VICE Options History — February 2022

Name: VICE Options Analytics - February 2022
Creator: Options Analysis Suite

In February 2022, VICE traded between $30.25 and $30.94. ATM implied volatility averaged 37.4%. The 30-day expected move averaged 10.7%. Net GEX was positive for 0 of 3 trading days. Term structure was in contango for 0 of 3 days.

Notable Days

2022-02-24: Largest IV spike — 26.0% change
2022-02-24: Largest Expected Move — 12.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.55	$30.25	$30.94	$30.46	$30.94
ATM IV	37.4%	32.9%	44.2%	35.1%	32.9%
Expected Move	10.7%	9.4%	12.7%	10.1%	9.4%
Term Structure	-6.2%	-6.6%	-6.0%	-6.1%	-6.6%
Skew 25d	8.1%	4.3%	12.0%	8.1%	4.3%
Skew 10d	2.9%	-4.6%	9.0%	9.0%	4.4%
Call IV 25d	30.5%	22.9%	37.3%	31.2%	37.3%
Put IV 25d	38.6%	34.9%	41.6%	39.3%	41.6%
Bid-Ask Spread %	146.99	137.42	153.79	153.79	149.77
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (3 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2022-02-22	$30.46	$0.00	35.1%	10.1%	0.0%	0.0%	0.0%	8.1%	-6.1%	153.79	N/A	N/A
2022-02-24	$30.25	$0.00	44.2%	12.7%	0.0%	0.0%	0.0%	12.0%	-6.0%	137.42	N/A	N/A
2022-02-25	$30.94	$0.00	32.9%	9.4%	0.0%	0.0%	0.0%	4.3%	-6.6%	149.77	N/A	N/A