VICE Options History — October 2022

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

In October 2022, VICE traded between $23.85 and $26.79. ATM implied volatility averaged 46.3%. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 23.4% (HV 20d: 22.9%). Max pain ranged from $36.00 to $36.00. Net GEX was positive for 13 of 17 trading days. Term structure was in contango for 3 of 17 days. Put/call ratio averaged 0.00.

Notable Days

2022-10-04: Highest Volume — 1 contracts
2022-10-12: Largest IV drop — 35.7% change
2022-10-24: Largest Expected Move — 13.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.79	$23.85	$26.79	$24.41	$26.79
Max Pain	$36.00	$36.00	$36.00	$36.00	$36.00
ATM IV	46.3%	30.3%	67.1%	45.4%	30.3%
Expected Move	11.9%	8.7%	13.3%	13.0%	8.7%
HV 20d	22.9%	22.2%	23.8%	22.3%	22.2%
HV 60d	23.4%	22.5%	27.1%	27.1%	23.3%
Term Structure	-5.4%	-23.8%	23.4%	-15.1%	-7.0%
VWIV	39.4%	33.2%	43.2%	33.2%	39.1%
Skew 25d	4.7%	-3.4%	9.6%	-3.4%	2.2%
Skew 10d	2.7%	0.6%	10.0%	1.4%	1.4%
Call IV 25d	32.3%	29.1%	38.2%	38.2%	31.3%
Put IV 25d	37.1%	31.3%	42.6%	34.8%	33.5%
Bid-Ask Spread %	140.78	135.07	144.69	137.60	141.50
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	1	0	2	1	0
Net DEX	-4	-10	0	-2	0
Net VEX	0	0	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	1	1	1	1	1
Total OI	1	1	1	1	1

Daily Data (17 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2022-10-04	$24.41	$0.00	45.4%	13.0%	22.3%	0.0%	0.0%	-3.4%	-15.1%	1	-2	137.60	N/A	N/A	1	1
2022-10-05	$24.65	$0.00	43.9%	12.6%	22.4%	0.0%	0.0%	0.4%	-11.7%	1	-2	135.07	N/A	N/A	1	1
2022-10-06	$24.78	$36.00	54.0%	11.1%	22.5%	0.0%	33.2%	7.7%	-8.7%	2	-10	143.14	N/A	N/A	1	1
2022-10-07	$24.22	$36.00	57.0%	11.4%	23.4%	0.0%	35.4%	6.2%	-10.0%	1	-6	141.78	N/A	N/A	1	1
2022-10-10	$23.85	$36.00	62.6%	12.0%	23.1%	0.0%	37.9%	5.3%	-10.2%	1	-4	140.44	N/A	N/A	1	1
2022-10-11	$24.01	$36.00	67.1%	11.6%	23.5%	0.0%	37.9%	6.9%	-5.8%	0	0	138.89	N/A	N/A	1	1
2022-10-12	$23.99	$36.00	43.2%	12.4%	22.3%	0.0%	40.9%	4.5%	-9.2%	1	-6	144.49	N/A	N/A	1	1
2022-10-14	$24.21	$36.00	39.9%	11.4%	22.4%	0.0%	41.2%	7.0%	-13.8%	0	-1	137.34	N/A	N/A	1	1
2022-10-17	$24.60	$36.00	43.1%	12.4%	22.5%	0.0%	39.2%	9.6%	-23.8%	1	-3	142.97	N/A	N/A	1	1
2022-10-18	$24.83	$36.00	42.8%	12.3%	22.6%	0.0%	39.0%	5.6%	-11.4%	1	-6	141.87	N/A	N/A	1	1
2022-10-19	$24.42	$36.00	43.3%	12.4%	23.2%	0.0%	41.2%	4.6%	-13.3%	1	-4	142.36	N/A	N/A	1	1
2022-10-20	$24.74	$36.00	44.3%	12.7%	23.8%	0.0%	43.2%	9.5%	23.4%	1	-6	144.69	N/A	N/A	1	1
2022-10-21	$24.81	$36.00	42.7%	12.2%	23.7%	0.0%	41.2%	3.2%	21.4%	1	-4	141.15	N/A	N/A	1	1
2022-10-24	$25.20	$36.00	46.3%	13.3%	23.6%	0.0%	42.1%	4.8%	17.8%	1	-6	142.09	N/A	N/A	1	1
2022-10-25	$25.47	$36.00	38.5%	11.0%	22.7%	0.0%	41.9%	1.7%	-6.0%	0	0	137.26	N/A	N/A	1	1
2022-10-28	$26.51	$36.00	42.4%	12.1%	22.3%	0.0%	37.2%	5.1%	-7.9%	2	-7	140.65	N/A	N/A	1	1
2022-10-31	$26.79	$36.00	30.3%	8.7%	22.2%	0.0%	39.1%	2.2%	-7.0%	0	0	141.50	N/A	N/A	1	1