VICR Options History — May 2022

In May 2022, VICR traded between $55.54 and $68.77. ATM implied volatility averaged 66.8%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded below realized volatility by 5.8% (HV 20d: 72.6%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.03.

Notable Days

  • 2022-05-02: Highest Volume — 1,226 contracts
  • 2022-05-11: Largest IV drop — 28.4% change
  • 2022-05-10: Highest IV Rank — 84.1%
  • 2022-05-12: Largest Expected Move — 21.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.44$55.54$68.77$62.00$67.53
Max Pain$60.71$60.00$65.00$65.00$60.00
ATM IV66.8%54.1%98.4%70.2%57.8%
Expected Move18.5%15.5%21.5%20.1%16.6%
HV 20d72.6%65.2%78.2%65.2%69.8%
HV 60d95.3%80.8%102.1%100.2%80.9%
IV Rank46.0%30.7%84.1%50.1%35.1%
IV Percentile85.5%67.1%99.6%93.7%71.0%
Term Structure-4.4%-11.2%-0.6%-8.2%-7.3%
VWIV64.5%58.1%69.2%66.9%66.0%
Skew 25d9.3%1.9%15.9%9.9%10.8%
Skew 10d20.9%-8.5%46.7%21.0%15.4%
Call IV 25d61.5%53.1%69.1%65.3%60.9%
Put IV 25d70.8%61.2%83.6%75.2%71.7%
Bid-Ask Spread %67.3056.5680.7380.7371.50
Gamma HHI0.280.190.690.250.28
Net GEX-11.1K-300.6K116.2K11.6K96.0K
Net DEX2.6M-710.2K4.9M2.8M128.6K
Net VEX-25.9K-35.0K-21.3K-30.0K-27.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.671.410.711.34
Total Volume949.4297221,2261,226835
Total OI3,844.5712,6664,2884,1103,053

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$62.00$65.0070.2%20.1%65.2%50.1%66.9%9.9%-8.2%11.6K2.8M-30.0K0.7180.73N/AN/A7155112,1361,974
2022-05-03$64.66$65.0065.1%18.7%65.8%43.9%66.5%2.3%-2.5%54.1K1.5M-33.1K0.6774.62N/AN/A6594432,1911,983
2022-05-04$67.71$65.0059.6%17.1%67.7%37.3%64.4%13.3%-4.6%92.4K-10.1K-35.0K0.7371.22N/AN/A6034382,1922,004
2022-05-05$62.86$60.0066.9%17.6%72.0%46.1%58.4%10.9%-2.2%23.7K2.3M-30.7K0.7458.26N/AN/A6084472,2052,007
2022-05-06$63.22$60.0067.5%18.0%71.5%46.9%59.6%9.5%-3.9%33.9K2.1M-31.6K0.7756.56N/AN/A5684382,2081,993
2022-05-09$59.76$60.0079.8%20.0%73.5%61.6%66.8%9.5%-6.0%-20.2K3.9M-26.4K0.8566.53N/AN/A5574752,2101,997
2022-05-10$57.41$60.0098.4%20.3%72.2%84.1%66.4%11.8%-6.5%-45.9K4.7M-23.7K0.8062.00N/AN/A6024812,2042,012
2022-05-11$55.54$60.0070.5%20.2%72.6%50.4%67.3%15.9%-5.2%-58.5K4.9M-23.3K0.7559.26N/AN/A6014502,2692,017
2022-05-12$56.23$60.0074.9%21.5%71.2%55.7%67.4%9.0%-11.2%-57.0K4.5M-23.7K0.7564.48N/AN/A6064562,2691,965
2022-05-13$60.32$60.0062.9%18.0%75.2%41.3%61.7%6.5%-0.7%-34.2K3.4M-26.0K0.8069.00N/AN/A5774622,2751,974
2022-05-16$57.05$60.0064.8%18.6%77.6%43.5%66.8%11.9%-3.8%-79.0K4.6M-22.5K1.2566.82N/AN/A3884842,2951,979
2022-05-17$60.27$60.0061.5%17.6%78.2%39.6%62.9%7.2%-2.7%-60.9K3.4M-24.2K1.3072.32N/AN/A3985172,3171,965
2022-05-18$58.17$60.0065.5%18.8%77.7%44.4%68.1%8.9%-0.9%-86.6K4.4M-21.3K1.3673.73N/AN/A3805172,3461,925
2022-05-19$60.25$60.0068.4%19.6%77.1%47.9%68.6%7.8%-6.5%-85.8K3.0M-22.8K1.3460.51N/AN/A3905222,3501,866
2022-05-20$60.17$60.0065.2%18.7%76.6%44.0%69.2%9.4%-2.5%-300.6K3.3M-21.7K1.4168.77N/AN/A3735272,3821,906
2022-05-23$61.12$60.0066.0%18.9%76.8%45.1%64.4%1.9%-7.3%22.8K2.0M-22.1K1.3171.94N/AN/A3124101,4631,203
2022-05-24$59.58$60.0063.7%18.3%72.9%42.3%63.1%11.8%-4.8%23.0K2.1M-21.9K1.1569.31N/AN/A3554101,5591,204
2022-05-25$62.24$60.0062.4%17.9%74.2%40.6%58.1%5.5%-3.6%45.6K1.5M-23.5K1.1969.44N/AN/A3454101,6861,212
2022-05-26$65.29$60.0058.3%16.7%68.1%35.8%61.9%11.4%-2.0%75.8K627.4K-25.7K1.0764.55N/AN/A3924181,7271,213
2022-05-27$68.77$60.0054.1%15.5%69.7%30.7%59.1%9.0%-0.6%116.2K-710.2K-27.8K1.3361.69N/AN/A3684901,7731,227
2022-05-31$67.53$60.0057.8%16.6%69.8%35.1%66.0%10.8%-7.3%96.0K128.6K-27.6K1.3471.50N/AN/A3574781,7671,286