VICE Options History — February 2023 In February 2023, VICE traded between $27.95 and $28.73. ATM implied volatility averaged 34.8%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 21.0% (HV 20d: 13.9%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 2 of 19 days.
Notable Days 2023-02-08 : Largest IV drop — 36.3% change2023-02-07 : Highest IV Rank — 34.0%2023-02-28 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $28.32 $27.95 $28.73 $28.66 $28.28 ATM IV 34.8% 28.8% 46.7% 34.2% 40.2% Expected Move 9.1% 7.3% 11.5% 9.8% 11.5% HV 20d 13.9% 12.7% 15.0% 14.7% 13.5% HV 60d 15.0% 14.1% 17.5% 17.5% 14.1% IV Rank 18.0% 9.9% 34.0% 17.1% 25.3% IV Percentile 27.2% 5.6% 75.1% 20.2% 52.4% Term Structure -4.7% -12.5% 19.4% -3.6% -12.5% Skew 25d 4.0% 1.0% 9.5% 9.5% 6.9% Skew 10d 1.4% 0.6% 2.5% 1.9% 1.2% Call IV 25d 27.7% 19.7% 35.3% 27.9% 29.5% Put IV 25d 31.7% 22.7% 37.6% 37.4% 36.4% Bid-Ask Spread % 138.94 135.43 140.37 135.43 138.83 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 (19 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 2023-02-01 $28.66 $0.00 34.2% 9.8% 14.7% 17.1% 0.0% 9.5% -3.6% 0 0 0 0.00 135.43 N/A N/A 0 0 0 0 2023-02-02 $28.43 $0.00 35.9% 7.7% 15.0% 19.5% 0.0% 1.9% -5.5% 0 0 0 0.00 138.65 N/A N/A 0 0 0 0 2023-02-03 $28.73 $0.00 39.3% 7.3% 14.7% 24.0% 0.0% 5.4% -4.2% 0 0 0 0.00 138.65 N/A N/A 0 0 0 0 2023-02-06 $28.47 $0.00 44.5% 8.2% 14.3% 31.0% 0.0% 4.3% -6.4% 0 0 0 0.00 140.03 N/A N/A 0 0 0 0 2023-02-07 $28.45 $0.00 46.7% 8.3% 14.1% 34.0% 0.0% 4.1% -6.8% 0 0 0 0.00 140.03 N/A N/A 0 0 0 0 2023-02-08 $28.20 $0.00 29.8% 8.5% 14.6% 11.1% 0.0% 1.2% -7.8% 0 0 0 0.00 140.03 N/A N/A 0 0 0 0 2023-02-09 $28.06 $0.00 28.8% 8.3% 14.5% 9.9% 0.0% 1.0% -7.3% 0 0 0 0.00 137.67 N/A N/A 0 0 0 0 2023-02-10 $27.95 $0.00 30.1% 8.6% 14.2% 11.6% 0.0% 2.1% -6.2% 0 0 0 0.00 140.37 N/A N/A 0 0 0 0 2023-02-13 $28.34 $0.00 31.1% 8.9% 14.9% 13.0% 0.0% 3.4% -5.9% 0 0 0 0.00 140.19 N/A N/A 0 0 0 0 2023-02-14 $28.35 $0.00 29.3% 8.4% 14.9% 10.5% 0.0% 1.8% -6.5% 0 0 0 0.00 138.23 N/A N/A 0 0 0 0 2023-02-15 $28.40 $0.00 30.9% 8.9% 13.0% 12.7% 0.0% 5.3% -7.9% 0 0 0 0.00 139.72 N/A N/A 0 0 0 0 2023-02-16 $28.33 $0.00 30.7% 8.8% 13.0% 12.4% 0.0% 1.2% 19.4% 0 0 0 0.00 139.47 N/A N/A 0 0 0 0 2023-02-17 $28.38 $0.00 31.2% 8.9% 12.7% 13.1% 0.0% 1.3% 19.3% 0 0 0 0.00 138.46 N/A N/A 0 0 0 0 2023-02-21 $28.17 $0.00 33.9% 9.7% 12.8% 16.8% 0.0% 4.9% -8.1% 0 0 0 0.00 138.83 N/A N/A 0 0 0 0 2023-02-22 $28.17 $0.00 34.7% 9.9% 12.7% 17.8% 0.0% 5.0% -8.7% 0 0 0 0.00 138.83 N/A N/A 0 0 0 0 2023-02-23 $28.41 $0.00 35.2% 10.1% 12.9% 18.5% 0.0% 7.4% -8.4% 0 0 0 0.00 138.83 N/A N/A 0 0 0 0 2023-02-24 $28.07 $0.00 36.4% 10.4% 13.7% 20.1% 0.0% 4.2% -10.2% 0 0 0 0.00 138.83 N/A N/A 0 0 0 0 2023-02-27 $28.15 $0.00 39.2% 11.2% 13.6% 23.9% 0.0% 5.3% -12.2% 0 0 0 0.00 138.83 N/A N/A 0 0 0 0 2023-02-28 $28.28 $0.00 40.2% 11.5% 13.5% 25.3% 0.0% 6.9% -12.5% 0 0 0 0.00 138.83 N/A N/A 0 0 0 0
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