VICE Options History — August 2022

In August 2022, VICE traded between $26.16 and $28.90. ATM implied volatility averaged 39.0%. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 15.9% (HV 20d: 23.1%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-08-01: Highest Volume — 1 contracts
  • 2022-08-02: Largest IV spike — 63.2% change
  • 2022-08-31: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.42$26.16$28.90$26.88$26.16
ATM IV39.0%27.7%56.2%27.7%49.9%
Expected Move10.9%7.9%14.3%7.9%14.3%
HV 20d23.1%20.9%27.5%27.5%23.3%
HV 60d34.2%32.6%38.1%38.1%32.8%
Term Structure-5.6%-15.1%15.2%-7.5%-15.1%
Skew 25d5.7%-0.8%15.2%0.6%5.6%
Skew 10d2.0%1.1%3.7%1.2%1.1%
Call IV 25d29.7%25.5%37.7%29.4%37.7%
Put IV 25d35.4%28.8%43.3%30.1%43.3%
Bid-Ask Spread %144.57136.27146.92141.38143.27
Gamma HHI1.001.001.001.001.00
Net GEX15329310
Net DEX-104-208-10-12-67
Net VEX-1-200-1
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.1580111
Total OI11111

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$26.88$0.0027.7%7.9%27.5%0.0%0.0%0.6%-7.5%3-1200.00141.38N/AN/A1010
2022-08-02$26.98$0.0045.2%13.0%24.9%0.0%0.0%3.2%-11.7%15-104-10.00143.28N/AN/A1010
2022-08-09$26.89$0.0056.2%10.1%24.7%0.0%0.0%2.7%-7.4%14-102-10.00146.92N/AN/A0010
2022-08-10$27.57$0.0033.6%9.6%23.4%0.0%0.0%9.4%-3.6%19-135-20.00146.92N/AN/A0010
2022-08-11$27.61$0.0034.1%9.8%23.4%0.0%0.0%9.9%-3.8%19-137-20.00146.92N/AN/A0010
2022-08-12$27.98$0.0034.4%9.9%23.6%0.0%0.0%13.5%-3.0%22-160-20.00146.92N/AN/A0010
2022-08-15$28.10$0.0035.9%10.3%20.9%0.0%0.0%15.2%-3.5%23-168-20.00146.92N/AN/A0010
2022-08-16$28.41$0.0034.6%9.9%21.0%0.0%0.0%6.0%-6.7%23-158-20.00143.81N/AN/A0010
2022-08-17$28.90$0.0033.3%9.5%21.1%0.0%0.0%12.1%-1.8%29-208-20.00144.39N/AN/A0010
2022-08-18$28.17$0.0036.8%10.6%22.1%0.0%0.0%3.9%15.2%22-156-20.00145.70N/AN/A0010
2022-08-19$27.69$0.0037.8%10.8%23.4%0.0%0.0%0.2%13.7%18-126-10.00145.70N/AN/A0010
2022-08-22$27.19$0.0034.9%10.0%24.4%0.0%0.0%5.1%-4.9%11-58-10.00144.96N/AN/A0010
2022-08-23$27.28$0.0035.5%10.2%23.7%0.0%0.0%6.1%-5.1%11-61-10.00144.96N/AN/A0010
2022-08-24$27.41$0.0033.4%9.6%21.5%0.0%0.0%6.6%-9.8%3-1000.00136.27N/AN/A0010
2022-08-25$27.63$0.0040.8%11.7%21.6%0.0%0.0%4.7%-10.3%16-102-10.00145.31N/AN/A0010
2022-08-26$26.88$0.0044.2%12.7%22.6%0.0%0.0%-0.8%-13.4%12-75-10.00145.16N/AN/A0010
2022-08-29$26.64$0.0045.7%13.1%22.8%0.0%0.0%2.1%-12.6%11-67-10.00144.03N/AN/A0010
2022-08-30$26.56$0.0047.1%13.5%22.7%0.0%0.0%1.7%-14.0%10-65-10.00144.03N/AN/A0010
2022-08-31$26.16$0.0049.9%14.3%23.3%0.0%0.0%5.6%-15.1%10-67-10.00143.27N/AN/A1010