VET Options History — April 2024 In April 2024, VET traded between $11.57 and $12.68. ATM implied volatility averaged 36.8%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 6.8% (HV 20d: 30.0%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.33.
Notable Days 2024-04-02 : Highest Volume — 1,904 contracts2024-04-10 : Largest IV spike — 10.6% change2024-04-30 : Highest IV Rank — 32.5%2024-04-30 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $12.18 $11.57 $12.68 $12.48 $11.57 Max Pain $12.16 $10.00 $12.50 $10.00 $12.50 ATM IV 36.8% 31.6% 40.3% 31.6% 40.3% Expected Move 10.8% 9.1% 11.6% 9.1% 11.6% HV 20d 30.0% 19.0% 39.0% 39.0% 23.8% HV 60d 34.9% 32.7% 37.6% 37.6% 33.2% IV Rank 26.8% 18.3% 32.5% 18.3% 32.5% IV Percentile 25.7% 3.6% 48.4% 3.6% 48.4% Term Structure -0.5% -4.7% 6.1% 5.7% -4.7% VWIV 37.3% 31.6% 40.6% 31.6% 40.6% Skew 25d -3.0% -11.4% 6.9% 3.1% -11.4% Skew 10d -2.5% -16.5% 8.4% 5.0% -11.5% Call IV 25d 34.9% 25.8% 43.1% 29.5% 41.4% Put IV 25d 31.9% 28.4% 34.7% 32.7% 30.0% Bid-Ask Spread % 72.83 33.00 90.35 33.00 79.09 Gamma HHI 0.37 0.32 0.42 0.37 0.36 Net GEX 630.4K 488.7K 761.5K 706.6K 517.9K Net DEX -26.1M -31.4M -20.1M -29.5M -20.1M Net VEX -219.2K -237.6K -198.8K -237.6K -198.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.01 1.37 0.17 0.20 Total Volume 604.909 158 1,904 338 544 Total OI 74,270.545 72,336 75,874 74,772 73,541
Daily Data (22 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 2024-04-01 $12.48 $10.00 31.6% 9.1% 39.0% 18.3% 31.6% 3.1% 5.7% 706.6K -29.5M -237.6K 0.17 33.00 N/A N/A 288 50 65,161 9,611 2024-04-02 $12.48 $10.00 32.5% 9.3% 39.0% 19.7% 32.3% 3.5% 4.8% 705.0K -29.8M -232.6K 0.10 35.17 N/A N/A 1,735 169 65,216 9,628 2024-04-03 $12.57 $10.00 33.1% 9.5% 39.0% 20.8% 33.1% 4.3% 4.9% 700.4K -30.5M -236.4K 0.08 33.62 N/A N/A 1,378 107 65,389 9,602 2024-04-04 $12.54 $12.50 33.1% 10.8% 38.9% 20.7% 37.6% 6.9% -0.8% 695.9K -30.2M -233.2K 0.25 80.65 N/A N/A 582 145 64,558 9,689 2024-04-05 $12.68 $12.50 34.6% 11.0% 35.2% 23.1% 38.2% -2.5% -2.3% 715.5K -31.4M -236.5K 1.34 68.58 N/A N/A 129 173 64,624 9,769 2024-04-08 $12.54 $12.50 32.8% 10.9% 33.5% 20.3% 38.2% -5.4% -0.6% 724.4K -30.0M -233.7K 0.20 77.50 N/A N/A 374 75 64,678 9,839 2024-04-09 $12.57 $12.50 34.5% 10.8% 31.4% 23.1% 36.6% 6.2% -0.9% 740.4K -30.3M -231.2K 0.44 77.29 N/A N/A 257 112 64,800 9,893 2024-04-10 $12.59 $12.50 38.2% 10.9% 30.4% 29.0% 38.0% -5.8% -2.1% 738.1K -30.5M -231.6K 0.41 85.45 N/A N/A 373 152 64,778 9,987 2024-04-11 $12.46 $12.50 36.6% 10.5% 30.6% 26.5% 36.9% -7.0% -0.4% 761.5K -29.1M -227.3K 0.30 78.61 N/A N/A 253 76 64,913 10,082 2024-04-12 $12.30 $12.50 39.8% 11.4% 31.1% 31.6% 40.1% -10.4% -1.7% 722.9K -28.1M -220.6K 0.18 83.95 N/A N/A 358 63 64,837 10,158 2024-04-15 $11.96 $12.50 39.1% 11.2% 33.0% 30.4% 39.0% -2.8% -1.1% 627.2K -24.1M -218.5K 0.15 90.35 N/A N/A 596 87 64,868 10,192 2024-04-16 $12.04 $12.50 37.5% 10.8% 29.1% 28.0% 37.4% -1.2% -1.0% 625.8K -24.2M -215.1K 0.17 82.53 N/A N/A 720 119 65,152 10,264 2024-04-17 $11.79 $12.50 39.4% 11.3% 30.1% 30.9% 34.5% -6.3% 6.1% 550.1K -22.0M -210.5K 0.06 84.89 N/A N/A 507 31 65,509 10,365 2024-04-18 $11.73 $12.50 39.7% 11.4% 30.1% 31.5% 39.7% -6.0% -2.6% 488.7K -21.6M -205.7K 1.37 82.39 N/A N/A 156 213 65,357 10,288 2024-04-19 $11.82 $12.50 39.2% 11.2% 30.2% 30.7% 39.4% -4.9% -1.4% 500.6K -22.6M -207.7K 0.03 84.43 N/A N/A 733 23 65,450 10,219 2024-04-22 $11.86 $12.50 38.6% 11.1% 28.9% 29.7% 38.2% -4.0% -2.2% 528.9K -22.9M -208.8K 0.01 68.44 N/A N/A 743 6 62,299 10,037 2024-04-23 $12.00 $12.50 36.9% 10.6% 24.9% 27.0% 37.0% -4.1% -1.7% 551.2K -23.6M -210.0K 0.16 69.20 N/A N/A 156 25 62,394 10,045 2024-04-24 $11.80 $12.50 36.9% 10.6% 23.0% 26.8% 36.9% -7.3% -0.9% 534.6K -21.9M -203.4K 0.27 74.43 N/A N/A 124 34 62,443 10,070 2024-04-25 $12.04 $12.50 36.5% 10.5% 20.1% 26.3% 36.5% -3.9% -1.2% 568.4K -23.9M -209.5K 0.62 76.66 N/A N/A 282 176 62,532 9,987 2024-04-26 $12.05 $12.50 38.8% 11.1% 19.1% 30.0% 38.8% -3.8% -3.8% 574.3K -24.2M -208.7K 0.04 77.48 N/A N/A 314 11 62,713 10,072 2024-04-29 $12.07 $12.50 39.9% 11.4% 19.0% 31.8% 39.9% -2.7% -3.9% 589.8K -23.9M -204.8K 0.68 78.51 N/A N/A 512 347 62,861 10,082 2024-04-30 $11.57 $12.50 40.3% 11.6% 23.8% 32.5% 40.6% -11.4% -4.7% 517.9K -20.1M -198.8K 0.20 79.09 N/A N/A 455 89 63,177 10,364
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