VICR Options History — March 2022

In March 2022, VICR traded between $61.51 and $79.21. ATM implied volatility averaged 66.5%, placing in the 69.4% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded below realized volatility by 57.3% (HV 20d: 123.8%). Max pain ranged from $65.00 to $110.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.92.

Notable Days

2022-03-23: Highest Volume — 3,625 contracts
2022-03-23: Largest IV spike — 60.2% change
2022-03-02: Highest IV Rank — 100.0%
2022-03-07: Largest Expected Move — 24.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$72.32	$61.51	$79.21	$71.34	$70.25
Max Pain	$85.50	$65.00	$110.00	$85.00	$70.00
ATM IV	66.5%	43.6%	85.7%	72.4%	62.9%
Expected Move	19.9%	14.0%	24.6%	20.8%	19.0%
HV 20d	123.8%	106.6%	149.9%	120.1%	106.7%
HV 60d	89.0%	83.0%	99.4%	83.3%	99.3%
IV Rank	69.4%	26.2%	100.0%	99.6%	60.1%
IV Percentile	92.5%	61.1%	100.0%	99.6%	89.7%
Term Structure	0.8%	-13.4%	18.3%	-13.4%	5.3%
VWIV	71.1%	46.7%	90.7%	83.2%	66.3%
Skew 25d	9.6%	-2.4%	19.1%	-2.4%	8.0%
Skew 10d	5.7%	-20.3%	31.2%	-9.6%	12.0%
Call IV 25d	63.5%	44.1%	82.8%	82.8%	56.8%
Put IV 25d	73.1%	56.8%	91.1%	80.4%	64.8%
Bid-Ask Spread %	71.18	46.94	96.50	88.02	58.01
Gamma HHI	0.28	0.10	0.55	0.32	0.26
Net GEX	-29.5K	-185.7K	82.3K	-68.2K	62.9K
Net DEX	4.2M	1.4M	6.8M	5.4M	1.4M
Net VEX	-25.9K	-36.1K	-14.6K	-25.4K	-36.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.92	0.54	1.32	0.54	0.88
Total Volume	1,530.261	1,124	3,625	1,842	1,377
Total OI	3,963.826	2,554	5,020	3,894	4,993

