VICR Options History — February 2010 In February 2010, VICR traded between $8.07 and $9.78. ATM implied volatility averaged 44.1%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 1.0% (HV 20d: 43.1%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.34.
Notable Days 2010-02-23 : Highest Volume — 392 contracts2010-02-08 : Largest IV spike — 21.5% change2010-02-04 : Highest IV Rank — 24.8%2010-02-08 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $9.07 $8.07 $9.78 $8.68 $9.51 Max Pain $9.34 $7.50 $10.00 $10.00 $10.00 ATM IV 44.1% 34.6% 50.1% 40.8% 35.7% Expected Move 13.2% 9.9% 15.5% 11.7% 10.2% HV 20d 43.1% 36.9% 47.8% 39.7% 42.4% HV 60d 42.9% 41.1% 48.6% 48.6% 42.7% IV Rank 16.3% 3.2% 24.8% 11.7% 4.7% IV Percentile 12.7% 2.4% 24.6% 5.6% 3.6% Term Structure 3.1% -2.9% 12.3% 11.4% 1.6% VWIV 43.2% 39.0% 48.7% 39.0% 41.1% Bid-Ask Spread % 75.85 42.66 107.08 107.08 62.43 Gamma HHI 0.58 0.44 0.85 0.44 0.53 Net GEX -294 -3.5K 2.5K 1.5K -1.4K Net DEX -189.7K -370.4K 10.1K -26.0K -295.5K Net VEX -2.6K -2.9K -2.2K -2.2K -2.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.00 1.01 0.67 0.00 Total Volume 56.684 0 392 125 0 Total OI 2,066.474 1,824 2,262 1,824 2,181
Daily Data (19 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 2010-02-01 $8.68 $10.00 40.8% 11.7% 39.7% 11.7% 39.0% 0.0% 11.4% 1.5K -26.0K -2.2K 0.67 107.08 N/A N/A 75 50 1,025 799 2010-02-02 $8.54 $10.00 41.1% 11.8% 38.5% 12.3% 0.0% 0.0% 9.1% 797 10.1K -2.2K 0.00 88.63 N/A N/A 70 0 1,030 849 2010-02-03 $8.37 $10.00 49.1% 14.1% 38.5% 23.3% 0.0% 0.0% 12.3% 1.3K -32.5K -2.3K 0.00 72.59 N/A N/A 119 0 1,100 849 2010-02-04 $8.07 $10.00 50.1% 14.4% 40.1% 24.8% 0.0% 0.0% 8.2% 2.5K -16.0K -2.3K 0.00 42.66 N/A N/A 3 0 1,194 849 2010-02-05 $8.38 $7.50 39.6% 15.3% 42.2% 10.2% 0.0% 0.0% 0.7% 2.4K -47.8K -2.4K 0.00 48.18 N/A N/A 0 0 1,194 849 2010-02-08 $8.34 $7.50 48.1% 15.5% 36.9% 22.0% 0.0% 0.0% 8.4% 2.5K -47.4K -2.4K 0.00 62.86 N/A N/A 0 50 1,194 849 2010-02-09 $8.76 $7.50 46.9% 15.3% 41.8% 20.3% 0.0% 0.0% -2.7% 1.2K -104.3K -2.6K 0.00 84.78 N/A N/A 15 0 1,194 899 2010-02-10 $9.10 $7.50 42.2% 14.7% 42.8% 13.8% 0.0% 0.0% -2.9% 458 -173.1K -2.7K 0.00 80.83 N/A N/A 0 0 1,191 899 2010-02-11 $9.64 $7.50 48.7% 14.0% 47.6% 22.7% 48.7% 0.0% -0.9% -544 -348.6K -2.8K 0.00 84.67 N/A N/A 0 50 1,191 899 2010-02-12 $9.50 $10.00 48.4% 13.9% 47.8% 22.3% 0.0% 0.0% -1.8% -1.9K -258.4K -2.8K 0.00 89.00 N/A N/A 8 0 1,191 949 2010-02-16 $9.50 $10.00 49.8% 14.3% 47.2% 24.3% 0.0% 0.0% -0.7% -1.8K -255.0K -2.7K 0.00 86.27 N/A N/A 0 0 1,199 949 2010-02-17 $9.63 $10.00 47.4% 13.6% 46.9% 20.9% 0.0% 0.0% 1.2% -2.7K -296.6K -2.7K 0.68 67.31 N/A N/A 73 50 1,199 949 2010-02-18 $9.78 $10.00 48.7% 14.0% 45.6% 22.8% 0.0% 0.0% 0.2% -3.5K -370.4K -2.9K 0.00 88.92 N/A N/A 0 0 1,263 999 2010-02-19 $9.54 $10.00 47.1% 13.5% 43.3% 20.5% 47.1% 0.0% 1.2% -2.1K -251.9K -2.8K 0.00 68.41 N/A N/A 0 100 1,263 999 2010-02-22 $9.30 $10.00 41.9% 12.0% 44.5% 13.3% 41.9% 0.0% 6.3% -1.3K -328.5K -2.7K 1.00 91.06 N/A N/A 6 6 1,053 799 2010-02-23 $9.08 $10.00 41.5% 11.9% 44.3% 12.7% 41.6% 0.0% -0.3% -809 -283.2K -2.6K 1.01 70.50 N/A N/A 195 197 1,059 805 2010-02-24 $9.19 $10.00 35.8% 10.3% 44.2% 4.9% 41.1% 0.0% 4.1% -869 -204.3K -2.8K 0.00 77.36 N/A N/A 10 0 1,216 955 2010-02-25 $9.44 $10.00 34.6% 9.9% 45.1% 3.2% 0.0% 0.0% 3.3% -1.4K -274.1K -2.9K 0.00 67.64 N/A N/A 0 0 1,226 955 2010-02-26 $9.51 $10.00 35.7% 10.2% 42.4% 4.7% 0.0% 0.0% 1.6% -1.4K -295.5K -2.8K 0.00 62.43 N/A N/A 0 0 1,226 955
« Jan 2010 | All History | Mar 2010 » Home VICR History February 2010