VICE Options History — August 2023 In August 2023, VICE traded between $27.23 and $29.11. ATM implied volatility averaged 32.8%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 22.0% (HV 20d: 10.8%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days.
Notable Days 2023-08-25 : Highest Volume — 1 contracts2023-08-17 : Largest IV spike — 36.9% change2023-08-08 : Highest IV Rank — 30.3%2023-08-25 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $27.92 $27.23 $29.11 $29.11 $27.74 ATM IV 32.8% 20.8% 44.0% 34.9% 35.4% Expected Move 8.7% 6.0% 10.4% 10.0% 10.2% HV 20d 10.8% 9.2% 14.2% 14.2% 11.0% HV 60d 14.2% 12.9% 14.7% 14.5% 12.9% IV Rank 15.9% 0.0% 30.3% 18.2% 19.6% IV Percentile 34.4% 0.0% 75.8% 41.7% 47.6% Term Structure -6.9% -12.6% 20.7% -10.7% -12.4% Skew 25d 1.7% -4.5% 5.6% -1.7% -0.5% Skew 10d 1.1% 0.3% 2.5% 0.6% 0.7% Call IV 25d 24.6% 19.6% 32.2% 28.4% 29.5% Put IV 25d 26.2% 19.8% 29.5% 26.7% 28.9% Bid-Ask Spread % 140.19 135.54 144.16 137.84 142.06 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -12 -77 0 0 -70 Net DEX 173 0 1.1K 0 1.0K Net VEX -1 -7 0 0 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.043 0 1 0 0 Total OI 0.174 0 1 0 1
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 2023-08-01 $29.11 $0.00 34.9% 10.0% 14.2% 18.2% 0.0% -1.7% -10.7% 0 0 0 0.00 137.84 N/A N/A 0 0 0 0 2023-08-02 $28.87 $0.00 36.2% 10.4% 13.6% 19.9% 0.0% -4.5% -12.6% 0 0 0 0.00 137.84 N/A N/A 0 0 0 0 2023-08-03 $28.69 $0.00 37.4% 6.5% 12.6% 21.5% 0.0% -3.8% -6.6% 0 0 0 0.00 138.61 N/A N/A 0 0 0 0 2023-08-04 $28.53 $0.00 38.2% 7.5% 12.3% 22.6% 0.0% 4.0% -5.4% 0 0 0 0.00 140.30 N/A N/A 0 0 0 0 2023-08-07 $28.65 $0.00 43.1% 7.8% 12.2% 29.2% 0.0% 5.5% -5.8% 0 0 0 0.00 140.30 N/A N/A 0 0 0 0 2023-08-08 $28.45 $0.00 44.0% 8.1% 12.0% 30.3% 0.0% 5.6% -6.4% 0 0 0 0.00 137.71 N/A N/A 0 0 0 0 2023-08-09 $28.12 $0.00 29.1% 8.3% 11.3% 10.3% 0.0% 2.9% -7.7% 0 0 0 0.00 137.71 N/A N/A 0 0 0 0 2023-08-10 $28.21 $0.00 20.8% 6.0% 9.2% 0.0% 0.0% 2.5% -4.1% 0 0 0 0.00 137.16 N/A N/A 0 0 0 0 2023-08-11 $27.98 $0.00 28.2% 8.1% 9.4% 9.9% 0.0% 4.5% -6.3% 0 0 0 0.00 140.12 N/A N/A 0 0 0 0 2023-08-14 $28.01 $0.00 29.5% 8.5% 9.4% 11.6% 0.0% 4.9% -7.2% 0 0 0 0.00 140.12 N/A N/A 0 0 0 0 2023-08-15 $27.70 $0.00 30.1% 8.6% 9.7% 12.4% 0.0% 0.7% -8.5% 0 0 0 0.00 140.12 N/A N/A 0 0 0 0 2023-08-16 $27.54 $0.00 21.5% 6.2% 9.2% 0.9% 0.0% 1.9% -5.3% 0 0 0 0.00 135.93 N/A N/A 0 0 0 0 2023-08-17 $27.23 $0.00 29.4% 8.4% 9.5% 11.5% 0.0% 0.4% 20.7% 0 0 0 0.00 135.54 N/A N/A 0 0 0 0 2023-08-18 $27.27 $0.00 31.2% 8.9% 9.7% 13.9% 0.0% 5.0% -5.5% 0 0 0 0.00 138.25 N/A N/A 0 0 0 0 2023-08-21 $27.38 $0.00 34.2% 9.8% 10.1% 17.9% 0.0% 2.4% -8.5% 0 0 0 0.00 144.14 N/A N/A 0 0 0 0 2023-08-22 $27.30 $0.00 35.0% 10.0% 10.0% 19.0% 0.0% 2.1% -9.3% 0 0 0 0.00 144.14 N/A N/A 0 0 0 0 2023-08-23 $27.58 $0.00 30.0% 8.6% 10.8% 12.3% 0.0% 1.9% -7.9% 0 0 0 0.00 143.78 N/A N/A 0 0 0 0 2023-08-24 $27.34 $0.00 33.2% 9.5% 10.2% 16.6% 0.0% 0.2% -10.6% 0 0 0 0.00 142.91 N/A N/A 0 0 0 0 2023-08-25 $27.37 $0.00 36.4% 10.4% 9.8% 20.8% 0.0% 1.2% -10.2% 0 0 0 0.00 143.55 N/A N/A 0 1 0 0 2023-08-28 $27.51 $0.00 35.9% 10.3% 10.2% 20.3% 0.0% 0.4% -10.4% -69 1.1K -7 0.00 144.16 N/A N/A 0 0 0 1 2023-08-29 $27.80 $0.00 34.3% 9.8% 11.2% 18.1% 0.0% 1.4% -10.3% -69 989 -7 0.00 142.90 N/A N/A 0 0 0 1 2023-08-30 $27.88 $0.00 27.3% 7.8% 11.1% 8.6% 0.0% 1.5% -8.2% -77 937 -7 0.00 139.04 N/A N/A 0 0 0 1 2023-08-31 $27.74 $0.00 35.4% 10.2% 11.0% 19.6% 0.0% -0.5% -12.4% -70 1.0K -7 0.00 142.06 N/A N/A 0 0 0 1
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