VICE Options History — September 2023

Name: VICE Options Analytics - September 2023
Creator: Options Analysis Suite

In September 2023, VICE traded between $25.50 and $27.63. ATM implied volatility averaged 38.5%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 25.6% (HV 20d: 12.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

2023-09-13: Largest IV drop — 65.4% change
2023-09-12: Highest IV Rank — 78.5%
2023-09-27: Largest Expected Move — 10.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.45	$25.50	$27.63	$27.63	$25.70
ATM IV	38.5%	23.4%	79.4%	35.5%	33.8%
Expected Move	8.1%	5.3%	10.3%	10.2%	9.7%
HV 20d	12.9%	11.0%	13.8%	11.0%	13.1%
HV 60d	12.7%	12.3%	13.1%	12.3%	12.5%
IV Rank	23.7%	3.5%	78.5%	19.7%	17.4%
IV Percentile	44.8%	3.2%	97.6%	48.4%	42.5%
Term Structure	-5.3%	-13.0%	0.6%	-13.0%	-8.3%
Skew 25d	1.6%	-1.4%	5.4%	-0.6%	5.4%
Skew 10d	0.7%	0.2%	1.3%	0.4%	0.3%
Call IV 25d	23.8%	18.7%	33.1%	30.4%	33.1%
Put IV 25d	25.4%	19.8%	38.6%	29.8%	38.6%
Bid-Ask Spread %	139.91	133.68	143.27	141.10	140.29
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-73	-85	-65	-71	-67
Net DEX	1.3K	1.0K	1.5K	1.0K	1.5K
Net VEX	-7	-7	-6	-7	-6
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	1	1	1	1	1

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	Spread %	Call Wall	Put Wall	Put OI
2023-09-01	$27.63	$0.00	35.5%	10.2%	11.0%	19.7%	0.0%	-0.6%	-13.0%	-71	1.0K	-7	141.10	N/A	N/A	1
2023-09-05	$27.02	$0.00	43.5%	5.3%	13.0%	30.3%	0.0%	1.2%	-2.0%	-85	1.2K	-7	133.68	N/A	N/A	1
2023-09-06	$26.85	$0.00	45.9%	5.4%	13.0%	33.6%	0.0%	0.1%	-2.3%	-84	1.2K	-7	133.68	N/A	N/A	1
2023-09-07	$26.67	$0.00	48.7%	5.4%	12.6%	37.4%	0.0%	-1.1%	-1.4%	-83	1.3K	-7	133.68	N/A	N/A	1
2023-09-08	$26.67	$0.00	53.8%	7.7%	12.5%	44.2%	0.0%	2.2%	-3.5%	-70	1.3K	-7	143.27	N/A	N/A	1
2023-09-11	$26.75	$0.00	71.1%	8.0%	12.5%	67.3%	0.0%	3.2%	-3.9%	-70	1.2K	-7	143.27	N/A	N/A	1
2023-09-12	$26.76	$0.00	79.4%	7.8%	12.4%	78.5%	0.0%	2.0%	-3.7%	-72	1.2K	-7	142.35	N/A	N/A	1
2023-09-13	$26.67	$0.00	27.5%	7.9%	12.0%	8.9%	0.0%	1.2%	-4.1%	-72	1.3K	-7	142.35	N/A	N/A	1
2023-09-14	$27.06	$0.00	26.9%	7.7%	13.2%	8.2%	0.0%	2.9%	-3.7%	-74	1.2K	-7	142.10	N/A	N/A	1
2023-09-15	$26.82	$0.00	27.4%	7.9%	13.0%	8.9%	0.0%	1.3%	-4.4%	-73	1.2K	-7	142.10	N/A	N/A	1
2023-09-18	$26.59	$0.00	29.2%	8.4%	13.3%	11.2%	0.0%	1.4%	-5.2%	-72	1.3K	-7	142.78	N/A	N/A	1
2023-09-19	$26.53	$0.00	27.2%	7.8%	13.1%	8.6%	0.0%	2.4%	0.6%	-76	1.3K	-7	137.79	N/A	N/A	1
2023-09-20	$26.54	$0.00	29.3%	8.4%	13.1%	11.4%	0.0%	1.4%	-5.6%	-76	1.3K	-7	139.65	N/A	N/A	1
2023-09-21	$26.05	$0.00	31.6%	9.1%	13.7%	14.5%	0.0%	-1.4%	-8.6%	-73	1.4K	-7	139.28	N/A	N/A	1
2023-09-22	$26.04	$0.00	23.4%	6.7%	13.6%	3.5%	0.0%	1.1%	-4.9%	-84	1.5K	-7	136.20	N/A	N/A	1
2023-09-25	$25.76	$0.00	32.8%	9.4%	13.8%	16.1%	0.0%	2.9%	-6.5%	-68	1.5K	-6	141.61	N/A	N/A	1
2023-09-26	$25.58	$0.00	33.6%	9.6%	13.5%	17.1%	0.0%	1.3%	-7.4%	-66	1.5K	-6	141.61	N/A	N/A	1
2023-09-27	$25.50	$0.00	35.8%	10.3%	12.5%	20.1%	0.0%	1.6%	-10.4%	-65	1.5K	-6	140.50	N/A	N/A	1
2023-09-28	$25.73	$0.00	33.5%	9.6%	13.1%	17.0%	0.0%	3.5%	-7.0%	-68	1.5K	-6	140.94	N/A	N/A	1
2023-09-29	$25.70	$0.00	33.8%	9.7%	13.1%	17.4%	0.0%	5.4%	-8.3%	-67	1.5K	-6	140.29	N/A	N/A	1