VICE Options History — March 2023 In March 2023, VICE traded between $26.80 and $28.67. ATM implied volatility averaged 41.2%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 27.2% (HV 20d: 14.1%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2023-03-15 : Largest IV drop — 64.9% change2023-03-14 : Highest IV Rank — 94.9%2023-03-01 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $27.61 $26.80 $28.67 $28.23 $27.97 ATM IV 41.2% 30.1% 91.7% 41.5% 34.6% Expected Move 9.4% 6.1% 11.9% 11.9% 9.9% HV 20d 14.1% 10.6% 16.9% 13.2% 16.7% HV 60d 14.5% 13.6% 15.2% 14.0% 14.5% IV Rank 26.6% 11.7% 94.9% 27.0% 17.6% IV Percentile 40.5% 8.4% 99.5% 59.4% 27.6% Term Structure -6.0% -13.7% -2.9% -13.7% -6.9% Skew 25d 4.7% -6.7% 9.4% 6.5% 3.3% Skew 10d 1.9% 0.4% 3.5% 1.1% 0.6% Call IV 25d 26.7% 19.3% 39.8% 30.6% 26.7% Put IV 25d 31.4% 20.2% 42.0% 37.0% 30.0% Bid-Ask Spread % 138.70 136.17 140.18 138.83 139.81 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 (23 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 2023-03-01 $28.23 $0.00 41.5% 11.9% 13.2% 27.0% 0.0% 6.5% -13.7% 0 0 0 0.00 138.83 N/A N/A 0 0 0 0 2023-03-02 $28.53 $0.00 37.0% 10.6% 11.5% 20.9% 0.0% 4.1% -10.4% 0 0 0 0.00 138.11 N/A N/A 0 0 0 0 2023-03-03 $28.67 $0.00 38.3% 11.0% 11.2% 22.6% 0.0% 7.0% -10.7% 0 0 0 0.00 137.52 N/A N/A 0 0 0 0 2023-03-06 $28.57 $0.00 42.5% 7.5% 10.7% 28.5% 0.0% 4.5% -3.6% 0 0 0 0.00 140.18 N/A N/A 0 0 0 0 2023-03-07 $28.32 $0.00 46.3% 7.8% 10.6% 33.5% 0.0% 3.4% -2.9% 0 0 0 0.00 140.08 N/A N/A 0 0 0 0 2023-03-08 $28.19 $0.00 36.9% 6.1% 10.7% 20.8% 0.0% 1.0% -4.8% 0 0 0 0.00 138.49 N/A N/A 0 0 0 0 2023-03-09 $27.90 $0.00 48.5% 7.8% 10.9% 36.6% 0.0% 1.3% -3.4% 0 0 0 0.00 136.17 N/A N/A 0 0 0 0 2023-03-10 $27.33 $0.00 51.5% 8.2% 13.0% 40.6% 0.0% -6.7% -4.4% 0 0 0 0.00 136.17 N/A N/A 0 0 0 0 2023-03-13 $27.08 $0.00 79.6% 10.2% 13.2% 78.6% 0.0% 8.0% -4.4% 0 0 0 0.00 139.95 N/A N/A 0 0 0 0 2023-03-14 $27.16 $0.00 91.7% 10.3% 12.1% 94.9% 0.0% 8.8% -4.4% 0 0 0 0.00 139.95 N/A N/A 0 0 0 0 2023-03-15 $26.80 $0.00 32.2% 9.2% 12.7% 14.5% 0.0% 8.1% -3.9% 0 0 0 0.00 139.90 N/A N/A 0 0 0 0 2023-03-16 $27.22 $0.00 30.1% 8.6% 14.2% 11.7% 0.0% 8.4% -3.7% 0 0 0 0.00 137.22 N/A N/A 0 0 0 0 2023-03-17 $26.84 $0.00 32.4% 9.3% 14.8% 14.7% 0.0% 3.5% -4.7% 0 0 0 0.00 139.25 N/A N/A 0 0 0 0 2023-03-20 $27.20 $0.00 33.6% 9.6% 15.8% 16.3% 0.0% 6.4% -5.2% 0 0 0 0.00 139.60 N/A N/A 0 0 0 0 2023-03-21 $27.45 $0.00 33.8% 9.7% 16.2% 16.7% 0.0% 9.4% -4.9% 0 0 0 0.00 139.15 N/A N/A 0 0 0 0 2023-03-22 $27.27 $0.00 33.0% 9.4% 16.3% 15.5% 0.0% 3.2% -5.4% 0 0 0 0.00 137.81 N/A N/A 0 0 0 0 2023-03-23 $26.92 $0.00 33.0% 9.5% 16.3% 15.6% 0.0% 0.7% -6.2% 0 0 0 0.00 136.66 N/A N/A 0 0 0 0 2023-03-24 $27.20 $0.00 32.5% 9.3% 16.5% 14.9% 0.0% 7.6% -4.7% 0 0 0 0.00 136.97 N/A N/A 0 0 0 0 2023-03-27 $27.40 $0.00 35.1% 10.1% 16.7% 18.4% 0.0% 7.6% -7.4% 0 0 0 0.00 139.19 N/A N/A 0 0 0 0 2023-03-28 $27.41 $0.00 35.8% 10.3% 16.6% 19.3% 0.0% 7.9% -7.9% 0 0 0 0.00 139.19 N/A N/A 0 0 0 0 2023-03-29 $27.63 $0.00 33.6% 9.6% 16.9% 16.3% 0.0% 1.4% -6.9% 0 0 0 0.00 139.95 N/A N/A 0 0 0 0 2023-03-30 $27.76 $0.00 34.3% 9.8% 16.5% 17.3% 0.0% 2.1% -7.0% 0 0 0 0.00 139.95 N/A N/A 0 0 0 0 2023-03-31 $27.97 $0.00 34.6% 9.9% 16.7% 17.6% 0.0% 3.3% -6.9% 0 0 0 0.00 139.81 N/A N/A 0 0 0 0
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