VICE Options History — September 2022

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

In September 2022, VICE traded between $23.66 and $26.68. ATM implied volatility averaged 52.2%. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 31.0% (HV 20d: 21.2%). Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2022-09-06: Highest Volume — 1 contracts
2022-09-14: Largest IV drop — 60.5% change
2022-09-02: Largest Expected Move — 15.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.28	$23.66	$26.68	$25.80	$23.94
ATM IV	52.2%	37.2%	95.5%	50.1%	50.2%
Expected Move	11.8%	9.0%	15.3%	14.4%	14.4%
HV 20d	21.2%	18.8%	23.2%	22.5%	20.9%
HV 60d	28.8%	26.6%	32.8%	32.8%	27.9%
Term Structure	-7.9%	-18.5%	-2.9%	-15.2%	-12.1%
Skew 25d	5.0%	-0.3%	13.1%	3.4%	4.8%
Skew 10d	2.6%	1.0%	10.0%	1.4%	2.9%
Call IV 25d	31.4%	24.6%	41.7%	38.6%	37.6%
Put IV 25d	36.4%	26.2%	49.5%	42.1%	42.4%
Bid-Ask Spread %	143.14	137.94	147.28	143.52	141.97
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	4	0	9	7	2
Net DEX	-23	-48	-1	-40	-7
Net VEX	-0	-1	0	0	0
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	0.368	0	1	0	1
Total OI	1	1	1	1	1

Daily Data (19 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
2022-09-01	$25.80	$0.00	50.1%	14.4%	22.5%	0.0%	0.0%	3.4%	-15.2%	7	-40	0	143.52	N/A	N/A	0	1
2022-09-02	$25.66	$0.00	53.2%	15.3%	22.5%	0.0%	0.0%	-0.3%	-18.5%	7	-41	0	144.03	N/A	N/A	0	1
2022-09-06	$25.86	$0.00	48.9%	10.2%	22.7%	0.0%	0.0%	1.5%	-13.9%	4	-18	0	141.77	N/A	N/A	1	1
2022-09-07	$26.16	$0.00	57.3%	9.0%	23.2%	0.0%	0.0%	7.2%	-2.9%	4	-17	0	139.94	N/A	N/A	1	1
2022-09-08	$26.07	$0.00	63.4%	10.3%	21.0%	0.0%	0.0%	5.7%	-3.6%	7	-37	0	144.97	N/A	N/A	0	1
2022-09-09	$26.49	$0.00	69.5%	10.2%	22.0%	0.0%	0.0%	5.4%	-4.6%	8	-46	0	147.28	N/A	N/A	0	1
2022-09-12	$26.68	$0.00	82.3%	9.8%	21.6%	0.0%	0.0%	5.1%	-3.6%	9	-48	-1	145.63	N/A	N/A	0	1
2022-09-13	$26.07	$0.00	95.5%	10.5%	22.6%	0.0%	0.0%	5.1%	-4.3%	7	-36	0	142.50	N/A	N/A	1	1
2022-09-14	$25.73	$0.00	37.7%	10.8%	22.1%	0.0%	0.0%	5.7%	-5.0%	6	-32	0	145.99	N/A	N/A	0	1
2022-09-15	$25.70	$0.00	37.5%	10.7%	20.6%	0.0%	0.0%	2.7%	-6.5%	5	-25	0	142.98	N/A	N/A	0	1
2022-09-19	$25.72	$0.00	40.6%	11.6%	19.4%	0.0%	0.0%	8.3%	-5.9%	5	-30	0	146.29	N/A	N/A	0	1
2022-09-20	$25.47	$0.00	39.5%	11.3%	18.9%	0.0%	0.0%	6.0%	-7.6%	3	-17	0	144.29	N/A	N/A	0	1
2022-09-21	$25.03	$0.00	41.2%	11.8%	18.8%	0.0%	0.0%	2.5%	-6.7%	0	-1	0	142.57	N/A	N/A	0	1
2022-09-22	$24.56	$0.00	37.2%	10.7%	19.3%	0.0%	0.0%	5.4%	-6.6%	1	-4	0	137.94	N/A	N/A	0	1
2022-09-23	$23.73	$0.00	46.0%	13.2%	21.5%	0.0%	0.0%	7.9%	-8.1%	2	-9	0	144.09	N/A	N/A	0	1
2022-09-26	$23.66	$0.00	46.2%	13.3%	20.8%	0.0%	0.0%	1.1%	-10.7%	1	-6	0	140.88	N/A	N/A	1	1
2022-09-27	$23.93	$0.00	46.5%	13.3%	20.5%	0.0%	0.0%	4.3%	-5.5%	2	-10	0	140.74	N/A	N/A	1	1
2022-09-29	$24.10	$0.00	48.4%	13.9%	20.9%	0.0%	0.0%	13.1%	-8.6%	2	-8	0	142.30	N/A	N/A	1	1
2022-09-30	$23.94	$0.00	50.2%	14.4%	20.9%	0.0%	0.0%	4.8%	-12.1%	2	-7	0	141.97	N/A	N/A	1	1