VICR Options History — August 2018

In August 2018, VICR traded between $58.25 and $64.05. ATM implied volatility averaged 47.1%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded below realized volatility by 9.4% (HV 20d: 56.4%). Max pain ranged from $50.00 to $60.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 23 of 23 days. Put/call ratio averaged 0.89.

Notable Days

2018-08-20: Highest Volume — 2,307 contracts
2018-08-29: Largest IV spike — 17.8% change
2018-08-14: Highest IV Rank — 34.8%
2018-08-06: Largest Expected Move — 14.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$60.54	$58.25	$64.05	$58.63	$62.25
Max Pain	$57.61	$50.00	$60.00	$50.00	$60.00
ATM IV	47.1%	41.9%	55.1%	47.9%	47.4%
Expected Move	13.5%	12.0%	14.8%	13.7%	13.6%
HV 20d	56.4%	34.7%	69.4%	63.1%	34.9%
HV 60d	49.6%	48.4%	50.4%	48.4%	49.7%
IV Rank	25.3%	19.2%	34.8%	26.3%	25.7%
IV Percentile	63.8%	38.9%	84.9%	69.8%	64.7%
Term Structure	4.5%	2.0%	6.4%	3.3%	4.0%
VWIV	48.2%	42.4%	52.8%	49.4%	47.6%
Skew 25d	0.5%	-1.0%	2.1%	-1.0%	1.1%
Skew 10d	1.4%	-1.4%	4.5%	-1.4%	4.5%
Call IV 25d	48.9%	43.4%	52.8%	50.9%	48.2%
Put IV 25d	49.4%	44.8%	53.1%	49.9%	49.3%
Bid-Ask Spread %	21.49	13.72	35.46	22.25	19.61
Gamma HHI	0.20	0.18	0.25	0.21	0.24
Net GEX	274.7K	93.7K	411.0K	261.4K	411.0K
Net DEX	-37.4M	-47.5M	-29.1M	-37.1M	-37.8M
Net VEX	-84.7K	-90.7K	-79.8K	-90.7K	-83.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.89	0.48	1.43	1.03	1.24
Total Volume	1,680.261	887	2,307	1,628	953
Total OI	13,105.348	11,539	14,408	13,620	12,937

