VICE Options History — May 2023

In May 2023, VICE traded between $26.69 and $29.02. ATM implied volatility averaged 31.4%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 21.3% (HV 20d: 10.0%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.

Notable Days

  • 2023-05-02: Highest Volume — 3 contracts
  • 2023-05-09: Largest IV spike — 70.0% change
  • 2023-05-09: Highest IV Rank — 33.9%
  • 2023-05-03: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.06$26.69$29.02$29.02$26.69
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV31.4%21.9%46.6%34.5%29.4%
Expected Move8.3%5.3%10.7%9.9%8.4%
HV 20d10.0%8.2%11.4%9.3%10.9%
HV 60d12.8%12.5%13.1%12.7%13.1%
IV Rank13.3%0.5%33.9%17.6%10.7%
IV Percentile21.7%0.4%78.3%29.5%11.9%
Term Structure-7.6%-14.1%1.7%-9.2%-11.4%
Skew 25d2.8%-3.3%8.5%8.5%-1.1%
Skew 10d1.7%0.4%2.6%2.4%1.7%
Call IV 25d24.5%19.5%31.9%26.4%31.9%
Put IV 25d27.3%19.8%35.0%34.9%30.9%
Bid-Ask Spread %137.80132.60140.92138.39135.37
Gamma HHI0.600.530.980.980.56
Net GEX-63-13600-136
Net DEX27406040589
Net VEX-1-200-2
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.1360300
Total OI3.5910404

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$29.02$0.0034.5%9.9%9.3%17.6%0.0%8.5%-9.2%0000.00138.39N/AN/A0000
2023-05-02$28.77$0.0036.1%10.4%9.7%19.8%0.0%5.4%-10.2%0000.00138.92N/AN/A0300
2023-05-03$28.83$0.0037.2%10.7%8.2%21.3%0.0%6.4%-10.8%-155900.00138.79N/AN/A0003
2023-05-04$28.63$25.0039.1%7.9%8.7%23.7%0.0%5.9%-4.6%-55258-20.00140.92N/AN/A0004
2023-05-05$28.90$25.0040.3%8.0%9.1%25.4%0.0%8.0%-2.6%-46204-10.00140.92N/AN/A0004
2023-05-08$28.87$25.0027.4%5.3%9.1%7.9%0.0%0.3%-3.1%-153800.00132.60N/AN/A0004
2023-05-09$28.50$25.0046.6%8.5%9.9%33.9%0.0%5.6%-6.4%-58267-20.00140.07N/AN/A0004
2023-05-10$28.42$25.0028.1%8.1%9.9%8.9%0.0%4.3%-5.7%-51205-10.00135.48N/AN/A0004
2023-05-11$28.16$25.0029.5%8.4%10.0%10.7%0.0%6.0%-6.4%-70338-20.00139.99N/AN/A0004
2023-05-12$28.10$25.0028.8%8.3%10.0%9.9%0.0%6.2%-6.0%-69314-20.00138.93N/AN/A0004
2023-05-15$28.20$25.0030.1%8.6%9.9%11.6%0.0%5.8%-7.7%-66296-20.00140.11N/AN/A0004
2023-05-16$27.90$25.0021.9%6.3%10.2%0.5%0.0%-0.4%-6.6%-55185-10.00136.09N/AN/A0004
2023-05-17$27.99$25.0022.2%6.4%10.2%1.0%0.0%0.2%-6.6%-51167-10.00136.09N/AN/A0004
2023-05-18$27.91$25.0022.6%6.5%10.2%1.5%0.0%-0.4%-7.2%-55186-10.00136.09N/AN/A0004
2023-05-19$27.98$25.0023.0%6.6%10.2%2.0%0.0%0.1%-7.3%-52170-10.00136.09N/AN/A0004
2023-05-22$28.10$25.0027.3%7.8%10.4%7.8%0.0%5.1%1.7%-55199-10.00138.82N/AN/A0004
2023-05-23$27.80$25.0031.9%9.2%10.9%14.1%0.0%2.8%-7.7%-78339-20.00138.17N/AN/A0004
2023-05-24$27.48$25.0034.1%9.8%11.4%17.1%0.0%-1.2%-11.4%-96460-20.00138.17N/AN/A0004
2023-05-25$27.17$25.0035.3%10.1%10.7%18.6%0.0%-3.2%-13.3%-114604-20.00138.17N/AN/A0004
2023-05-26$27.17$25.0036.1%10.4%10.6%19.8%0.0%-3.3%-14.1%-114604-20.00138.17N/AN/A0004
2023-05-30$26.77$25.0028.5%8.2%11.1%9.5%0.0%-0.5%-10.1%-128536-20.00135.37N/AN/A0004
2023-05-31$26.69$25.0029.4%8.4%10.9%10.7%0.0%-1.1%-11.4%-136589-20.00135.37N/AN/A0004