VICE Options History — January 2023 In January 2023, VICE traded between $26.51 and $28.13. ATM implied volatility averaged 37.6%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 22.2% (HV 20d: 15.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-01-19 : Largest IV spike — 42.1% change2023-01-10 : Highest IV Rank — 32.4%2023-01-03 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $27.52 $26.51 $28.13 $26.51 $28.07 ATM IV 37.6% 21.5% 47.5% 46.6% 37.3% Expected Move 10.0% 5.8% 13.4% 13.4% 10.7% HV 20d 15.4% 13.4% 16.9% 14.1% 13.5% HV 60d 18.4% 17.2% 20.3% 20.3% 17.3% IV Rank 20.3% 0.0% 32.4% 31.0% 21.3% IV Percentile 38.3% 0.0% 74.1% 71.9% 30.2% Term Structure -8.2% -14.8% -2.5% -14.4% -10.0% Skew 25d 3.4% -2.3% 9.4% -0.2% 3.5% Skew 10d 1.3% -0.1% 2.3% 0.9% 1.0% Call IV 25d 27.8% 21.6% 36.3% 36.1% 28.8% Put IV 25d 31.2% 22.2% 37.5% 35.8% 32.4% Bid-Ask Spread % 140.78 136.31 143.39 142.38 136.31 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 (20 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 2023-01-03 $26.51 $0.00 46.6% 13.4% 14.1% 31.0% 0.0% -0.2% -14.4% 0 0 0 0.00 142.38 N/A N/A 0 0 0 0 2023-01-04 $26.84 $0.00 43.4% 12.4% 14.6% 26.5% 0.0% 1.1% -6.2% 0 0 0 0.00 142.74 N/A N/A 0 0 0 0 2023-01-05 $26.64 $0.00 28.6% 5.8% 14.2% 5.7% 0.0% 0.4% -2.5% 0 0 0 0.00 137.18 N/A N/A 0 0 0 0 2023-01-06 $27.12 $0.00 40.2% 8.1% 15.8% 22.0% 0.0% 5.7% -5.1% 0 0 0 0.00 137.21 N/A N/A 0 0 0 0 2023-01-09 $26.98 $0.00 45.5% 8.5% 15.9% 29.5% 0.0% 4.1% -6.4% 0 0 0 0.00 137.21 N/A N/A 0 0 0 0 2023-01-10 $27.12 $0.00 47.5% 8.5% 16.0% 32.4% 0.0% 5.8% -6.2% 0 0 0 0.00 137.21 N/A N/A 0 0 0 0 2023-01-11 $27.41 $0.00 29.9% 8.6% 16.5% 7.5% 0.0% 9.4% -5.5% 0 0 0 0.00 137.21 N/A N/A 0 0 0 0 2023-01-12 $27.69 $0.00 33.3% 9.6% 16.3% 12.4% 0.0% 2.6% -8.0% 0 0 0 0.00 142.24 N/A N/A 0 0 0 0 2023-01-13 $27.80 $0.00 33.8% 9.7% 16.1% 13.0% 0.0% 3.8% -8.0% 0 0 0 0.00 142.24 N/A N/A 0 0 0 0 2023-01-17 $27.92 $0.00 21.5% 6.2% 15.6% 0.0% 0.0% -0.1% -3.6% 0 0 0 0.00 140.69 N/A N/A 0 0 0 0 2023-01-18 $27.41 $0.00 26.7% 7.7% 16.9% 7.0% 0.0% -2.3% -8.8% 0 0 0 0.00 140.69 N/A N/A 0 0 0 0 2023-01-19 $27.37 $0.00 38.0% 10.9% 16.0% 22.2% 0.0% 3.5% -6.4% 0 0 0 0.00 143.39 N/A N/A 0 0 0 0 2023-01-20 $27.63 $0.00 36.2% 10.4% 16.2% 19.8% 0.0% 5.2% -5.0% 0 0 0 0.00 143.39 N/A N/A 0 0 0 0 2023-01-23 $27.87 $0.00 38.2% 10.9% 16.4% 22.5% 0.0% 2.8% -9.8% 0 0 0 0.00 142.59 N/A N/A 0 0 0 0 2023-01-24 $28.01 $0.00 38.9% 11.2% 15.5% 23.5% 0.0% 4.4% -10.0% 0 0 0 0.00 142.59 N/A N/A 0 0 0 0 2023-01-25 $28.13 $0.00 39.6% 11.4% 15.5% 24.5% 0.0% 6.0% -10.1% 0 0 0 0.00 142.59 N/A N/A 0 0 0 0 2023-01-26 $28.07 $0.00 40.6% 11.6% 15.6% 25.7% 0.0% 5.3% -10.9% 0 0 0 0.00 142.59 N/A N/A 0 0 0 0 2023-01-27 $27.95 $0.00 41.6% 11.9% 13.7% 27.2% 0.0% 3.9% -11.9% 0 0 0 0.00 142.59 N/A N/A 0 0 0 0 2023-01-30 $27.82 $0.00 45.0% 12.9% 13.4% 31.8% 0.0% 2.3% -14.8% 0 0 0 0.00 142.59 N/A N/A 0 0 0 0 2023-01-31 $28.07 $0.00 37.3% 10.7% 13.5% 21.3% 0.0% 3.5% -10.0% 0 0 0 0.00 136.31 N/A N/A 0 0 0 0
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