VICE Options History — October 2023 In October 2023, VICE traded between $23.91 and $25.65. ATM implied volatility averaged 35.1%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 19.1% (HV 20d: 16.0%). Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-10-26 : Highest Volume — 30 contracts2023-10-26 : Largest IV drop — 27.7% change2023-10-04 : Highest IV Rank — 37.9%2023-10-04 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $24.82 $23.91 $25.65 $25.42 $24.18 ATM IV 35.1% 26.5% 47.7% 44.6% 28.8% Expected Move 9.5% 6.3% 13.7% 12.8% 8.2% HV 20d 16.0% 12.7% 18.9% 13.4% 18.0% HV 60d 13.2% 11.7% 14.7% 12.4% 14.6% IV Rank 20.1% 8.1% 37.9% 31.9% 11.2% IV Percentile 46.4% 6.3% 88.5% 81.3% 15.9% Term Structure -8.4% -20.1% 1.3% -16.5% 1.3% Skew 25d 1.0% -13.6% 5.9% -0.9% 0.9% Skew 10d 1.3% 0.4% 2.5% 0.9% 1.0% Call IV 25d 28.8% 21.6% 50.3% 40.7% 31.2% Put IV 25d 29.8% 24.8% 39.9% 39.8% 32.1% Bid-Ask Spread % 141.17 135.89 145.08 140.29 136.12 Gamma HHI 0.99 0.93 1.00 1.00 0.93 Net GEX 149 -70 1.5K -64 1.5K Net DEX -4.0K -40.8K 2.0K 1.5K -40.6K Net VEX -33 -211 -3 -6 -210 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.409 0 30 0 0 Total OI 5.091 1 31 1 31
Daily Data (22 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 2023-10-02 $25.42 $0.00 44.6% 12.8% 13.4% 31.9% 0.0% -0.9% -16.5% -64 1.5K -6 0.00 140.29 N/A N/A 0 0 0 1 2023-10-03 $24.97 $0.00 46.6% 13.4% 12.7% 36.3% 0.0% -13.6% -19.9% -59 1.6K -6 0.00 140.29 N/A N/A 0 0 0 1 2023-10-04 $25.19 $0.00 47.7% 13.7% 13.4% 37.9% 0.0% -7.8% -20.1% -61 1.6K -6 0.00 140.29 N/A N/A 0 0 0 1 2023-10-05 $25.09 $0.00 41.3% 8.6% 13.3% 28.9% 0.0% 4.1% -5.7% -61 1.6K -6 0.00 144.78 N/A N/A 0 0 0 1 2023-10-06 $25.24 $0.00 42.6% 8.6% 13.7% 30.7% 0.0% 5.2% -5.4% -63 1.6K -6 0.00 144.78 N/A N/A 0 0 0 1 2023-10-09 $25.33 $0.00 34.2% 6.3% 13.7% 18.8% 0.0% 3.7% -3.3% -63 1.5K -6 0.00 139.54 N/A N/A 0 1 0 1 2023-10-10 $25.65 $0.00 39.4% 8.3% 14.7% 26.2% 0.0% 5.9% -8.1% -63 1.5K -6 0.00 139.54 N/A N/A 0 0 0 1 2023-10-11 $25.58 $0.00 29.7% 8.5% 14.7% 12.6% 0.0% 2.1% -6.8% -70 1.5K -6 0.00 145.08 N/A N/A 0 0 0 1 2023-10-12 $24.91 $0.00 29.6% 8.5% 15.8% 12.4% 0.0% 1.7% -7.2% -64 1.7K -5 0.00 142.03 N/A N/A 0 0 0 1 2023-10-13 $24.71 $0.00 30.1% 8.6% 15.7% 13.1% 0.0% -0.5% -8.4% -61 1.7K -5 0.00 142.03 N/A N/A 0 0 0 1 2023-10-16 $25.09 $0.00 31.2% 9.0% 17.0% 14.7% 0.0% 3.3% -8.0% -66 1.7K -5 0.00 142.03 N/A N/A 0 0 0 1 2023-10-17 $25.12 $0.00 32.1% 9.2% 17.1% 16.0% 0.0% 3.9% -6.5% -65 1.6K -5 0.00 144.64 N/A N/A 0 0 0 1 2023-10-18 $24.88 $0.00 32.9% 9.4% 17.2% 17.0% 0.0% 2.3% -8.0% -62 1.7K -5 0.00 144.64 N/A N/A 0 0 0 1 2023-10-19 $24.60 $0.00 32.6% 9.4% 16.5% 16.7% 0.0% 1.3% -6.1% -59 1.7K -5 0.00 140.76 N/A N/A 0 0 0 1 2023-10-20 $24.44 $0.00 35.8% 10.2% 16.6% 21.1% 0.0% -0.6% -9.6% -57 1.8K -5 0.00 140.76 N/A N/A 0 0 0 1 2023-10-23 $24.45 $0.00 37.4% 10.7% 16.4% 23.3% 0.0% 2.5% -8.4% -59 1.8K -4 0.00 142.01 N/A N/A 0 0 0 1 2023-10-24 $24.77 $0.00 36.3% 10.4% 17.2% 21.8% 0.0% 4.0% -8.1% -65 1.8K -5 0.00 143.64 N/A N/A 0 0 0 1 2023-10-25 $24.20 $0.00 36.7% 10.5% 18.8% 22.4% 0.0% 0.2% -8.4% -57 1.9K -4 0.00 140.39 N/A N/A 0 0 0 1 2023-10-26 $24.02 $0.00 26.5% 7.6% 18.4% 8.1% 0.0% 3.0% -6.8% -55 2.0K -3 0.00 139.12 N/A N/A 30 0 0 1 2023-10-27 $23.91 $0.00 27.2% 7.8% 18.4% 9.0% 0.0% 0.0% -7.7% 1.5K -38.4K -211 0.00 135.89 N/A N/A 0 0 30 1 2023-10-30 $24.20 $0.00 29.1% 8.3% 18.9% 11.7% 0.0% 1.2% -7.4% 1.5K -40.8K -210 0.00 137.21 N/A N/A 0 0 30 1 2023-10-31 $24.18 $0.00 28.8% 8.2% 18.0% 11.2% 0.0% 0.9% 1.3% 1.5K -40.6K -210 0.00 136.12 N/A N/A 0 0 30 1
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