VET Options History — July 2024

In July 2024, VET traded between $10.20 and $11.32. ATM implied volatility averaged 38.3%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 8.1% (HV 20d: 30.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.40.

Notable Days

  • 2024-07-10: Highest Volume — 3,856 contracts
  • 2024-07-05: Largest IV spike — 33.2% change
  • 2024-07-31: Highest IV Rank — 47.7%
  • 2024-07-31: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.89$10.20$11.32$11.00$10.75
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV38.3%20.8%49.6%24.2%49.6%
Expected Move11.3%5.9%14.2%6.9%14.2%
HV 20d30.3%26.1%36.5%36.5%31.0%
HV 60d32.9%31.2%33.6%32.1%32.6%
IV Rank29.4%1.0%47.7%6.6%47.7%
IV Percentile52.9%1.2%92.5%1.6%92.5%
Term Structure-0.2%-7.5%25.0%11.7%-6.8%
VWIV39.7%25.2%49.7%25.2%49.7%
Skew 25d1.6%-15.4%17.2%1.0%17.2%
Skew 10d12.2%-9.7%43.0%1.5%25.9%
Call IV 25d37.5%21.3%50.4%22.4%31.6%
Put IV 25d39.1%23.4%48.8%23.4%48.8%
Bid-Ask Spread %68.5857.0681.1965.3064.32
Gamma HHI0.310.290.350.310.32
Net GEX426.4K359.5K486.2K359.5K454.2K
Net DEX-16.4M-21.4M-11.0M-13.8M-15.6M
Net VEX-171.7K-181.2K-159.7K-169.0K-173.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.011.980.140.08
Total Volume1,025.6821903,8561,1381,037
Total OI78,178.81872,84483,71976,66277,257

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$11.00$10.0024.2%6.9%36.5%6.6%25.2%1.0%11.7%359.5K-13.8M-169.0K0.1465.30N/AN/A99913964,72911,933
2024-07-02$11.11$10.0029.9%8.6%33.4%15.9%28.4%2.0%4.7%393.8K-15.0M-170.4K0.4268.75N/AN/A1375865,49811,912
2024-07-03$11.32$10.0020.8%5.9%32.0%1.0%29.5%6.1%18.2%440.7K-17.4M-177.1K0.0669.04N/AN/A1881165,49811,472
2024-07-05$11.00$10.0027.6%11.4%33.5%12.1%38.3%1.4%-4.7%367.1K-16.0M-170.6K0.5767.50N/AN/A47527165,57811,482
2024-07-08$11.04$10.0029.5%12.0%32.5%15.1%41.1%1.8%-5.1%365.1K-15.4M-170.1K0.3880.25N/AN/A1385265,83811,627
2024-07-09$11.07$10.0033.1%10.4%31.0%21.0%38.8%-1.0%3.1%361.4K-15.5M-168.1K0.0170.99N/AN/A1,1681665,89611,666
2024-07-10$10.77$10.0039.7%11.4%31.0%31.7%39.7%-2.7%0.7%398.8K-14.5M-166.8K0.0568.49N/AN/A3,66219466,64911,673
2024-07-11$11.16$10.0040.8%11.7%33.8%33.5%40.6%0.4%-1.4%475.7K-20.1M-179.1K0.1879.40N/AN/A3165670,05311,685
2024-07-12$11.25$10.0031.4%9.0%33.9%18.2%39.9%-15.4%25.0%467.0K-20.0M-178.3K0.0768.81N/AN/A6935070,08011,697
2024-07-15$11.30$10.0039.9%11.4%31.2%32.0%40.2%0.8%-3.1%481.8K-21.4M-180.6K0.2081.19N/AN/A3356670,52811,747
2024-07-16$11.27$10.0041.9%12.0%30.3%35.2%42.2%-1.1%-2.6%486.2K-21.2M-181.2K0.0680.18N/AN/A2901870,59011,813
2024-07-17$11.21$10.0043.2%12.4%30.4%37.4%39.2%0.8%-6.5%463.3K-20.6M-178.8K0.0781.02N/AN/A1,2789370,76111,827
2024-07-18$11.04$10.0041.8%12.0%29.1%35.1%43.0%-1.5%-3.4%465.6K-19.3M-175.9K0.3576.87N/AN/A70524671,53111,848
2024-07-19$10.93$10.0041.7%12.0%29.2%35.0%39.9%-2.9%-0.5%463.7K-18.3M-175.5K0.6369.43N/AN/A75847671,75511,964
2024-07-22$10.98$10.0042.7%12.2%28.0%36.6%41.0%0.2%-5.1%472.6K-18.0M-177.1K0.4561.41N/AN/A54724661,12811,716
2024-07-23$10.63$10.0042.2%12.1%26.3%35.8%44.2%-4.5%-4.0%442.4K-15.4M-169.3K0.9860.40N/AN/A49047961,48911,884
2024-07-24$10.43$10.0042.8%12.3%26.8%36.6%43.6%-7.7%-2.9%416.3K-13.6M-164.9K0.5858.12N/AN/A49628961,77912,318
2024-07-25$10.41$10.0043.8%12.6%26.5%38.3%32.8%8.9%-3.9%415.0K-13.4M-166.0K0.2159.65N/AN/A1,33728562,01312,533
2024-07-26$10.34$10.0044.9%12.9%26.4%40.0%44.9%11.7%-4.4%410.0K-12.6M-161.6K1.9859.58N/AN/A38576262,59812,806
2024-07-29$10.20$10.0046.7%13.4%26.1%43.1%46.7%9.0%-7.5%384.2K-11.0M-159.7K1.2257.06N/AN/A47057562,64913,706
2024-07-30$10.29$10.0044.7%12.8%26.5%39.8%44.7%10.0%-5.2%396.0K-12.1M-162.6K0.0361.01N/AN/A2,2057462,87113,857
2024-07-31$10.75$10.0049.6%14.2%31.0%47.7%49.7%17.2%-6.8%454.2K-15.6M-173.7K0.0864.32N/AN/A9617663,37013,887