VICR Options History — April 2022

In April 2022, VICR traded between $56.10 and $73.46. ATM implied volatility averaged 66.6%, placing in the 52.2% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded below realized volatility by 19.6% (HV 20d: 86.2%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 1.24.

Notable Days

  • 2022-04-04: Highest Volume — 1,352 contracts
  • 2022-04-13: Largest IV drop — 39.6% change
  • 2022-04-12: Highest IV Rank — 100.0%
  • 2022-04-20: Largest Expected Move — 21.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.41$56.10$73.46$70.88$60.50
Max Pain$69.75$65.00$70.00$70.00$65.00
ATM IV66.6%47.0%111.7%54.3%64.0%
Expected Move18.7%15.4%21.4%19.0%18.4%
HV 20d86.2%53.5%105.5%105.0%64.5%
HV 60d99.8%97.7%100.6%99.4%100.0%
IV Rank52.2%32.3%100.0%44.9%42.6%
IV Percentile89.0%69.8%100.0%82.5%87.3%
Term Structure-5.4%-17.1%19.0%19.0%-3.5%
VWIV64.4%56.6%72.4%67.6%63.6%
Skew 25d8.4%-1.9%16.6%10.8%5.4%
Skew 10d12.3%-16.2%35.4%-3.7%13.0%
Call IV 25d61.4%53.8%70.5%55.5%61.8%
Put IV 25d69.8%59.6%78.4%66.3%67.2%
Bid-Ask Spread %69.5756.7183.9656.7174.54
Gamma HHI0.260.200.560.270.24
Net GEX-4.2K-177.5K92.2K69.2K-7.0K
Net DEX3.7M-863.1K6.3M818.6K3.5M
Net VEX-28.3K-36.4K-22.5K-36.4K-29.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.240.638.410.850.72
Total Volume1,090.92071,3521,2171,216
Total OI4,335.32,8475,3415,0894,082

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$70.88$70.0054.3%19.0%105.0%44.9%67.6%10.8%19.0%69.2K818.6K-36.4K0.8556.71N/AN/A6595582,7812,308
2022-04-04$73.46$70.0047.0%15.4%105.5%32.3%56.6%3.7%1.3%85.8K-863.1K-33.8K0.8959.74N/AN/A7146382,7992,321
2022-04-05$71.25$70.0064.8%16.4%104.9%63.3%60.1%9.5%-3.5%78.2K852.0K-34.4K0.7670.53N/AN/A6835162,8372,410
2022-04-06$69.57$70.0057.9%17.4%104.4%51.3%62.7%6.6%-4.3%92.2K1.8M-33.1K0.7769.84N/AN/A6815212,8412,414
2022-04-07$67.63$70.0063.8%19.7%104.3%61.6%68.1%7.0%-11.4%78.4K2.3M-32.8K0.7567.92N/AN/A7305442,8442,276
2022-04-08$65.74$70.0067.1%20.7%104.6%67.4%68.7%8.7%-15.5%60.0K3.3M-31.7K0.6657.45N/AN/A7394882,8922,315
2022-04-11$62.11$70.0080.7%21.2%99.0%91.2%65.8%15.4%-12.0%34.8K4.7M-27.2K0.7972.61N/AN/A7025522,8822,314
2022-04-12$60.70$70.00111.7%18.9%98.5%100.0%62.0%10.6%-5.5%-50.0K6.3M-26.1K0.8773.83N/AN/A7106182,9712,370
2022-04-13$63.07$70.0067.4%19.3%99.3%46.7%64.1%8.0%-7.7%8.1K4.9M-27.1K0.9165.95N/AN/A7016392,9742,277
2022-04-14$60.95$70.0070.8%20.3%96.5%50.8%67.1%5.6%-7.1%-177.5K5.9M-25.1K0.8072.42N/AN/A7205772,9852,261
2022-04-18$61.45$70.0067.6%19.4%96.2%46.9%66.3%6.2%-7.5%-58.0K4.7M-24.7K0.8862.11N/AN/A4564021,0691,778
2022-04-19$64.50$70.0066.7%19.1%98.5%45.9%63.8%8.0%-9.6%-32.4K3.8M-27.3K1.0270.92N/AN/A4574671,2251,801
2022-04-20$61.82$70.0074.7%21.4%98.8%55.5%65.0%16.6%-17.1%-27.3K4.2M-26.9K0.8970.31N/AN/A4604111,3781,844
2022-04-21$59.03$70.0072.0%20.6%58.0%52.3%72.4%14.5%-9.3%-40.4K5.0M-23.9K1.2565.84N/AN/A3824771,3811,843
2022-04-22$60.48$70.0059.1%16.9%54.5%36.7%66.1%11.4%-2.2%-42.9K4.7M-25.3K1.1266.06N/AN/A4414961,4501,966
2022-04-25$60.62$70.0059.0%16.9%54.2%36.5%64.7%2.1%-2.2%-36.4K4.3M-26.9K0.9873.73N/AN/A5135011,6201,949
2022-04-26$56.51$70.0062.5%17.9%59.2%40.8%65.1%9.4%-4.9%-44.1K4.9M-24.3K0.9076.63N/AN/A4894421,7801,965
2022-04-27$56.10$70.0062.1%17.8%53.5%40.3%62.3%10.0%-1.6%-59.1K5.7M-22.5K8.4180.22N/AN/A221851,7971,997
2022-04-28$61.76$70.0059.5%17.1%64.5%37.2%56.6%-1.9%-2.6%-15.5K3.5M-27.1K0.6383.96N/AN/A8055061,8111,898
2022-04-29$60.50$65.0064.0%18.4%64.5%42.6%63.6%5.4%-3.5%-7.0K3.5M-29.7K0.7274.54N/AN/A7095072,1101,972