VICR Options History — July 2019

In July 2019, VICR traded between $29.76 and $34.51. ATM implied volatility averaged 54.2%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 10.4% (HV 20d: 43.7%). Max pain ranged from $25.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.45.

Notable Days

  • 2019-07-19: Highest Volume — 1,788 contracts
  • 2019-07-10: Largest IV spike — 41.7% change
  • 2019-07-25: Highest IV Rank — 40.5%
  • 2019-07-25: Largest Expected Move — 21.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.51$29.76$34.51$31.30$29.84
Max Pain$32.73$25.00$35.00$25.00$30.00
ATM IV54.2%41.8%73.8%44.7%44.9%
Expected Move16.2%12.0%21.2%12.8%12.9%
HV 20d43.7%34.2%52.7%48.0%46.6%
HV 60d48.4%42.1%51.7%51.0%45.0%
IV Rank17.9%3.6%40.5%6.9%7.2%
IV Percentile42.1%1.2%88.1%7.5%11.1%
Term Structure-4.2%-16.6%14.4%10.7%0.8%
VWIV55.5%24.1%72.7%40.0%44.4%
Skew 25d6.9%-6.7%21.2%12.3%-6.7%
Skew 10d16.9%-10.8%36.0%36.0%-10.8%
Call IV 25d53.4%27.2%71.0%40.6%46.0%
Put IV 25d60.3%39.2%74.5%52.9%39.2%
Bid-Ask Spread %60.2634.2191.1584.5086.74
Gamma HHI0.350.240.490.310.24
Net GEX51.0K17.0K77.6K53.0K18.0K
Net DEX-3.8M-5.4M-1.9M-3.6M-2.1M
Net VEX-12.2K-14.8K-10.4K-10.5K-13.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.101.100.120.46
Total Volume488.4551801,788190300
Total OI4,839.6363,2155,7014,7744,544

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$31.30$25.0044.7%12.8%48.0%6.9%40.0%12.3%10.7%53.0K-3.6M-10.5K0.1284.50N/AN/A170203,4071,367
2019-07-02$30.90$25.0044.3%12.7%47.7%6.5%24.1%21.2%13.3%48.3K-3.3M-10.4K0.5891.15N/AN/A2021173,4081,388
2019-07-03$31.45$25.0041.8%12.0%47.6%3.6%40.2%5.4%14.4%52.1K-3.7M-11.0K0.3485.95N/AN/A4931673,4601,483
2019-07-05$31.68$35.0042.9%16.9%47.0%4.8%59.7%8.4%-5.4%57.2K-4.3M-12.8K0.3954.11N/AN/A4321673,7281,528
2019-07-08$31.06$35.0046.6%17.5%47.2%9.1%60.1%8.3%-7.5%52.5K-3.9M-12.3K0.1053.44N/AN/A240233,7581,528
2019-07-09$30.64$35.0043.0%17.9%41.5%4.9%60.5%7.3%-7.3%77.6K-3.9M-12.4K0.2752.51N/AN/A144393,9481,543
2019-07-10$30.77$35.0060.9%17.5%41.6%25.6%58.6%7.8%-6.3%73.8K-4.1M-12.2K0.2854.13N/AN/A141393,9581,540
2019-07-11$30.09$35.0057.9%16.6%41.7%22.2%57.9%6.5%-4.0%76.3K-3.3M-11.9K0.3861.06N/AN/A229863,9601,525
2019-07-12$31.07$35.0057.8%16.6%43.0%22.0%57.4%6.5%-5.0%77.0K-4.4M-11.7K1.1059.00N/AN/A1801983,8881,540
2019-07-15$31.74$35.0061.7%17.7%43.6%26.6%58.2%7.5%-7.4%57.2K-5.0M-11.4K0.1358.73N/AN/A405533,8921,667
2019-07-16$31.24$35.0062.1%17.8%43.5%27.0%59.5%5.4%-8.6%49.6K-4.3M-11.7K0.1555.65N/AN/A366553,9481,713
2019-07-17$31.86$35.0063.6%18.2%43.9%28.7%60.5%7.9%-10.3%49.0K-4.5M-11.7K0.5657.27N/AN/A2841603,8741,718
2019-07-18$32.56$35.0058.5%16.8%40.7%22.9%60.6%8.4%-7.5%30.2K-5.0M-11.3K0.1434.69N/AN/A449643,8761,718
2019-07-19$33.08$35.0058.6%16.8%40.6%22.9%63.5%6.8%-7.4%39.1K-5.4M-12.1K0.1834.21N/AN/A1,5102783,9841,717
2019-07-22$32.88$35.0064.1%18.4%40.7%29.3%66.1%6.6%-12.5%46.8K-3.6M-12.7K0.6445.74N/AN/A136872,1991,016
2019-07-23$32.82$35.0063.4%18.2%34.2%28.5%63.6%6.0%-10.5%46.8K-3.5M-13.3K0.9644.75N/AN/A2212132,2811,103
2019-07-24$34.51$35.0063.8%18.3%37.0%28.9%67.3%10.2%-12.2%60.0K-4.4M-13.6K1.0739.93N/AN/A1651762,3871,243
2019-07-25$33.41$30.0073.8%21.2%39.8%40.5%72.7%3.5%-16.6%59.7K-4.1M-14.8K0.4257.09N/AN/A4741982,5181,279
2019-07-26$30.52$30.0046.4%13.3%52.7%8.9%44.9%-3.1%-3.0%52.9K-2.7M-12.2K0.3465.65N/AN/A8722982,8741,294
2019-07-29$30.10$35.0046.9%13.5%46.6%9.5%55.9%8.5%-1.9%28.5K-1.9M-11.7K0.8375.73N/AN/A2942442,7561,387
2019-07-30$29.76$30.0044.1%12.6%46.7%6.2%45.4%6.8%1.1%17.0K-2.1M-12.9K0.3873.74N/AN/A259982,9311,596
2019-07-31$29.84$30.0044.9%12.9%46.6%7.2%44.4%-6.7%0.8%18.0K-2.1M-13.0K0.4686.74N/AN/A206942,9511,593