VICE Options History — November 2024 In November 2024, VICE traded between $31.48 and $33.70. ATM implied volatility averaged 34.9%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 23.1% (HV 20d: 11.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 62.2% change2024-11-12 : Highest IV Rank — 72.4%2024-11-01 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $32.90 $31.48 $33.70 $31.51 $33.70 ATM IV 34.9% 24.1% 63.7% 40.6% 28.8% Expected Move 7.6% 6.7% 11.6% 11.6% 8.3% HV 20d 11.8% 10.0% 12.8% 10.2% 10.0% HV 60d 12.1% 11.1% 13.4% 13.2% 11.1% IV Rank 34.2% 19.8% 72.4% 41.8% 26.1% IV Percentile 46.5% 8.3% 95.6% 83.7% 33.3% Term Structure -3.7% -14.2% -1.1% -14.2% -4.4% Skew 25d 2.2% -0.5% 4.3% 2.6% 0.6% Skew 10d 3.0% 0.6% 12.9% 9.9% 5.5% Call IV 25d 22.2% 18.6% 34.7% 29.9% 34.7% Put IV 25d 24.3% 20.3% 35.3% 32.6% 35.3% Bid-Ask Spread % 162.99 156.12 165.20 156.12 163.28 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 2024-11-01 $31.51 $0.00 40.6% 11.6% 10.2% 41.8% 0.0% 2.6% -14.2% 0 0 0 0.00 156.12 N/A N/A 0 0 0 0 2024-11-04 $31.48 $0.00 44.2% 7.5% 10.2% 46.6% 0.0% 2.0% -5.0% 0 0 0 0.00 162.69 N/A N/A 0 0 0 0 2024-11-05 $31.92 $0.00 42.6% 7.0% 11.2% 44.4% 0.0% 4.1% -2.3% 0 0 0 0.00 161.52 N/A N/A 0 0 0 0 2024-11-06 $32.49 $0.00 44.3% 6.9% 12.8% 46.6% 0.0% 2.0% -3.7% 0 0 0 0.00 165.01 N/A N/A 0 0 0 0 2024-11-07 $32.79 $0.00 43.7% 6.8% 12.8% 45.8% 0.0% 1.8% -3.0% 0 0 0 0.00 164.12 N/A N/A 0 0 0 0 2024-11-08 $32.93 $0.00 44.6% 6.7% 12.6% 47.0% 0.0% 2.1% -2.9% 0 0 0 0.00 164.03 N/A N/A 0 0 0 0 2024-11-11 $33.09 $0.00 57.9% 6.9% 12.6% 64.6% 0.0% 0.3% -3.2% 0 0 0 0.00 163.81 N/A N/A 0 0 0 0 2024-11-12 $33.05 $0.00 63.7% 6.9% 12.6% 72.4% 0.0% 2.2% -3.7% 0 0 0 0.00 164.69 N/A N/A 0 0 0 0 2024-11-13 $33.11 $0.00 24.1% 6.9% 12.3% 19.8% 0.0% 2.6% -3.5% 0 0 0 0.00 162.77 N/A N/A 0 0 0 0 2024-11-14 $32.86 $0.00 24.5% 7.0% 12.6% 20.4% 0.0% 1.4% -2.4% 0 0 0 0.00 162.32 N/A N/A 0 0 0 0 2024-11-15 $32.80 $0.00 24.6% 7.0% 12.0% 20.5% 0.0% 2.7% -1.4% 0 0 0 0.00 164.14 N/A N/A 0 0 0 0 2024-11-18 $32.98 $0.00 24.7% 7.1% 11.8% 20.7% 0.0% 2.1% -1.2% 0 0 0 0.00 161.87 N/A N/A 0 0 0 0 2024-11-19 $32.95 $0.00 25.8% 7.4% 11.8% 22.1% 0.0% 2.8% -2.8% 0 0 0 0.00 165.20 N/A N/A 0 0 0 0 2024-11-20 $33.09 $0.00 26.1% 7.5% 11.7% 22.5% 0.0% 3.7% -1.1% 0 0 0 0.00 163.57 N/A N/A 0 0 0 0 2024-11-21 $33.34 $0.00 26.4% 7.6% 11.8% 22.9% 0.0% 4.3% -1.3% 0 0 0 0.00 162.42 N/A N/A 0 0 0 0 2024-11-22 $33.22 $0.00 27.3% 7.8% 11.9% 24.1% 0.0% 3.4% -4.0% 0 0 0 0.00 163.95 N/A N/A 0 0 0 0 2024-11-25 $33.57 $0.00 26.9% 7.7% 11.7% 23.5% 0.0% 2.1% -4.0% 0 0 0 0.00 162.30 N/A N/A 0 0 0 0 2024-11-26 $33.47 $0.00 30.0% 8.6% 11.9% 27.7% 0.0% 0.8% -5.6% 0 0 0 0.00 164.06 N/A N/A 0 0 0 0 2024-11-27 $33.59 $0.00 27.6% 7.9% 10.8% 24.5% 0.0% -0.5% -4.1% 0 0 0 0.00 161.90 N/A N/A 0 0 0 0 2024-11-29 $33.70 $0.00 28.8% 8.3% 10.0% 26.1% 0.0% 0.6% -4.4% 0 0 0 0.00 163.28 N/A N/A 0 0 0 0
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