VICR Options History — February 2021

In February 2021, VICR traded between $88.92 and $102.36. ATM implied volatility averaged 54.5%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 10.7% (HV 20d: 43.8%). Max pain ranged from $85.00 to $95.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.50.

Notable Days

2021-02-26: Highest Volume — 112 contracts
2021-02-10: Largest IV spike — 36.0% change
2021-02-24: Highest IV Rank — 35.2%
2021-02-24: Largest Expected Move — 18.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$95.91	$88.92	$102.36	$88.92	$100.01
Max Pain	$92.63	$85.00	$95.00	$95.00	$95.00
ATM IV	54.5%	42.6%	63.7%	53.6%	45.3%
Expected Move	16.1%	13.0%	18.3%	15.4%	13.0%
HV 20d	43.8%	40.5%	57.8%	45.3%	57.8%
HV 60d	40.6%	38.9%	47.8%	41.5%	47.8%
IV Rank	22.8%	6.9%	35.2%	23.5%	8.1%
IV Percentile	57.6%	9.1%	81.3%	58.7%	26.2%
Term Structure	-3.3%	-7.9%	7.8%	7.8%	1.9%
VWIV	56.6%	46.5%	67.6%	46.5%	46.9%
Skew 25d	4.0%	-2.0%	14.6%	6.4%	3.7%
Skew 10d	15.8%	-14.0%	31.9%	-6.4%	13.7%
Call IV 25d	54.1%	37.7%	65.7%	45.2%	44.9%
Put IV 25d	58.0%	46.3%	66.8%	51.5%	48.7%
Bid-Ask Spread %	85.43	71.72	104.78	98.57	104.78
Gamma HHI	0.14	0.12	0.18	0.12	0.13
Net GEX	203.8K	113.0K	332.0K	141.1K	165.5K
Net DEX	-5.9M	-8.5M	-3.8M	-3.8M	-6.1M
Net VEX	-20.1K	-22.7K	-15.8K	-20.3K	-17.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.00	1.78	0.04	0.33
Total Volume	30.842	2	112	27	112
Total OI	2,027.263	1,627	2,247	2,095	1,693

Daily Data (19 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
2021-02-01	$88.92	$95.00	53.6%	15.4%	45.3%	23.5%	46.5%	6.4%	7.8%	141.1K	-3.8M	-20.3K	0.04	98.57	N/A	N/A	26	1	1,821	274
2021-02-02	$90.01	$95.00	54.3%	15.6%	44.7%	24.6%	50.1%	14.6%	-1.3%	143.7K	-4.0M	-20.2K	0.05	98.91	N/A	N/A	21	1	1,830	274
2021-02-03	$89.89	$95.00	47.7%	13.7%	42.9%	15.2%	50.6%	-2.0%	7.4%	149.1K	-4.0M	-19.8K	0.67	98.34	N/A	N/A	3	2	1,836	275
2021-02-04	$93.27	$85.00	45.5%	15.8%	41.1%	12.1%	54.7%	6.2%	-4.7%	186.6K	-4.9M	-21.1K	0.55	80.79	N/A	N/A	11	6	1,838	276
2021-02-05	$95.34	$95.00	42.6%	15.5%	41.7%	8.1%	56.9%	4.0%	-2.9%	216.1K	-5.8M	-22.3K	1.38	71.72	N/A	N/A	8	11	1,849	282
2021-02-08	$97.29	$95.00	50.4%	15.0%	42.4%	19.0%	56.5%	-1.6%	-2.3%	242.1K	-6.5M	-22.4K	0.07	77.62	N/A	N/A	15	1	1,854	292
2021-02-09	$100.11	$90.00	43.0%	15.9%	43.5%	6.9%	0.0%	3.4%	-5.4%	292.7K	-7.7M	-22.7K	0.04	77.75	N/A	N/A	25	1	1,862	293
2021-02-10	$98.40	$90.00	58.5%	16.8%	43.6%	27.5%	57.1%	4.1%	-7.4%	265.3K	-7.1M	-22.3K	0.00	80.22	N/A	N/A	16	0	1,861	294
2021-02-11	$100.44	$90.00	55.6%	15.9%	43.8%	23.2%	0.0%	6.4%	-3.0%	303.3K	-7.9M	-22.5K	0.00	79.09	N/A	N/A	0	2	1,862	294
2021-02-12	$102.36	$90.00	57.5%	16.5%	43.8%	26.1%	53.1%	4.4%	-4.8%	332.0K	-8.5M	-22.3K	0.00	82.14	N/A	N/A	68	0	1,861	292
2021-02-16	$100.49	$85.00	57.9%	16.6%	40.9%	26.7%	59.4%	5.2%	-6.9%	319.6K	-7.9M	-21.6K	1.07	78.84	N/A	N/A	27	29	1,893	292
2021-02-17	$98.78	$95.00	55.1%	15.8%	40.5%	22.5%	57.5%	-2.0%	-3.9%	263.2K	-7.0M	-19.8K	1.78	78.97	N/A	N/A	18	32	1,913	320
2021-02-18	$96.28	$95.00	59.4%	17.0%	41.4%	28.8%	58.9%	6.1%	-5.6%	211.4K	-5.5M	-19.1K	0.75	77.28	N/A	N/A	8	6	1,919	320
2021-02-19	$98.13	$90.00	59.3%	17.0%	42.0%	28.7%	60.7%	1.2%	-7.9%	146.3K	-6.2M	-19.4K	0.45	85.01	N/A	N/A	20	9	1,925	322
2021-02-22	$94.85	$95.00	60.4%	17.3%	43.6%	30.3%	59.0%	6.0%	-4.4%	129.2K	-4.8M	-17.7K	0.50	85.71	N/A	N/A	4	2	1,405	222
2021-02-23	$92.28	$95.00	63.0%	18.1%	44.2%	34.2%	64.3%	2.9%	-4.4%	118.1K	-4.3M	-17.1K	0.05	88.52	N/A	N/A	42	2	1,409	226
2021-02-24	$95.47	$95.00	63.7%	18.3%	43.7%	35.2%	67.6%	1.1%	-7.0%	134.4K	-5.2M	-18.2K	0.15	83.23	N/A	N/A	13	2	1,434	228
2021-02-25	$89.96	$95.00	62.0%	17.8%	44.6%	32.6%	62.5%	5.4%	-7.3%	113.0K	-3.8M	-15.8K	1.10	95.63	N/A	N/A	20	22	1,447	230
2021-02-26	$100.01	$95.00	45.3%	13.0%	57.8%	8.1%	46.9%	3.7%	1.9%	165.5K	-6.1M	-17.2K	0.33	104.78	N/A	N/A	84	28	1,453	240