VICE Options History — November 2023 In November 2023, VICE traded between $24.31 and $26.58. ATM implied volatility averaged 30.8%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 12.3% (HV 20d: 18.5%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2023-11-28 : Largest IV spike — 62.7% change2023-11-03 : Highest IV Rank — 35.5%2023-11-01 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $25.98 $24.31 $26.58 $24.31 $26.42 ATM IV 30.8% 20.5% 46.0% 45.0% 29.1% Expected Move 8.1% 5.9% 12.9% 12.9% 8.3% HV 20d 18.5% 15.4% 21.6% 17.8% 15.6% HV 60d 16.5% 14.7% 17.2% 14.7% 16.3% IV Rank 14.5% 0.0% 35.5% 34.2% 12.1% IV Percentile 33.5% 0.0% 87.3% 86.1% 20.6% Term Structure -5.2% -21.5% 22.5% -14.2% -2.2% Skew 25d 1.0% -1.0% 3.6% 0.4% 0.0% Skew 10d 1.9% 0.7% 3.8% 1.3% 1.2% Call IV 25d 25.2% 21.6% 33.9% 33.9% 29.2% Put IV 25d 26.3% 22.2% 34.3% 34.3% 29.3% Bid-Ask Spread % 140.77 136.99 144.50 142.75 139.10 Gamma HHI 0.88 0.85 0.93 0.93 0.86 Net GEX 1.4K 1.2K 1.7K 1.4K 1.4K Net DEX -56.4K -63.3K -41.6K -41.6K -62.5K Net VEX -175 -209 -143 -209 -144 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 31 31 31 31 31
Daily Data (21 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 2023-11-01 $24.31 $0.00 45.0% 12.9% 17.8% 34.2% 0.0% 0.4% -14.2% 1.4K -41.6K -209 0.00 142.75 N/A N/A 0 0 30 1 2023-11-02 $24.88 $0.00 34.6% 6.0% 19.9% 19.5% 0.0% 1.0% -2.6% 1.5K -46.6K -202 0.00 142.03 N/A N/A 0 0 30 1 2023-11-03 $25.46 $0.00 46.0% 8.8% 21.5% 35.5% 0.0% 3.6% -6.0% 1.4K -51.0K -197 0.00 144.50 N/A N/A 0 0 30 1 2023-11-06 $25.30 $0.00 35.6% 6.3% 21.6% 20.9% 0.0% 0.2% -5.8% 1.4K -49.9K -195 0.00 138.71 N/A N/A 0 0 30 1 2023-11-07 $25.49 $0.00 35.4% 6.1% 21.2% 20.6% 0.0% 1.2% -4.7% 1.5K -52.2K -193 0.00 138.41 N/A N/A 0 0 30 1 2023-11-08 $25.55 $0.00 20.5% 5.9% 21.2% 0.0% 0.0% 0.7% -4.1% 1.5K -53.9K -188 0.00 139.29 N/A N/A 0 0 30 1 2023-11-09 $25.46 $0.00 29.8% 8.6% 18.9% 13.2% 0.0% -0.1% -6.7% 1.4K -51.0K -194 0.00 142.50 N/A N/A 0 0 30 1 2023-11-10 $25.80 $0.00 28.9% 8.3% 19.0% 11.8% 0.0% 3.6% -5.1% 1.3K -53.8K -189 0.00 143.70 N/A N/A 0 0 30 1 2023-11-13 $25.83 $0.00 30.6% 8.8% 18.4% 14.2% 0.0% 3.0% -6.8% 1.3K -53.9K -185 0.00 143.97 N/A N/A 0 0 30 1 2023-11-14 $26.48 $0.00 20.5% 5.9% 20.2% 0.0% 0.0% 2.5% -3.8% 1.4K -61.6K -162 0.00 136.99 N/A N/A 0 0 30 1 2023-11-15 $26.51 $0.00 31.0% 8.9% 19.6% 14.7% 0.0% -1.0% -21.5% 1.2K -59.4K -176 0.00 142.74 N/A N/A 0 0 30 1 2023-11-16 $26.26 $0.00 33.1% 9.5% 19.5% 17.7% 0.0% 1.6% 22.5% 1.7K -54.5K -182 0.00 139.63 N/A N/A 0 0 30 1 2023-11-17 $26.35 $0.00 22.7% 6.5% 19.1% 3.1% 0.0% 0.6% -5.3% 1.4K -60.4K -162 0.00 138.91 N/A N/A 0 0 30 1 2023-11-20 $26.47 $0.00 23.3% 6.7% 19.1% 4.0% 0.0% 0.8% -6.1% 1.4K -62.4K -159 0.00 138.77 N/A N/A 0 0 30 1 2023-11-21 $26.38 $0.00 24.0% 6.9% 18.9% 4.9% 0.0% 0.1% -6.8% 1.4K -60.7K -160 0.00 139.50 N/A N/A 0 0 30 1 2023-11-22 $26.55 $0.00 26.9% 7.7% 16.2% 9.0% 0.0% 1.8% -4.1% 1.3K -62.0K -160 0.00 140.36 N/A N/A 0 0 30 1 2023-11-24 $26.58 $0.00 23.6% 6.8% 15.6% 4.4% 0.0% 1.0% 5.1% 1.3K -63.3K -146 0.00 138.71 N/A N/A 0 0 30 1 2023-11-27 $26.56 $0.00 25.1% 7.2% 15.4% 6.4% 0.0% 1.2% -6.1% 1.3K -63.3K -143 0.00 138.23 N/A N/A 0 0 30 1 2023-11-28 $26.45 $0.00 40.8% 11.7% 15.5% 28.5% 0.0% -0.5% -12.3% 1.3K -59.2K -169 0.00 144.00 N/A N/A 0 0 30 1 2023-11-29 $26.44 $0.00 40.9% 11.7% 15.5% 28.6% 0.0% -0.1% -12.9% 1.3K -60.3K -158 0.00 143.35 N/A N/A 0 0 30 1 2023-11-30 $26.42 $0.00 29.1% 8.3% 15.6% 12.1% 0.0% 0.0% -2.2% 1.4K -62.5K -144 0.00 139.10 N/A N/A 0 0 30 1
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