VICE Options History — November 2022 In November 2022, VICE traded between $26.16 and $28.26. ATM implied volatility averaged 35.3%, placing in the 3.4% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 13.1% (HV 20d: 22.2%). Max pain ranged from $36.00 to $36.00. Net GEX was positive for 4 of 15 trading days. Term structure was in contango for 3 of 15 days. Put/call ratio averaged 0.00.
Notable Days 2022-11-02 : Highest Volume — 1 contracts2022-11-23 : Largest IV drop — 27.2% change2022-11-22 : Highest IV Rank — 8.9%2022-11-02 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $27.34 $26.16 $28.26 $26.40 $28.26 Max Pain $36.00 $36.00 $36.00 $36.00 $36.00 ATM IV 35.3% 24.6% 52.8% 48.4% 27.5% Expected Move 9.8% 7.0% 13.9% 13.9% 7.9% HV 20d 22.2% 20.0% 24.6% 23.3% 20.1% HV 60d 23.0% 22.2% 23.6% 22.9% 22.2% IV Rank 3.4% 0.0% 8.9% 8.9% 4.2% IV Percentile 3.3% 0.0% 11.9% 11.9% 3.1% Term Structure -5.5% -12.2% 5.9% -12.2% 5.9% VWIV 43.2% 43.2% 43.2% 43.2% 43.2% Skew 25d 2.9% -0.1% 5.1% 3.1% 3.0% Skew 10d 2.6% 0.9% 8.5% 1.3% 0.9% Call IV 25d 29.3% 25.7% 38.3% 38.3% 29.7% Put IV 25d 32.3% 27.5% 41.4% 41.4% 32.8% Bid-Ask Spread % 142.89 138.61 146.85 139.68 141.06 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 2 2 0 Net DEX -1 -6 0 -6 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 0.533 0 1 1 0 Total OI 0.533 0 1 1 0
Daily Data (15 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 2022-11-02 $26.40 $36.00 48.4% 13.9% 23.3% 0.0% 43.2% 3.1% -12.2% 2 -6 0 0.00 139.68 N/A N/A 1 0 1 0 2022-11-07 $26.44 $0.00 52.8% 10.8% 23.3% 0.0% 0.0% 4.7% -6.9% 1 -2 0 0.00 142.50 N/A N/A 1 0 1 0 2022-11-09 $26.16 $0.00 38.9% 11.2% 23.6% 0.0% 0.0% 3.1% -8.7% 0 0 0 0.00 145.18 N/A N/A 1 0 1 0 2022-11-10 $26.91 $0.00 37.5% 10.7% 24.5% 0.0% 0.0% 4.3% -8.2% 0 0 0 0.00 145.12 N/A N/A 1 0 1 0 2022-11-11 $27.22 $0.00 32.1% 9.2% 24.6% 0.0% 0.0% 2.7% -4.7% 0 0 0 0.00 138.61 N/A N/A 1 0 1 0 2022-11-14 $27.29 $0.00 37.8% 10.8% 24.6% 0.0% 0.0% 4.2% -9.2% 1 -2 0 0.00 144.87 N/A N/A 1 0 1 0 2022-11-16 $27.34 $0.00 38.2% 10.9% 22.4% 0.0% 0.0% 5.1% -9.3% 1 -2 0 0.00 144.18 N/A N/A 1 0 1 0 2022-11-18 $27.50 $0.00 39.3% 11.3% 20.9% 0.0% 0.0% 5.0% -8.4% 0 0 0 0.00 145.19 N/A N/A 1 0 1 0 2022-11-21 $27.51 $0.00 39.6% 11.4% 21.0% 0.0% 0.0% 3.2% -9.1% 0 0 0 0.00 144.89 N/A N/A 0 0 0 0 2022-11-22 $27.75 $0.00 33.7% 9.7% 20.8% 8.9% 0.0% 2.7% -7.3% 0 0 0 0.00 146.85 N/A N/A 0 0 0 0 2022-11-23 $27.75 $0.00 24.6% 7.0% 21.0% 0.0% 0.0% 0.4% -7.0% 0 0 0 0.00 141.58 N/A N/A 0 0 0 0 2022-11-25 $28.05 $0.00 25.5% 7.3% 20.7% 1.4% 0.0% 2.2% -6.8% 0 0 0 0.00 141.58 N/A N/A 0 0 0 0 2022-11-28 $27.73 $0.00 26.3% 7.5% 21.7% 2.4% 0.0% -0.1% 4.5% 0 0 0 0.00 141.06 N/A N/A 0 0 0 0 2022-11-29 $27.85 $0.00 27.0% 7.7% 20.0% 3.4% 0.0% 0.5% 4.5% 0 0 0 0.00 141.06 N/A N/A 0 0 0 0 2022-11-30 $28.26 $0.00 27.5% 7.9% 20.1% 4.2% 0.0% 3.0% 5.9% 0 0 0 0.00 141.06 N/A N/A 0 0 0 0
« Oct 2022 | All History | Dec 2022 » Home VICE History November 2022