VET Options History — November 2024

In November 2024, VET traded between $9.25 and $10.84. ATM implied volatility averaged 37.6%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 1.5% (HV 20d: 36.1%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.17.

Notable Days

  • 2024-11-07: Highest Volume — 4,263 contracts
  • 2024-11-11: Largest IV spike — 36.7% change
  • 2024-11-05: Highest IV Rank — 52.8%
  • 2024-11-01: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.99$9.25$10.84$9.25$10.25
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV37.6%31.7%52.8%50.4%32.7%
Expected Move10.1%9.1%14.4%14.4%9.4%
HV 20d36.1%28.0%43.0%28.0%42.6%
HV 60d32.2%29.1%35.5%29.1%33.7%
IV Rank28.3%18.7%52.8%49.0%20.4%
IV Percentile47.1%21.4%96.8%93.7%27.4%
Term Structure1.8%-10.7%5.9%-10.7%4.0%
VWIV35.3%31.6%50.6%50.6%32.8%
Skew 25d5.3%-11.7%13.7%-7.8%11.4%
Skew 10d11.1%-18.9%28.4%-8.6%25.3%
Call IV 25d31.2%22.5%50.6%50.6%29.9%
Put IV 25d36.6%31.6%42.8%42.8%41.2%
Bid-Ask Spread %60.5851.0769.2752.3963.46
Gamma HHI0.420.390.560.400.42
Net GEX436.7K276.9K696.3K276.9K474.1K
Net DEX-11.8M-20.2M-5.5M-5.5M-14.3M
Net VEX-139.5K-159.9K-119.7K-119.7K-145.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.000.660.020.02
Total Volume938.72344,263414243
Total OI83,81179,69385,69679,69385,696

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$9.25$10.0050.4%14.4%28.0%49.0%50.6%-7.8%-10.7%276.9K-5.5M-119.7K0.0252.39N/AN/A406865,80213,891
2024-11-04$9.59$10.0048.1%11.8%31.5%45.3%41.1%-11.7%-0.4%330.3K-8.1M-130.4K0.3160.09N/AN/A42613265,87713,889
2024-11-05$9.68$10.0052.8%10.4%30.1%52.8%36.2%0.6%3.4%348.0K-8.5M-132.3K0.0461.09N/AN/A4662066,08213,786
2024-11-06$9.98$10.0049.9%10.6%31.8%48.2%37.0%5.0%0.7%374.2K-10.6M-136.5K0.0459.18N/AN/A1,2405366,26413,757
2024-11-07$10.09$10.0034.6%9.8%31.5%23.4%34.2%6.2%2.8%434.6K-11.7M-133.4K0.0561.07N/AN/A4,05321067,00313,739
2024-11-08$9.81$10.0034.3%9.8%33.0%22.9%34.1%3.3%2.1%443.6K-10.4M-138.3K0.6659.50N/AN/A32321270,24813,791
2024-11-11$9.68$10.0046.9%10.0%32.5%43.3%34.9%5.7%0.3%408.3K-8.9M-133.5K0.0769.27N/AN/A1,2948970,34213,898
2024-11-12$9.46$10.0033.0%10.4%30.5%20.8%36.3%-0.6%0.7%343.7K-7.2M-127.3K0.2060.84N/AN/A3336571,28013,899
2024-11-13$9.39$10.0035.1%10.1%30.2%24.2%35.1%-0.4%1.4%333.4K-6.4M-124.2K0.1561.07N/AN/A5177571,26513,899
2024-11-14$9.96$10.0031.7%9.1%36.9%18.7%31.6%8.7%5.7%590.6K-11.7M-138.5K0.2468.37N/AN/A62115071,63413,834
2024-11-15$9.93$10.0032.5%9.3%36.8%20.0%32.5%3.2%1.8%696.3K-11.3M-139.7K0.1259.29N/AN/A1,19614871,69413,960
2024-11-18$10.23$10.0033.2%9.5%38.2%21.1%33.0%9.5%2.5%437.4K-13.8M-145.0K0.1362.77N/AN/A7509470,09713,887
2024-11-19$10.11$10.0033.8%9.7%38.5%22.1%34.0%5.8%1.9%433.1K-12.8M-144.6K0.1251.07N/AN/A88610570,24013,941
2024-11-20$10.25$10.0036.6%10.5%38.1%26.6%36.4%13.7%0.4%449.4K-14.1M-147.4K0.4260.45N/AN/A61025570,93314,063
2024-11-21$10.84$10.0035.9%10.3%41.8%25.5%35.8%12.3%2.6%510.6K-20.2M-159.9K0.1362.08N/AN/A2,07627271,25114,204
2024-11-22$10.71$10.0034.1%9.8%42.1%22.6%34.1%9.4%1.3%447.7K-18.1M-153.1K0.0564.36N/AN/A2591471,19214,178
2024-11-25$10.36$10.0032.5%9.3%42.1%20.0%32.4%7.9%2.8%485.5K-15.8M-152.1K0.1153.57N/AN/A4104571,22014,186
2024-11-26$10.09$10.0032.4%9.3%42.9%19.9%32.4%12.7%5.8%449.4K-12.7M-142.0K0.4460.93N/AN/A33714771,42014,195
2024-11-27$10.21$10.0032.1%9.2%43.0%19.4%32.1%12.0%5.9%467.7K-13.9M-146.1K0.0060.78N/AN/A234071,54214,141
2024-11-29$10.25$10.0032.7%9.4%42.6%20.4%32.8%11.4%4.0%474.1K-14.3M-145.3K0.0263.46N/AN/A239471,55514,141