VICR Options History — June 2019

In June 2019, VICR traded between $28.12 and $32.27. ATM implied volatility averaged 49.1%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 7.1% (HV 20d: 42.0%). Max pain ranged from $25.00 to $35.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 1.01.

Notable Days

  • 2019-06-27: Highest Volume — 713 contracts
  • 2019-06-12: Largest IV drop — 7.7% change
  • 2019-06-04: Highest IV Rank — 18.4%
  • 2019-06-04: Largest Expected Move — 15.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.49$28.12$32.27$30.19$31.23
Max Pain$26.50$25.00$35.00$35.00$25.00
ATM IV49.1%44.3%54.6%54.3%45.1%
Expected Move13.9%12.7%15.6%15.6%12.9%
HV 20d42.0%35.6%48.9%43.4%48.0%
HV 60d49.4%48.1%51.5%48.2%51.5%
IV Rank12.1%6.5%18.4%18.0%7.5%
IV Percentile28.2%6.3%53.6%52.4%10.3%
Term Structure7.6%-6.4%14.3%-2.3%14.3%
VWIV47.1%41.6%54.7%54.7%41.6%
Skew 25d8.7%0.5%19.6%8.2%1.8%
Skew 10d15.3%-7.2%28.3%13.8%1.8%
Call IV 25d43.2%31.3%54.2%54.2%41.4%
Put IV 25d52.0%43.2%62.4%62.4%43.2%
Bid-Ask Spread %76.2645.1792.1665.3683.06
Gamma HHI0.390.220.810.330.31
Net GEX-12.0K-166.3K41.5K4.4K41.5K
Net DEX-1.9M-3.5M-1.0M-1.4M-3.5M
Net VEX-10.0K-11.9K-7.1K-10.8K-10.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.028.750.020.38
Total Volume251.4507135406
Total OI4,345.953,6994,5654,2484,448

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$30.19$35.0054.3%15.6%43.4%18.0%0.0%8.2%-2.3%4.4K-1.4M-10.8K0.0065.36N/AN/A052,8351,413
2019-06-04$30.84$35.0054.6%15.6%41.5%18.4%54.7%9.8%-6.4%8.1K-1.8M-11.0K0.0253.66N/AN/A20752,8351,408
2019-06-05$31.45$35.0052.0%14.9%42.0%15.3%50.8%0.5%-2.8%13.8K-2.2M-11.9K0.3545.17N/AN/A166582,9501,458
2019-06-06$30.78$25.0052.4%13.9%42.1%15.9%47.4%7.1%7.3%11.9K-1.9M-11.9K0.3576.21N/AN/A180633,0351,458
2019-06-07$30.32$25.0050.4%13.5%42.2%13.5%47.0%6.0%9.5%5.8K-1.7M-11.2K0.7471.22N/AN/A2141593,0341,453
2019-06-10$32.27$25.0052.7%13.8%48.9%16.2%48.3%5.3%9.0%11.6K-2.8M-11.8K8.7574.11N/AN/A4353,0111,550
2019-06-11$32.10$25.0052.5%14.2%45.3%16.0%47.8%4.9%7.3%9.9K-2.7M-11.6K0.0875.46N/AN/A430353,0141,551
2019-06-12$31.47$25.0048.5%13.9%45.7%11.3%45.4%5.8%7.6%-5.7K-2.2M-11.1K0.1077.82N/AN/A241252,9911,551
2019-06-13$31.99$25.0048.6%13.9%45.4%11.4%45.7%9.7%8.5%96-2.5M-11.2K0.1984.66N/AN/A129252,9871,561
2019-06-14$31.64$25.0046.9%13.4%44.6%9.4%43.7%5.6%9.5%-7.9K-2.2M-10.6K0.4683.33N/AN/A134612,9821,561
2019-06-17$31.07$25.0047.6%13.6%39.1%10.3%0.0%6.8%8.5%-30.3K-1.7M-9.8K0.0081.57N/AN/A002,9661,595
2019-06-18$30.89$25.0048.4%13.9%39.1%11.2%48.0%7.7%7.7%-38.0K-1.9M-9.6K0.4780.96N/AN/A1992,9641,481
2019-06-19$29.51$25.0047.5%13.6%39.0%10.2%45.9%18.7%7.4%-37.0K-1.0M-8.7K0.8292.16N/AN/A34282,9551,488
2019-06-20$30.03$25.0047.0%13.5%38.2%9.6%46.7%19.6%8.3%-95.4K-1.4M-8.7K0.7987.72N/AN/A1901502,9671,446
2019-06-21$29.86$25.0048.0%13.7%35.6%10.7%47.2%6.6%7.7%-166.3K-1.5M-8.3K0.4076.82N/AN/A203822,9531,280
2019-06-24$28.27$25.0047.2%13.5%39.6%9.8%49.0%12.3%12.8%7.4K-1.2M-7.1K0.8574.09N/AN/A1561322,6451,054
2019-06-25$28.12$25.0047.7%13.7%39.5%10.4%48.3%11.2%11.8%7.7K-1.2M-7.7K0.6073.19N/AN/A151902,7551,169
2019-06-26$28.65$25.0046.9%13.4%40.3%9.5%46.0%11.4%11.6%10.0K-1.6M-7.8K2.3685.18N/AN/A1463442,8181,157
2019-06-27$29.15$25.0044.3%12.7%40.9%6.5%44.4%15.1%13.8%8.1K-1.8M-9.1K0.4583.43N/AN/A4922212,8411,299
2019-06-28$31.23$25.0045.1%12.9%48.0%7.5%41.6%1.8%14.3%41.5K-3.5M-10.6K0.3883.06N/AN/A2941123,1381,310