VET Options History — December 2024

In December 2024, VET traded between $8.66 and $10.16. ATM implied volatility averaged 35.9%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 2.7% (HV 20d: 38.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.31.

Notable Days

  • 2024-12-23: Highest Volume — 4,539 contracts
  • 2024-12-24: Largest IV spike — 84.9% change
  • 2024-12-27: Highest IV Rank — 48.0%
  • 2024-12-27: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.36$8.66$10.16$10.16$9.38
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV35.9%21.8%49.8%31.2%33.6%
Expected Move10.3%6.2%14.3%8.9%9.6%
HV 20d38.6%32.6%43.8%42.4%36.7%
HV 60d35.2%32.9%36.5%33.4%36.3%
IV Rank25.6%2.7%48.0%17.9%21.8%
IV Percentile46.3%1.2%92.5%19.8%38.1%
Term Structure1.8%-12.7%18.1%7.4%2.6%
VWIV37.6%31.2%45.8%31.2%33.9%
Skew 25d46.8%-16.1%216.2%12.3%216.2%
Skew 10d73.2%-19.9%333.6%25.9%293.5%
Call IV 25d40.7%21.4%81.4%31.5%52.0%
Put IV 25d87.5%26.2%268.2%43.7%268.2%
Bid-Ask Spread %50.3839.8165.3765.3739.81
Gamma HHI0.440.410.500.440.46
Net GEX377.0K246.4K493.7K456.4K448.0K
Net DEX-7.7M-13.2M-3.8M-12.8M-9.5M
Net VEX-128.3K-147.4K-112.5K-140.9K-142.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.012.122.120.37
Total Volume1,428.0952054,539384956
Total OI89,730.23885,90193,07185,90192,386

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$10.16$10.0031.2%8.9%42.4%17.9%31.2%12.3%7.4%456.4K-12.8M-140.9K2.1265.37N/AN/A12326171,75614,145
2024-12-03$10.14$10.0033.9%9.7%40.8%22.3%33.9%13.7%1.7%474.7K-13.2M-143.2K1.0763.84N/AN/A47250571,77914,390
2024-12-04$9.98$10.0034.4%9.9%41.2%23.2%34.5%208.5%1.8%460.0K-11.5M-137.0K0.0455.52N/AN/A2,56910172,06214,369
2024-12-05$10.05$10.0033.4%10.5%39.9%21.4%35.5%11.4%3.2%493.7K-13.2M-147.4K0.1855.33N/AN/A4297873,92514,404
2024-12-06$9.55$10.0036.2%10.5%43.6%25.9%36.7%0.1%3.3%408.9K-8.3M-134.8K0.1640.41N/AN/A70711373,83114,450
2024-12-09$9.75$10.0035.7%10.0%43.3%25.3%35.0%125.9%4.4%461.1K-9.9M-136.0K0.2256.11N/AN/A1,28228274,20114,496
2024-12-10$9.52$10.0036.8%10.5%43.8%26.9%36.5%-2.1%2.9%428.4K-7.8M-127.0K0.0149.22N/AN/A202374,81514,255
2024-12-11$9.61$10.0036.1%10.4%43.2%25.8%36.1%1.1%3.7%453.0K-8.9M-133.5K0.0251.26N/AN/A1,6623474,35314,257
2024-12-12$9.54$10.0035.2%10.1%43.2%24.4%35.2%140.5%4.6%451.2K-8.1M-128.1K0.0247.94N/AN/A1,4083174,86714,286
2024-12-13$9.41$10.0038.3%11.0%37.5%29.3%38.3%-2.1%2.6%417.0K-8.0M-129.8K0.2340.66N/AN/A2726375,99914,294
2024-12-16$9.07$10.0040.5%11.6%39.4%32.9%40.3%-8.2%-0.5%290.1K-4.8M-119.5K0.1450.01N/AN/A1,07214875,95914,354
2024-12-17$9.00$10.0036.0%10.3%37.3%25.8%36.3%125.8%4.2%282.7K-3.9M-112.8K0.2751.12N/AN/A1,67145476,33114,380
2024-12-18$8.66$10.0028.1%8.1%39.0%12.8%45.0%-14.9%14.9%246.4K-3.8M-113.3K0.0460.31N/AN/A2,3039477,83714,283
2024-12-19$8.89$10.0031.7%9.1%40.1%18.8%40.3%-14.1%-12.7%271.6K-4.5M-114.4K0.0740.70N/AN/A2,26615678,70614,300
2024-12-20$8.95$10.0032.8%9.4%33.0%20.5%36.2%-9.2%1.8%290.1K-5.1M-118.9K0.2753.08N/AN/A97526078,78214,289
2024-12-23$8.89$10.0021.8%6.2%33.0%2.7%32.9%25.0%18.1%279.0K-4.7M-112.5K0.2950.69N/AN/A3,5111,02873,55113,762
2024-12-24$9.11$10.0040.3%11.6%33.8%32.7%40.3%-8.3%-3.2%347.6K-7.2M-133.0K0.4152.15N/AN/A74130775,40114,659
2024-12-26$8.94$10.0043.3%12.4%33.3%37.6%43.4%-7.1%-6.2%320.1K-5.8M-129.2K0.3249.53N/AN/A1,08234275,99314,793
2024-12-27$8.90$10.0049.8%14.3%32.6%48.0%42.8%-16.1%-10.7%305.5K-5.0M-118.8K0.0344.23N/AN/A5191376,76614,901
2024-12-30$9.05$10.0045.7%13.1%33.5%41.5%45.8%185.2%-6.6%331.2K-6.2M-122.0K0.1740.60N/AN/A1,28121477,06014,908
2024-12-31$9.38$10.0033.6%9.6%36.7%21.8%33.9%216.2%2.6%448.0K-9.5M-142.2K0.3739.81N/AN/A69725977,36515,021