VICR Options History — July 2022

In July 2022, VICR traded between $52.13 and $72.85. ATM implied volatility averaged 64.3%, placing in the 42.9% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded above realized volatility by 6.8% (HV 20d: 57.5%). Max pain ranged from $55.00 to $65.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 1.59.

Notable Days

  • 2022-07-25: Highest Volume — 1,276 contracts
  • 2022-07-11: Largest IV spike — 26.2% change
  • 2022-07-11: Highest IV Rank — 61.8%
  • 2022-07-12: Largest Expected Move — 21.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.30$52.13$72.85$53.29$72.85
Max Pain$57.50$55.00$65.00$65.00$65.00
ATM IV64.3%43.9%79.9%60.3%43.9%
Expected Move18.2%12.6%21.6%17.3%12.6%
HV 20d57.5%35.3%65.7%62.5%61.2%
HV 60d66.0%63.4%69.8%66.6%66.8%
IV Rank42.9%18.4%61.8%38.1%18.4%
IV Percentile76.2%36.1%98.0%69.8%36.1%
Term Structure-4.8%-13.3%6.0%6.0%0.4%
VWIV64.9%49.8%75.5%75.5%50.1%
Skew 25d10.1%-4.6%19.9%6.0%16.0%
Skew 10d12.9%-14.8%55.0%-14.8%4.6%
Call IV 25d60.2%39.6%69.5%66.5%42.1%
Put IV 25d70.3%51.1%83.2%72.5%58.1%
Bid-Ask Spread %61.1945.6994.5694.5668.87
Gamma HHI0.300.150.550.230.45
Net GEX47.5K-24.7K161.7K26.6K119.6K
Net DEX-90.5K-6.7M3.4M2.5M-6.6M
Net VEX-21.1K-33.4K-14.2K-15.8K-33.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.590.772.311.672.31
Total Volume1,092.79391,2761,0301,169
Total OI3,124.151,8213,7343,1353,734

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$53.29$65.0060.3%17.3%62.5%38.1%75.5%6.0%6.0%26.6K2.5M-15.8K1.6794.56N/AN/A3866441,9801,155
2022-07-05$53.43$60.0073.0%18.9%62.8%53.4%61.3%10.4%-3.0%20.8K2.7M-15.3K1.6461.15N/AN/A3896361,9991,147
2022-07-06$53.74$60.0069.0%19.2%63.0%48.6%67.8%15.4%0.3%24.7K2.1M-18.0K1.6258.51N/AN/A3896292,0041,151
2022-07-07$55.37$60.0074.7%19.6%64.8%55.5%67.0%15.2%-5.4%50.2K2.1M-16.5K1.6058.90N/AN/A3976342,0341,148
2022-07-08$54.62$55.0063.3%20.3%64.6%41.8%72.1%11.3%-6.1%29.0K2.5M-15.9K1.8256.33N/AN/A4057392,0521,142
2022-07-11$52.35$55.0079.9%21.1%64.8%61.8%72.5%6.7%-7.8%-15.8K3.3M-14.2K1.7352.09N/AN/A3956822,0451,235
2022-07-12$52.44$55.0079.6%21.6%64.0%61.4%74.4%9.9%-7.3%-19.2K3.0M-15.0K1.6454.32N/AN/A3966502,0451,225
2022-07-13$52.25$55.0072.1%20.7%58.4%52.4%71.5%8.4%-6.2%-21.5K3.4M-14.4K1.6645.69N/AN/A3956572,0561,231
2022-07-14$52.18$55.0074.9%21.5%57.0%55.7%72.1%10.4%-13.2%-24.7K3.1M-14.4K1.6356.93N/AN/A3996492,0651,258
2022-07-15$52.89$55.0066.5%19.1%54.0%45.6%68.7%8.6%-10.3%-18.4K3.1M-14.8K1.6467.27N/AN/A4006542,0701,260
2022-07-18$52.13$55.0071.1%20.4%38.8%51.2%68.8%16.3%-9.7%-17.0K1.4M-15.2K0.7763.48N/AN/A672517871950
2022-07-19$53.34$55.0067.7%19.4%35.3%47.0%68.7%16.1%-11.7%4.4K1.1M-17.0K0.8462.38N/AN/A5924971,291967
2022-07-20$55.74$55.0069.4%19.9%37.7%49.1%70.9%19.9%-7.9%36.8K168.2K-21.8K1.2261.02N/AN/A4235161,616989
2022-07-21$55.50$55.0066.7%19.1%37.6%45.8%70.4%4.9%-13.3%47.6K69.0K-21.3K0.8053.86N/AN/A6415151,8541,007
2022-07-22$64.33$55.0051.6%14.8%63.9%27.7%55.1%-4.6%2.5%125.3K-3.2M-29.4K1.2162.27N/AN/A5596772,0671,010
2022-07-25$67.48$55.0050.7%14.5%65.6%26.6%53.6%7.3%1.0%161.7K-4.2M-31.0K1.6957.21N/AN/A4748022,1651,076
2022-07-26$69.14$60.0050.2%14.4%65.7%26.0%56.1%3.9%-2.0%141.3K-5.1M-32.6K1.9857.90N/AN/A3416762,1761,264
2022-07-27$71.39$60.0050.7%14.5%64.9%26.6%51.5%15.2%-1.7%150.4K-6.7M-33.4K2.2667.66N/AN/A3678282,2101,283
2022-07-28$71.48$60.0049.7%14.3%62.9%25.4%49.8%4.5%0.2%128.6K-6.3M-32.7K2.1163.50N/AN/A3427212,2181,433
2022-07-29$72.85$65.0043.9%12.6%61.2%18.4%50.1%16.0%0.4%119.6K-6.6M-33.2K2.3168.87N/AN/A3538162,2381,496