VICE Options History — July 2024 In July 2024, VICE traded between $28.47 and $30.50. ATM implied volatility averaged 31.8%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 21.2% (HV 20d: 10.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 39.7% change2024-07-09 : Highest IV Rank — 42.5%2024-07-31 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $29.39 $28.47 $30.50 $28.47 $30.50 ATM IV 31.8% 24.9% 41.2% 31.2% 38.4% Expected Move 8.5% 6.9% 11.0% 8.9% 11.0% HV 20d 10.6% 9.0% 15.0% 10.0% 15.0% HV 60d 11.6% 10.8% 12.6% 12.5% 12.2% IV Rank 30.1% 20.9% 42.5% 29.3% 38.8% IV Percentile 47.2% 10.7% 83.7% 47.2% 80.2% Term Structure -8.0% -13.3% -4.4% -9.7% -13.3% Skew 25d 0.6% -2.2% 5.0% 0.3% 0.4% Skew 10d 0.9% 0.2% 2.0% 0.6% 2.0% Call IV 25d 25.3% 19.8% 42.7% 26.5% 42.7% Put IV 25d 25.9% 20.6% 43.0% 26.8% 43.0% Bid-Ask Spread % 144.61 138.79 165.56 162.39 140.89 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 (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 2024-07-01 $28.47 $0.00 31.2% 8.9% 10.0% 29.3% 0.0% 0.3% -9.7% 0 0 0 0.00 162.39 N/A N/A 0 0 0 0 2024-07-02 $28.49 $0.00 35.7% 10.2% 9.9% 35.2% 0.0% 0.5% -10.0% 0 0 0 0.00 165.56 N/A N/A 0 0 0 0 2024-07-03 $28.77 $0.00 33.5% 9.6% 10.4% 32.3% 0.0% 5.0% -9.2% 0 0 0 0.00 164.41 N/A N/A 0 0 0 0 2024-07-05 $28.61 $0.00 37.7% 6.9% 10.0% 37.8% 0.0% 0.9% -4.4% 0 0 0 0.00 143.13 N/A N/A 0 0 0 0 2024-07-08 $28.74 $0.00 39.3% 7.1% 9.9% 40.0% 0.0% 0.4% -5.7% 0 0 0 0.00 142.41 N/A N/A 0 0 0 0 2024-07-09 $28.73 $0.00 41.2% 7.2% 9.0% 42.5% 0.0% 0.8% -6.4% 0 0 0 0.00 143.04 N/A N/A 0 0 0 0 2024-07-10 $28.73 $0.00 24.9% 7.1% 9.0% 20.9% 0.0% 0.4% -6.0% 0 0 0 0.00 141.98 N/A N/A 0 0 0 0 2024-07-11 $29.19 $0.00 26.0% 7.5% 10.5% 22.4% 0.0% 0.3% -4.9% 0 0 0 0.00 142.31 N/A N/A 0 0 0 0 2024-07-12 $29.47 $0.00 27.2% 7.8% 10.5% 23.9% 0.0% -1.1% -7.6% 0 0 0 0.00 143.16 N/A N/A 0 0 0 0 2024-07-15 $29.46 $0.00 29.1% 8.4% 10.3% 26.6% 0.0% -0.7% -8.7% 0 0 0 0.00 142.97 N/A N/A 0 0 0 0 2024-07-16 $29.67 $0.00 28.1% 8.0% 9.5% 25.1% 0.0% 0.8% -8.3% 0 0 0 0.00 141.57 N/A N/A 0 0 0 0 2024-07-17 $29.56 $0.00 28.6% 8.2% 9.0% 25.8% 0.0% -0.6% -9.0% 0 0 0 0.00 141.54 N/A N/A 0 0 0 0 2024-07-18 $29.76 $0.00 27.1% 7.8% 9.2% 23.9% 0.0% 0.1% -6.0% 0 0 0 0.00 138.79 N/A N/A 0 0 0 0 2024-07-19 $29.59 $0.00 28.0% 8.0% 9.2% 25.1% 0.0% -1.1% -6.2% 0 0 0 0.00 140.48 N/A N/A 0 0 0 0 2024-07-22 $29.91 $0.00 29.2% 8.4% 9.7% 26.6% 0.0% 3.0% -6.0% 0 0 0 0.00 140.50 N/A N/A 0 0 0 0 2024-07-23 $29.91 $0.00 30.2% 8.7% 9.7% 27.9% 0.0% 1.2% -7.5% 0 0 0 0.00 142.10 N/A N/A 0 0 0 0 2024-07-24 $29.43 $0.00 31.9% 9.1% 11.7% 30.1% 0.0% -2.2% -9.4% 0 0 0 0.00 141.30 N/A N/A 0 0 0 0 2024-07-25 $29.55 $0.00 31.2% 8.9% 11.6% 29.3% 0.0% -0.7% -8.3% 0 0 0 0.00 140.91 N/A N/A 0 0 0 0 2024-07-26 $30.12 $0.00 32.1% 9.2% 13.1% 30.5% 0.0% 2.1% -8.4% 0 0 0 0.00 140.22 N/A N/A 0 0 0 0 2024-07-29 $30.13 $0.00 34.7% 9.9% 13.1% 33.9% 0.0% 3.0% -9.4% 0 0 0 0.00 140.83 N/A N/A 0 0 0 0 2024-07-30 $29.86 $0.00 34.9% 10.0% 13.4% 34.2% 0.0% 0.7% -11.0% 0 0 0 0.00 140.94 N/A N/A 0 0 0 0 2024-07-31 $30.50 $0.00 38.4% 11.0% 15.0% 38.8% 0.0% 0.4% -13.3% 0 0 0 0.00 140.89 N/A N/A 0 0 0 0
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