VICE Options History — December 2023 In December 2023, VICE traded between $26.23 and $27.54. ATM implied volatility averaged 40.2%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 25.1% (HV 20d: 15.1%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-14 : Highest Volume — 10 contracts2023-12-13 : Largest IV drop — 64.9% change2023-12-12 : Highest IV Rank — 90.0%2023-12-01 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $27.00 $26.23 $27.54 $26.82 $27.13 ATM IV 40.2% 28.2% 84.6% 40.4% 32.8% Expected Move 8.8% 7.7% 11.6% 11.6% 9.4% HV 20d 15.1% 12.6% 16.9% 14.5% 16.9% HV 60d 17.1% 16.5% 17.6% 16.5% 16.9% IV Rank 27.7% 10.9% 90.0% 28.0% 17.3% IV Percentile 56.7% 15.1% 98.8% 78.2% 44.8% Term Structure -17.0% -27.8% -4.1% -12.4% -24.1% Skew 25d -0.6% -6.0% 2.2% 2.2% -6.0% Skew 10d 0.2% -1.0% 2.5% 2.5% 0.1% Call IV 25d 27.1% 22.0% 40.9% 30.6% 40.9% Put IV 25d 26.5% 21.7% 40.6% 32.8% 34.9% Bid-Ask Spread % 144.33 141.02 145.27 141.02 144.48 Gamma HHI 0.82 0.73 0.87 0.84 0.76 Net GEX 1.2K 1.0K 1.4K 1.3K 1.1K Net DEX -65.8K -70.2K -58.6K -63.7K -68.1K Net VEX -133 -164 -107 -146 -120 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 0.5 0 10 0 0 Total OI 31 31 31 31 31
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 2023-12-01 $26.82 $0.00 40.4% 11.6% 14.5% 28.0% 0.0% 2.2% -12.4% 1.3K -63.7K -146 0.00 141.02 N/A N/A 0 0 30 1 2023-12-04 $26.83 $0.00 44.2% 7.7% 12.6% 33.3% 0.0% -0.2% -19.1% 1.3K -64.1K -145 0.00 144.85 N/A N/A 0 0 30 1 2023-12-05 $26.48 $0.00 34.1% 8.3% 13.4% 19.1% 0.0% 0.2% -4.3% 1.4K -61.4K -155 0.00 145.24 N/A N/A 0 0 30 1 2023-12-06 $26.23 $0.00 44.2% 8.4% 13.9% 33.3% 0.0% 1.6% -4.1% 1.4K -58.6K -164 0.00 145.22 N/A N/A 0 0 30 1 2023-12-07 $26.40 $0.00 54.7% 8.6% 14.0% 48.0% 0.0% 0.2% -4.5% 1.4K -60.1K -155 0.00 145.23 N/A N/A 0 0 30 1 2023-12-08 $26.72 $0.00 56.3% 7.8% 14.3% 50.3% 0.0% -1.1% -18.6% 1.3K -63.1K -144 0.00 145.27 N/A N/A 0 0 30 1 2023-12-11 $26.78 $0.00 68.8% 8.1% 13.8% 67.9% 0.0% -1.1% -20.1% 1.3K -63.7K -142 0.00 144.75 N/A N/A 0 0 30 1 2023-12-12 $26.79 $0.00 84.6% 8.1% 13.8% 90.0% 0.0% -1.1% -20.2% 1.3K -63.9K -142 0.00 145.01 N/A N/A 0 0 30 1 2023-12-13 $27.48 $0.00 29.7% 8.5% 13.9% 13.0% 0.0% -1.1% -23.0% 1.1K -69.9K -119 0.00 144.90 N/A N/A 0 0 30 1 2023-12-14 $27.51 $0.00 31.5% 9.0% 13.9% 15.5% 0.0% -2.6% -4.5% 1.1K -70.1K -119 0.00 142.99 N/A N/A 10 0 30 1 2023-12-15 $27.02 $0.00 28.2% 8.1% 15.1% 10.9% 0.0% -2.3% -22.2% 1.2K -65.7K -130 0.00 144.54 N/A N/A 0 0 30 1 2023-12-18 $27.16 $0.00 30.6% 8.8% 15.1% 14.2% 0.0% -0.3% -25.7% 1.2K -66.9K -129 0.00 145.16 N/A N/A 0 0 30 1 2023-12-19 $27.54 $0.00 29.8% 8.5% 15.7% 13.0% 0.0% -0.2% -5.3% 1.1K -69.1K -119 0.00 144.32 N/A N/A 0 0 30 1 2023-12-20 $27.13 $0.00 31.2% 9.0% 16.8% 15.1% 0.0% -1.9% -26.7% 1.2K -66.8K -128 0.00 144.54 N/A N/A 0 0 30 1 2023-12-21 $27.31 $0.00 32.4% 9.3% 16.8% 16.8% 0.0% -0.7% -27.3% 1.1K -66.9K -129 0.00 144.99 N/A N/A 0 0 30 1 2023-12-22 $27.21 $0.00 33.1% 9.5% 16.9% 17.7% 0.0% 0.5% -27.8% 1.2K -67.4K -128 0.00 145.02 N/A N/A 0 0 30 1 2023-12-26 $27.15 $0.00 32.0% 9.2% 16.9% 16.2% 0.0% 1.3% -6.0% 1.2K -68.1K -121 0.00 141.41 N/A N/A 0 0 30 1 2023-12-27 $27.10 $0.00 33.2% 9.5% 16.8% 17.9% 0.0% 0.5% -21.6% 1.1K -69.0K -118 0.00 144.26 N/A N/A 0 0 30 1 2023-12-28 $27.20 $0.00 32.9% 9.4% 16.8% 17.4% 0.0% 0.1% -21.4% 1.0K -70.2K -107 0.00 143.45 N/A N/A 0 0 30 1 2023-12-29 $27.13 $0.00 32.8% 9.4% 16.9% 17.3% 0.0% -6.0% -24.1% 1.1K -68.1K -120 0.00 144.48 N/A N/A 0 0 30 1
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