VICR Options History — February 2014 In February 2014, VICR traded between $9.93 and $11.36. ATM implied volatility averaged 73.1%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 22.2% (HV 20d: 51.0%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 5.50.
Notable Days 2014-02-04 : Highest Volume — 50 contracts2014-02-19 : Largest IV spike — 114.2% change2014-02-03 : Highest IV Rank — 65.1%2014-02-03 : Largest Expected Move — 38.2%Monthly Statistics Metric Avg Min Max Open Close Price $10.62 $9.93 $11.36 $9.98 $10.77 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 73.1% 45.3% 133.4% 133.4% 47.2% Expected Move 19.1% 13.0% 38.2% 38.2% 13.5% HV 20d 51.0% 43.8% 55.3% 49.7% 45.1% HV 60d 46.6% 45.0% 47.6% 46.3% 45.5% IV Rank 30.2% 14.1% 65.1% 65.1% 15.2% IV Percentile 86.0% 67.9% 98.4% 98.4% 72.6% Term Structure -19.1% -149.8% 21.9% -83.9% -14.1% Skew 25d 10.3% -57.1% 70.8% -29.9% 2.5% Skew 10d 7.7% -96.3% 37.3% 24.0% 37.3% Call IV 25d 55.1% 28.0% 162.2% 162.2% 50.7% Put IV 25d 65.4% 39.5% 132.3% 132.3% 53.2% Bid-Ask Spread % 125.90 115.05 134.08 118.85 128.68 Gamma HHI 0.49 0.42 0.55 0.55 0.44 Net GEX 10.1K 8.6K 15.4K 9.5K 10.1K Net DEX 4.4K -191.0K 146.4K 146.4K -8.5K Net VEX -2.4K -3.0K -1.9K -1.9K -2.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.50 0.00 21.00 1.00 21.00 Total Volume 8.105 0 50 0 0 Total OI 1,740.105 1,674 1,806 1,674 1,806
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 2014-02-03 $9.98 $0.00 133.4% 38.2% 49.7% 65.1% 0.0% -29.9% -83.9% 9.5K 146.4K -1.9K 0.00 118.85 N/A N/A 0 0 1,215 459 2014-02-04 $10.25 $0.00 64.8% 18.6% 49.6% 25.4% 0.0% 7.8% -27.3% 9.4K 104.7K -2.0K 1.00 125.06 N/A N/A 25 25 1,215 459 2014-02-05 $10.03 $0.00 63.4% 18.2% 49.0% 24.6% 0.0% 9.9% -10.7% 8.9K 102.9K -2.2K 0.00 131.30 N/A N/A 0 0 1,240 484 2014-02-06 $9.93 $0.00 65.4% 18.7% 48.3% 25.7% 0.0% -57.1% -17.0% 8.6K 125.9K -2.0K 0.00 126.03 N/A N/A 0 0 1,240 484 2014-02-07 $10.11 $12.50 67.7% 14.0% 49.3% 27.1% 0.0% 1.9% -3.8% 8.7K 121.0K -2.1K 0.00 115.05 N/A N/A 20 0 1,240 484 2014-02-10 $10.13 $12.50 68.2% 13.2% 49.7% 27.3% 0.0% 19.9% -0.6% 8.7K 121.6K -2.0K 0.00 125.39 N/A N/A 0 0 1,240 484 2014-02-11 $10.37 $12.50 120.0% 18.2% 49.8% 57.3% 0.0% 13.4% -18.1% 9.3K 78.2K -2.2K 0.00 126.71 N/A N/A 0 0 1,240 484 2014-02-12 $10.46 $12.50 76.6% 13.8% 50.2% 32.2% 0.0% 11.5% 0.3% 9.4K 62.4K -2.2K 0.00 130.47 N/A N/A 0 0 1,240 484 2014-02-13 $10.89 $12.50 47.0% 13.5% 53.3% 15.1% 0.0% 26.8% 13.0% 10.0K -41.4K -2.8K 0.00 128.78 N/A N/A 0 0 1,240 484 2014-02-14 $10.91 $12.50 45.3% 13.0% 53.4% 14.1% 0.0% 7.7% 6.7% 10.0K -37.9K -2.6K 0.00 120.50 N/A N/A 0 0 1,240 484 2014-02-18 $10.54 $12.50 59.4% 17.0% 53.8% 22.2% 0.0% 15.4% -15.3% 9.8K 31.3K -2.3K 0.00 131.37 N/A N/A 0 0 1,240 484 2014-02-19 $10.55 $12.50 127.2% 36.5% 53.4% 61.5% 0.0% 3.8% -149.8% 10.1K 37.6K -2.3K 0.00 134.08 N/A N/A 40 0 1,240 484 2014-02-20 $10.83 $12.50 79.9% 22.9% 54.8% 34.1% 0.0% 36.0% -44.2% 11.1K -57.1K -2.6K 0.00 122.50 N/A N/A 0 0 1,280 484 2014-02-21 $11.09 $12.50 80.0% 22.9% 55.3% 34.2% 0.0% 30.6% -24.2% 9.6K -159.0K -3.0K 0.00 122.73 N/A N/A 0 0 1,280 484 2014-02-24 $11.36 $12.50 46.7% 13.4% 54.7% 14.9% 0.0% 11.1% -8.8% 11.4K -191.0K -3.0K 0.00 133.30 N/A N/A 0 0 1,280 484 2014-02-25 $11.29 $12.50 51.0% 14.6% 54.2% 17.4% 0.0% 16.7% -3.1% 11.0K -96.7K -2.4K 21.00 125.88 N/A N/A 2 42 1,280 484 2014-02-26 $11.25 $12.50 95.0% 27.2% 50.7% 42.9% 0.0% 70.8% 16.1% 15.4K -160.9K -3.0K 0.00 125.07 N/A N/A 0 0 1,280 526 2014-02-27 $11.13 $12.50 51.0% 14.6% 43.8% 17.4% 0.0% -2.4% 21.9% 10.9K -96.8K -2.8K 0.00 120.38 N/A N/A 0 0 1,280 526 2014-02-28 $10.77 $12.50 47.2% 13.5% 45.1% 15.2% 0.0% 2.5% -14.1% 10.1K -8.5K -2.5K 0.00 128.68 N/A N/A 0 0 1,280 526
« Jan 2014 | All History | Mar 2014 » Home VICR History February 2014