VICR Options History — February 2019

In February 2019, VICR traded between $32.10 and $41.34. ATM implied volatility averaged 71.9%, placing in the 38.7% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 4.7% (HV 20d: 67.2%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.76.

Notable Days

  • 2019-02-27: Highest Volume — 3,082 contracts
  • 2019-02-27: Largest IV drop — 40.6% change
  • 2019-02-26: Highest IV Rank — 61.1%
  • 2019-02-26: Largest Expected Move — 26.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.55$32.10$41.34$39.06$32.10
Max Pain$41.32$35.00$45.00$45.00$35.00
ATM IV71.9%49.2%91.5%50.8%52.8%
Expected Move21.3%15.1%26.2%18.4%15.1%
HV 20d67.2%47.2%78.4%69.3%60.9%
HV 60d64.9%61.5%69.1%67.1%66.0%
IV Rank38.7%12.8%61.1%15.3%16.6%
IV Percentile79.6%36.5%97.2%44.8%48.8%
Term Structure-12.3%-27.6%-2.1%-5.5%-2.1%
VWIV75.7%54.9%92.4%64.8%62.4%
Skew 25d2.1%-1.3%6.5%5.2%0.0%
Skew 10d4.7%-22.1%14.2%13.1%-22.1%
Call IV 25d75.0%53.1%90.6%63.5%53.1%
Put IV 25d77.1%53.1%95.6%68.7%53.1%
Bid-Ask Spread %41.6926.8156.1142.7350.43
Gamma HHI0.300.190.530.220.37
Net GEX110.5K19.4K181.3K19.4K155.3K
Net DEX-3.9M-6.9M263.4K-2.1M263.4K
Net VEX-37.6K-42.7K-26.8K-34.7K-26.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.113.651.180.46
Total Volume900.316663,0821,2541,680
Total OI10,420.1588,45412,5038,45411,838

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$39.06$45.0050.8%18.4%69.3%15.3%64.8%5.2%-5.5%19.4K-2.1M-34.7K1.1842.73N/AN/A5756795,3963,058
2019-02-04$39.74$45.0049.2%18.5%68.5%13.4%66.5%5.0%-6.6%35.4K-3.8M-35.8K0.2043.06N/AN/A55115,8883,309
2019-02-05$41.34$45.0049.5%18.8%69.0%12.8%65.9%6.5%-7.5%80.1K-6.0M-36.7K0.3236.31N/AN/A140455,9113,312
2019-02-06$40.29$45.0068.1%19.5%69.8%34.2%68.3%3.3%-7.6%56.9K-4.9M-36.4K0.1239.45N/AN/A775925,9853,317
2019-02-07$36.42$45.0079.7%22.8%78.4%47.5%80.7%1.5%-11.2%20.8K-711.4K-35.5K0.2429.08N/AN/A8011956,5573,408
2019-02-08$36.27$45.0077.5%22.2%77.8%45.0%78.3%1.3%-11.8%36.6K-792.6K-36.3K0.1129.79N/AN/A2,0472177,0483,458
2019-02-11$37.22$40.0077.1%22.1%71.2%44.5%76.6%1.1%-11.1%84.1K-3.0M-41.5K0.8226.81N/AN/A50417,8433,555
2019-02-12$37.49$40.0076.6%22.0%71.3%43.9%77.5%0.5%-12.2%87.7K-3.2M-40.5K0.3444.29N/AN/A231787,8453,571
2019-02-13$37.36$40.0076.5%21.9%70.5%43.8%76.7%0.7%-12.5%91.0K-3.0M-40.1K0.8134.83N/AN/A2261837,9293,629
2019-02-14$38.16$40.0078.4%22.5%70.5%46.0%79.7%-1.3%-13.6%142.0K-4.1M-42.1K0.1544.88N/AN/A8841338,1173,638
2019-02-15$38.55$40.0075.1%21.5%69.2%42.2%76.0%0.5%-11.6%165.7K-5.0M-42.7K0.2739.66N/AN/A9422538,8623,641
2019-02-19$37.89$40.0079.9%22.9%65.9%47.7%82.1%1.0%-15.5%163.2K-6.3M-40.5K1.8842.46N/AN/A1352546,6462,804
2019-02-20$37.83$40.0080.1%23.0%65.9%47.9%82.0%1.6%-16.4%162.9K-6.3M-40.0K1.3944.50N/AN/A2112946,7332,902
2019-02-21$36.92$40.0082.1%23.5%65.5%50.2%83.0%1.6%-17.0%155.0K-5.1M-38.9K0.5938.91N/AN/A3351996,8302,982
2019-02-22$37.36$40.0081.3%23.3%63.5%49.3%81.4%4.3%-17.3%169.4K-5.8M-39.4K1.0748.40N/AN/A2302456,9913,021
2019-02-25$38.08$40.0086.3%24.7%63.6%55.0%89.4%2.1%-22.5%181.3K-6.9M-39.8K3.6546.81N/AN/A652377,1213,214
2019-02-26$37.62$40.0091.5%26.2%47.2%61.1%92.4%5.0%-27.6%172.7K-6.2M-39.0K0.4956.11N/AN/A9944927,1193,332
2019-02-27$33.73$40.0054.4%15.6%59.7%18.4%54.9%0.4%-3.3%119.7K-80.8K-27.7K0.3353.50N/AN/A2,3257577,6503,523
2019-02-28$32.10$35.0052.8%15.1%60.9%16.6%62.4%0.0%-2.1%155.3K263.4K-26.8K0.4650.43N/AN/A1,1535278,4413,397