VICR Options History — June 2022

In June 2022, VICR traded between $52.55 and $71.30. ATM implied volatility averaged 60.3%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded below realized volatility by 6.4% (HV 20d: 66.8%). Max pain ranged from $60.00 to $80.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 2.00.

Notable Days

  • 2022-06-17: Highest Volume — 1,448 contracts
  • 2022-06-08: Largest IV drop — 14.5% change
  • 2022-06-16: Highest IV Rank — 47.9%
  • 2022-06-16: Largest Expected Move — 19.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.13$52.55$71.30$67.15$54.54
Max Pain$72.62$60.00$80.00$60.00$65.00
ATM IV60.3%51.4%68.4%63.0%61.7%
Expected Move17.1%14.7%19.6%18.1%17.7%
HV 20d66.8%58.9%73.7%68.5%67.7%
HV 60d74.5%66.7%82.2%80.8%66.7%
IV Rank38.2%27.4%47.9%41.4%39.8%
IV Percentile74.1%61.9%90.9%79.4%72.6%
Term Structure4.9%-5.4%11.6%-5.4%1.2%
VWIV60.0%53.3%69.1%63.9%69.1%
Skew 25d8.8%0.3%21.0%6.5%14.7%
Skew 10d19.0%7.8%39.3%17.5%39.3%
Call IV 25d57.9%50.0%71.0%57.9%71.0%
Put IV 25d66.7%56.4%85.6%64.4%85.6%
Bid-Ask Spread %88.5172.0494.9572.0494.35
Gamma HHI0.290.130.500.280.28
Net GEX54.4K-31.4K151.6K95.2K49.0K
Net DEX1.9M-1.2M4.3M313.6K1.8M
Net VEX-21.6K-28.7K-14.4K-26.6K-19.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.000.932.811.361.73
Total Volume1,192.0488391,4488391,013
Total OI3,326.8572,3303,8983,0623,135

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$67.15$60.0063.0%18.1%68.5%41.4%63.9%6.5%-5.4%95.2K313.6K-26.6K1.3672.04N/AN/A3554841,7681,294
2022-06-02$71.30$80.0057.1%14.9%69.8%34.3%55.3%5.0%11.6%144.8K-1.2M-28.5K1.4985.12N/AN/A4216281,7811,302
2022-06-03$69.90$80.0053.7%15.2%64.3%30.2%54.1%5.8%5.4%151.6K-402.2K-28.7K2.3683.74N/AN/A3638581,8431,377
2022-06-06$69.70$80.0056.7%15.5%64.4%33.8%56.3%8.4%10.8%147.5K-91.4K-27.0K2.3384.94N/AN/A3618411,8261,624
2022-06-07$69.51$80.0060.1%15.2%60.3%37.9%53.8%6.6%6.3%137.7K145.8K-27.3K2.2586.02N/AN/A3658231,8241,643
2022-06-08$67.82$80.0051.4%14.7%58.9%27.4%53.9%4.0%9.8%115.5K804.4K-26.0K2.2086.97N/AN/A3668041,8341,648
2022-06-09$65.16$80.0054.3%15.6%59.6%30.9%53.3%3.9%5.8%55.3K2.1M-22.8K2.4786.78N/AN/A3628941,8291,652
2022-06-10$62.68$80.0057.3%16.4%61.8%34.5%55.7%10.5%4.4%12.2K2.8M-21.8K2.3987.73N/AN/A3708861,8621,994
2022-06-13$57.90$75.0062.8%18.0%63.8%41.2%63.8%10.7%1.3%-24.1K3.9M-18.7K2.7284.82N/AN/A3409261,8911,997
2022-06-14$55.67$75.0065.2%18.7%62.2%44.0%54.7%8.8%4.4%-31.3K4.2M-17.0K2.6987.99N/AN/A3459271,9011,974
2022-06-15$58.46$75.0063.0%18.1%61.5%41.5%64.4%0.3%2.8%-22.3K3.6M-19.0K2.8190.01N/AN/A3671,0321,9101,974
2022-06-16$52.55$75.0068.4%19.6%71.2%47.9%68.7%13.8%2.9%-20.8K4.3M-14.4K2.7688.34N/AN/A3771,0421,9531,913
2022-06-17$55.20$75.0062.8%18.0%72.4%41.2%58.8%8.6%0.9%-31.4K3.8M-16.5K2.7689.31N/AN/A3851,0631,9791,919
2022-06-21$56.64$75.0066.2%19.0%73.2%45.2%65.1%7.1%0.7%-17.1K2.9M-17.2K1.3690.77N/AN/A4556171,1791,151
2022-06-22$56.85$65.0062.1%17.8%72.9%40.3%58.2%21.0%5.9%17.6K2.6M-18.6K0.9493.00N/AN/A6726301,4921,156
2022-06-23$58.96$65.0059.2%17.0%73.7%36.8%58.7%8.6%10.2%67.4K1.7M-21.2K0.9392.22N/AN/A6896411,7981,156
2022-06-24$60.07$65.0058.1%16.7%72.3%35.5%63.6%8.3%5.5%84.0K1.2M-21.3K1.9593.46N/AN/A3496801,8441,146
2022-06-27$59.56$65.0060.3%17.3%69.8%38.2%61.7%11.5%6.3%78.2K1.4M-21.3K1.5593.31N/AN/A4266611,8361,188
2022-06-28$57.97$65.0060.5%17.3%66.9%38.4%62.4%11.0%4.4%78.4K1.5M-21.2K1.5392.93N/AN/A4336611,9401,189
2022-06-29$56.05$65.0063.6%18.2%67.5%42.1%64.1%9.1%6.9%56.0K2.2M-19.0K1.3994.95N/AN/A4696521,9521,190
2022-06-30$54.54$65.0061.7%17.7%67.7%39.8%69.1%14.7%1.2%49.0K1.8M-19.4K1.7394.35N/AN/A3716421,9801,155