Daily Data (23 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
2018-08-01	$58.63	$50.00	47.9%	13.7%	63.1%	26.3%	49.4%	-1.0%	3.3%	261.4K	-37.1M	-90.7K	1.03	22.25	N/A	N/A	800	828	9,671	3,949
2018-08-02	$60.50	$50.00	47.7%	13.7%	63.4%	26.1%	49.4%	0.4%	2.3%	270.0K	-40.3M	-88.7K	1.09	17.22	N/A	N/A	707	772	9,636	3,920
2018-08-03	$58.55	$50.00	47.7%	13.7%	65.3%	26.0%	49.1%	-1.0%	3.9%	264.8K	-36.7M	-89.6K	1.04	23.25	N/A	N/A	753	781	9,648	3,908
2018-08-06	$60.85	$55.00	47.9%	14.8%	66.0%	26.3%	52.8%	0.3%	3.3%	258.3K	-41.0M	-86.7K	1.11	13.86	N/A	N/A	772	854	9,663	3,927
2018-08-07	$61.05	$60.00	49.8%	14.2%	65.3%	28.6%	50.9%	1.4%	3.9%	242.2K	-41.6M	-85.6K	0.60	19.08	N/A	N/A	1,394	833	9,766	4,080
2018-08-08	$62.75	$55.00	47.7%	13.9%	65.3%	26.1%	49.3%	0.0%	4.7%	300.8K	-44.7M	-86.5K	0.48	19.35	N/A	N/A	1,450	700	9,896	4,027
2018-08-09	$64.05	$55.00	45.6%	14.0%	65.4%	23.6%	50.3%	0.2%	4.1%	329.1K	-47.5M	-84.0K	0.50	15.94	N/A	N/A	1,334	666	9,933	3,933
2018-08-10	$62.72	$55.00	46.7%	14.0%	66.5%	24.9%	50.4%	0.5%	4.3%	311.6K	-44.5M	-85.7K	1.03	16.48	N/A	N/A	664	684	9,924	3,904
2018-08-13	$60.86	$55.00	52.6%	14.1%	67.8%	31.9%	50.0%	1.2%	3.8%	285.0K	-40.6M	-85.4K	1.05	13.72	N/A	N/A	800	841	9,931	3,924
2018-08-14	$62.05	$60.00	55.1%	14.2%	67.9%	34.8%	50.3%	0.1%	4.3%	284.2K	-43.5M	-85.0K	1.26	19.96	N/A	N/A	979	1,230	10,027	4,031
2018-08-15	$60.35	$60.00	50.3%	14.4%	68.9%	29.1%	51.9%	0.7%	3.8%	231.2K	-39.1M	-88.7K	1.41	15.68	N/A	N/A	863	1,221	10,118	4,290
2018-08-16	$60.35	$60.00	48.0%	13.8%	68.8%	26.4%	49.5%	1.0%	4.8%	214.2K	-39.2M	-86.9K	1.27	20.98	N/A	N/A	720	916	10,105	4,290
2018-08-17	$59.65	$60.00	45.6%	13.1%	69.1%	23.6%	47.8%	-0.7%	6.1%	93.7K	-37.3M	-85.7K	0.87	22.26	N/A	N/A	1,053	917	10,043	4,333
2018-08-20	$58.66	$60.00	45.0%	12.9%	69.4%	22.8%	46.2%	-0.7%	5.5%	311.2K	-31.9M	-84.9K	0.68	21.78	N/A	N/A	1,374	933	8,834	3,033
2018-08-21	$58.55	$60.00	44.9%	12.9%	69.3%	22.7%	46.3%	2.1%	5.5%	263.1K	-29.7M	-82.2K	0.74	29.81	N/A	N/A	1,165	863	8,407	3,132
2018-08-22	$58.60	$60.00	43.9%	12.6%	39.9%	21.6%	45.3%	1.1%	6.2%	258.1K	-29.7M	-82.0K	0.49	27.24	N/A	N/A	1,238	612	8,398	3,160
2018-08-23	$58.25	$60.00	44.0%	12.6%	39.1%	21.7%	44.4%	1.1%	5.8%	255.3K	-29.1M	-81.2K	0.51	35.46	N/A	N/A	1,259	647	8,431	3,232
2018-08-24	$60.30	$60.00	43.0%	12.3%	38.6%	20.4%	44.2%	0.9%	5.9%	257.5K	-32.1M	-81.2K	0.51	19.90	N/A	N/A	1,005	515	8,426	3,356
2018-08-27	$60.14	$60.00	42.6%	12.2%	36.2%	20.0%	43.5%	1.2%	5.8%	249.8K	-31.7M	-79.8K	0.58	28.52	N/A	N/A	718	418	8,440	3,398
2018-08-28	$60.00	$60.00	41.9%	12.0%	34.7%	19.2%	42.4%	1.4%	6.4%	270.3K	-32.5M	-79.9K	0.95	28.96	N/A	N/A	559	532	8,695	3,410
2018-08-29	$62.40	$60.00	49.4%	14.2%	36.8%	28.0%	48.9%	0.1%	2.0%	315.8K	-37.5M	-80.5K	0.67	20.52	N/A	N/A	858	578	8,916	3,475
2018-08-30	$60.95	$60.00	47.9%	13.7%	36.4%	26.2%	49.2%	0.8%	4.1%	380.3K	-35.3M	-84.0K	1.43	22.50	N/A	N/A	365	522	9,312	3,554
2018-08-31	$62.25	$60.00	47.4%	13.6%	34.9%	25.7%	47.6%	1.1%	4.0%	411.0K	-37.8M	-83.7K	1.24	19.61	N/A	N/A	425	528	9,402	3,535