VICE Options History — June 2022

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

In June 2022, VICE traded between $24.67 and $27.37. ATM implied volatility averaged 46.0%. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 5.6% (HV 20d: 40.4%). Net GEX was positive for 14 of 14 trading days. Term structure was in contango for 0 of 14 days. Put/call ratio averaged 0.00.

Notable Days

2022-06-01: Highest Volume — 1 contracts
2022-06-08: Largest IV drop — 44.7% change
2022-06-30: Largest Expected Move — 14.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.11	$24.67	$27.37	$27.01	$25.33
ATM IV	46.0%	31.9%	57.8%	41.0%	50.9%
Expected Move	12.0%	9.2%	14.6%	11.8%	14.6%
HV 20d	40.4%	36.9%	44.6%	39.7%	38.5%
HV 60d	41.4%	40.9%	41.9%	41.9%	40.9%
Term Structure	-8.4%	-14.1%	-3.7%	-10.4%	-14.1%
Skew 25d	6.1%	3.1%	8.8%	4.8%	6.5%
Skew 10d	3.1%	0.9%	10.9%	1.2%	2.0%
Call IV 25d	31.8%	24.1%	39.1%	32.4%	39.1%
Put IV 25d	37.8%	30.5%	45.6%	37.2%	45.6%
Bid-Ask Spread %	142.16	135.63	151.95	137.03	137.44
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	17	7	23	20	13
Net DEX	-181	-276	-41	-198	-116
Net VEX	-2	-3	-1	-2	-1
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	1	1	1	1	1
Total OI	1	1	1	1	1

Daily Data (14 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2022-06-01	$27.01	$0.00	41.0%	11.8%	39.7%	0.0%	0.0%	4.8%	-10.4%	20	-198	-2	137.03	N/A	N/A	1	1
2022-06-03	$27.27	$0.00	51.8%	10.3%	39.9%	0.0%	0.0%	6.8%	-4.4%	22	-237	-3	145.34	N/A	N/A	1	1
2022-06-06	$27.37	$0.00	56.3%	10.4%	39.8%	0.0%	0.0%	6.1%	-3.9%	23	-276	-3	143.25	N/A	N/A	1	1
2022-06-07	$27.31	$0.00	57.8%	10.4%	39.7%	0.0%	0.0%	4.8%	-3.7%	23	-249	-3	143.78	N/A	N/A	1	1
2022-06-08	$27.22	$0.00	31.9%	9.2%	36.9%	0.0%	0.0%	6.4%	-4.5%	19	-179	-2	139.07	N/A	N/A	1	1
2022-06-10	$26.13	$0.00	44.7%	12.8%	39.4%	0.0%	0.0%	6.4%	-5.2%	7	-41	-1	149.96	N/A	N/A	1	1
2022-06-13	$24.74	$0.00	38.8%	11.1%	43.4%	0.0%	0.0%	3.1%	-5.6%	16	-199	-3	135.63	N/A	N/A	1	1
2022-06-15	$25.38	$0.00	49.9%	14.3%	44.6%	0.0%	0.0%	5.7%	-10.4%	18	-236	-3	151.95	N/A	N/A	1	1
2022-06-17	$24.67	$0.00	43.7%	12.5%	43.6%	0.0%	0.0%	8.8%	-9.3%	12	-128	-2	142.50	N/A	N/A	1	1
2022-06-21	$25.07	$0.00	47.4%	13.6%	41.3%	0.0%	0.0%	6.0%	-12.0%	15	-172	-2	143.44	N/A	N/A	1	1
2022-06-24	$25.93	$0.00	45.3%	13.0%	40.5%	0.0%	0.0%	8.3%	-11.2%	19	-226	-2	144.19	N/A	N/A	1	1
2022-06-27	$26.06	$0.00	42.3%	12.1%	40.2%	0.0%	0.0%	5.0%	-11.7%	17	-165	-2	139.34	N/A	N/A	1	1
2022-06-28	$25.99	$0.00	42.5%	12.2%	38.1%	0.0%	0.0%	6.3%	-10.7%	13	-106	-2	137.40	N/A	N/A	1	1
2022-06-30	$25.33	$0.00	50.9%	14.6%	38.5%	0.0%	0.0%	6.5%	-14.1%	13	-116	-1	137.44	N/A	N/A	1	1