VICR Options History — February 2013 In February 2013, VICR traded between $5.06 and $5.39. ATM implied volatility averaged 49.8%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 33.5% (HV 20d: 16.4%). Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.26.
Notable Days 2013-02-01 : Highest Volume — 661 contracts2013-02-27 : Largest IV drop — 25.9% change2013-02-25 : Highest IV Rank — 23.9%2013-02-25 : Largest Expected Move — 18.7%Monthly Statistics Metric Avg Min Max Open Close Price $5.27 $5.06 $5.39 $5.37 $5.28 ATM IV 49.8% 37.4% 65.3% 41.0% 38.6% Expected Move 15.1% 11.1% 18.7% 16.2% 11.1% HV 20d 16.4% 14.6% 20.3% 18.6% 20.3% HV 60d 28.3% 24.6% 33.6% 33.6% 25.1% IV Rank 14.7% 6.6% 23.9% 9.8% 6.6% IV Percentile 62.6% 19.0% 90.5% 29.8% 21.0% Term Structure 0.9% -9.9% 18.6% -1.3% 10.0% Skew 25d 12.7% -2.8% 18.2% -2.8% 11.8% Skew 10d 19.5% -8.4% 29.5% -8.4% 21.9% Call IV 25d 43.5% 40.3% 57.9% 57.9% 42.4% Put IV 25d 56.2% 53.5% 63.1% 55.1% 54.2% Bid-Ask Spread % 41.91 16.58 140.19 17.53 64.46 Gamma HHI 0.45 0.35 0.70 0.36 0.52 Net GEX 1.1K -438 2.3K -438 873 Net DEX 13.9K -39.6K 56.5K 56.5K 16.7K Net VEX -484 -702 -91 -91 -658 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.26 0.00 1.05 0.00 0.15 Total Volume 62.842 0 661 661 23 Total OI 1,046.211 223 1,256 223 1,256
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 2013-02-01 $5.37 $0.00 41.0% 16.2% 18.6% 9.8% 0.0% -2.8% -1.3% -438 56.5K -91 0.00 17.53 N/A N/A 661 0 81 142 2013-02-04 $5.35 $0.00 42.8% 14.9% 18.6% 10.8% 0.0% 14.1% 2.1% 795 37.7K -275 0.00 23.57 N/A N/A 0 0 735 142 2013-02-05 $5.33 $0.00 37.4% 16.6% 15.2% 7.7% 0.0% 14.3% -3.4% 789 37.0K -279 1.05 20.73 N/A N/A 19 20 735 142 2013-02-06 $5.27 $0.00 45.1% 16.1% 15.6% 12.2% 0.0% 13.6% -1.9% 719 42.8K -328 0.00 21.49 N/A N/A 0 31 754 162 2013-02-07 $5.29 $0.00 52.8% 15.1% 15.6% 16.7% 0.0% 12.5% 0.4% 458 50.9K -310 0.00 16.58 N/A N/A 0 0 754 182 2013-02-08 $5.27 $0.00 55.2% 15.8% 15.0% 18.0% 0.0% 12.7% -1.5% 462 49.8K -310 0.00 17.52 N/A N/A 0 0 754 182 2013-02-11 $5.35 $0.00 54.2% 15.5% 15.6% 17.5% 0.0% 16.1% -0.2% 582 49.8K -305 0.13 25.10 N/A N/A 200 25 754 182 2013-02-12 $5.31 $0.00 50.6% 14.5% 15.7% 15.4% 0.0% 11.5% 1.7% 1.4K -7.0K -566 0.00 34.94 N/A N/A 0 0 954 207 2013-02-13 $5.30 $0.00 53.2% 15.2% 15.1% 16.9% 0.0% 12.5% 0.7% 1.4K -8.2K -581 0.00 30.63 N/A N/A 0 0 954 207 2013-02-14 $5.30 $0.00 50.5% 14.5% 14.6% 15.3% 0.0% 14.9% 2.9% 1.4K -5.2K -551 0.00 38.66 N/A N/A 35 0 954 207 2013-02-15 $5.28 $0.00 55.0% 15.8% 14.7% 17.9% 0.0% 14.0% -2.6% 1.5K -14.6K -568 0.00 25.30 N/A N/A 10 0 989 207 2013-02-19 $5.32 $0.00 55.5% 15.9% 15.0% 18.2% 0.0% 13.8% -3.6% 1.8K -15.9K -575 0.50 31.65 N/A N/A 20 10 930 196 2013-02-20 $5.39 $0.00 48.0% 13.8% 15.7% 13.9% 0.0% 0.0% 18.6% 2.3K -39.6K -702 0.00 140.19 N/A N/A 0 0 950 206 2013-02-21 $5.22 $0.00 55.0% 15.8% 17.0% 17.9% 0.0% 14.3% 0.4% 1.8K -17.5K -616 0.00 32.77 N/A N/A 0 45 950 206 2013-02-22 $5.15 $0.00 52.6% 15.1% 16.0% 16.5% 0.0% 18.2% 4.6% 1.6K 7.5K -627 0.00 125.43 N/A N/A 0 0 950 251 2013-02-25 $5.06 $0.00 65.3% 18.7% 16.8% 23.9% 0.0% 13.6% -9.9% 1.5K 2.0K -647 0.00 34.61 N/A N/A 0 20 950 251 2013-02-26 $5.14 $0.00 53.8% 15.4% 17.9% 17.2% 0.0% 13.3% 2.3% 1.5K 17.9K -624 0.00 34.03 N/A N/A 0 0 950 271 2013-02-27 $5.15 $0.00 39.9% 11.4% 17.8% 7.4% 0.0% 10.1% -2.0% 1.2K 2.5K -584 0.00 61.05 N/A N/A 0 75 950 231 2013-02-28 $5.28 $0.00 38.6% 11.1% 20.3% 6.6% 0.0% 11.8% 10.0% 873 16.7K -658 0.15 64.46 N/A N/A 20 3 950 306
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