VICE Options History — December 2024 In December 2024, VICE traded between $31.44 and $34.21. ATM implied volatility averaged 30.2%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 17.5% (HV 20d: 12.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-11 : Largest IV drop — 33.9% change2024-12-10 : Highest IV Rank — 37.4%2024-12-30 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $32.96 $31.44 $34.21 $33.89 $31.52 ATM IV 30.2% 24.6% 37.3% 31.2% 34.2% Expected Move 8.0% 6.6% 9.8% 8.9% 9.8% HV 20d 12.7% 7.6% 18.3% 9.8% 17.9% HV 60d 12.2% 10.8% 14.3% 10.8% 13.8% IV Rank 29.0% 20.6% 37.4% 29.2% 35.5% IV Percentile 42.5% 7.5% 75.4% 49.6% 67.5% Term Structure -5.8% -10.9% -2.2% -5.9% -10.0% Skew 25d 1.9% -3.0% 12.7% 2.8% 1.4% Skew 10d -0.2% -3.5% 6.7% 6.7% 0.8% Call IV 25d 24.4% 18.5% 37.6% 24.1% 25.3% Put IV 25d 26.3% 19.2% 38.1% 26.9% 26.7% Bid-Ask Spread % 164.68 159.37 168.66 161.98 162.16 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 (21 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 2024-12-02 $33.89 $0.00 31.2% 8.9% 9.8% 29.2% 0.0% 2.8% -5.9% 0 0 0 0.00 161.98 N/A N/A 0 0 0 0 2024-12-03 $33.68 $0.00 31.7% 9.1% 10.3% 29.9% 0.0% 0.5% -6.6% 0 0 0 0.00 163.48 N/A N/A 0 0 0 0 2024-12-04 $33.96 $0.00 29.9% 8.6% 9.7% 27.6% 0.0% 3.4% -4.9% 0 0 0 0.00 159.37 N/A N/A 0 0 0 0 2024-12-05 $34.05 $0.00 32.2% 6.6% 8.0% 30.6% 0.0% -0.2% -3.1% 0 0 0 0.00 165.69 N/A N/A 0 0 0 0 2024-12-06 $34.10 $0.00 32.9% 6.6% 7.6% 31.5% 0.0% 0.8% -2.2% 0 0 0 0.00 165.79 N/A N/A 0 0 0 0 2024-12-09 $34.21 $0.00 35.9% 6.9% 7.6% 35.5% 0.0% 0.1% -3.6% 0 0 0 0.00 165.69 N/A N/A 0 0 0 0 2024-12-10 $34.00 $0.00 37.3% 6.9% 8.0% 37.4% 0.0% -0.0% -3.7% 0 0 0 0.00 165.84 N/A N/A 0 0 0 0 2024-12-11 $33.91 $0.00 24.6% 7.1% 8.1% 20.6% 0.0% 0.7% -4.1% 0 0 0 0.00 166.13 N/A N/A 0 0 0 0 2024-12-12 $34.05 $0.00 25.0% 7.2% 8.2% 21.0% 0.0% -0.3% -4.1% 0 0 0 0.00 165.48 N/A N/A 0 0 0 0 2024-12-13 $33.43 $0.00 26.3% 7.5% 10.3% 24.3% 0.0% -0.7% -4.9% 0 0 0 0.00 166.02 N/A N/A 0 0 0 0 2024-12-16 $33.30 $0.00 26.2% 7.5% 10.4% 24.2% 0.0% -0.2% -5.1% 0 0 0 0.00 166.81 N/A N/A 0 0 0 0 2024-12-17 $33.09 $0.00 26.4% 7.6% 10.6% 24.5% 0.0% -1.3% -4.6% 0 0 0 0.00 165.79 N/A N/A 0 0 0 0 2024-12-18 $31.96 $0.00 29.4% 8.4% 16.3% 28.8% 0.0% 12.7% -6.9% 0 0 0 0.00 168.66 N/A N/A 0 0 0 0 2024-12-19 $32.33 $0.00 30.1% 8.6% 16.8% 29.8% 0.0% 2.3% -6.6% 0 0 0 0.00 166.18 N/A N/A 0 0 0 0 2024-12-20 $32.25 $0.00 29.3% 8.4% 16.5% 28.5% 0.0% 1.4% -6.5% 0 0 0 0.00 165.81 N/A N/A 0 0 0 0 2024-12-23 $31.56 $0.00 28.6% 8.2% 18.0% 27.7% 0.0% -3.0% -7.6% 0 0 0 0.00 163.39 N/A N/A 0 0 0 0 2024-12-24 $31.88 $0.00 28.6% 8.2% 17.9% 27.6% 0.0% 10.8% -5.7% 0 0 0 0.00 163.01 N/A N/A 0 0 0 0 2024-12-26 $31.98 $0.00 29.5% 8.5% 18.1% 28.9% 0.0% 5.8% -7.1% 0 0 0 0.00 164.19 N/A N/A 0 0 0 0 2024-12-27 $31.59 $0.00 29.9% 8.6% 18.3% 29.5% 0.0% 2.2% -7.1% 0 0 0 0.00 162.12 N/A N/A 0 0 0 0 2024-12-30 $31.44 $0.00 34.2% 9.8% 18.1% 35.5% 0.0% 1.4% -10.9% 0 0 0 0.00 164.72 N/A N/A 0 0 0 0 2024-12-31 $31.52 $0.00 34.2% 9.8% 17.9% 35.5% 0.0% 1.4% -10.0% 0 0 0 0.00 162.16 N/A N/A 0 0 0 0
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