VICE Options History — May 2024 In May 2024, VICE traded between $27.38 and $29.42. ATM implied volatility averaged 38.4%, placing in the 38.1% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 25.2% (HV 20d: 13.2%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 64.1% change2024-05-14 : Highest IV Rank — 82.6%2024-05-01 : Largest Expected Move — 11.8%Monthly Statistics Metric Avg Min Max Open Close Price $28.58 $27.38 $29.42 $27.38 $28.70 Max Pain $24.00 $24.00 $24.00 $24.00 $24.00 ATM IV 38.4% 25.6% 72.6% 41.1% 33.0% Expected Move 8.4% 7.2% 11.8% 11.8% 9.5% HV 20d 13.2% 11.2% 16.5% 15.1% 12.3% HV 60d 13.9% 13.3% 15.0% 14.5% 13.4% IV Rank 38.1% 21.4% 82.6% 41.7% 31.1% IV Percentile 56.0% 12.3% 98.4% 84.1% 57.9% Term Structure -5.6% -15.0% 18.6% -15.0% -7.7% Skew 25d 1.1% -1.2% 3.5% -0.8% 1.7% Skew 10d 0.9% 0.4% 1.9% 1.1% 0.5% Call IV 25d 22.6% 19.6% 30.9% 30.4% 25.5% Put IV 25d 23.7% 20.3% 33.9% 29.7% 27.2% Bid-Ask Spread % 161.21 141.77 165.73 142.72 164.65 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 115 0 558 558 0 Net DEX -24.9K -44.0K 0 -38.5K 0 Net VEX -2 -11 0 -11 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 8.864 0 15 15 0
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-05-01 $27.38 $24.00 41.1% 11.8% 15.1% 41.7% 0.0% -0.8% -15.0% 558 -38.5K -11 0.00 142.72 N/A N/A 0 0 15 0 2024-05-02 $27.64 $24.00 37.7% 10.8% 14.6% 37.2% 0.0% 3.5% -10.2% 428 -39.8K -8 0.00 141.77 N/A N/A 0 0 15 0 2024-05-03 $28.13 $24.00 38.7% 11.1% 16.1% 38.5% 0.0% -1.2% -14.1% 268 -41.3K -4 0.00 142.69 N/A N/A 0 0 15 0 2024-05-06 $28.45 $0.00 45.1% 7.7% 16.5% 46.9% 0.0% 2.6% -4.8% 197 -42.0K -3 0.00 165.73 N/A N/A 0 0 15 0 2024-05-07 $28.37 $0.00 47.5% 7.8% 16.5% 49.9% 0.0% 2.1% -5.2% 214 -41.9K -3 0.00 165.73 N/A N/A 0 0 15 0 2024-05-08 $28.37 $0.00 47.9% 7.3% 15.1% 50.5% 0.0% 2.5% -2.8% 191 -42.0K -2 0.00 165.50 N/A N/A 0 0 15 0 2024-05-09 $28.41 $0.00 50.8% 7.4% 15.1% 54.2% 0.0% 2.7% -2.9% 183 -42.1K -2 0.00 165.50 N/A N/A 0 0 15 0 2024-05-10 $28.47 $0.00 54.1% 7.6% 12.5% 58.6% 0.0% 0.6% -6.5% 179 -42.2K -2 0.00 165.59 N/A N/A 0 0 15 0 2024-05-13 $28.66 $0.00 68.2% 7.2% 11.7% 77.0% 0.0% 1.2% -5.7% 153 -42.5K -1 0.00 163.79 N/A N/A 0 0 15 0 2024-05-14 $29.03 $0.00 72.6% 7.5% 12.3% 82.6% 0.0% 2.9% -5.8% 66 -43.4K 0 0.00 164.90 N/A N/A 0 0 15 0 2024-05-15 $29.09 $0.00 26.1% 7.5% 11.2% 22.1% 0.0% 1.9% -5.9% 46 -43.5K 0 0.00 164.17 N/A N/A 0 0 15 0 2024-05-16 $29.42 $0.00 27.5% 7.9% 11.5% 23.9% 0.0% 0.6% 18.6% 44 -44.0K 0 0.00 164.93 N/A N/A 0 0 15 0 2024-05-17 $29.16 $0.00 26.4% 7.6% 11.9% 22.5% 0.0% 0.3% -4.5% 0 -43.7K 0 0.00 163.57 N/A N/A 0 0 15 0 2024-05-20 $28.98 $0.00 25.6% 7.3% 12.0% 21.4% 0.0% -0.4% -3.9% 0 0 0 0.00 162.12 N/A N/A 0 0 0 0 2024-05-21 $29.05 $0.00 26.7% 7.6% 11.7% 22.8% 0.0% 1.5% -4.0% 0 0 0 0.00 164.04 N/A N/A 0 0 0 0 2024-05-22 $28.76 $0.00 26.1% 7.5% 12.0% 22.1% 0.0% 1.0% -4.8% 0 0 0 0.00 161.49 N/A N/A 0 0 0 0 2024-05-23 $28.48 $0.00 27.7% 7.9% 12.7% 24.2% 0.0% -0.5% -7.6% 0 0 0 0.00 161.49 N/A N/A 0 0 0 0 2024-05-24 $28.60 $0.00 29.4% 8.4% 12.7% 26.4% 0.0% 1.5% -6.0% 0 0 0 0.00 164.51 N/A N/A 0 0 0 0 2024-05-28 $28.63 $0.00 28.8% 8.2% 12.7% 25.6% 0.0% 0.7% -6.6% 0 0 0 0.00 163.37 N/A N/A 0 0 0 0 2024-05-29 $28.53 $0.00 29.4% 8.4% 12.6% 26.4% 0.0% -0.1% -7.3% 0 0 0 0.00 163.37 N/A N/A 0 0 0 0 2024-05-30 $28.46 $0.00 34.6% 9.9% 12.4% 33.2% 0.0% 0.4% -10.3% 0 0 0 0.00 164.88 N/A N/A 0 0 0 0 2024-05-31 $28.70 $0.00 33.0% 9.5% 12.3% 31.1% 0.0% 1.7% -7.7% 0 0 0 0.00 164.65 N/A N/A 0 0 0 0
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