VICE Options History — January 2024 In January 2024, VICE traded between $26.48 and $27.49. ATM implied volatility averaged 20.7%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 6.5% (HV 20d: 14.1%). Max pain ranged from $27.00 to $27.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days.
Notable Days 2024-01-26 : Largest IV spike — 95.6% change2024-01-09 : Highest IV Rank — 38.4%2024-01-03 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $26.88 $26.48 $27.49 $26.98 $27.07 Max Pain $27.00 $27.00 $27.00 $27.00 $27.00 ATM IV 20.7% 9.1% 47.9% 35.5% 12.1% Expected Move 4.4% 2.6% 10.7% 10.2% 3.5% HV 20d 14.1% 11.4% 17.6% 16.2% 12.5% HV 60d 16.0% 14.5% 17.4% 17.0% 14.5% IV Rank 11.0% 0.0% 38.4% 21.1% 3.6% IV Percentile 23.7% 0.0% 92.9% 60.7% 4.0% Term Structure 4.1% -27.3% 16.8% -27.3% 14.3% Skew 25d -0.1% -11.4% 11.3% -0.3% -7.1% Skew 10d 0.6% -6.2% 13.6% 0.5% -6.2% Call IV 25d 22.5% 15.0% 30.5% 29.7% 25.5% Put IV 25d 22.4% 14.5% 29.6% 29.4% 18.4% Bid-Ask Spread % 139.61 136.56 142.88 142.88 139.08 Gamma HHI 0.76 0.62 0.84 0.74 0.62 Net GEX 1.1K 862 1.4K 1.1K 891 Net DEX -68.5K -75.8K -64.1K -68.5K -70.4K Net VEX -103 -126 -56 -116 -94 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 2024-01-02 $26.98 $0.00 35.5% 10.2% 16.2% 21.1% 0.0% -0.3% -27.3% 1.1K -68.5K -116 0.00 142.88 N/A N/A 0 0 30 1 2024-01-03 $26.48 $0.00 37.3% 10.7% 17.6% 23.6% 0.0% 0.0% -14.4% 1.4K -64.1K -126 0.00 141.57 N/A N/A 0 0 30 1 2024-01-04 $26.62 $27.00 40.8% 3.5% 17.0% 28.6% 0.0% 8.7% 7.5% 1.2K -64.8K -126 0.00 139.35 N/A N/A 0 0 30 1 2024-01-05 $26.48 $27.00 38.0% 6.7% 16.8% 24.7% 0.0% 0.9% -16.0% 1.3K -65.9K -113 0.00 138.39 N/A N/A 0 0 30 1 2024-01-08 $26.76 $27.00 44.2% 3.0% 17.0% 33.4% 0.0% 1.8% 5.5% 1.2K -68.4K -102 0.00 138.24 N/A N/A 0 0 30 1 2024-01-09 $26.55 $27.00 47.9% 3.0% 16.7% 38.4% 0.0% 2.6% 9.0% 1.4K -64.6K -124 0.00 140.93 N/A N/A 0 0 30 1 2024-01-10 $26.68 $27.00 12.7% 3.6% 16.8% 0.0% 0.0% 2.3% 4.1% 1.3K -66.6K -113 0.00 139.27 N/A N/A 0 0 30 1 2024-01-11 $26.64 $27.00 9.1% 2.6% 16.8% 0.0% 0.0% 6.1% 11.3% 1.3K -65.8K -122 0.00 140.50 N/A N/A 0 0 30 1 2024-01-12 $26.53 $27.00 9.1% 2.6% 13.8% 0.0% 0.0% 4.2% 11.8% 1.4K -64.6K -122 0.00 140.78 N/A N/A 0 0 30 1 2024-01-16 $26.77 $27.00 11.2% 3.2% 14.3% 2.5% 0.0% 11.3% 4.1% 1.1K -70.5K -87 0.00 140.41 N/A N/A 0 0 30 1 2024-01-17 $26.59 $27.00 9.5% 2.7% 13.1% 0.5% 0.0% 6.7% 12.4% 1.3K -64.8K -120 0.00 138.43 N/A N/A 0 0 30 1 2024-01-18 $26.74 $27.00 10.1% 2.9% 13.1% 1.1% 0.0% 7.6% 12.8% 1.1K -66.4K -110 0.00 136.56 N/A N/A 0 0 30 1 2024-01-19 $26.78 $27.00 10.4% 3.0% 12.0% 1.6% 0.0% 5.9% 12.3% 1.2K -67.1K -109 0.00 137.57 N/A N/A 0 0 30 1 2024-01-22 $27.02 $27.00 11.8% 3.4% 11.4% 3.3% 0.0% -2.9% 12.1% 995 -69.6K -98 0.00 141.56 N/A N/A 0 0 30 1 2024-01-23 $27.23 $27.00 10.6% 3.0% 11.5% 1.8% 0.0% -9.5% 15.8% 957 -71.4K -88 0.00 139.81 N/A N/A 0 0 30 1 2024-01-24 $27.13 $27.00 9.7% 2.8% 11.5% 0.8% 0.0% -7.9% 16.4% 918 -70.8K -97 0.00 141.31 N/A N/A 0 0 30 1 2024-01-25 $27.37 $27.00 9.7% 2.8% 11.9% 0.7% 0.0% -10.0% 16.8% 1.0K -72.3K -87 0.00 140.67 N/A N/A 0 0 30 1 2024-01-26 $27.31 $27.00 18.9% 5.4% 11.9% 11.9% 0.0% -2.9% 3.1% 1.1K -71.9K -87 0.00 139.61 N/A N/A 0 0 30 1 2024-01-29 $27.49 $27.00 24.7% 7.1% 12.0% 18.9% 0.0% -11.4% -13.6% 1.0K -73.7K -76 0.00 137.73 N/A N/A 0 0 30 1 2024-01-30 $27.30 $27.00 20.5% 5.9% 12.3% 13.8% 0.0% -7.8% -11.4% 862 -75.8K -56 0.00 137.27 N/A N/A 0 0 30 1 2024-01-31 $27.07 $27.00 12.1% 3.5% 12.5% 3.6% 0.0% -7.1% 14.3% 891 -70.4K -94 0.00 139.08 N/A N/A 0 0 30 1
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