VET Options History — August 2024

In August 2024, VET traded between $9.25 and $10.36. ATM implied volatility averaged 36.9%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded below realized volatility by 6.3% (HV 20d: 43.3%). 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 16 of 22 days. Put/call ratio averaged 0.53.

Notable Days

  • 2024-08-01: Highest Volume — 6,480 contracts
  • 2024-08-07: Largest IV drop — 48.0% change
  • 2024-08-06: Highest IV Rank — 71.0%
  • 2024-08-05: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.01$9.25$10.36$10.00$10.21
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV36.9%28.2%64.0%38.6%28.2%
Expected Move10.2%8.1%13.4%11.1%8.1%
HV 20d43.3%26.5%46.1%38.9%26.5%
HV 60d37.4%35.2%38.8%35.4%35.2%
IV Rank27.2%13.0%71.0%29.8%13.0%
IV Percentile38.9%7.5%99.2%52.8%7.5%
Term Structure0.1%-16.2%12.1%-1.5%2.9%
VWIV34.9%28.2%47.6%38.6%28.2%
Skew 25d10.6%-15.6%123.6%5.5%4.1%
Skew 10d18.0%-25.3%206.4%9.0%10.0%
Call IV 25d30.8%25.2%50.7%37.5%28.5%
Put IV 25d41.3%32.2%152.2%43.0%32.6%
Bid-Ask Spread %39.8923.8162.7562.7529.35
Gamma HHI0.340.290.390.340.35
Net GEX384.8K242.8K456.5K371.7K389.7K
Net DEX-11.3M-15.0M-4.5M-9.6M-11.7M
Net VEX-162.1K-175.4K-142.6K-154.3K-161.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.530.002.800.330.25
Total Volume1,375.4091606,4806,480160
Total OI82,055.36477,13183,96677,77082,079

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$10.00$10.0038.6%11.1%38.9%29.8%38.6%5.5%-1.5%371.7K-9.6M-154.3K0.3362.75N/AN/A4,8761,60463,87213,898
2024-08-02$9.41$10.0044.2%12.7%42.9%38.9%44.2%-1.9%-4.7%264.0K-5.1M-142.6K0.8559.77N/AN/A1,4701,24362,66614,465
2024-08-05$9.25$10.0049.2%13.4%42.8%47.1%47.6%-15.6%-2.9%242.8K-4.5M-144.3K0.3043.96N/AN/A3,4201,01563,29915,010
2024-08-06$9.54$10.0064.0%11.8%44.9%71.0%38.5%-1.2%-16.2%305.2K-7.2M-157.5K0.1340.54N/AN/A7739865,76115,363
2024-08-07$9.66$10.0033.2%11.6%44.8%21.2%36.4%0.6%1.4%310.7K-7.9M-156.5K0.8250.19N/AN/A26721865,91915,423
2024-08-08$9.93$10.0040.0%11.2%43.9%32.1%34.8%5.5%-14.2%348.4K-10.3M-164.5K0.0751.26N/AN/A1,0327066,02515,244
2024-08-09$9.89$10.0040.2%11.2%43.6%32.5%38.9%6.6%2.2%348.1K-10.1M-163.1K0.6740.38N/AN/A58739266,44414,981
2024-08-12$10.21$10.0051.7%10.9%45.5%51.1%37.8%14.3%4.4%375.0K-12.9M-167.8K0.2162.38N/AN/A1,21224966,70115,372
2024-08-13$10.16$10.0036.0%10.6%45.5%25.7%36.8%13.5%4.1%424.8K-14.1M-175.4K0.1450.39N/AN/A6939667,67815,181
2024-08-14$10.11$10.0035.7%10.2%45.5%25.2%35.6%12.7%-12.2%421.9K-12.9M-165.6K0.2849.48N/AN/A60717068,05215,233
2024-08-15$10.29$10.0033.6%9.6%46.1%21.7%33.6%10.1%12.1%433.8K-15.0M-171.6K0.2140.67N/AN/A73715368,43415,253
2024-08-16$10.21$10.0033.0%9.5%46.0%20.9%33.0%12.3%3.4%403.2K-13.6M-162.2K0.0852.19N/AN/A1,50912868,67515,291
2024-08-19$10.21$10.0033.2%9.5%45.9%21.1%33.2%7.1%1.7%418.0K-13.5M-164.8K2.8024.66N/AN/A3681,03166,80114,842
2024-08-20$10.04$10.0030.9%8.9%45.0%17.5%30.9%4.6%5.1%411.9K-11.5M-160.5K0.2924.22N/AN/A1,32138567,02815,207
2024-08-21$10.02$10.0031.7%9.1%44.6%18.8%31.7%123.6%3.1%401.1K-11.7M-164.7K1.4124.74N/AN/A8311768,01315,382
2024-08-22$9.96$10.0033.3%9.5%44.6%21.3%33.3%4.0%3.0%403.7K-11.3M-163.7K0.4223.81N/AN/A33714168,02115,489
2024-08-23$10.18$10.0030.7%8.8%45.3%17.1%30.7%6.0%2.4%434.9K-13.2M-164.5K1.7132.19N/AN/A15426468,25715,627
2024-08-26$10.36$10.0031.7%9.1%45.5%18.8%31.7%6.3%2.8%456.5K-14.7M-169.0K0.4724.86N/AN/A1667868,30715,480
2024-08-27$10.16$10.0030.4%8.7%46.0%16.7%30.6%5.2%3.2%450.5K-12.7M-163.2K0.1529.67N/AN/A2393768,35815,539
2024-08-28$10.14$10.0031.7%9.1%42.9%18.7%31.7%5.3%1.6%437.7K-12.6M-163.9K0.0029.10N/AN/A1,407668,21215,570
2024-08-29$10.34$10.0030.8%8.8%34.8%17.3%30.8%4.7%1.4%412.5K-13.5M-164.3K0.1530.94N/AN/A1,17417267,19415,572
2024-08-30$10.21$10.0028.2%8.1%26.5%13.0%28.2%4.1%2.9%389.7K-11.7M-161.2K0.2529.35N/AN/A1283266,56515,514