VICR Options History — February 2022

In February 2022, VICR traded between $74.65 and $106.97. ATM implied volatility averaged 61.2%, placing in the 81.9% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded below realized volatility by 11.7% (HV 20d: 72.9%). Max pain ranged from $85.00 to $105.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.60.

Notable Days

  • 2022-02-25: Highest Volume — 2,379 contracts
  • 2022-02-04: Largest IV drop — 17.6% change
  • 2022-02-17: Highest IV Rank — 100.0%
  • 2022-02-23: Largest Expected Move — 20.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$95.75$74.65$106.97$93.46$74.65
Max Pain$95.53$85.00$105.00$105.00$85.00
ATM IV61.2%48.2%72.6%52.3%71.3%
Expected Move17.9%14.7%20.8%15.0%20.5%
HV 20d72.9%60.2%127.0%61.0%126.8%
HV 60d56.9%50.1%83.1%50.5%83.1%
IV Rank81.9%51.8%100.0%62.5%97.1%
IV Percentile94.6%80.6%100.0%87.3%99.6%
Term Structure-4.7%-9.8%7.0%7.0%-4.7%
VWIV63.3%49.7%82.5%53.4%82.5%
Skew 25d6.5%-3.7%18.3%4.9%-3.7%
Skew 10d12.0%-9.8%39.8%-8.8%-0.2%
Call IV 25d60.5%46.9%83.9%53.3%83.9%
Put IV 25d66.9%56.7%80.2%58.2%80.2%
Bid-Ask Spread %79.3666.4197.8196.1183.19
Gamma HHI0.100.070.290.080.29
Net GEX3.9K-30.6K37.0K-14.8K-30.6K
Net DEX1.5M-739.0K4.4M2.5M4.2M
Net VEX-31.3K-35.3K-19.1K-30.6K-27.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.470.900.530.90
Total Volume1,593.2631,2972,3791,5452,290
Total OI2,644.0532,3703,7342,4813,734

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$93.46$105.0052.3%15.0%61.0%62.5%53.4%4.9%7.0%-14.8K2.5M-30.6K0.5396.11N/AN/A1,0105351,526955
2022-02-02$94.07$105.0051.3%14.7%60.2%59.9%49.7%9.8%5.0%-11.7K2.3M-31.3K0.5197.81N/AN/A1,0375341,557956
2022-02-03$91.64$90.0058.6%16.7%60.3%79.1%55.5%1.9%-4.3%5262.4M-30.9K0.5273.24N/AN/A1,0315341,592960
2022-02-04$93.51$90.0048.2%16.3%61.4%51.8%55.4%1.9%-4.8%-5.3K2.3M-30.2K0.5370.03N/AN/A1,0355451,599968
2022-02-07$95.00$90.0052.1%17.2%61.4%61.9%60.4%7.4%-8.7%-1.3K2.0M-31.4K0.5566.41N/AN/A1,0355671,602972
2022-02-08$101.24$90.0049.9%17.0%66.0%56.3%63.5%7.4%-3.6%5.9K669.7K-34.1K0.5868.76N/AN/A9725671,6021,009
2022-02-09$106.01$90.0055.8%16.0%67.5%71.8%61.2%5.3%-5.9%19.3K-550.4K-35.3K0.5975.60N/AN/A9605671,6381,009
2022-02-10$104.10$90.0060.5%17.4%67.5%84.4%59.2%6.3%-6.4%16.0K-200.4K-34.3K0.5973.17N/AN/A9545661,6411,009
2022-02-11$99.91$95.0061.3%17.6%67.7%86.3%63.6%2.6%-7.2%7.2K790.3K-33.1K0.5977.77N/AN/A9715751,6561,017
2022-02-14$100.93$100.0064.7%18.5%67.9%95.3%66.1%6.2%-7.3%17.4K628.7K-34.5K0.5978.01N/AN/A9725751,6571,044
2022-02-15$106.97$100.0062.5%17.9%68.5%89.6%63.8%5.5%-7.4%24.2K-739.0K-35.3K0.5577.31N/AN/A9725371,6571,044
2022-02-16$105.33$100.0062.6%17.9%68.3%89.8%68.0%9.2%-4.4%37.0K-572.8K-35.1K0.5675.46N/AN/A9635361,6661,046
2022-02-17$99.33$100.0067.0%19.2%68.4%100.0%67.3%7.1%-4.1%24.8K843.0K-33.3K0.5578.61N/AN/A9795361,6711,046
2022-02-18$95.71$100.0069.5%19.9%68.7%100.0%61.3%11.9%-9.8%-4.4K1.7M-30.8K0.4779.95N/AN/A1,0945181,6651,027
2022-02-22$93.41$100.0067.8%19.5%69.2%95.9%60.6%18.3%-2.6%6.3K1.6M-29.9K0.5787.35N/AN/A8274701,470900
2022-02-23$89.55$100.0072.6%20.8%69.2%100.0%64.8%12.6%-6.4%-4.1K2.4M-27.2K0.6185.22N/AN/A8114931,482915
2022-02-24$99.37$90.0071.0%20.3%78.4%96.2%73.8%5.8%-6.6%13.1K884.2K-32.2K0.6778.85N/AN/A7935321,499937
2022-02-25$75.01$95.0063.1%18.1%127.0%78.4%72.4%2.7%-7.7%-25.9K4.4M-19.1K0.8585.06N/AN/A1,2871,0921,4901,019
2022-02-28$74.65$85.0071.3%20.5%126.8%97.1%82.5%-3.7%-4.7%-30.6K4.2M-27.0K0.9083.19N/AN/A1,2051,0852,1211,613