VICE Options History — April 2024

In April 2024, VICE traded between $27.26 and $29.63. ATM implied volatility averaged 32.1%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 17.9% (HV 20d: 14.3%). Max pain ranged from $24.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-04-01: Highest Volume — 10 contracts
2024-04-08: Largest IV drop — 21.7% change
2024-04-30: Highest IV Rank — 37.7%
2024-04-30: Largest Expected Move — 10.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.16	$27.26	$29.63	$29.63	$27.52
Max Pain	$24.57	$24.00	$30.00	$30.00	$24.00
ATM IV	32.1%	28.2%	38.0%	32.1%	38.0%
Expected Move	8.9%	7.0%	10.9%	9.2%	10.9%
HV 20d	14.3%	10.7%	16.3%	10.7%	15.3%
HV 60d	14.2%	12.6%	15.0%	12.6%	14.6%
IV Rank	30.0%	24.9%	37.7%	29.9%	37.7%
IV Percentile	50.6%	25.0%	79.4%	53.2%	79.4%
Term Structure	-7.4%	-12.2%	19.5%	-9.4%	-12.2%
VWIV	33.0%	33.0%	33.0%	33.0%	33.0%
Skew 25d	1.5%	-0.4%	2.8%	0.3%	0.3%
Skew 10d	1.1%	0.5%	1.6%	0.7%	1.1%
Call IV 25d	24.0%	19.3%	29.3%	26.5%	29.3%
Put IV 25d	25.6%	20.9%	29.6%	26.8%	29.6%
Bid-Ask Spread %	142.25	138.14	144.05	143.71	143.06
Gamma HHI	0.81	0.50	1.00	1.00	1.00
Net GEX	1.1K	117	1.8K	117	504
Net DEX	-45.1K	-55.6K	-37.8K	-44.0K	-39.1K
Net VEX	-18	-30	-4	-4	-10
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	0.455	0	10	10	0
Total OI	21.364	15	25	15	15

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2024-04-01	$29.63	$0.00	32.1%	9.2%	10.7%	29.9%	33.0%	0.3%	-9.4%	117	-44.0K	-4	143.71	N/A	N/A	10	15
2024-04-02	$29.23	$30.00	35.3%	10.1%	11.1%	34.1%	0.0%	-0.4%	-10.0%	1.6K	-54.9K	-30	143.45	N/A	N/A	0	25
2024-04-03	$29.33	$30.00	36.8%	10.5%	10.8%	36.0%	0.0%	0.5%	-11.8%	1.6K	-55.6K	-30	142.62	N/A	N/A	0	25
2024-04-04	$28.79	$24.00	34.7%	7.0%	13.0%	33.3%	0.0%	1.1%	-5.2%	1.6K	-51.5K	-28	138.14	N/A	N/A	0	25
2024-04-05	$28.89	$24.00	36.5%	7.5%	12.3%	35.6%	0.0%	2.8%	-6.7%	1.6K	-52.3K	-28	142.87	N/A	N/A	0	25
2024-04-08	$29.07	$24.00	28.5%	7.6%	11.8%	25.3%	0.0%	2.8%	-6.6%	1.8K	-52.7K	-24	143.30	N/A	N/A	0	25
2024-04-09	$29.01	$24.00	30.0%	7.7%	11.9%	27.2%	0.0%	2.4%	-7.1%	1.8K	-52.1K	-24	143.30	N/A	N/A	0	25
2024-04-10	$28.46	$24.00	28.8%	8.2%	13.8%	25.6%	0.0%	1.4%	-8.6%	1.5K	-49.4K	-25	142.92	N/A	N/A	0	25
2024-04-11	$28.54	$24.00	28.4%	8.1%	13.9%	25.1%	0.0%	1.8%	-7.3%	1.5K	-49.9K	-24	144.05	N/A	N/A	0	25
2024-04-12	$27.89	$24.00	28.2%	8.1%	16.1%	24.9%	0.0%	2.4%	-8.4%	1.4K	-45.1K	-23	142.51	N/A	N/A	0	25
2024-04-15	$27.57	$24.00	28.9%	8.3%	16.1%	25.8%	0.0%	0.3%	-9.6%	1.3K	-43.1K	-22	142.10	N/A	N/A	0	25
2024-04-16	$27.62	$24.00	29.7%	8.5%	15.9%	26.8%	0.0%	1.6%	-8.2%	1.3K	-43.4K	-21	143.41	N/A	N/A	0	25
2024-04-17	$27.31	$24.00	29.3%	8.4%	15.9%	26.2%	0.0%	0.5%	-9.3%	1.2K	-41.0K	-18	139.32	N/A	N/A	0	25
2024-04-18	$27.42	$24.00	31.7%	9.1%	15.4%	29.4%	0.0%	2.4%	19.5%	1.3K	-41.6K	-17	141.61	N/A	N/A	0	25
2024-04-19	$27.26	$24.00	32.9%	9.4%	14.7%	30.9%	0.0%	2.6%	-7.7%	614	-37.8K	-16	142.02	N/A	N/A	0	25
2024-04-22	$27.56	$24.00	31.4%	9.0%	15.6%	29.0%	0.0%	2.2%	-7.9%	485	-39.2K	-11	141.39	N/A	N/A	0	15
2024-04-23	$27.84	$24.00	31.5%	9.0%	16.3%	29.1%	0.0%	2.8%	-8.1%	380	-40.3K	-8	141.89	N/A	N/A	0	15
2024-04-24	$27.64	$24.00	31.8%	9.1%	16.2%	29.5%	0.0%	1.3%	-8.4%	442	-39.6K	-9	141.53	N/A	N/A	0	15
2024-04-25	$27.59	$24.00	33.5%	9.6%	16.0%	31.7%	0.0%	2.5%	-8.0%	462	-39.5K	-11	141.28	N/A	N/A	0	15
2024-04-26	$27.59	$24.00	34.2%	9.8%	15.6%	32.7%	0.0%	1.3%	-9.5%	468	-39.4K	-11	142.40	N/A	N/A	0	15
2024-04-29	$27.66	$24.00	34.9%	10.0%	15.7%	33.6%	0.0%	0.8%	-11.1%	423	-39.8K	-8	142.68	N/A	N/A	0	15
2024-04-30	$27.52	$24.00	38.0%	10.9%	15.3%	37.7%	0.0%	0.3%	-12.2%	504	-39.1K	-10	143.06	N/A	N/A	0	15