VinFast Auto Ltd. (VFS) Options History
Historical options analytics archive for VFS with monthly max pain, implied volatility, gamma exposure, and put/call data.
34 months of complete options data available.
VFS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VFS. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 179.3% | 36.4% | $3.00 | $7.1K | -$453.8K | 0.98 |
| 2026-05 | 20 | 99.3% | 20.7% | $4.00 | $14.1K | -$382.7K | 1.03 |
| 2026-04 | 21 | 113.4% | 23.7% | $4.00 | $76.3K | -$2.8M | 0.30 |
| 2026-03 | 22 | 94.6% | 19.3% | $3.00 | $10.6K | -$1.8M | 3.74 |
| 2026-02 | 19 | 68.7% | 10.4% | $4.00 | $12.6K | -$248.4K | 0.90 |
| 2026-01 | 20 | 68.3% | 10.2% | $4.00 | $11.4K | -$244.5K | 2.05 |
This archive aggregates VFS's daily end-of-day options snapshots into monthly summaries, spanning 2023-09 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how VFS option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 179.3%, a month-end max-pain strike around $3.00, an average put/call ratio of 0.98.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Frequently asked VFS history questions
- How much options history is available for VFS?
- This archive holds 34 months of VFS options analytics, spanning 2023-09 through 2026-06. Each entry is a monthly rollup of VFS's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the VFS archive.
- What data does each monthly VFS aggregate contain?
- Every monthly row summarizes that month of VFS option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 179.3%, an average IV rank of 36.4%, a month-end max-pain strike around $3.00, an average put/call ratio of 0.98.
- How is the VFS options-history archive built and how often does it update?
- The archive is derived from VFS's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how VFS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.