VICR Options History — October 2018

In October 2018, VICR traded between $35.38 and $42.97. ATM implied volatility averaged 83.4%, placing in the 59.8% IV rank vs the trailing year. The 30-day expected move averaged 22.3%. IV traded above realized volatility by 16.0% (HV 20d: 67.4%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.56.

Notable Days

2018-10-04: Highest Volume — 3,919 contracts
2018-10-04: Largest IV spike — 71.3% change
2018-10-08: Highest IV Rank — 100.0%
2018-10-15: Largest Expected Move — 26.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$38.93	$35.38	$42.97	$41.89	$40.16
Max Pain	$36.74	$35.00	$40.00	$40.00	$35.00
ATM IV	83.4%	59.5%	125.4%	60.5%	67.5%
Expected Move	22.3%	17.1%	26.9%	17.4%	19.3%
HV 20d	67.4%	50.8%	80.9%	50.8%	80.8%
HV 60d	57.2%	54.9%	64.0%	55.2%	59.4%
IV Rank	59.8%	40.0%	100.0%	41.3%	40.2%
IV Percentile	94.8%	88.1%	100.0%	93.7%	88.1%
Term Structure	-9.0%	-23.2%	18.9%	16.6%	-4.9%
VWIV	79.1%	59.7%	94.8%	61.0%	66.6%
Skew 25d	3.3%	0.9%	7.1%	4.5%	4.3%
Skew 10d	8.2%	-0.7%	15.7%	11.4%	11.1%
Call IV 25d	78.3%	60.0%	94.4%	60.0%	68.2%
Put IV 25d	81.7%	63.2%	97.1%	64.5%	72.5%
Bid-Ask Spread %	24.10	12.00	47.49	12.59	17.04
Gamma HHI	0.19	0.14	0.25	0.14	0.17
Net GEX	264.5K	155.9K	460.1K	155.9K	296.6K
Net DEX	-6.9M	-15.4M	-3.1M	-3.3M	-9.5M
Net VEX	-61.0K	-73.1K	-50.2K	-50.2K	-60.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.16	1.24	0.76	0.99
Total Volume	2,550.174	1,500	3,919	3,078	1,666
Total OI	15,596.043	12,394	20,179	12,932	13,251

