VICE Options History — February 2024 In February 2024, VICE traded between $27.15 and $28.33. ATM implied volatility averaged 29.4%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 15.0% (HV 20d: 14.3%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-29 : Highest Volume — 15 contracts2024-02-07 : Largest IV spike — 161.6% change2024-02-29 : Highest IV Rank — 37.4%2024-02-29 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $27.74 $27.15 $28.33 $27.48 $28.33 ATM IV 29.4% 11.3% 40.0% 25.4% 40.0% Expected Move 8.8% 5.7% 11.5% 7.4% 11.5% HV 20d 14.3% 11.0% 16.9% 11.4% 16.2% HV 60d 14.5% 13.3% 15.1% 14.1% 14.9% IV Rank 24.5% 2.7% 37.4% 19.7% 37.4% IV Percentile 38.0% 3.6% 80.6% 12.3% 80.6% Term Structure -4.4% -14.3% 23.4% -3.4% -14.3% Skew 25d 1.3% -1.4% 3.8% 3.8% -0.7% Skew 10d 1.7% -0.3% 16.0% 1.4% 0.2% Call IV 25d 26.2% 20.3% 39.4% 20.3% 30.1% Put IV 25d 27.5% 19.9% 39.6% 24.1% 29.4% Bid-Ask Spread % 143.04 141.46 144.28 143.05 144.04 Gamma HHI 0.88 0.71 1.00 0.80 1.00 Net GEX 969 771 1.2K 1.0K 793 Net DEX -75.6K -80.7K -69.9K -73.4K -80.7K Net VEX -65 -93 -43 -76 -43 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 0.75 0 15 0 15 Total OI 30.6 30 31 31 30
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 2024-02-01 $27.48 $0.00 25.4% 7.4% 11.4% 19.7% 0.0% 3.8% -3.4% 1.0K -73.4K -76 0.00 143.05 N/A N/A 0 0 30 1 2024-02-02 $27.41 $0.00 27.7% 5.7% 11.5% 22.5% 0.0% -1.4% 2.8% 1.0K -73.3K -75 0.00 143.21 N/A N/A 0 0 30 1 2024-02-05 $27.15 $0.00 11.8% 7.9% 11.9% 3.2% 0.0% 3.2% -5.5% 1.0K -70.3K -93 0.00 144.20 N/A N/A 0 0 30 1 2024-02-06 $27.26 $0.00 11.3% 8.2% 11.4% 2.7% 0.0% 1.7% -5.1% 1.0K -69.9K -93 0.00 144.22 N/A N/A 0 0 30 1 2024-02-07 $27.27 $0.00 29.7% 8.5% 11.0% 24.9% 0.0% 1.1% -7.4% 1.2K -69.9K -93 0.00 144.25 N/A N/A 0 0 30 1 2024-02-08 $27.54 $0.00 28.7% 8.2% 11.3% 23.7% 0.0% 0.1% -6.6% 1.0K -73.7K -73 0.00 143.34 N/A N/A 0 0 30 1 2024-02-09 $27.74 $0.00 27.2% 7.8% 11.4% 21.9% 0.0% 2.0% -5.9% 913 -75.6K -64 0.00 143.40 N/A N/A 0 0 30 1 2024-02-12 $28.06 $0.00 27.9% 8.0% 11.6% 22.8% 0.0% 3.0% -6.5% 771 -78.1K -55 0.00 141.67 N/A N/A 0 0 30 1 2024-02-13 $27.34 $0.00 30.4% 8.7% 15.2% 25.7% 0.0% 0.1% -9.5% 1.1K -72.5K -79 0.00 141.46 N/A N/A 0 0 30 1 2024-02-14 $27.77 $0.00 29.0% 8.3% 15.8% 24.1% 0.0% 3.8% -7.5% 903 -75.8K -62 0.00 141.72 N/A N/A 0 0 30 1 2024-02-15 $27.98 $0.00 29.4% 8.4% 15.9% 24.6% 0.0% 2.5% 23.3% 824 -77.2K -54 0.00 141.81 N/A N/A 0 0 30 1 2024-02-16 $28.04 $0.00 30.3% 8.7% 15.8% 25.7% 0.0% 2.7% 23.4% 938 -78.4K -53 0.00 142.78 N/A N/A 0 0 30 1 2024-02-20 $27.73 $0.00 32.0% 9.2% 16.3% 27.7% 0.0% 1.1% -8.5% 1.1K -76.4K -60 0.00 142.50 N/A N/A 0 0 30 0 2024-02-21 $27.55 $0.00 32.3% 9.3% 16.4% 28.1% 0.0% 0.1% -8.3% 1.2K -74.2K -68 0.00 142.44 N/A N/A 0 0 30 0 2024-02-22 $27.92 $0.00 32.9% 9.4% 16.9% 28.8% 0.0% 2.5% -8.7% 988 -77.7K -59 0.00 143.41 N/A N/A 0 0 30 0 2024-02-23 $28.08 $0.00 32.6% 9.4% 16.7% 28.5% 0.0% 0.5% -8.1% 887 -79.2K -51 0.00 142.42 N/A N/A 0 0 30 0 2024-02-26 $28.05 $0.00 34.8% 10.0% 16.7% 31.1% 0.0% 1.0% -10.3% 908 -78.9K -50 0.00 142.71 N/A N/A 0 0 30 0 2024-02-27 $28.09 $0.00 36.3% 10.4% 16.6% 32.9% 0.0% -0.2% -11.2% 903 -79.0K -50 0.00 143.89 N/A N/A 0 0 30 0 2024-02-28 $28.05 $0.00 37.4% 10.7% 16.4% 34.3% 0.0% -0.4% -11.8% 935 -78.6K -50 0.00 144.28 N/A N/A 0 0 30 0 2024-02-29 $28.33 $0.00 40.0% 11.5% 16.2% 37.4% 0.0% -0.7% -14.3% 793 -80.7K -43 0.00 144.04 N/A N/A 15 0 30 0
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