VICR Options History — April 2019

In April 2019, VICR traded between $30.27 and $37.51. ATM implied volatility averaged 54.3%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 12.1% (HV 20d: 42.1%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.92.

Notable Days

  • 2019-04-24: Highest Volume — 1,264 contracts
  • 2019-04-10: Largest IV spike — 45.7% change
  • 2019-04-23: Highest IV Rank — 44.0%
  • 2019-04-23: Largest Expected Move — 22.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.42$30.27$37.51$31.36$37.51
Max Pain$30.95$30.00$35.00$35.00$30.00
ATM IV54.3%39.5%76.7%45.6%39.5%
Expected Move17.3%11.3%22.0%17.7%11.3%
HV 20d42.1%30.7%58.8%39.2%58.3%
HV 60d56.0%53.0%59.0%58.9%55.6%
IV Rank18.3%1.3%44.0%8.3%1.3%
IV Percentile40.0%1.6%87.3%15.1%1.6%
Term Structure-7.4%-18.4%17.7%16.2%0.5%
VWIV59.3%41.9%74.6%63.2%42.3%
Skew 25d5.1%-2.8%7.5%0.9%2.9%
Skew 10d11.3%-5.2%23.9%0.0%6.4%
Call IV 25d55.9%38.9%72.0%44.1%39.6%
Put IV 25d61.0%42.4%78.9%45.0%42.5%
Bid-Ask Spread %60.1139.6982.3448.8181.05
Gamma HHI0.520.310.780.450.33
Net GEX126.1K31.8K293.1K109.3K84.6K
Net DEX-3.6M-6.1M-1.6M-3.0M-6.1M
Net VEX-13.6K-16.6K-11.2K-16.6K-13.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.006.000.002.17
Total Volume363.09531,2643209
Total OI7,894.5243,38210,1549,7644,140

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$31.36$35.0045.6%17.7%39.2%8.3%0.0%0.9%16.2%109.3K-3.0M-16.6K0.0048.81N/AN/A305,5704,194
2019-04-02$30.36$35.0045.1%17.9%40.0%7.8%63.2%-2.8%17.7%100.5K-1.8M-16.0K0.1852.05N/AN/A206375,5714,194
2019-04-03$31.31$35.0044.4%17.8%41.1%6.9%59.8%5.0%-9.7%109.7K-2.8M-15.6K0.2453.49N/AN/A213525,4664,231
2019-04-04$30.27$35.0043.7%17.7%38.0%6.1%62.1%5.6%-9.6%107.6K-1.6M-15.0K0.4751.25N/AN/A2491165,4734,222
2019-04-05$30.27$30.0043.3%17.7%37.0%5.6%61.2%6.4%-9.1%115.0K-1.6M-14.8K0.5953.21N/AN/A1841095,5054,257
2019-04-08$31.06$30.0045.2%18.3%37.8%7.9%68.7%6.5%-10.7%136.2K-2.6M-13.8K6.0055.93N/AN/A165,5174,260
2019-04-09$30.62$30.0044.4%18.7%38.1%6.9%65.3%6.6%-12.6%152.7K-2.2M-13.4K0.8860.83N/AN/A74655,5174,261
2019-04-10$31.01$30.0064.7%18.5%37.7%30.2%63.0%5.7%-12.9%162.8K-2.8M-13.0K1.2557.30N/AN/A1001255,5654,263
2019-04-11$30.74$30.0064.5%18.5%37.7%30.0%63.3%5.9%-12.4%187.2K-2.5M-13.5K1.3156.43N/AN/A1101445,6474,323
2019-04-12$30.99$30.0065.0%18.6%36.7%30.6%64.1%6.1%-12.6%196.2K-3.1M-13.3K0.4357.39N/AN/A3501505,7144,331
2019-04-15$30.80$30.0067.2%19.3%36.7%33.2%0.0%7.4%-15.1%218.9K-3.1M-12.5K0.1456.74N/AN/A715,8184,336
2019-04-16$31.12$30.0068.1%19.5%36.3%34.1%64.4%7.5%-15.9%241.2K-4.0M-12.1K0.0857.39N/AN/A457375,8144,275
2019-04-17$30.65$30.0068.0%19.5%36.6%34.1%64.9%6.6%-16.3%293.1K-4.3M-11.7K0.1158.05N/AN/A372415,9184,157
2019-04-18$31.34$30.0067.7%19.4%37.1%33.7%66.2%6.4%-15.0%31.8K-5.6M-11.9K0.1657.31N/AN/A341535,9434,130
2019-04-22$31.23$30.0073.4%21.0%30.7%40.2%71.3%6.6%-16.5%31.9K-2.5M-11.2K0.7045.10N/AN/A134942,406976
2019-04-23$32.19$30.0076.7%22.0%32.0%44.0%74.6%6.8%-18.4%36.8K-2.9M-12.2K0.7339.69N/AN/A3772772,4891,029
2019-04-24$37.16$30.0044.9%12.9%58.8%7.4%44.0%5.6%-1.5%72.1K-5.8M-12.3K0.3975.29N/AN/A9103542,5811,239
2019-04-25$36.73$30.0042.5%12.2%58.1%4.7%42.8%3.1%-1.0%88.6K-5.6M-14.5K0.6282.03N/AN/A5063142,8851,312
2019-04-26$36.64$30.0041.6%11.9%58.2%3.8%41.9%4.7%-1.3%84.5K-5.5M-13.9K0.8682.34N/AN/A3753212,7811,334
2019-04-29$37.36$30.0044.3%12.7%58.3%6.8%44.0%4.0%-0.3%86.7K-6.0M-13.8K2.0880.68N/AN/A491022,8081,333
2019-04-30$37.51$30.0039.5%11.3%58.3%1.3%42.3%2.9%0.5%84.6K-6.1M-13.7K2.1781.05N/AN/A661432,8201,320