VICR Options History — March 2023

In March 2023, VICR traded between $41.70 and $47.84. ATM implied volatility averaged 57.0%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded below realized volatility by 54.3% (HV 20d: 111.4%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 6.83.

Notable Days

  • 2023-03-01: Highest Volume — 333 contracts
  • 2023-03-23: Largest IV spike — 63.8% change
  • 2023-03-13: Highest IV Rank — 56.6%
  • 2023-03-15: Largest Expected Move — 18.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.12$41.70$47.84$47.84$46.79
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV57.0%37.0%77.5%48.0%57.4%
Expected Move15.3%10.6%18.9%13.8%16.5%
HV 20d111.4%37.6%135.9%135.3%40.5%
HV 60d86.6%85.9%87.1%86.0%86.7%
IV Rank30.5%5.1%56.6%19.0%31.0%
IV Percentile45.6%0.4%94.4%15.9%46.4%
Term Structure1.3%-13.3%20.9%-2.1%8.7%
VWIV56.6%39.5%72.9%48.9%57.3%
Skew 25d10.3%-1.7%22.4%8.0%11.2%
Skew 10d7.4%-9.3%22.1%6.4%19.5%
Call IV 25d51.9%34.4%60.1%48.3%49.5%
Put IV 25d62.2%51.7%72.1%56.3%60.7%
Bid-Ask Spread %89.2280.5399.6889.6095.46
Gamma HHI0.240.200.290.290.24
Net GEX-53.2K-69.7K-29.8K-29.8K-56.9K
Net DEX1.8M496.2K3.0M496.2K640.0K
Net VEX-16.9K-19.3K-15.5K-19.3K-16.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.830.0796.000.901.03
Total Volume69.217033333363
Total OI4,844.3912,9046,4316,0903,055

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$47.84$50.0048.0%13.8%135.3%19.0%48.9%8.0%-2.1%-29.8K496.2K-19.3K0.9089.60N/AN/A1751584,4441,646
2023-03-02$47.32$50.0048.1%13.8%134.2%19.2%39.5%5.4%2.0%-42.6K664.6K-19.0K5.8084.10N/AN/A10584,4291,658
2023-03-03$45.97$50.0047.9%13.7%133.8%18.9%46.6%5.8%-0.1%-51.2K1.2M-18.4K0.7583.98N/AN/A72544,4271,663
2023-03-06$42.96$50.0052.3%14.1%134.7%24.5%53.2%9.3%-2.0%-56.5K2.4M-16.5K3.0282.05N/AN/A431304,3981,714
2023-03-07$43.14$50.0060.0%14.6%135.0%34.3%53.1%4.4%-2.0%-55.1K2.4M-17.9K0.5080.53N/AN/A30154,4221,781
2023-03-08$43.77$50.0058.3%14.9%135.4%32.1%46.6%2.4%-0.6%-56.4K2.2M-18.0K0.3781.63N/AN/A94354,4101,789
2023-03-09$43.94$50.0061.7%13.9%135.7%36.5%49.1%16.8%2.0%-64.7K2.6M-16.9K9.5084.33N/AN/A4384,4941,807
2023-03-10$42.75$50.0067.2%15.1%135.7%43.4%62.3%19.3%-6.9%-60.1K2.7M-17.1K0.0089.69N/AN/A0754,4981,830
2023-03-13$43.38$50.0077.5%16.4%135.9%56.6%56.0%12.0%0.3%-60.3K2.7M-17.3K0.3387.99N/AN/A126414,4981,849
2023-03-14$43.33$50.0071.8%16.4%135.1%49.3%66.3%18.3%-4.6%-59.1K2.5M-17.4K96.0090.33N/AN/A1964,5201,847
2023-03-15$41.95$50.0066.0%18.9%135.2%41.9%56.5%11.0%-7.8%-53.5K3.0M-16.6K0.4789.16N/AN/A1574,5201,892
2023-03-16$42.95$50.0061.8%17.7%135.6%36.6%65.0%10.0%-6.6%-50.7K2.7M-16.8K0.0084.85N/AN/A064,5351,896
2023-03-17$41.70$50.0062.7%18.0%135.6%37.7%72.9%11.3%-0.8%-36.3K2.6M-15.5K1.0087.33N/AN/A224,5351,759
2023-03-20$42.08$50.0058.6%16.8%135.9%32.4%58.3%8.4%2.3%-39.3K1.7M-16.0K0.6088.87N/AN/A531,4811,423
2023-03-21$43.59$50.0052.4%15.0%135.2%24.7%69.5%11.9%5.8%-45.5K1.5M-16.4K3.7689.26N/AN/A291091,4861,433
2023-03-22$43.80$50.0037.0%10.6%135.2%5.1%0.0%-1.7%18.6%-60.8K1.5M-16.6K0.0094.71N/AN/A001,4671,542
2023-03-23$44.00$50.0060.7%17.4%135.3%35.1%61.0%13.3%-2.6%-47.6K1.5M-16.9K1.0992.06N/AN/A22241,4671,542
2023-03-24$43.50$50.0047.3%13.6%57.7%18.2%60.2%6.3%6.6%-54.2K1.8M-15.9K3.0091.72N/AN/A131,4801,565
2023-03-27$44.00$50.0063.4%18.2%43.3%38.7%61.5%13.9%-13.3%-53.4K1.5M-16.4K0.0790.71N/AN/A1411,4811,568
2023-03-28$43.75$50.0050.9%14.6%37.6%22.7%57.2%22.4%9.9%-58.3K1.6M-15.9K1.5099.68N/AN/A231,4881,569
2023-03-29$45.87$50.0055.8%16.0%41.6%28.9%56.1%8.7%2.1%-60.5K1.1M-16.4K0.1496.57N/AN/A2131,4921,569
2023-03-30$46.39$50.0045.1%12.9%41.7%15.3%48.1%8.3%20.9%-69.7K738.8K-15.5K0.0097.36N/AN/A021,4971,555
2023-03-31$46.79$50.0057.4%16.5%40.5%31.0%57.3%11.2%8.7%-56.9K640.0K-16.4K1.0395.46N/AN/A31321,4971,558