VICR Options History — February 2023

In February 2023, VICR traded between $40.25 and $71.72. ATM implied volatility averaged 55.9%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded below realized volatility by 2.4% (HV 20d: 58.3%). Max pain ranged from $50.00 to $65.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 2.30.

Notable Days

  • 2023-02-24: Highest Volume — 2,043 contracts
  • 2023-02-24: Largest IV drop — 18.6% change
  • 2023-02-22: Highest IV Rank — 48.8%
  • 2023-02-22: Largest Expected Move — 20.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.66$40.25$71.72$71.18$47.40
Max Pain$62.89$50.00$65.00$65.00$50.00
ATM IV55.9%39.2%71.4%44.9%61.8%
Expected Move16.8%12.9%20.5%12.9%17.7%
HV 20d58.3%41.3%135.5%45.2%135.5%
HV 60d53.3%42.7%85.9%53.4%85.9%
IV Rank29.1%7.9%48.8%15.0%36.6%
IV Percentile41.0%0.8%86.1%6.3%57.9%
Term Structure-5.4%-14.6%10.6%9.8%-14.6%
VWIV58.0%42.6%69.5%42.6%55.0%
Skew 25d9.7%2.8%30.8%12.5%5.4%
Skew 10d17.8%-16.7%35.0%32.4%-1.0%
Call IV 25d55.7%37.1%66.1%37.1%51.0%
Put IV 25d65.4%49.6%92.3%49.6%56.4%
Bid-Ask Spread %76.3465.9791.0991.0985.69
Gamma HHI0.250.160.350.190.28
Net GEX-5.1K-93.7K115.0K-2.8K-14.0K
Net DEX357.7K-2.8M6.3M-1.8M988.5K
Net VEX-17.5K-21.2K-5.3K-15.3K-18.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.300.0212.890.670.23
Total Volume454.421212,043222343
Total OI3,8632,4845,9242,4845,924

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$71.18$65.0044.9%12.9%45.2%15.0%42.6%12.5%9.8%-2.8K-1.8M-15.3K0.6791.09N/AN/A133897651,719
2023-02-02$71.72$60.0044.9%15.5%45.2%15.1%52.5%2.8%-2.8%26.5K-2.1M-16.2K0.1569.14N/AN/A421648681,775
2023-02-03$70.33$65.0039.2%15.2%44.6%7.9%52.0%4.9%-9.1%75.8K-2.5M-19.2K0.0274.81N/AN/A32281,2491,816
2023-02-06$69.91$65.0040.0%16.8%41.3%8.8%58.0%11.7%-14.2%115.0K-2.8M-20.6K12.5076.67N/AN/A4501,5651,824
2023-02-07$70.00$65.0044.7%15.0%41.5%14.8%55.5%7.5%-7.0%105.7K-2.5M-21.2K0.1772.12N/AN/A1831,5611,874
2023-02-08$68.81$65.0050.6%14.5%42.5%22.4%0.0%7.5%-2.2%94.7K-2.0M-21.1K1.8675.10N/AN/A28521,5661,875
2023-02-09$66.44$65.0058.6%16.8%45.2%32.5%50.7%10.8%-0.9%34.5K-758.6K-19.7K2.3382.05N/AN/A1142661,5781,925
2023-02-10$63.31$65.0058.4%16.7%45.5%32.2%57.9%3.4%-5.6%-56.1K670.7K-19.4K2.3178.83N/AN/A1102541,6252,125
2023-02-13$64.80$65.0060.7%17.4%46.0%35.2%59.9%4.9%-3.8%-42.2K55.7K-19.7K0.1173.39N/AN/A6371,7342,241
2023-02-14$64.20$65.0063.0%18.1%45.7%38.1%58.5%3.4%-4.8%-49.8K531.1K-19.6K0.1975.44N/AN/A4281,7942,242
2023-02-15$64.91$65.0060.2%17.3%45.8%34.5%64.8%6.0%-11.6%-45.3K-114.8K-19.2K3.3074.26N/AN/A30991,8302,249
2023-02-16$62.64$65.0061.7%17.7%47.6%36.5%69.5%12.4%-12.2%-93.7K1.5M-18.8K12.8977.59N/AN/A91161,8402,347
2023-02-17$61.10$65.0058.5%16.8%45.6%32.4%66.4%3.0%-3.3%-26.6K1.8M-17.8K0.2280.71N/AN/A283611,8502,462
2023-02-21$56.45$65.0067.4%19.3%44.8%43.6%59.3%17.9%-12.3%-48.3K2.7M-15.9K2.3975.37N/AN/A1543681,7351,505
2023-02-22$56.74$65.0071.4%20.5%44.2%48.8%69.0%30.8%-7.0%-42.6K2.4M-14.9K2.6276.53N/AN/A21551,9191,477
2023-02-23$56.58$65.0066.9%19.2%44.2%43.1%63.5%10.7%-11.2%-38.2K2.2M-15.1K0.1770.34N/AN/A1,6242791,9871,491
2023-02-24$40.25$60.0054.5%15.6%125.0%27.2%52.4%3.7%10.6%-53.6K6.3M-5.3K1.4165.97N/AN/A8461,1973,5831,807
2023-02-27$44.78$50.0054.8%15.7%132.8%27.6%55.8%24.9%-0.2%-35.5K2.2M-15.0K0.2275.29N/AN/A8941994,1001,570
2023-02-28$47.40$50.0061.8%17.7%135.5%36.6%55.0%5.4%-14.6%-14.0K988.5K-18.7K0.2385.69N/AN/A279644,3011,623