Daily Data (23 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
2022-03-01	$71.34	$85.00	72.4%	20.8%	120.1%	99.6%	83.2%	-2.4%	-13.4%	-68.2K	5.4M	-25.4K	0.54	88.02	N/A	N/A	1,198	644	2,131	1,763
2022-03-02	$77.29	$85.00	73.0%	20.9%	124.6%	100.0%	74.0%	11.7%	-4.7%	-18.1K	3.9M	-29.4K	0.55	82.20	N/A	N/A	1,118	620	2,132	1,776
2022-03-03	$76.34	$85.00	75.6%	21.7%	124.5%	100.0%	74.9%	13.0%	3.9%	-18.6K	4.0M	-27.1K	0.93	84.46	N/A	N/A	656	613	2,123	1,769
2022-03-04	$72.25	$85.00	82.1%	23.5%	125.4%	100.0%	77.6%	5.1%	-1.3%	-61.8K	5.4M	-24.5K	0.97	90.68	N/A	N/A	628	610	2,122	1,770
2022-03-07	$73.91	$85.00	85.7%	24.6%	125.5%	100.0%	90.7%	7.8%	-11.4%	-46.0K	4.9M	-24.9K	0.86	89.99	N/A	N/A	648	558	2,118	1,771
2022-03-08	$77.03	$85.00	66.0%	21.2%	126.5%	65.5%	83.3%	16.9%	-0.1%	-21.8K	4.2M	-25.8K	0.98	94.28	N/A	N/A	626	615	2,098	1,761
2022-03-09	$79.21	$85.00	63.2%	20.5%	124.4%	60.6%	79.6%	8.7%	2.6%	13.5K	3.5M	-27.1K	0.99	92.24	N/A	N/A	615	607	2,103	1,790
2022-03-10	$76.83	$85.00	64.8%	21.3%	122.6%	63.3%	81.3%	8.6%	1.2%	-29.8K	4.4M	-25.3K	0.95	92.04	N/A	N/A	616	585	2,107	1,789
2022-03-11	$76.94	$85.00	64.9%	24.3%	122.7%	63.5%	83.5%	13.9%	1.0%	-17.3K	4.1M	-25.3K	0.92	96.50	N/A	N/A	621	571	2,109	1,782
2022-03-14	$68.81	$110.00	66.5%	18.2%	127.2%	66.4%	51.4%	7.4%	-2.5%	-146.3K	6.8M	-19.2K	1.22	72.79	N/A	N/A	591	721	2,109	1,786
2022-03-15	$70.55	$110.00	64.4%	17.6%	127.7%	62.6%	57.3%	4.6%	-3.4%	-185.7K	6.6M	-19.9K	1.14	74.95	N/A	N/A	589	669	2,124	1,782
2022-03-16	$72.22	$110.00	63.3%	17.7%	125.6%	60.7%	56.9%	-1.1%	-0.1%	-158.1K	5.9M	-20.3K	0.92	76.80	N/A	N/A	585	539	2,121	1,808
2022-03-17	$76.67	$0.00	57.7%	17.4%	128.7%	50.9%	0.0%	5.3%	2.9%	-93.1K	4.7M	-20.7K	0.85	56.89	N/A	N/A	629	534	2,123	1,792
2022-03-18	$77.96	$0.00	43.6%	14.0%	128.2%	26.2%	0.0%	19.1%	10.0%	-40.0K	4.2M	-19.5K	0.88	53.42	N/A	N/A	1,133	1,001	1,727	1,360
2022-03-21	$76.35	$0.00	53.4%	16.4%	127.9%	43.3%	49.8%	17.9%	18.3%	-34.3K	3.3M	-20.2K	0.62	55.58	N/A	N/A	707	439	1,439	1,115
2022-03-22	$77.41	$110.00	48.4%	16.0%	128.1%	34.6%	46.7%	6.2%	9.1%	-39.2K	3.4M	-20.6K	0.58	67.01	N/A	N/A	757	440	1,555	1,117
2022-03-23	$61.51	$110.00	77.4%	22.2%	149.9%	85.5%	76.1%	15.2%	-1.5%	-28.5K	4.4M	-14.6K	1.00	59.73	N/A	N/A	1,813	1,812	1,628	1,132
2022-03-24	$65.15	$65.00	75.9%	20.8%	145.7%	82.8%	75.4%	13.0%	-4.0%	45.1K	3.3M	-35.0K	1.00	50.45	N/A	N/A	996	997	2,736	2,118
2022-03-25	$63.81	$65.00	79.8%	20.9%	108.7%	89.6%	75.9%	18.0%	-8.1%	30.4K	3.9M	-33.6K	1.05	55.63	N/A	N/A	819	864	2,723	2,131
2022-03-28	$63.90	$65.00	67.8%	21.0%	108.7%	68.7%	73.9%	7.2%	5.2%	34.0K	4.2M	-31.8K	1.32	49.89	N/A	N/A	663	875	2,681	2,148
2022-03-29	$67.99	$65.00	63.3%	19.0%	110.5%	60.8%	68.9%	9.5%	3.3%	61.2K	2.3M	-33.9K	1.09	46.94	N/A	N/A	834	907	2,717	2,169
2022-03-30	$69.57	$65.00	57.5%	17.9%	106.6%	50.5%	65.8%	8.1%	6.7%	82.3K	1.4M	-36.1K	0.98	48.61	N/A	N/A	889	867	2,787	2,233
2022-03-31	$70.25	$70.00	62.9%	19.0%	106.7%	60.1%	66.3%	8.0%	5.3%	62.9K	1.4M	-36.0K	0.88	58.01	N/A	N/A	732	645	2,737	2,256