% 0.8% 468.1K -15.9M -151.8K 0.09 12.67 N/A N/A 882 75 83,133 13,546 2023-11-30 $12.59 $12.50 37.8% 10.8% 32.5% 19.4% 38.0% 5.3% -2.0% 454.0K -15.1M -150.9K 0.13 13.15 N/A N/A 632 83 83,597 13,607
« Oct 2023 | All History | Dec 2023 » Home VET History November 2023