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
2018-10-01	$41.89	$40.00	60.5%	17.4%	50.8%	41.3%	61.0%	4.5%	16.6%	155.9K	-3.3M	-50.2K	0.76	12.59	N/A	N/A	1,751	1,327	9,045	3,887
2018-10-02	$41.65	$40.00	59.5%	17.1%	50.8%	40.0%	59.7%	2.9%	17.7%	184.7K	-5.5M	-56.3K	0.56	13.36	N/A	N/A	959	541	10,266	4,218
2018-10-03	$42.97	$40.00	60.6%	17.4%	52.7%	41.3%	63.5%	1.9%	18.9%	225.2K	-8.6M	-62.8K	0.16	12.00	N/A	N/A	3,074	485	10,542	4,238
2018-10-04	$41.49	$40.00	103.8%	22.6%	53.0%	92.6%	80.1%	1.9%	-13.7%	269.6K	-11.1M	-73.1K	0.20	18.79	N/A	N/A	3,253	666	12,171	4,291
2018-10-05	$40.19	$40.00	107.0%	22.8%	52.8%	96.4%	81.0%	1.9%	-16.2%	252.8K	-6.7M	-69.0K	0.24	20.16	N/A	N/A	2,454	582	11,934	4,339
2018-10-08	$41.61	$40.00	122.9%	24.0%	56.1%	100.0%	84.6%	3.0%	-19.5%	278.9K	-9.8M	-72.0K	0.25	22.86	N/A	N/A	2,433	601	11,941	4,353
2018-10-09	$40.46	$40.00	125.4%	24.4%	56.2%	100.0%	87.1%	1.5%	-19.1%	267.7K	-7.8M	-69.0K	0.18	20.32	N/A	N/A	2,495	444	12,063	4,374
2018-10-10	$36.79	$40.00	91.4%	26.2%	61.7%	65.9%	92.1%	3.2%	-21.4%	210.9K	-3.1M	-59.4K	0.19	28.40	N/A	N/A	3,122	602	12,246	4,397
2018-10-11	$36.52	$35.00	91.6%	26.3%	61.7%	66.1%	92.1%	3.8%	-20.5%	242.9K	-3.7M	-59.6K	0.32	24.91	N/A	N/A	2,154	692	12,933	4,422
2018-10-12	$36.85	$35.00	89.9%	25.8%	60.8%	64.4%	90.1%	3.2%	-21.0%	245.9K	-3.2M	-57.4K	0.37	23.09	N/A	N/A	1,692	630	12,988	4,526
2018-10-15	$37.03	$35.00	93.8%	26.9%	61.1%	68.3%	93.4%	2.2%	-23.2%	255.5K	-4.0M	-57.3K	0.30	21.60	N/A	N/A	2,042	609	13,178	4,536
2018-10-16	$38.34	$35.00	91.6%	26.3%	62.7%	66.1%	94.8%	3.7%	-22.9%	301.0K	-6.9M	-60.5K	0.53	22.17	N/A	N/A	1,164	614	13,570	4,576
2018-10-17	$42.77	$35.00	70.2%	20.1%	76.4%	44.6%	70.2%	2.5%	-9.1%	460.1K	-15.4M	-68.4K	0.30	23.40	N/A	N/A	2,332	701	13,955	4,642
2018-10-18	$39.42	$35.00	77.8%	22.3%	80.5%	52.2%	78.7%	0.9%	-8.7%	310.3K	-9.1M	-62.8K	0.48	40.00	N/A	N/A	1,969	944	14,282	4,433
2018-10-19	$37.74	$35.00	69.7%	20.0%	80.9%	44.0%	70.4%	4.6%	-5.3%	274.5K	-5.8M	-59.1K	0.76	25.68	N/A	N/A	1,513	1,143	15,412	4,767
2018-10-22	$37.64	$35.00	71.1%	20.4%	80.9%	45.4%	74.4%	2.9%	-4.4%	262.7K	-6.2M	-58.0K	1.01	43.55	N/A	N/A	878	889	9,931	2,463
2018-10-23	$36.55	$35.00	78.5%	22.5%	80.9%	53.0%	80.0%	4.2%	-7.9%	253.3K	-5.8M	-57.4K	1.09	22.01	N/A	N/A	984	1,072	10,281	2,631
2018-10-24	$36.41	$35.00	80.8%	23.2%	78.2%	55.2%	83.9%	6.5%	-8.7%	262.2K	-6.1M	-58.7K	0.97	19.83	N/A	N/A	863	839	10,552	2,785
2018-10-25	$37.82	$35.00	75.1%	21.5%	79.9%	49.5%	82.2%	5.9%	-8.1%	287.9K	-7.9M	-61.9K	1.24	23.33	N/A	N/A	748	924	10,676	2,950
2018-10-26	$36.98	$35.00	79.3%	22.7%	78.2%	53.7%	78.6%	7.1%	-9.4%	266.4K	-6.6M	-59.0K	0.64	28.31	N/A	N/A	1,313	844	10,693	3,056
2018-10-29	$35.38	$35.00	78.1%	22.4%	72.4%	51.1%	82.7%	1.3%	-9.0%	256.2K	-5.3M	-55.0K	0.61	47.49	N/A	N/A	1,473	894	10,818	3,066
2018-10-30	$38.74	$35.00	72.1%	20.7%	80.5%	44.9%	73.2%	2.4%	-7.2%	261.4K	-7.2M	-56.5K	0.65	23.45	N/A	N/A	1,380	899	9,964	3,067
2018-10-31	$40.16	$35.00	67.5%	19.3%	80.8%	40.2%	66.6%	4.3%	-4.9%	296.6K	-9.5M	-60.5K	0.99	17.04	N/A	N/A	837	829	10,123	3,128