VICE Options History — August 2024 In August 2024, VICE traded between $28.47 and $30.94. ATM implied volatility averaged 41.7%, placing in the 43.2% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 18.5% (HV 20d: 23.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-08-05 : Largest IV spike — 71.7% change2024-08-06 : Highest IV Rank — 93.5%2024-08-06 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $30.02 $28.47 $30.94 $29.66 $30.79 ATM IV 41.7% 26.7% 79.7% 40.4% 30.8% Expected Move 9.0% 7.7% 12.9% 11.6% 8.8% HV 20d 23.2% 18.4% 25.1% 18.4% 20.7% HV 60d 16.1% 13.4% 17.2% 13.4% 17.0% IV Rank 43.2% 23.4% 93.5% 41.4% 28.8% IV Percentile 56.2% 15.1% 99.6% 82.1% 45.6% Term Structure -5.8% -18.5% 18.4% -18.5% -6.4% Skew 25d 2.9% -2.3% 13.1% -2.3% 2.2% Skew 10d 7.2% 0.7% 47.3% 2.2% 2.2% Call IV 25d 27.4% 20.1% 47.2% 47.2% 24.8% Put IV 25d 30.3% 22.4% 54.6% 44.9% 27.0% Bid-Ask Spread % 163.86 140.52 180.14 140.52 163.07 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 2024-08-01 $29.66 $0.00 40.4% 11.6% 18.4% 41.4% 0.0% -2.3% -18.5% 0 0 0 0.00 140.52 N/A N/A 0 0 0 0 2024-08-02 $29.27 $0.00 40.5% 11.6% 19.0% 41.6% 0.0% 2.1% -14.2% 0 0 0 0.00 140.79 N/A N/A 0 0 0 0 2024-08-05 $28.47 $0.00 69.6% 11.6% 21.5% 80.1% 0.0% 3.1% -8.7% 0 0 0 0.00 177.12 N/A N/A 0 0 0 0 2024-08-06 $29.10 $0.00 79.7% 12.9% 22.9% 93.5% 0.0% 13.1% -7.8% 0 0 0 0.00 180.14 N/A N/A 0 0 0 0 2024-08-07 $28.92 $0.00 49.6% 8.1% 23.1% 53.7% 0.0% 3.7% -5.5% 0 0 0 0.00 163.76 N/A N/A 0 0 0 0 2024-08-08 $29.30 $0.00 71.1% 11.0% 22.8% 82.1% 0.0% 1.7% -8.5% 0 0 0 0.00 177.82 N/A N/A 0 0 0 0 2024-08-09 $29.20 $0.00 53.5% 7.8% 22.6% 58.9% 0.0% 3.5% -4.0% 0 0 0 0.00 165.06 N/A N/A 0 0 0 0 2024-08-12 $29.17 $0.00 67.8% 8.0% 22.6% 77.7% 0.0% 2.6% -6.1% 0 0 0 0.00 164.72 N/A N/A 0 0 0 0 2024-08-13 $29.93 $0.00 71.4% 8.1% 24.3% 82.6% 0.0% 10.0% -3.3% 0 0 0 0.00 164.77 N/A N/A 0 0 0 0 2024-08-14 $29.77 $0.00 27.0% 7.7% 24.4% 23.7% 0.0% 3.4% -6.2% 0 0 0 0.00 164.06 N/A N/A 0 0 0 0 2024-08-15 $30.24 $0.00 28.1% 8.1% 24.9% 25.1% 0.0% 1.6% 18.4% 0 0 0 0.00 165.38 N/A N/A 0 0 0 0 2024-08-16 $30.36 $0.00 28.4% 8.1% 24.8% 25.5% 0.0% 1.2% -5.7% 0 0 0 0.00 165.40 N/A N/A 0 0 0 0 2024-08-19 $30.69 $0.00 26.7% 7.7% 24.8% 23.4% 0.0% 1.0% -3.5% 0 0 0 0.00 164.11 N/A N/A 0 0 0 0 2024-08-20 $30.48 $0.00 29.0% 8.3% 25.0% 26.3% 0.0% 0.6% -5.5% 0 0 0 0.00 162.34 N/A N/A 0 0 0 0 2024-08-21 $30.72 $0.00 26.9% 7.7% 24.2% 23.6% 0.0% 1.8% -4.0% 0 0 0 0.00 163.81 N/A N/A 0 0 0 0 2024-08-22 $30.28 $0.00 29.8% 8.5% 24.9% 27.4% 0.0% 2.3% -6.5% 0 0 0 0.00 164.12 N/A N/A 0 0 0 0 2024-08-23 $30.91 $0.00 28.5% 8.2% 25.0% 25.7% 0.0% 2.8% -5.4% 0 0 0 0.00 162.92 N/A N/A 0 0 0 0 2024-08-26 $30.82 $0.00 29.0% 8.3% 25.1% 26.4% 0.0% 2.1% -6.0% 0 0 0 0.00 165.61 N/A N/A 0 0 0 0 2024-08-27 $30.94 $0.00 29.6% 8.5% 24.8% 27.1% 0.0% 3.4% -6.1% 0 0 0 0.00 163.10 N/A N/A 0 0 0 0 2024-08-28 $30.71 $0.00 29.5% 8.5% 23.9% 27.0% 0.0% 1.3% -6.3% 0 0 0 0.00 162.81 N/A N/A 0 0 0 0 2024-08-29 $30.71 $0.00 31.0% 8.9% 21.5% 29.0% 0.0% 1.6% -7.0% 0 0 0 0.00 163.57 N/A N/A 0 0 0 0 2024-08-30 $30.79 $0.00 30.8% 8.8% 20.7% 28.8% 0.0% 2.2% -6.4% 0 0 0 0.00 163.07 N/A N/A 0 0 0 0
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