VICE Options History — April 2023

In April 2023, VICE traded between $27.80 and $28.93. ATM implied volatility averaged 36.1%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 23.5% (HV 20d: 12.7%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.

Notable Days

  • 2023-04-13: Largest IV spike — 135.1% change
  • 2023-04-13: Highest IV Rank — 64.4%
  • 2023-04-13: Largest Expected Move — 19.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.41$27.80$28.93$28.20$28.93
ATM IV36.1%24.4%69.1%36.6%32.0%
Expected Move9.7%7.0%19.8%10.5%9.2%
HV 20d12.7%8.7%17.3%17.0%9.5%
HV 60d13.8%12.8%14.5%14.5%12.8%
IV Rank19.8%3.9%64.4%20.4%14.2%
IV Percentile31.3%0.4%95.5%35.3%16.3%
Term Structure-8.7%-32.7%2.1%-8.3%-7.8%
Skew 25d4.3%1.3%8.0%6.1%7.0%
Skew 10d1.6%0.4%5.4%1.7%2.0%
Call IV 25d25.9%20.8%48.7%27.2%24.7%
Put IV 25d30.2%24.8%50.0%33.3%31.7%
Bid-Ask Spread %140.98137.82154.58138.78138.39
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$28.20$0.0036.6%10.5%17.0%20.4%0.0%6.1%-8.3%0000.00138.78N/AN/A0000
2023-04-04$27.84$0.0037.9%10.9%17.3%22.2%0.0%1.4%-10.5%0000.00138.78N/AN/A0000
2023-04-05$27.80$0.0039.1%11.2%17.2%23.8%0.0%2.8%-10.9%0000.00139.67N/AN/A0000
2023-04-06$27.84$0.0038.2%8.0%16.9%22.5%0.0%5.3%-6.3%0000.00140.26N/AN/A0000
2023-04-10$27.96$0.0051.6%9.6%15.1%40.7%0.0%5.8%-7.4%0000.00146.25N/AN/A0000
2023-04-11$28.24$0.0045.0%8.3%14.9%31.7%0.0%5.4%-6.3%0000.00139.81N/AN/A0000
2023-04-12$28.16$0.0029.4%8.4%15.0%10.7%0.0%4.7%-6.9%0000.00139.81N/AN/A0000
2023-04-13$28.40$0.0069.1%19.8%14.0%64.4%0.0%1.3%-32.7%0000.00154.58N/AN/A0000
2023-04-14$28.33$0.0029.0%8.3%13.3%10.1%0.0%6.5%-6.2%0000.00139.64N/AN/A0000
2023-04-17$28.47$0.0030.2%8.7%11.9%11.7%0.0%8.0%-6.7%0000.00139.64N/AN/A0000
2023-04-18$28.65$0.0028.3%8.1%11.3%9.2%0.0%5.2%-11.6%0000.00137.96N/AN/A0000
2023-04-19$28.75$0.0029.1%8.3%11.1%10.3%0.0%3.0%-7.8%0000.00139.73N/AN/A0000
2023-04-20$28.66$0.0029.3%8.4%10.8%10.5%0.0%3.8%2.1%0000.00139.87N/AN/A0000
2023-04-21$28.71$0.0029.0%8.3%9.1%10.1%0.0%3.2%-5.4%0000.00139.30N/AN/A0000
2023-04-24$28.72$0.0024.4%7.0%8.8%3.9%0.0%1.9%-5.4%0000.00137.82N/AN/A0000
2023-04-25$28.70$0.0038.1%10.9%8.7%22.4%0.0%3.0%-9.0%0000.00144.97N/AN/A0000
2023-04-26$28.52$0.0039.0%11.2%9.2%23.6%0.0%1.9%-10.0%0000.00144.97N/AN/A0000
2023-04-27$28.85$0.0031.3%9.0%9.5%13.3%0.0%6.1%-7.6%0000.00138.39N/AN/A0000
2023-04-28$28.93$0.0032.0%9.2%9.5%14.2%0.0%7.0%-7.8%0000.00138.39N/AN/A0000