VET Options History — June 2024

In June 2024, VET traded between $10.86 and $11.79. ATM implied volatility averaged 29.0%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 9.6% (HV 20d: 38.6%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.20.

Notable Days

  • 2024-06-04: Highest Volume — 2,901 contracts
  • 2024-06-21: Largest IV drop — 35.1% change
  • 2024-06-14: Highest IV Rank — 27.2%
  • 2024-06-07: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.29$10.86$11.79$11.79$11.00
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV29.0%20.2%37.1%29.7%29.1%
Expected Move8.5%5.8%10.7%8.5%8.3%
HV 20d38.6%34.8%43.0%34.8%37.3%
HV 60d32.6%31.9%33.4%33.2%32.1%
IV Rank14.2%0.0%27.2%15.3%14.4%
IV Percentile9.2%0.0%36.1%5.6%7.9%
Term Structure8.6%-3.3%40.0%-1.0%1.8%
VWIV30.8%17.8%36.9%32.2%36.2%
Skew 25d12.4%-13.5%150.3%-1.7%-1.8%
Skew 10d48.8%-13.6%254.4%-0.8%14.8%
Call IV 25d39.6%18.8%107.4%32.9%23.5%
Put IV 25d52.0%21.8%257.8%31.2%21.8%
Bid-Ask Spread %70.5457.9389.0066.2873.24
Gamma HHI0.350.290.400.400.34
Net GEX445.7K332.2K554.9K554.9K419.8K
Net DEX-16.1M-19.9M-12.6M-19.9M-14.0M
Net VEX-180.3K-191.8K-168.3K-190.7K-173.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.000.710.110.10
Total Volume857.9471072,9011,304431
Total OI78,728.26375,66981,75177,22477,046

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$11.79$12.5029.7%8.5%34.8%15.3%32.2%-1.7%-1.0%554.9K-19.9M-190.7K0.1166.28N/AN/A1,17113364,99512,229
2024-06-04$11.39$12.5034.7%10.0%36.0%23.4%36.9%-13.5%-3.3%474.5K-16.7M-182.4K0.0575.65N/AN/A2,76014165,36112,340
2024-06-05$11.32$12.5026.9%7.7%36.0%10.7%23.5%-2.6%12.4%447.9K-16.3M-183.1K0.1865.71N/AN/A1,11420666,32512,474
2024-06-06$11.57$12.5033.2%7.9%37.0%20.9%31.8%-0.8%2.3%492.0K-18.5M-191.8K0.0257.93N/AN/A448965,94612,763
2024-06-07$11.25$12.5030.8%10.7%37.6%17.0%34.0%2.6%27.5%420.0K-17.2M-176.8K0.0181.25N/AN/A958866,03712,767
2024-06-10$11.52$12.5026.0%9.6%38.1%9.3%33.4%2.2%1.4%487.4K-17.6M-187.8K0.7163.61N/AN/A876266,01012,768
2024-06-11$11.59$12.5026.8%9.3%38.2%10.5%28.2%4.2%2.2%502.1K-18.4M-191.6K0.0070.44N/AN/A758166,05512,789
2024-06-12$11.48$12.5031.1%8.9%38.0%17.5%31.4%-8.7%2.6%496.7K-16.9M-184.1K0.0971.35N/AN/A98966,90512,790
2024-06-13$11.07$12.5033.4%9.6%39.6%21.2%35.4%-1.8%4.4%408.2K-13.4M-174.2K0.1776.43N/AN/A59810066,94312,785
2024-06-14$10.86$12.5037.1%10.6%40.0%27.2%36.9%-1.0%-0.1%376.9K-12.6M-172.5K0.6269.87N/AN/A87954967,23012,544
2024-06-17$10.91$12.5032.1%9.2%38.7%19.2%32.2%-3.1%7.6%378.7K-16.2M-168.3K0.1380.56N/AN/A5717767,63112,967
2024-06-18$11.23$12.5030.3%8.7%40.1%16.2%32.4%0.5%40.0%431.2K-15.7M-179.2K0.1689.00N/AN/A87814467,94113,020
2024-06-20$11.29$12.5031.1%8.9%40.3%17.5%31.4%-9.3%6.6%458.5K-16.2M-183.5K0.2964.10N/AN/A39111268,46013,014
2024-06-21$11.02$12.5020.2%5.8%40.7%0.0%17.8%131.2%16.9%332.2K-13.9M-170.7K0.3072.66N/AN/A51815668,68013,071
2024-06-24$11.45$12.5027.0%7.7%42.9%11.1%32.4%-6.3%8.8%486.7K-17.1M-184.9K0.5068.09N/AN/A1,11056063,59712,072
2024-06-25$11.32$12.5029.0%8.3%43.0%14.3%33.5%-11.8%0.4%471.5K-16.2M-181.6K0.1167.16N/AN/A3293564,15012,335
2024-06-26$11.16$12.5020.5%5.9%37.9%0.5%22.3%150.3%14.1%378.0K-14.4M-171.2K0.0365.17N/AN/A5801964,31912,361
2024-06-27$11.20$12.5022.0%6.3%37.0%2.9%23.5%6.2%19.3%451.7K-15.2M-178.4K0.1961.77N/AN/A2524964,73712,380
2024-06-28$11.00$12.5029.1%8.3%37.3%14.4%36.2%-1.8%1.8%419.8K-14.0M-173.7K0.1073.24N/AN/A3914064,64412,402