VET Options History — October 2024 In October 2024, VET traded between $9.36 and $10.45. ATM implied volatility averaged 41.9%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 12.8% (HV 20d: 29.1%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.24.
Notable Days 2024-10-15 : Highest Volume — 2,280 contracts2024-10-04 : Largest IV drop — 9.5% change2024-10-31 : Highest IV Rank — 44.2%2024-10-31 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $9.87 $9.36 $10.45 $10.02 $9.36 Max Pain $9.78 $7.50 $10.00 $7.50 $10.00 ATM IV 41.9% 37.5% 47.4% 37.5% 47.4% Expected Move 12.2% 10.8% 13.6% 10.8% 13.6% HV 20d 29.1% 24.8% 32.7% 26.6% 27.9% HV 60d 34.5% 29.6% 36.5% 35.3% 29.6% IV Rank 35.3% 28.2% 44.2% 28.2% 44.2% IV Percentile 72.2% 51.2% 89.7% 51.2% 89.7% Term Structure -3.0% -6.8% 4.3% 4.3% -6.8% VWIV 42.1% 33.7% 48.2% 37.5% 47.4% Skew 25d 8.1% -4.8% 34.1% 5.4% -4.8% Skew 10d 13.7% -7.9% 52.0% 9.0% -5.0% Call IV 25d 38.7% 29.2% 51.7% 35.7% 47.2% Put IV 25d 46.8% 36.0% 74.3% 41.1% 42.4% Bid-Ask Spread % 63.43 44.24 84.35 47.19 54.66 Gamma HHI 0.36 0.33 0.39 0.35 0.39 Net GEX 339.6K 289.8K 401.2K 351.2K 292.7K Net DEX -10.1M -15.6M -6.4M -11.9M -6.4M Net VEX -143.3K -162.7K -125.0K -153.7K -125.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.24 0.01 1.17 0.59 1.17 Total Volume 599.957 124 2,280 593 361 Total OI 79,062.826 77,738 80,122 78,085 79,404
Daily Data (23 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 2024-10-01 $10.02 $7.50 37.5% 10.8% 26.6% 28.2% 37.5% 5.4% 4.3% 351.2K -11.9M -153.7K 0.59 47.19 N/A N/A 372 221 63,946 14,139 2024-10-02 $10.14 $7.50 41.0% 11.7% 26.2% 33.8% 41.0% 6.9% 1.6% 361.1K -12.8M -156.1K 0.22 44.24 N/A N/A 344 74 64,005 14,199 2024-10-03 $10.45 $10.00 43.0% 13.0% 27.3% 37.0% 33.7% 11.8% -4.7% 386.1K -15.2M -162.7K 0.22 60.97 N/A N/A 981 212 64,093 14,255 2024-10-04 $10.34 $10.00 38.9% 12.4% 25.9% 30.4% 43.0% 12.7% -2.6% 389.1K -14.8M -160.4K 0.03 60.82 N/A N/A 420 13 64,744 14,386 2024-10-07 $10.39 $10.00 39.7% 12.9% 24.8% 31.7% 45.0% -2.3% -3.2% 398.8K -15.6M -162.2K 0.10 75.82 N/A N/A 558 55 65,032 14,404 2024-10-08 $10.07 $10.00 41.0% 13.2% 27.0% 33.8% 48.2% 26.6% -4.1% 371.1K -12.6M -156.0K 0.06 80.63 N/A N/A 335 19 65,125 14,439 2024-10-09 $9.93 $10.00 43.3% 12.4% 27.2% 37.6% 0.0% 19.1% -2.3% 360.5K -11.7M -149.0K 0.10 62.69 N/A N/A 637 65 65,222 14,437 2024-10-10 $10.09 $10.00 43.4% 12.4% 27.5% 37.6% 39.5% 13.7% -2.4% 390.3K -12.7M -155.2K 0.22 81.34 N/A N/A 941 204 65,654 14,430 2024-10-11 $10.16 $10.00 42.5% 12.2% 27.5% 36.2% 42.5% 26.6% -1.0% 401.2K -13.6M -157.4K 0.02 84.35 N/A N/A 571 14 65,535 14,587 2024-10-14 $9.95 $10.00 41.3% 11.9% 28.4% 34.3% 41.3% 7.4% -1.0% 386.1K -10.9M -146.7K 0.06 75.80 N/A N/A 466 30 65,322 14,596 2024-10-15 $9.57 $10.00 42.9% 12.3% 31.5% 36.8% 42.9% 1.3% -3.2% 311.3K -7.8M -137.2K 0.02 74.30 N/A N/A 2,235 45 65,381 14,620 2024-10-16 $9.68 $10.00 42.0% 12.1% 31.8% 35.5% 42.1% 29.9% -1.8% 310.3K -7.7M -136.9K 0.27 79.22 N/A N/A 150 40 64,713 14,596 2024-10-17 $9.79 $10.00 42.1% 12.1% 31.9% 35.6% 42.1% -3.8% -2.2% 360.3K -8.8M -142.6K 0.22 83.61 N/A N/A 102 22 64,813 14,616 2024-10-18 $9.73 $10.00 39.1% 11.2% 31.5% 30.7% 39.1% 4.5% -2.0% 289.8K -7.8M -136.6K 0.39 75.49 N/A N/A 356 140 64,825 14,616 2024-10-21 $9.71 $10.00 38.6% 11.1% 31.3% 29.9% 38.6% 0.3% -1.4% 294.1K -7.9M -136.7K 0.27 49.16 N/A N/A 428 117 63,672 14,066 2024-10-22 $9.71 $10.00 42.2% 12.1% 30.9% 35.7% 42.2% 34.1% -5.5% 299.5K -8.0M -135.5K 0.01 62.24 N/A N/A 668 7 63,988 14,123 2024-10-23 $9.55 $10.00 40.9% 11.7% 30.1% 33.7% 40.9% -2.3% -3.6% 290.0K -6.7M -129.8K 0.05 51.33 N/A N/A 380 19 64,344 14,127 2024-10-24 $9.79 $10.00 40.6% 11.6% 30.4% 33.1% 40.6% 2.5% -5.6% 320.8K -8.8M -135.6K 0.24 50.81 N/A N/A 341 82 64,527 13,755 2024-10-25 $9.93 $10.00 41.8% 12.0% 30.6% 35.1% 41.8% 4.1% -3.4% 339.0K -10.2M -139.5K 0.26 49.62 N/A N/A 427 111 64,780 13,648 2024-10-28 $9.61 $10.00 44.0% 12.6% 32.7% 38.7% 44.1% -1.2% -6.5% 309.6K -7.9M -129.3K 0.24 51.08 N/A N/A 616 145 65,130 13,694 2024-10-29 $9.45 $10.00 45.3% 13.0% 30.9% 40.7% 45.3% -3.7% -5.7% 298.5K -6.8M -127.1K 0.38 52.42 N/A N/A 233 89 65,516 13,699 2024-10-30 $9.48 $10.00 45.6% 13.1% 30.5% 41.3% 46.5% -3.0% -6.4% 300.3K -6.9M -125.8K 0.46 51.00 N/A N/A 105 48 65,512 13,730 2024-10-31 $9.36 $10.00 47.4% 13.6% 27.9% 44.2% 47.4% -4.8% -6.8% 292.7K -6.4M -125.0K 1.17 54.66 N/A N/A 166 195 65,708 13,696
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