VICE Options History — March 2024 In March 2024, VICE traded between $28.08 and $29.70. ATM implied volatility averaged 38.7%, placing in the 36.7% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 25.4% (HV 20d: 13.3%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 67.1% change2024-03-12 : Highest IV Rank — 84.4%2024-03-01 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $28.81 $28.08 $29.70 $28.55 $29.70 ATM IV 38.7% 25.9% 78.8% 36.6% 29.9% Expected Move 8.2% 7.4% 10.5% 10.5% 8.6% HV 20d 13.3% 10.5% 16.7% 15.6% 10.8% HV 60d 13.9% 13.0% 15.0% 15.0% 13.2% IV Rank 36.7% 20.4% 84.4% 33.3% 27.0% IV Percentile 53.9% 13.5% 98.0% 71.4% 39.3% Term Structure -4.9% -8.4% -1.6% -6.3% -7.0% Skew 25d 1.5% -0.5% 6.5% 4.1% 0.1% Skew 10d 1.6% -1.0% 8.5% 1.9% 0.4% Call IV 25d 24.4% 20.2% 36.8% 29.8% 24.3% Put IV 25d 25.9% 20.8% 39.0% 33.9% 24.4% Bid-Ask Spread % 144.13 141.08 145.24 141.08 143.96 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 291 119 449 336 119 Net DEX -41.8K -44.1K -39.6K -41.1K -44.1K Net VEX -14 -24 -4 -18 -4 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 15 15 15 15 15
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 2024-03-01 $28.55 $0.00 36.6% 10.5% 15.6% 33.3% 0.0% 4.1% -6.3% 336 -41.1K -18 0.00 141.08 N/A N/A 0 0 15 0 2024-03-04 $28.23 $0.00 43.6% 7.7% 16.3% 41.8% 0.0% 1.5% -3.5% 416 -40.1K -21 0.00 145.09 N/A N/A 0 0 15 0 2024-03-05 $28.08 $0.00 44.6% 7.4% 15.9% 43.0% 0.0% 1.2% -2.6% 449 -39.6K -24 0.00 144.64 N/A N/A 0 0 15 0 2024-03-06 $28.24 $0.00 48.9% 7.9% 16.0% 48.2% 0.0% 2.4% -4.3% 421 -40.0K -21 0.00 145.24 N/A N/A 0 0 15 0 2024-03-07 $28.59 $0.00 50.7% 7.4% 16.4% 50.3% 0.0% 1.5% -3.1% 336 -41.2K -18 0.00 145.18 N/A N/A 0 0 15 0 2024-03-08 $28.31 $0.00 54.6% 7.9% 16.7% 55.1% 0.0% 1.0% -4.0% 390 -40.4K -18 0.00 144.36 N/A N/A 0 0 15 0 2024-03-11 $28.38 $0.00 70.8% 7.9% 16.6% 74.7% 0.0% 3.0% -1.6% 372 -40.7K -17 0.00 144.33 N/A N/A 0 0 15 0 2024-03-12 $28.48 $0.00 78.8% 7.8% 16.1% 84.4% 0.0% 0.2% -4.5% 329 -41.2K -15 0.00 143.14 N/A N/A 0 0 15 0 2024-03-13 $28.52 $0.00 25.9% 7.4% 12.7% 20.4% 0.0% 0.1% -3.4% 331 -41.2K -15 0.00 144.62 N/A N/A 0 0 15 0 2024-03-14 $28.41 $0.00 26.4% 7.6% 11.8% 20.9% 0.0% -0.5% -4.3% 332 -41.1K -14 0.00 143.55 N/A N/A 0 0 15 0 2024-03-15 $28.65 $0.00 27.0% 7.7% 11.9% 23.3% 0.0% 1.0% -4.2% 305 -41.5K -14 0.00 145.18 N/A N/A 0 0 15 0 2024-03-18 $28.84 $0.00 27.8% 8.0% 12.0% 24.3% 0.0% 1.8% -5.3% 251 -42.2K -10 0.00 143.74 N/A N/A 0 0 15 0 2024-03-19 $28.99 $0.00 27.8% 8.0% 11.1% 24.4% 0.0% 6.5% -4.9% 240 -42.4K -10 0.00 144.16 N/A N/A 0 0 15 0 2024-03-20 $29.29 $0.00 27.3% 7.8% 11.0% 23.6% 0.0% 3.9% -4.2% 228 -42.9K -10 0.00 142.73 N/A N/A 0 0 15 0 2024-03-21 $29.54 $0.00 28.8% 8.3% 10.5% 25.6% 0.0% 0.1% -8.4% 149 -43.7K -6 0.00 143.87 N/A N/A 0 0 15 0 2024-03-22 $29.31 $0.00 29.8% 8.5% 11.1% 26.9% 0.0% 3.1% -6.0% 242 -42.8K -11 0.00 144.37 N/A N/A 0 0 15 0 2024-03-25 $29.29 $0.00 30.3% 8.7% 11.1% 27.6% 0.0% -0.4% -6.7% 186 -43.2K -8 0.00 144.81 N/A N/A 0 0 15 0 2024-03-26 $29.36 $0.00 31.7% 9.1% 11.1% 29.4% 0.0% 0.2% -6.6% 181 -43.3K -8 0.00 144.99 N/A N/A 0 0 15 0 2024-03-27 $29.48 $0.00 31.8% 9.1% 11.0% 29.5% 0.0% 0.3% -7.3% 202 -43.3K -8 0.00 143.49 N/A N/A 0 0 15 0 2024-03-28 $29.70 $0.00 29.9% 8.6% 10.8% 27.0% 0.0% 0.1% -7.0% 119 -44.1K -4 0.00 143.96 N/A N/A 0 0 15 0
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