VICR Options History — April 2021

In April 2021, VICR traded between $81.64 and $93.63. ATM implied volatility averaged 44.2%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 4.0% (HV 20d: 40.3%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.80.

Notable Days

  • 2021-04-13: Highest Volume — 544 contracts
  • 2021-04-12: Largest IV spike — 40.5% change
  • 2021-04-15: Highest IV Rank — 32.7%
  • 2021-04-05: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$87.16$81.64$93.63$88.51$91.84
Max Pain$85.00$80.00$90.00$85.00$90.00
ATM IV44.2%34.5%54.2%46.3%36.1%
Expected Move13.4%9.9%16.1%13.3%10.3%
HV 20d40.3%35.3%46.5%46.5%38.7%
HV 60d49.4%48.9%50.3%50.3%49.2%
IV Rank13.6%0.0%32.7%13.2%4.2%
IV Percentile27.6%0.0%69.0%38.1%0.8%
Term Structure-2.8%-11.8%4.9%4.9%1.9%
VWIV46.7%35.5%54.6%42.9%35.5%
Skew 25d3.3%-10.9%7.5%5.1%-10.9%
Skew 10d10.6%2.3%24.1%2.3%5.9%
Call IV 25d45.8%35.0%55.6%43.1%36.3%
Put IV 25d49.1%25.4%57.8%48.3%25.4%
Bid-Ask Spread %74.0655.7997.3197.3191.85
Gamma HHI0.230.130.390.150.29
Net GEX38.5K-95.5K214.7K7.8K173.7K
Net DEX-2.9M-4.8M-1.2M-3.0M-4.0M
Net VEX-17.6K-20.9K-14.9K-18.6K-20.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.003.670.750.68
Total Volume107.85785447774
Total OI1,960.4291,1452,4412,2761,893

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$88.51$85.0046.3%13.3%46.5%13.2%42.9%5.1%4.9%7.8K-3.0M-18.6K0.7597.31N/AN/A44331,660616
2021-04-05$86.84$90.0046.6%16.1%46.3%13.8%53.5%3.3%-8.8%-14.6K-2.4M-17.6K2.4464.49N/AN/A9221,631646
2021-04-06$85.35$90.0042.0%14.5%45.8%4.7%50.3%4.7%-1.2%-44.4K-2.0M-17.8K0.0355.79N/AN/A7821,650664
2021-04-07$82.87$90.0040.4%14.3%42.8%1.6%49.8%4.1%-2.4%-65.7K-1.2M-17.3K0.0460.70N/AN/A2711,676665
2021-04-08$84.40$90.0041.0%14.0%42.9%3.0%48.0%6.0%-3.7%-53.9K-1.7M-17.2K0.0067.56N/AN/A4201,686666
2021-04-09$84.76$85.0037.1%14.0%38.7%0.0%49.0%-2.1%-2.3%-71.4K-1.8M-16.8K0.0468.87N/AN/A4821,693666
2021-04-12$87.24$85.0052.1%14.7%40.8%28.7%52.3%4.5%-4.5%-8.8K-2.9M-17.1K0.0764.94N/AN/A2821,727666
2021-04-13$85.29$85.0039.9%14.1%40.6%5.4%50.9%4.2%-2.1%-95.5K-2.1M-16.2K0.6163.40N/AN/A3372071,722666
2021-04-14$84.97$85.0048.7%14.0%40.2%22.1%0.0%5.9%-1.7%-84.4K-2.0M-15.3K3.6767.81N/AN/A3111,716647
2021-04-15$86.06$85.0054.2%15.5%40.7%32.7%51.5%6.9%-11.7%-65.2K-2.6M-15.3K0.0265.18N/AN/A11421,719657
2021-04-16$85.84$80.0053.3%15.3%35.7%30.9%54.6%7.5%-11.8%19.7K-3.4M-15.5K1.3766.75N/AN/A27371,783658
2021-04-19$82.53$80.0051.5%14.8%37.8%27.4%54.0%2.2%-4.6%48.4K-1.8M-14.9K0.1472.98N/AN/A7811872273
2021-04-20$81.64$80.0052.5%15.1%37.4%29.5%50.9%0.5%-3.8%52.8K-1.8M-15.3K0.3375.04N/AN/A62936284
2021-04-21$84.21$80.0051.6%14.8%35.4%27.7%52.7%5.6%-5.3%62.9K-2.3M-15.7K3.4072.00N/AN/A1034940286
2021-04-22$85.27$80.0050.6%14.5%35.3%27.3%52.2%5.7%-3.5%65.6K-2.5M-16.2K0.5273.55N/AN/A14475946317
2021-04-23$90.12$85.0037.4%10.7%40.2%0.8%36.8%5.6%-0.8%149.7K-3.9M-18.6K0.3084.65N/AN/A211641,245380
2021-04-26$93.40$85.0038.5%11.0%41.4%4.0%38.9%2.3%-0.4%173.3K-4.8M-20.8K0.1583.35N/AN/A117171,256406
2021-04-27$92.08$85.0040.2%11.5%39.6%9.1%38.9%2.8%-1.7%162.2K-4.3M-20.3K1.0986.22N/AN/A22241,282428
2021-04-28$93.63$85.0034.5%9.9%39.6%0.0%35.5%3.1%2.5%181.2K-4.7M-20.9K0.0687.03N/AN/A198111,285439
2021-04-29$93.59$85.0034.7%9.9%39.1%0.3%36.6%1.5%2.4%214.7K-4.8M-20.7K1.1285.71N/AN/A43481,379442
2021-04-30$91.84$90.0036.1%10.3%38.7%4.2%35.5%-10.9%1.9%173.7K-4.0M-20.7K0.6891.85N/AN/A44301,405488