VICE Options History — September 2024 In September 2024, VICE traded between $30.05 and $31.88. ATM implied volatility averaged 33.6%, placing in the 32.5% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 19.7% (HV 20d: 14.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-09-18 : Largest IV spike — 71.1% change2024-09-18 : Highest IV Rank — 51.0%2024-09-18 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $30.83 $30.05 $31.88 $30.41 $31.88 ATM IV 33.6% 26.6% 47.6% 37.3% 31.3% Expected Move 8.8% 7.6% 13.6% 10.7% 9.0% HV 20d 14.0% 10.8% 18.3% 18.3% 11.8% HV 60d 17.1% 16.9% 17.5% 17.2% 17.3% IV Rank 32.5% 23.1% 51.0% 37.4% 29.5% IV Percentile 51.4% 14.7% 90.9% 74.2% 50.0% Term Structure -6.0% -10.7% -3.1% -10.5% -6.4% Skew 25d 2.0% 0.3% 4.7% 1.0% 2.1% Skew 10d 4.8% 1.1% 13.2% 1.1% 7.1% Call IV 25d 24.3% 20.3% 36.5% 28.1% 25.5% Put IV 25d 26.3% 22.6% 36.9% 29.2% 27.5% Bid-Ask Spread % 164.38 159.41 176.94 164.28 160.48 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 (20 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 2024-09-03 $30.41 $0.00 37.3% 10.7% 18.3% 37.4% 0.0% 1.0% -10.5% 0 0 0 0.00 164.28 N/A N/A 0 0 0 0 2024-09-04 $30.55 $0.00 36.9% 10.6% 17.0% 36.8% 0.0% 0.3% -10.7% 0 0 0 0.00 163.81 N/A N/A 0 0 0 0 2024-09-05 $30.41 $0.00 39.2% 7.8% 16.9% 39.9% 0.0% 3.3% -4.1% 0 0 0 0.00 164.60 N/A N/A 0 0 0 0 2024-09-06 $30.13 $0.00 39.3% 7.7% 16.9% 40.1% 0.0% 4.7% -3.8% 0 0 0 0.00 164.44 N/A N/A 0 0 0 0 2024-09-09 $30.14 $0.00 41.9% 7.7% 16.8% 43.5% 0.0% 2.4% -3.1% 0 0 0 0.00 164.44 N/A N/A 0 0 0 0 2024-09-10 $30.05 $0.00 44.1% 7.8% 16.9% 46.4% 0.0% 4.3% -3.2% 0 0 0 0.00 164.62 N/A N/A 0 0 0 0 2024-09-11 $30.20 $0.00 28.4% 8.1% 14.3% 25.6% 0.0% 3.4% -5.9% 0 0 0 0.00 164.76 N/A N/A 0 0 0 0 2024-09-12 $30.50 $0.00 28.5% 8.2% 14.5% 25.7% 0.0% 2.9% -5.1% 0 0 0 0.00 164.03 N/A N/A 0 0 0 0 2024-09-13 $30.65 $0.00 26.6% 7.6% 13.6% 23.1% 0.0% 1.8% -3.3% 0 0 0 0.00 164.20 N/A N/A 0 0 0 0 2024-09-16 $30.65 $0.00 27.4% 7.9% 13.5% 24.3% 0.0% 1.8% -4.0% 0 0 0 0.00 163.34 N/A N/A 0 0 0 0 2024-09-17 $30.82 $0.00 27.8% 8.0% 13.1% 24.8% 0.0% 1.0% -4.8% 0 0 0 0.00 163.24 N/A N/A 0 0 0 0 2024-09-18 $30.71 $0.00 47.6% 13.6% 12.9% 51.0% 0.0% 0.5% -10.3% 0 0 0 0.00 176.94 N/A N/A 0 0 0 0 2024-09-19 $31.23 $0.00 28.9% 8.3% 14.0% 26.2% 0.0% 2.5% -6.2% 0 0 0 0.00 162.72 N/A N/A 0 0 0 0 2024-09-20 $31.08 $0.00 28.0% 8.0% 12.9% 25.1% 0.0% 2.1% -4.0% 0 0 0 0.00 162.43 N/A N/A 0 0 0 0 2024-09-23 $31.25 $0.00 30.3% 8.7% 10.9% 28.1% 0.0% 2.3% -7.9% 0 0 0 0.00 162.98 N/A N/A 0 0 0 0 2024-09-24 $31.31 $0.00 30.9% 8.9% 10.8% 28.8% 0.0% 0.5% -6.6% 0 0 0 0.00 163.18 N/A N/A 0 0 0 0 2024-09-25 $31.18 $0.00 29.2% 8.4% 10.9% 26.7% 0.0% 1.3% -5.3% 0 0 0 0.00 162.62 N/A N/A 0 0 0 0 2024-09-26 $31.69 $0.00 39.7% 11.4% 11.8% 40.5% 0.0% 1.4% -8.8% 0 0 0 0.00 171.17 N/A N/A 0 0 0 0 2024-09-27 $31.78 $0.00 29.4% 8.4% 11.8% 27.0% 0.0% 1.1% -6.5% 0 0 0 0.00 159.41 N/A N/A 0 0 0 0 2024-09-30 $31.88 $0.00 31.3% 9.0% 11.8% 29.5% 0.0% 2.1% -6.4% 0 0 0 0.00 160.48 N/A N/A 0 0 0 0
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