VICE Options History — July 2023 In July 2023, VICE traded between $28.08 and $29.70. ATM implied volatility averaged 31.9%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 17.8% (HV 20d: 14.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-07-12 : Largest IV drop — 38.1% change2023-07-10 : Highest IV Rank — 30.0%2023-07-05 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $29.20 $28.08 $29.70 $28.90 $29.33 ATM IV 31.9% 23.4% 43.7% 33.0% 33.7% Expected Move 8.3% 6.7% 10.7% 9.5% 9.7% HV 20d 14.0% 13.3% 14.9% 13.7% 14.0% HV 60d 14.1% 13.0% 14.5% 13.0% 14.5% IV Rank 14.0% 2.5% 30.0% 15.6% 16.5% IV Percentile 25.6% 2.0% 70.2% 26.6% 34.1% Term Structure -7.4% -12.6% -3.7% -8.5% -9.1% Skew 25d 3.1% -3.3% 9.7% 1.0% 1.5% Skew 10d 2.0% 0.2% 17.5% 0.7% 0.3% Call IV 25d 23.8% 19.6% 37.4% 26.1% 25.3% Put IV 25d 26.8% 22.1% 43.6% 27.1% 26.8% Bid-Ask Spread % 138.69 135.37 140.48 139.49 137.84 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 (20 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 2023-07-03 $28.90 $0.00 33.0% 9.5% 13.7% 15.6% 0.0% 1.0% -8.5% 0 0 0 0.00 139.49 N/A N/A 0 0 0 0 2023-07-05 $28.49 $0.00 37.3% 10.7% 14.3% 21.4% 0.0% 6.2% -11.5% 0 0 0 0.00 139.61 N/A N/A 0 0 0 0 2023-07-06 $28.08 $0.00 38.0% 7.8% 14.9% 22.3% 0.0% 2.9% -7.4% 0 0 0 0.00 140.48 N/A N/A 0 0 0 0 2023-07-07 $28.38 $0.00 39.0% 7.9% 13.9% 23.6% 0.0% 7.2% -6.8% 0 0 0 0.00 140.48 N/A N/A 0 0 0 0 2023-07-10 $28.55 $0.00 43.7% 7.7% 13.9% 30.0% 0.0% 9.7% -6.3% 0 0 0 0.00 140.48 N/A N/A 0 0 0 0 2023-07-11 $28.80 $0.00 42.5% 7.5% 13.4% 28.4% 0.0% 3.7% -6.2% 0 0 0 0.00 139.88 N/A N/A 0 0 0 0 2023-07-12 $29.20 $0.00 26.3% 7.5% 14.0% 6.5% 0.0% 3.7% -6.8% 0 0 0 0.00 138.64 N/A N/A 0 0 0 0 2023-07-13 $29.69 $0.00 26.1% 7.5% 14.3% 6.1% 0.0% 3.9% -6.3% 0 0 0 0.00 139.88 N/A N/A 0 0 0 0 2023-07-14 $29.50 $0.00 26.4% 7.6% 14.6% 6.6% 0.0% 1.3% -6.8% 0 0 0 0.00 139.39 N/A N/A 0 0 0 0 2023-07-17 $29.48 $0.00 28.4% 8.1% 14.6% 9.3% 0.0% 2.3% -7.3% 0 0 0 0.00 140.25 N/A N/A 0 0 0 0 2023-07-18 $29.56 $0.00 23.4% 6.7% 14.1% 2.5% 0.0% -3.3% -3.7% 0 0 0 0.00 136.19 N/A N/A 0 0 0 0 2023-07-19 $29.70 $0.00 27.8% 8.0% 14.1% 8.5% 0.0% 3.4% -11.2% 0 0 0 0.00 136.58 N/A N/A 0 0 0 0 2023-07-20 $29.68 $0.00 27.9% 8.0% 14.1% 8.6% 0.0% 1.7% -5.3% 0 0 0 0.00 140.12 N/A N/A 0 0 0 0 2023-07-21 $29.64 $0.00 28.4% 8.1% 14.1% 9.3% 0.0% 1.3% -5.1% 0 0 0 0.00 140.11 N/A N/A 0 0 0 0 2023-07-24 $29.45 $0.00 30.5% 8.8% 13.4% 12.2% 0.0% 1.6% -6.6% 0 0 0 0.00 139.52 N/A N/A 0 0 0 0 2023-07-25 $29.45 $0.00 31.2% 8.9% 13.4% 13.1% 0.0% 1.0% -6.7% 0 0 0 0.00 136.96 N/A N/A 0 0 0 0 2023-07-26 $29.59 $0.00 30.9% 8.9% 13.3% 12.7% 0.0% 3.1% -12.6% 0 0 0 0.00 136.96 N/A N/A 0 0 0 0 2023-07-27 $29.18 $0.00 31.1% 8.9% 14.4% 12.9% 0.0% 3.7% -7.3% 0 0 0 0.00 135.46 N/A N/A 0 0 0 0 2023-07-28 $29.35 $0.00 31.6% 9.1% 14.2% 13.7% 0.0% 5.2% -7.3% 0 0 0 0.00 135.37 N/A N/A 0 0 0 0 2023-07-31 $29.33 $0.00 33.7% 9.7% 14.0% 16.5% 0.0% 1.5% -9.1% 0 0 0 0.00 137.84 N/A N/A 0 0 0 0
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