VICE Options History — April 2022

In April 2022, VICE traded between $28.12 and $30.10. ATM implied volatility averaged 43.9%. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 1.0% (HV 20d: 42.9%). Net GEX was positive for 7 of 7 trading days. Term structure was in contango for 0 of 7 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-04-01: Highest Volume — 1 contracts
  • 2022-04-11: Largest IV spike — 85.2% change
  • 2022-04-27: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.02$28.12$30.10$30.10$28.16
ATM IV43.9%31.6%85.8%34.2%31.6%
Expected Move9.2%6.8%11.4%6.8%9.1%
HV 20d42.9%41.4%45.1%45.1%41.7%
Term Structure-7.4%-11.1%-5.3%-11.1%-5.8%
Skew 25d0.4%-13.5%5.8%0.3%-1.5%
Skew 10d4.8%0.6%7.5%6.0%0.6%
Call IV 25d29.8%24.0%41.5%35.6%32.8%
Put IV 25d30.2%26.1%35.9%35.9%31.3%
Bid-Ask Spread %159.91149.96165.23149.96159.40
Gamma HHI1.001.001.001.001.00
Net GEX3731444431
Net DEX-524-734-445-734-445
Net VEX-6-7-5-7-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.8570111
Total OI11111

Daily Data (7 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$30.10$0.0034.2%6.8%0.0%0.0%0.0%0.3%-11.1%44-734-70.00149.96N/AN/A1010
2022-04-06$29.29$0.0046.3%8.1%45.1%0.0%0.0%2.1%-6.4%39-457-50.00162.72N/AN/A1010
2022-04-11$28.97$0.0085.8%9.4%43.7%0.0%0.0%5.6%-6.4%37-562-70.00161.01N/AN/A1010
2022-04-13$29.18$0.0033.8%9.7%42.5%0.0%0.0%4.1%-7.7%38-451-50.00161.97N/AN/A1010
2022-04-18$29.34$0.0035.9%10.3%41.4%0.0%0.0%5.8%-5.3%39-460-50.00165.23N/AN/A1010
2022-04-27$28.12$0.0039.6%11.4%42.8%0.0%0.0%-13.5%-8.8%32-561-60.00159.06N/AN/A0010
2022-04-29$28.16$0.0031.6%9.1%41.7%0.0%0.0%-1.5%-5.8%31-445-50.00159.40N/AN/A1010