VICR Options History — August 2022

In August 2022, VICR traded between $71.38 and $82.05. ATM implied volatility averaged 48.0%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded below realized volatility by 9.3% (HV 20d: 57.3%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 3.21.

Notable Days

  • 2022-08-02: Highest Volume — 1,226 contracts
  • 2022-08-22: Largest IV spike — 25.4% change
  • 2022-08-09: Highest IV Rank — 35.3%
  • 2022-08-31: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$75.57$71.38$82.05$72.35$72.07
Max Pain$61.30$60.00$65.00$65.00$65.00
ATM IV48.0%43.0%57.9%47.1%55.0%
Expected Move13.5%12.3%15.8%13.5%15.8%
HV 20d57.3%44.2%63.8%60.1%52.9%
HV 60d62.2%60.8%66.1%66.1%60.9%
IV Rank23.3%17.3%35.3%22.3%31.0%
IV Percentile42.3%30.2%59.5%43.3%55.2%
Term Structure2.6%-4.2%9.1%3.9%-4.2%
VWIV49.8%39.9%64.8%51.2%62.5%
Skew 25d9.2%1.8%21.6%7.4%15.4%
Skew 10d18.6%-5.9%48.3%-5.9%19.9%
Call IV 25d44.4%35.2%51.4%41.9%45.4%
Put IV 25d53.6%46.8%60.7%49.3%60.7%
Bid-Ask Spread %76.2255.4389.0275.6385.71
Gamma HHI0.400.290.470.430.46
Net GEX142.2K96.7K214.1K113.0K192.3K
Net DEX-7.8M-12.3M-4.5M-6.1M-5.0M
Net VEX-30.0K-33.3K-26.8K-33.1K-29.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.210.0040.002.101.94
Total Volume387.8781,2261,108948
Total OI3,859.6523,3244,2203,8343,699

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$72.35$65.0047.1%13.5%60.1%22.3%51.2%7.4%3.9%113.0K-6.1M-33.1K2.1075.63N/AN/A3577512,2491,585
2022-08-02$73.27$65.0045.0%12.9%59.9%19.8%52.9%8.4%0.4%129.0K-7.0M-32.9K2.3368.29N/AN/A3688582,2821,590
2022-08-03$74.31$65.0047.7%13.7%59.8%23.0%57.2%9.6%-0.6%117.4K-7.5M-32.6K2.1483.04N/AN/A3527542,2821,677
2022-08-04$76.32$60.0050.4%12.6%59.7%26.2%49.2%5.1%1.2%117.6K-8.7M-31.9K2.0955.43N/AN/A3336962,3151,678
2022-08-05$76.07$60.0048.9%13.2%59.2%24.4%55.3%1.8%-4.0%96.7K-7.9M-33.3K2.0171.10N/AN/A3416842,3131,668
2022-08-08$74.26$60.0047.0%12.8%57.1%22.2%47.7%10.8%-2.6%130.9K-7.5M-31.3K1.9058.11N/AN/A3516662,3041,673
2022-08-09$71.38$60.0057.9%13.5%60.4%35.3%45.9%7.6%5.3%126.6K-5.4M-31.1K3.1364.45N/AN/A391222,3241,671
2022-08-10$75.74$60.0044.6%12.8%61.8%19.3%48.6%8.3%7.5%120.5K-8.0M-30.5K1.4569.92N/AN/A31452,3341,647
2022-08-11$74.32$60.0045.1%12.9%62.9%19.8%47.3%5.8%4.5%131.6K-7.5M-31.0K0.4772.61N/AN/A53252,3511,660
2022-08-12$77.12$60.0043.0%12.3%63.2%17.3%39.9%7.2%5.2%119.7K-9.4M-29.3K0.0066.21N/AN/A802,3811,693
2022-08-15$80.81$60.0044.9%12.9%62.7%19.5%48.1%11.7%-0.4%101.4K-11.2M-28.2K0.0678.95N/AN/A7242,3791,693
2022-08-16$82.05$60.0043.8%12.6%62.7%18.2%42.7%6.0%4.0%101.3K-12.0M-26.8K0.1276.26N/AN/A234292,3861,696
2022-08-17$80.46$60.0045.2%13.0%63.8%19.9%47.3%6.8%3.7%137.6K-11.7M-27.5K0.2080.31N/AN/A66132,4971,695
2022-08-18$81.90$60.0046.4%13.3%63.2%21.4%46.3%12.0%-2.1%141.2K-12.3M-28.6K0.3677.57N/AN/A47172,5191,701
2022-08-19$79.33$60.0043.1%12.3%44.2%17.4%43.6%6.2%8.3%140.7K-11.3M-27.0K0.0681.07N/AN/A4732,5121,704
2022-08-22$73.45$60.0054.0%15.5%51.8%30.6%50.3%9.0%-3.0%167.4K-6.0M-27.8K1.8878.98N/AN/A831562,2681,056
2022-08-23$72.97$60.0049.8%14.3%51.3%25.5%44.8%8.5%-0.8%174.8K-5.4M-30.4K0.7079.93N/AN/A30212,3111,172
2022-08-24$74.31$60.0046.7%13.4%50.5%21.8%46.5%10.0%5.5%171.8K-6.4M-29.2K4.0085.39N/AN/A7282,3151,175
2022-08-25$76.56$60.0047.3%13.6%51.5%22.5%47.8%21.6%6.7%168.6K-7.6M-29.4K0.1785.96N/AN/A2442,3431,202
2022-08-26$73.69$60.0048.6%13.9%53.1%24.1%47.9%10.1%5.7%172.3K-6.1M-30.0K0.3089.02N/AN/A46142,3521,200
2022-08-29$73.17$65.0049.7%14.2%53.1%25.3%58.4%5.6%9.1%184.3K-5.8M-29.4K6.4780.29N/AN/A15972,3641,217
2022-08-30$72.15$65.0052.8%15.1%53.2%29.2%64.8%17.5%6.7%214.1K-4.5M-28.8K40.0088.77N/AN/A2802,3631,276
2022-08-31$72.07$65.0055.0%15.8%52.9%31.0%62.5%15.4%-4.2%192.3K-5.0M-29.9K1.9485.71N/AN/A3236252,3651,334