VET Options History — September 2024

In September 2024, VET traded between $8.91 and $9.98. ATM implied volatility averaged 33.6%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 2.3% (HV 20d: 31.4%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 1.11.

Notable Days

  • 2024-09-26: Highest Volume — 2,059 contracts
  • 2024-09-11: Largest IV spike — 32.9% change
  • 2024-09-11: Highest IV Rank — 32.5%
  • 2024-09-11: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.47$8.91$9.98$9.64$9.71
Max Pain$8.75$7.50$10.00$10.00$7.50
ATM IV33.6%26.3%40.2%34.4%38.2%
Expected Move9.9%8.1%11.5%9.9%10.9%
HV 20d31.4%28.6%33.7%33.7%31.7%
HV 60d35.4%34.5%36.7%36.7%34.7%
IV Rank21.8%9.9%32.5%23.1%29.2%
IV Percentile30.8%3.6%65.5%34.1%54.4%
Term Structure4.5%-0.9%16.1%-0.5%2.4%
VWIV34.4%30.1%40.6%34.4%38.2%
Skew 25d76.4%-8.2%172.9%2.8%2.0%
Skew 10d106.8%-9.5%244.5%2.0%3.2%
Call IV 25d34.5%23.2%45.6%35.5%37.6%
Put IV 25d110.8%25.1%207.9%38.3%39.7%
Bid-Ask Spread %60.6623.6983.7642.8328.78
Gamma HHI0.370.340.400.370.36
Net GEX286.4K215.9K357.8K307.9K317.9K
Net DEX-6.2M-9.5M-2.5M-7.3M-9.5M
Net VEX-140.3K-147.5K-127.4K-147.5K-147.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.110.0613.500.260.58
Total Volume732.42152,059626391
Total OI81,988.275,91284,86982,17277,831

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$9.64$10.0034.4%9.9%33.7%23.1%34.4%2.8%-0.5%307.9K-7.3M-147.5K0.2642.83N/AN/A49613066,63215,540
2024-09-04$9.52$10.0034.5%9.9%32.3%23.3%34.6%2.9%-0.9%312.2K-6.4M-145.2K0.3040.30N/AN/A73422166,93415,639
2024-09-05$9.41$10.0033.6%10.3%32.2%21.7%35.8%-6.2%2.1%308.0K-5.9M-146.0K0.2469.25N/AN/A3418367,57715,810
2024-09-06$9.20$10.0030.9%10.0%31.1%17.4%34.2%123.4%-0.5%268.9K-4.0M-137.8K1.0275.95N/AN/A68870167,85415,802
2024-09-09$9.07$10.0026.3%8.1%31.3%9.9%0.0%1.8%16.1%232.5K-3.3M-127.4K3.0483.76N/AN/A20662668,23515,401
2024-09-10$8.91$10.0030.3%10.6%28.6%16.4%32.0%-8.2%1.7%215.9K-2.5M-129.0K0.2974.75N/AN/A49114168,27815,943
2024-09-11$9.11$10.0040.2%11.5%30.4%32.5%40.6%-8.1%-0.8%239.9K-3.5M-131.3K0.6176.61N/AN/A23814668,54515,914
2024-09-12$9.18$10.0035.6%10.2%30.7%25.0%35.7%-4.9%3.1%247.7K-3.5M-129.9K0.3057.81N/AN/A1725268,60215,891
2024-09-13$9.21$10.0034.8%10.0%29.7%23.7%34.9%-7.4%4.0%266.0K-4.1M-135.8K0.1170.60N/AN/A5556268,60915,739
2024-09-16$9.39$10.0032.1%9.2%31.0%19.3%32.2%159.1%6.3%269.6K-4.8M-136.4K0.1960.25N/AN/A4698968,89915,732
2024-09-17$9.54$7.5033.6%9.6%31.8%21.7%33.6%156.7%5.6%340.3K-6.1M-139.6K0.1779.80N/AN/A1833269,09715,655
2024-09-18$9.52$7.5034.2%9.8%31.4%22.7%34.2%159.4%4.4%344.8K-6.3M-140.2K0.4169.67N/AN/A25410369,12615,641
2024-09-19$9.61$7.5033.3%9.6%31.7%21.3%33.3%158.8%14.4%357.8K-6.8M-143.7K0.2280.96N/AN/A2485569,12815,741
2024-09-20$9.75$7.5030.0%8.6%32.2%16.0%30.1%159.0%6.9%258.7K-7.3M-144.0K0.0771.95N/AN/A5913969,15615,541
2024-09-23$9.84$7.5031.3%9.0%31.3%18.1%31.3%162.1%6.9%287.4K-8.6M-146.9K0.1749.21N/AN/A4698261,03914,873
2024-09-24$9.98$7.5032.8%9.4%31.0%20.5%32.8%149.4%5.6%296.1K-9.4M-147.3K0.0664.11N/AN/A1,2597361,25914,938
2024-09-25$9.73$7.5036.0%10.3%31.5%25.8%36.1%172.9%3.4%285.2K-8.3M-145.6K0.0945.02N/AN/A1,44313562,34514,961
2024-09-26$9.52$7.5037.5%10.7%32.3%28.1%37.5%74.3%2.0%267.1K-6.7M-140.2K13.5023.69N/AN/A1421,91763,36615,070
2024-09-27$9.61$7.5032.9%9.4%31.5%20.7%32.9%77.8%7.8%304.0K-8.4M-144.3K0.4947.86N/AN/A39619563,41614,005
2024-09-30$9.71$7.5038.2%10.9%31.7%29.2%38.2%2.0%2.4%317.9K-9.5M-147.1K0.5828.78N/AN/A24814363,76814,063