VICR Options History — January 2023

In January 2023, VICR traded between $53.25 and $71.20. ATM implied volatility averaged 47.8%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 6.3% (HV 20d: 41.5%). Max pain ranged from $50.00 to $65.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 2.22.

Notable Days

  • 2023-01-26: Highest Volume — 216 contracts
  • 2023-01-12: Largest IV drop — 21.1% change
  • 2023-01-09: Highest IV Rank — 28.7%
  • 2023-01-09: Largest Expected Move — 16.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.59$53.25$71.20$54.30$69.18
Max Pain$58.25$50.00$65.00$55.00$65.00
ATM IV47.8%38.5%55.6%52.3%50.7%
Expected Move13.6%11.0%16.0%15.0%14.5%
HV 20d41.5%34.7%47.4%35.6%44.9%
HV 60d56.6%52.9%64.7%64.7%53.2%
IV Rank18.8%6.9%28.7%24.5%22.4%
IV Percentile14.3%0.4%36.1%26.6%21.4%
Term Structure2.8%-8.1%13.3%-5.1%3.1%
VWIV50.5%31.4%67.0%49.4%53.6%
Skew 25d10.5%-0.1%20.9%12.7%13.4%
Skew 10d23.9%-5.0%68.5%12.5%21.5%
Call IV 25d42.1%34.1%51.4%47.1%47.1%
Put IV 25d52.6%41.7%63.6%59.8%60.6%
Bid-Ask Spread %88.6678.2097.2694.8380.39
Gamma HHI0.220.150.390.190.19
Net GEX70.7K-19.2K148.5K34.1K-19.2K
Net DEX-1.9M-4.5M421.5K-60.1K-918.9K
Net VEX-14.2K-17.1K-12.2K-14.7K-17.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.220.0718.330.272.89
Total Volume95.2202164735
Total OI2,866.851,7193,6003,0472,454

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$54.30$55.0052.3%15.0%35.6%24.5%49.4%12.7%-5.1%34.1K-60.1K-14.7K0.2794.83N/AN/A37101,6711,376
2023-01-04$54.63$55.0049.0%14.0%34.7%20.3%31.4%20.9%-0.8%50.1K-249.4K-14.1K0.5597.17N/AN/A20111,6811,378
2023-01-05$53.25$50.0051.8%15.0%36.1%23.9%53.4%12.2%4.0%17.3K421.5K-13.9K0.0789.84N/AN/A2721,6831,387
2023-01-06$56.62$50.0053.8%11.0%41.7%26.4%0.0%4.7%10.1%83.8K-869.1K-13.8K0.8797.26N/AN/A45391,7081,389
2023-01-09$57.13$55.0055.6%16.0%40.9%28.7%47.0%16.0%2.8%94.9K-1.1M-13.8K0.1790.45N/AN/A4881,7511,422
2023-01-10$57.10$55.0047.4%15.6%40.7%18.2%53.8%10.3%1.4%119.9K-1.2M-13.4K2.3389.72N/AN/A6141,7901,424
2023-01-11$57.13$60.0052.1%15.0%40.2%24.3%42.7%12.5%-8.1%110.9K-1.3M-13.5K0.3984.03N/AN/A83321,7961,436
2023-01-12$60.44$60.0041.1%11.8%44.1%10.3%65.4%-0.1%13.3%148.5K-2.9M-14.7K2.2681.93N/AN/A27611,8631,467
2023-01-13$60.20$60.0048.8%14.0%43.6%20.1%49.3%18.7%4.5%125.5K-2.9M-14.5K0.4485.44N/AN/A125551,8491,533
2023-01-17$61.52$60.0048.7%14.0%42.7%19.9%66.3%16.5%-2.9%114.7K-3.4M-14.2K0.7384.98N/AN/A51371,9001,588
2023-01-18$62.08$60.0046.9%13.4%42.4%17.5%63.5%12.9%-0.4%114.1K-3.8M-14.0K2.8184.54N/AN/A32901,9161,625
2023-01-19$62.52$60.0044.7%12.8%41.5%14.8%52.7%7.4%5.3%109.2K-3.8M-13.5K0.4078.20N/AN/A81321,8951,705
2023-01-20$65.25$60.0038.5%11.0%43.2%6.9%37.1%4.3%8.5%129.3K-4.5M-13.2K0.5793.12N/AN/A74421,8421,736
2023-01-23$69.92$60.0042.9%12.3%47.4%12.5%41.9%7.6%5.0%43.0K-2.0M-12.2K1.3696.59N/AN/A801096961,023
2023-01-24$70.95$60.0045.4%13.0%41.0%15.6%44.3%7.2%-0.8%37.0K-2.1M-14.2K0.2689.51N/AN/A38107611,203
2023-01-25$70.75$60.0044.8%12.8%41.2%15.0%51.4%6.5%6.5%40.4K-2.2M-14.0K3.5389.17N/AN/A19677741,213
2023-01-26$69.63$60.0045.0%12.9%41.8%15.1%39.1%6.0%-0.2%35.8K-1.8M-14.6K1.4588.83N/AN/A881287651,268
2023-01-27$71.20$60.0046.5%13.3%40.6%17.1%67.0%10.5%4.5%21.5K-1.8M-14.6K18.3391.04N/AN/A61107451,385
2023-01-30$68.02$60.0050.1%14.4%44.9%21.6%50.2%9.6%4.9%4.2K-929.8K-15.8K4.6886.24N/AN/A221037461,493
2023-01-31$69.18$65.0050.7%14.5%44.9%22.4%53.6%13.4%3.1%-19.2K-918.9K-17.1K2.8980.39N/AN/A9267601,694