VICE Options History — June 2023

In June 2023, VICE traded between $26.99 and $28.78. ATM implied volatility averaged 39.2%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 22.5% (HV 20d: 16.8%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2023-06-14: Largest IV drop — 68.3% change
  • 2023-06-13: Highest IV Rank — 87.1%
  • 2023-06-01: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.24$26.99$28.78$26.99$28.78
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV39.2%27.3%85.9%39.0%31.2%
Expected Move8.5%7.4%11.2%11.2%8.9%
HV 20d16.8%12.0%18.2%12.0%15.9%
HV 60d13.5%13.0%14.2%13.2%13.0%
IV Rank24.0%7.8%87.1%23.6%13.1%
IV Percentile41.1%4.8%98.0%53.6%20.2%
Term Structure-4.6%-13.1%-1.6%-13.1%-7.2%
Skew 25d4.8%-2.0%11.6%1.0%10.2%
Skew 10d1.6%0.4%4.5%1.4%4.5%
Call IV 25d23.0%19.3%30.5%30.5%28.8%
Put IV 25d27.8%21.3%39.5%31.4%39.0%
Bid-Ask Spread %140.23138.96141.57138.96139.68
Gamma HHI0.620.550.690.550.68
Net GEX-32-1220-1220
Net DEX12905865860
Net VEX-0-20-20
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI2.2860440

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$26.99$25.0039.0%11.2%12.0%23.6%0.0%1.0%-13.1%-122586-20.00138.96N/AN/A0004
2023-06-02$27.66$25.0035.5%10.2%15.4%18.9%0.0%10.3%-1.6%-79318-10.00138.96N/AN/A0004
2023-06-05$27.39$0.0045.6%7.9%15.1%32.5%0.0%9.0%-2.9%-98440-10.00140.51N/AN/A0004
2023-06-06$27.73$0.0044.7%7.4%16.0%31.4%0.0%4.2%-2.5%-74284-10.00140.19N/AN/A0004
2023-06-07$28.24$0.0046.7%7.4%17.0%34.1%0.0%8.6%-1.9%-50175-10.00140.19N/AN/A0004
2023-06-08$28.43$0.0049.2%7.5%17.2%37.4%0.0%10.4%-1.7%-43149-10.00140.19N/AN/A0004
2023-06-09$28.09$0.0051.6%7.7%17.4%40.7%0.0%5.6%-3.1%-61236-10.00140.47N/AN/A0004
2023-06-12$28.31$0.0067.7%8.0%17.6%62.5%0.0%8.0%-3.3%-5319600.00141.57N/AN/A0004
2023-06-13$28.71$0.0085.9%8.0%18.2%87.1%0.0%11.6%-3.7%-4014300.00141.57N/AN/A0004
2023-06-14$28.68$0.0027.3%7.8%17.7%7.8%0.0%1.4%-4.6%-298700.00140.61N/AN/A0004
2023-06-15$28.69$0.0027.7%7.9%17.7%8.3%0.0%1.5%-4.8%-309000.00140.85N/AN/A0004
2023-06-16$28.45$0.0027.4%7.9%18.0%8.0%0.0%-2.0%-4.0%0000.00140.85N/AN/A0004
2023-06-20$28.41$0.0029.6%8.5%18.0%10.9%0.0%2.2%-4.8%0000.00140.19N/AN/A0000
2023-06-21$28.49$0.0029.6%8.5%18.0%10.9%0.0%2.7%-5.1%0000.00140.30N/AN/A0000
2023-06-22$28.41$0.0030.2%8.7%17.5%11.7%0.0%1.8%-5.6%0000.00140.30N/AN/A0000
2023-06-23$28.06$0.0029.4%8.4%17.6%10.7%0.0%4.3%-5.5%0000.00139.87N/AN/A0000
2023-06-26$28.22$0.0031.4%9.0%17.0%13.4%0.0%2.7%-6.1%0000.00140.03N/AN/A0000
2023-06-27$28.39$0.0031.9%9.1%17.1%14.1%0.0%3.5%-6.0%0000.00140.03N/AN/A0000
2023-06-28$28.29$0.0031.8%9.1%16.0%13.9%0.0%0.3%-6.4%0000.00139.77N/AN/A0000
2023-06-29$28.56$0.0030.5%8.7%16.0%12.1%0.0%3.5%-3.5%0000.00139.77N/AN/A0000
2023-06-30$28.78$0.0031.2%8.9%15.9%13.1%0.0%10.2%-7.2%0000.00139.68N/AN/A0000