VICE Options History — May 2022

In May 2022, VICE traded between $25.40 and $28.12. ATM implied volatility averaged 43.9%. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 4.7% (HV 20d: 39.2%). Net GEX was positive for 14 of 14 trading days. Term structure was in contango for 1 of 14 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-05-02: Highest Volume — 1 contracts
  • 2022-05-25: Largest IV spike — 128.9% change
  • 2022-05-25: Largest Expected Move — 26.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.69$25.40$28.12$27.92$27.12
ATM IV43.9%28.5%90.8%41.4%47.8%
Expected Move12.3%8.2%26.0%11.9%13.7%
HV 20d39.2%36.1%42.7%41.7%40.6%
Term Structure-8.2%-19.7%1.5%-8.9%-14.4%
Skew 25d4.7%2.1%9.2%5.4%3.9%
Skew 10d4.7%1.4%16.6%2.9%1.4%
Call IV 25d36.3%24.8%91.9%31.8%36.3%
Put IV 25d41.0%30.5%94.0%37.3%40.2%
Bid-Ask Spread %142.15132.61154.61151.86143.77
Gamma HHI1.001.001.001.001.00
Net GEX207313020
Net DEX-241-430-40-400-222
Net VEX-3-5-1-5-3
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume11111
Total OI11111

Daily Data (14 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$27.92$0.0041.4%11.9%41.7%0.0%0.0%5.4%-8.9%30-400-50.00151.86N/AN/A1010
2022-05-03$28.12$0.0040.4%11.6%40.8%0.0%0.0%5.7%-9.0%31-424-50.00153.99N/AN/A1010
2022-05-06$27.02$0.0059.8%12.4%41.8%0.0%0.0%3.4%-12.9%27-430-50.00138.05N/AN/A1010
2022-05-12$25.81$0.0028.9%8.3%42.7%0.0%0.0%2.6%-2.7%19-245-30.00134.88N/AN/A1010
2022-05-13$26.86$0.0033.7%9.6%36.1%0.0%0.0%8.1%-6.0%20-224-30.00132.61N/AN/A1010
2022-05-17$27.21$0.0028.5%8.2%36.5%0.0%0.0%5.5%1.5%22-259-30.00143.10N/AN/A1010
2022-05-19$26.22$0.0041.3%11.8%37.5%0.0%0.0%7.6%-5.3%18-209-30.00141.54N/AN/A1010
2022-05-20$25.68$0.0035.8%10.3%37.8%0.0%0.0%3.3%-3.1%15-146-20.00134.92N/AN/A1010
2022-05-23$26.07$0.0038.7%11.1%37.8%0.0%0.0%9.2%-7.5%18-201-30.00137.55N/AN/A1010
2022-05-24$25.40$0.0039.7%11.4%37.3%0.0%0.0%2.7%-7.5%13-126-20.00135.57N/AN/A1010
2022-05-25$26.10$0.0090.8%26.0%37.7%0.0%0.0%2.1%-19.7%16-215-30.00154.61N/AN/A1010
2022-05-26$27.00$0.0044.0%12.6%40.5%0.0%0.0%3.5%-9.7%7-40-10.00143.94N/AN/A1010
2022-05-27$27.12$0.0044.4%12.7%40.5%0.0%0.0%2.1%-10.3%20-226-30.00143.76N/AN/A1010
2022-05-31$27.12$0.0047.8%13.7%40.6%0.0%0.0%3.9%-14.4%20-222-30.00143.77N/AN/A1010