VICE Options History — December 2022 In December 2022, VICE traded between $26.34 and $28.51. ATM implied volatility averaged 43.1%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 27.4% (HV 20d: 15.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2022-12-05 : Largest IV spike — 83.6% change2022-12-12 : Highest IV Rank — 87.9%2022-12-29 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $27.37 $26.34 $28.51 $28.51 $26.62 ATM IV 43.1% 29.2% 86.9% 34.7% 34.0% Expected Move 9.7% 8.2% 11.9% 10.0% 9.8% HV 20d 15.7% 12.9% 21.3% 20.1% 14.1% HV 60d 21.1% 20.2% 22.0% 22.0% 20.6% IV Rank 26.1% 6.5% 87.9% 14.3% 13.3% IV Percentile 44.4% 6.0% 97.8% 20.5% 17.8% Term Structure -5.9% -16.5% 5.9% 0.5% 1.6% Skew 25d 2.4% -4.2% 5.5% 5.5% 3.0% Skew 10d 1.6% 0.6% 2.8% 0.9% 2.2% Call IV 25d 26.7% 21.4% 31.7% 30.2% 31.2% Put IV 25d 29.1% 23.2% 36.2% 35.7% 34.2% Bid-Ask Spread % 141.41 136.60 144.99 141.06 143.16 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (21 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 2022-12-01 $28.51 $0.00 34.7% 10.0% 20.1% 14.3% 0.0% 5.5% 0.5% 0 0 0 0.00 141.06 N/A N/A 0 0 0 0 2022-12-02 $28.42 $0.00 29.2% 8.4% 20.1% 6.5% 0.0% 4.9% 5.9% 0 0 0 0.00 141.06 N/A N/A 0 0 0 0 2022-12-05 $28.02 $0.00 53.5% 9.1% 21.3% 40.8% 0.0% 2.2% -1.8% 0 0 0 0.00 143.81 N/A N/A 0 0 0 0 2022-12-06 $27.66 $0.00 55.0% 8.9% 17.6% 42.9% 0.0% 4.2% -1.3% 0 0 0 0.00 143.52 N/A N/A 0 0 0 0 2022-12-07 $27.63 $0.00 50.1% 8.3% 17.3% 36.0% 0.0% 4.3% -3.8% 0 0 0 0.00 138.44 N/A N/A 0 0 0 0 2022-12-08 $27.64 $0.00 53.1% 8.2% 16.3% 40.2% 0.0% 4.4% -2.6% 0 0 0 0.00 138.55 N/A N/A 0 0 0 0 2022-12-09 $27.66 $0.00 56.7% 8.3% 16.3% 45.4% 0.0% 4.7% -2.7% 0 0 0 0.00 138.55 N/A N/A 0 0 0 0 2022-12-12 $27.66 $0.00 86.9% 9.9% 15.6% 87.9% 0.0% 5.4% -4.4% 0 0 0 0.00 144.99 N/A N/A 0 0 0 0 2022-12-13 $28.00 $0.00 59.2% 9.7% 12.9% 48.8% 0.0% -0.7% -15.7% 0 0 0 0.00 141.42 N/A N/A 0 0 0 0 2022-12-14 $27.74 $0.00 34.3% 9.8% 13.0% 13.7% 0.0% -2.5% -16.5% 0 0 0 0.00 141.42 N/A N/A 0 0 0 0 2022-12-15 $27.45 $0.00 31.0% 8.9% 13.6% 9.1% 0.0% -3.6% -15.1% 0 0 0 0.00 141.42 N/A N/A 0 0 0 0 2022-12-16 $27.26 $0.00 31.7% 9.1% 13.8% 10.0% 0.0% -4.2% -15.9% 0 0 0 0.00 141.42 N/A N/A 0 0 0 0 2022-12-19 $26.87 $0.00 37.4% 10.7% 14.5% 18.1% 0.0% 1.9% -6.1% 0 0 0 0.00 143.25 N/A N/A 0 0 0 0 2022-12-20 $26.99 $0.00 37.9% 10.9% 14.6% 18.8% 0.0% 3.1% -6.2% 0 0 0 0.00 143.25 N/A N/A 0 0 0 0 2022-12-21 $27.16 $0.00 38.4% 11.0% 14.5% 19.5% 0.0% 4.9% -6.1% 0 0 0 0.00 143.25 N/A N/A 0 0 0 0 2022-12-22 $26.81 $0.00 31.8% 9.1% 15.1% 10.2% 0.0% 3.1% -3.9% 0 0 0 0.00 136.60 N/A N/A 0 0 0 0 2022-12-23 $26.80 $0.00 32.8% 9.4% 14.3% 11.6% 0.0% 3.5% -5.2% 0 0 0 0.00 138.72 N/A N/A 0 0 0 0 2022-12-27 $26.84 $0.00 35.4% 10.2% 14.0% 15.3% 0.0% 4.4% -6.6% 0 0 0 0.00 138.35 N/A N/A 0 0 0 0 2022-12-28 $26.34 $0.00 40.5% 11.6% 15.0% 22.4% 0.0% 0.5% -9.8% 0 0 0 0.00 142.88 N/A N/A 0 0 0 0 2022-12-29 $26.68 $0.00 41.3% 11.9% 14.8% 23.7% 0.0% 0.7% -8.8% 0 0 0 0.00 144.48 N/A N/A 0 0 0 0 2022-12-30 $26.62 $0.00 34.0% 9.8% 14.1% 13.3% 0.0% 3.0% 1.6% 0 0 0 0.00 143.16 N/A N/A 0 0 0 0
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