VICE Options History — July 2022 In July 2022, VICE traded between $24.75 and $26.97. ATM implied volatility averaged 51.5%. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 15.9% (HV 20d: 35.6%). Net GEX was positive for 13 of 13 trading days. Term structure was in contango for 2 of 13 days. Put/call ratio averaged 0.00.
Notable Days 2022-07-05 : Highest Volume — 1 contracts2022-07-13 : Largest IV drop — 60.9% change2022-07-18 : Largest Expected Move — 16.3%Monthly Statistics Metric Avg Min Max Open Close Price $25.73 $24.75 $26.97 $25.45 $26.97 ATM IV 51.5% 34.3% 87.7% 62.1% 40.3% Expected Move 11.4% 9.6% 16.3% 10.7% 11.5% HV 20d 35.6% 28.5% 38.1% 38.1% 28.5% HV 60d 39.3% 38.2% 40.6% 40.6% 38.5% Term Structure -5.1% -9.1% 7.7% -7.6% -8.3% Skew 25d 6.2% 3.2% 9.2% 9.2% 5.5% Skew 10d 2.6% 2.0% 3.5% 3.4% 2.2% Call IV 25d 29.8% 24.4% 43.6% 26.5% 30.5% Put IV 25d 35.9% 31.6% 46.7% 35.6% 35.9% Bid-Ask Spread % 144.06 138.48 154.43 142.83 140.84 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 12 6 19 11 19 Net DEX -99 -253 -34 -89 -160 Net VEX -1 -3 -1 -1 -2 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 (13 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-07-05 $25.45 $0.00 62.1% 10.7% 38.1% 0.0% 0.0% 9.2% -7.6% 11 -89 -1 0.00 142.83 N/A N/A 1 0 1 0 2022-07-07 $25.36 $0.00 68.8% 10.9% 36.9% 0.0% 0.0% 6.6% -8.6% 11 -86 -1 0.00 145.45 N/A N/A 1 0 1 0 2022-07-11 $24.87 $0.00 75.5% 9.6% 36.1% 0.0% 0.0% 7.6% -6.2% 6 -34 -1 0.00 138.97 N/A N/A 1 0 1 0 2022-07-12 $25.24 $0.00 87.7% 9.6% 34.1% 0.0% 0.0% 6.0% -7.5% 6 -40 -1 0.00 138.48 N/A N/A 1 0 1 0 2022-07-13 $25.05 $0.00 34.3% 9.8% 34.0% 0.0% 0.0% 6.3% -7.8% 7 -43 -1 0.00 140.47 N/A N/A 1 0 1 0 2022-07-14 $24.75 $0.00 39.0% 11.2% 34.1% 0.0% 0.0% 5.4% 6.4% 8 -58 -1 0.00 143.04 N/A N/A 1 0 1 0 2022-07-15 $25.53 $0.00 42.4% 12.2% 36.4% 0.0% 0.0% 6.3% -5.5% 14 -126 -2 0.00 150.68 N/A N/A 1 0 1 0 2022-07-18 $25.67 $0.00 56.7% 16.3% 36.2% 0.0% 0.0% 3.2% 7.7% 19 -253 -3 0.00 154.43 N/A N/A 1 0 1 0 2022-07-19 $26.35 $0.00 39.0% 11.2% 37.6% 0.0% 0.0% 6.5% -6.7% 14 -105 -1 0.00 144.68 N/A N/A 1 0 1 0 2022-07-21 $26.49 $0.00 40.6% 11.6% 37.7% 0.0% 0.0% 5.6% -7.2% 14 -112 -1 0.00 144.84 N/A N/A 1 0 1 0 2022-07-26 $26.33 $0.00 43.4% 12.4% 37.7% 0.0% 0.0% 5.8% -9.1% 13 -99 -1 0.00 145.24 N/A N/A 1 0 1 0 2022-07-27 $26.46 $0.00 39.8% 11.4% 34.8% 0.0% 0.0% 6.2% -6.4% 12 -77 -1 0.00 142.84 N/A N/A 1 0 1 0 2022-07-28 $26.97 $0.00 40.3% 11.5% 28.5% 0.0% 0.0% 5.5% -8.3% 19 -160 -2 0.00 140.84 N/A N/A 1 0 1 0
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