VICE Options History — March 2022

In March 2022, VICE traded between $28.34 and $30.80. ATM implied volatility averaged 40.3%. The 30-day expected move averaged 12.0%. Net GEX was positive for 2 of 11 trading days. Term structure was in contango for 0 of 11 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-03-29: Highest Volume — 1 contracts
  • 2022-03-07: Largest IV spike — 81.7% change
  • 2022-03-07: Largest Expected Move — 19.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.53$28.34$30.80$30.07$30.22
ATM IV40.3%30.2%68.7%51.7%37.6%
Expected Move12.0%7.0%19.7%14.8%7.5%
Term Structure-8.0%-21.2%-4.0%-21.2%-12.2%
Skew 25d5.3%0.8%11.5%8.8%3.0%
Skew 10d6.2%2.1%16.2%3.7%8.9%
Call IV 25d31.1%23.0%43.8%31.3%43.8%
Put IV 25d36.4%29.8%46.8%40.1%46.8%
Bid-Ask Spread %155.31138.26167.96138.26155.66
Gamma HHI1.001.001.001.001.00
Net GEX8045045
Net DEX-133-75100-751
Net VEX-1-700-7
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.2730101
Total OI0.1820101

Daily Data (11 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$30.07$0.0051.7%14.8%0.0%0.0%0.0%8.8%-21.2%0000.00138.26N/AN/A0000
2022-03-02$30.80$0.0037.8%10.8%0.0%0.0%0.0%7.6%-4.0%0000.00154.34N/AN/A0000
2022-03-07$28.34$0.0068.7%19.7%0.0%0.0%0.0%11.5%-6.9%0000.00167.96N/AN/A0000
2022-03-08$28.40$0.0037.0%16.2%0.0%0.0%0.0%0.9%-5.5%0000.00157.79N/AN/A0000
2022-03-10$28.98$0.0032.2%14.7%0.0%0.0%0.0%5.1%-4.5%0000.00156.91N/AN/A0000
2022-03-11$28.67$0.0037.8%17.5%0.0%0.0%0.0%10.1%-6.3%0000.00160.53N/AN/A0000
2022-03-16$29.14$0.0040.8%9.2%0.0%0.0%0.0%3.6%-5.3%0000.00147.34N/AN/A0000
2022-03-21$29.67$0.0030.2%7.3%0.0%0.0%0.0%0.8%-5.6%0000.00159.30N/AN/A0000
2022-03-29$30.39$0.0032.6%7.0%0.0%0.0%0.0%3.8%-6.1%0000.00154.93N/AN/A1000
2022-03-30$30.12$0.0037.5%7.7%0.0%0.0%0.0%3.0%-10.9%44-716-70.00155.34N/AN/A1010
2022-03-31$30.22$0.0037.6%7.5%0.0%0.0%0.0%3.0%-12.2%45-751-70.00155.66N/AN/A1010