VICE Options History — June 2024 In June 2024, VICE traded between $28.29 and $28.91. ATM implied volatility averaged 32.5%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 21.6% (HV 20d: 10.9%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 44.5% change2024-06-11 : Highest IV Rank — 48.1%2024-06-04 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $28.59 $28.29 $28.91 $28.77 $28.64 ATM IV 32.5% 25.6% 46.1% 32.7% 30.3% Expected Move 8.4% 7.0% 10.5% 9.4% 8.7% HV 20d 10.9% 10.1% 11.8% 10.9% 10.2% HV 60d 13.3% 13.0% 13.4% 13.2% 13.0% IV Rank 30.7% 21.4% 48.1% 30.7% 28.1% IV Percentile 48.0% 11.9% 90.1% 55.2% 41.7% Term Structure -5.9% -10.1% -3.0% -9.3% -7.6% Skew 25d 1.1% -0.4% 2.9% 1.3% 1.1% Skew 10d 1.0% 0.5% 1.4% 0.8% 0.5% Call IV 25d 22.8% 19.3% 27.9% 26.2% 24.6% Put IV 25d 23.9% 19.6% 29.4% 27.5% 25.7% Bid-Ask Spread % 164.77 161.54 166.29 162.44 164.14 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (19 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 2024-06-03 $28.77 $0.00 32.7% 9.4% 10.9% 30.7% 0.0% 1.3% -9.3% 0 0 0 0.00 162.44 N/A N/A 0 0 0 0 2024-06-04 $28.63 $0.00 36.7% 10.5% 10.4% 35.9% 0.0% 1.6% -10.1% 0 0 0 0.00 165.07 N/A N/A 0 0 0 0 2024-06-05 $28.91 $0.00 33.6% 9.6% 10.8% 31.9% 0.0% 0.5% -9.8% 0 0 0 0.00 161.54 N/A N/A 0 0 0 0 2024-06-06 $28.73 $0.00 36.3% 7.0% 11.1% 35.4% 0.0% 2.1% -3.0% 0 0 0 0.00 164.97 N/A N/A 0 0 0 0 2024-06-07 $28.42 $0.00 38.9% 7.7% 11.8% 38.8% 0.0% -0.4% -4.5% 0 0 0 0.00 165.24 N/A N/A 0 0 0 0 2024-06-10 $28.44 $0.00 43.9% 7.6% 11.8% 45.3% 0.0% 0.8% -3.9% 0 0 0 0.00 164.14 N/A N/A 0 0 0 0 2024-06-11 $28.41 $0.00 46.1% 8.0% 11.5% 48.1% 0.0% 2.1% -4.1% 0 0 0 0.00 164.09 N/A N/A 0 0 0 0 2024-06-12 $28.69 $0.00 25.6% 7.3% 11.1% 21.4% 0.0% 0.4% -3.2% 0 0 0 0.00 164.54 N/A N/A 0 0 0 0 2024-06-13 $28.58 $0.00 25.9% 7.4% 11.1% 21.9% 0.0% 0.6% -5.0% 0 0 0 0.00 164.95 N/A N/A 0 0 0 0 2024-06-14 $28.29 $0.00 27.9% 8.0% 10.6% 25.0% 0.0% 1.1% -4.8% 0 0 0 0.00 166.20 N/A N/A 0 0 0 0 2024-06-17 $28.63 $0.00 27.5% 7.9% 11.4% 24.4% 0.0% 2.5% -4.2% 0 0 0 0.00 165.46 N/A N/A 0 0 0 0 2024-06-18 $28.72 $0.00 26.8% 7.7% 11.3% 23.4% 0.0% 2.9% -4.4% 0 0 0 0.00 164.29 N/A N/A 0 0 0 0 2024-06-20 $28.55 $0.00 27.4% 7.8% 11.4% 24.2% 0.0% 0.7% -4.8% 0 0 0 0.00 164.23 N/A N/A 0 0 0 0 2024-06-21 $28.59 $0.00 29.8% 8.5% 10.9% 27.4% 0.0% 1.3% -5.0% 0 0 0 0.00 165.28 N/A N/A 0 0 0 0 2024-06-24 $28.63 $0.00 31.1% 8.9% 10.3% 29.2% 0.0% 1.5% -6.5% 0 0 0 0.00 165.79 N/A N/A 0 0 0 0 2024-06-25 $28.57 $0.00 31.8% 9.1% 10.2% 30.0% 0.0% 0.3% -6.8% 0 0 0 0.00 166.10 N/A N/A 0 0 0 0 2024-06-26 $28.51 $0.00 32.0% 9.2% 10.2% 30.4% 0.0% 0.4% -7.0% 0 0 0 0.00 166.29 N/A N/A 0 0 0 0 2024-06-27 $28.52 $0.00 32.7% 9.4% 10.1% 31.3% 0.0% 0.4% -7.5% 0 0 0 0.00 165.84 N/A N/A 0 0 0 0 2024-06-28 $28.64 $0.00 30.3% 8.7% 10.2% 28.1% 0.0% 1.1% -7.6% 0 0 0 0.00 164.14 N/A N/A 0 0 0 0
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