VICR Options History — October 2022

In October 2022, VICR traded between $45.22 and $63.95. ATM implied volatility averaged 69.2%, placing in the 45.0% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded below realized volatility by 27.6% (HV 20d: 96.8%). Max pain ranged from $55.00 to $65.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.58.

Notable Days

  • 2022-10-26: Highest Volume — 2,729 contracts
  • 2022-10-05: Largest IV spike — 50.0% change
  • 2022-10-24: Highest IV Rank — 65.0%
  • 2022-10-24: Largest Expected Move — 24.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.18$45.22$63.95$62.44$48.02
Max Pain$59.29$55.00$65.00$65.00$55.00
ATM IV69.2%43.5%84.7%71.2%62.2%
Expected Move20.0%12.5%24.3%20.4%17.8%
HV 20d96.8%68.7%129.8%127.0%74.1%
HV 60d91.8%89.6%95.5%90.0%92.3%
IV Rank45.0%11.8%65.0%47.6%35.7%
IV Percentile77.9%18.3%98.0%90.1%60.3%
Term Structure-7.0%-19.8%15.0%-5.9%-4.0%
VWIV65.1%48.8%79.5%61.2%64.3%
Skew 25d11.0%-9.5%25.3%11.2%8.7%
Skew 10d22.6%-0.9%51.2%11.0%-0.6%
Call IV 25d67.1%48.5%83.4%63.8%57.8%
Put IV 25d78.1%61.3%90.1%75.0%66.5%
Bid-Ask Spread %93.1589.2999.0197.8693.25
Gamma HHI0.270.190.340.210.30
Net GEX24.4K-27.4K119.4K6.8K87.4K
Net DEX2.0M449.8K3.9M1.3M1000.0K
Net VEX-16.3K-24.3K-8.9K-23.3K-17.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.580.702.261.471.42
Total Volume1,464.2869662,7299661,607
Total OI3,559.8573,1604,6003,2124,600

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$62.44$65.0071.2%20.4%127.0%47.6%61.2%11.2%-5.9%6.8K1.3M-23.3K1.4797.86N/AN/A3915751,7261,486
2022-10-04$63.95$65.0043.5%12.5%127.0%11.8%48.8%12.8%15.0%24.8K785.3K-23.4K1.3299.01N/AN/A4325691,7491,489
2022-10-05$63.94$65.0065.2%18.7%126.2%39.9%55.5%25.3%-1.0%27.7K761.2K-24.3K1.8998.07N/AN/A4227981,8141,487
2022-10-06$62.62$60.0058.8%18.9%126.2%31.6%61.5%17.2%-9.4%32.3K784.1K-22.0K2.1891.01N/AN/A3688021,8171,343
2022-10-07$57.52$60.0055.8%19.4%128.4%27.7%67.3%-9.5%-7.3%5.7K2.1M-19.3K2.0393.35N/AN/A3978061,8331,362
2022-10-10$55.88$60.0070.1%21.2%127.9%46.3%76.3%16.8%-4.4%-2.0K2.5M-17.8K2.2690.01N/AN/A3708371,8671,367
2022-10-11$50.54$60.0082.5%21.2%129.8%62.1%76.4%6.5%-12.2%-12.9K3.6M-13.7K1.3995.58N/AN/A5888171,9001,353
2022-10-12$49.97$60.0063.8%18.3%129.6%37.9%76.5%1.4%1.5%-27.4K3.4M-13.8K1.5592.79N/AN/A5178032,0571,313
2022-10-13$52.15$60.0075.0%21.5%104.3%52.4%53.8%11.0%-8.8%-9.5K2.9M-15.2K1.4593.02N/AN/A5578102,0611,300
2022-10-14$47.75$60.0076.1%21.8%68.7%53.9%64.0%18.1%-15.2%-20.1K3.9M-11.1K1.5292.60N/AN/A5328102,0861,312
2022-10-17$50.00$60.0073.3%21.0%71.9%50.2%61.0%14.6%-7.5%-16.3K2.8M-13.5K1.5289.29N/AN/A5368132,1241,182
2022-10-18$51.40$60.0078.3%22.5%73.0%56.7%56.4%15.2%-14.9%-8.1K2.2M-14.1K1.5792.23N/AN/A5188142,1481,141
2022-10-19$48.35$60.0075.2%21.5%75.2%52.6%65.4%8.7%-12.6%-15.7K2.7M-11.9K1.6192.52N/AN/A5118212,1701,140
2022-10-20$45.22$60.0075.9%21.8%77.5%53.5%73.9%6.3%-8.3%-6.5K3.6M-8.9K1.9991.48N/AN/A4368662,1731,152
2022-10-21$46.42$60.0077.2%22.1%78.7%55.2%68.2%18.0%-9.3%18.3K3.3M-10.2K0.7091.82N/AN/A1,1578062,2011,182
2022-10-24$45.77$55.0084.7%24.3%78.7%65.0%78.5%18.1%-19.8%58.0K1.3M-12.2K1.6692.25N/AN/A6821,1312,375900
2022-10-25$48.01$55.0081.5%23.4%80.2%60.8%79.5%8.3%-15.2%78.8K766.7K-16.5K1.3889.95N/AN/A7331,0152,6391,262
2022-10-26$47.90$55.0060.9%17.5%76.9%34.1%63.5%7.1%-2.5%76.4K1.4M-16.6K1.4891.31N/AN/A1,1001,6292,9851,523
2022-10-27$48.37$55.0060.5%17.3%75.8%33.6%60.6%6.5%-3.0%95.0K786.2K-18.8K1.3594.19N/AN/A7269783,0981,465
2022-10-28$49.57$55.0062.0%17.8%76.7%35.5%55.3%9.1%-1.9%119.4K449.8K-19.5K1.4194.47N/AN/A6929783,0961,479
2022-10-31$48.02$55.0062.2%17.8%74.1%35.7%64.3%8.7%-4.0%87.4K1000.0K-17.6K1.4293.25N/AN/A6649433,1221,478