VICR Options History — April 2023

In April 2023, VICR traded between $41.45 and $46.94. ATM implied volatility averaged 55.7%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 21.7% (HV 20d: 34.0%). Max pain ranged from $40.00 to $50.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.88.

Notable Days

  • 2023-04-25: Highest Volume — 854 contracts
  • 2023-04-26: Largest IV drop — 39.3% change
  • 2023-04-25: Highest IV Rank — 61.3%
  • 2023-04-25: Largest Expected Move — 21.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.23$41.45$46.94$46.94$42.79
Max Pain$45.00$40.00$50.00$50.00$40.00
ATM IV55.7%40.6%73.1%51.5%41.9%
Expected Move16.3%11.6%21.0%14.8%12.0%
HV 20d34.0%31.3%39.4%31.3%34.8%
HV 60d84.6%83.3%86.6%86.6%83.3%
IV Rank31.9%11.6%61.3%23.4%13.5%
IV Percentile43.8%2.0%91.7%28.2%2.8%
Term Structure-2.5%-15.7%12.0%12.0%-3.3%
VWIV55.9%35.4%70.4%52.5%35.4%
Skew 25d9.5%-12.8%21.3%12.2%8.1%
Skew 10d12.4%-18.5%29.5%23.8%29.5%
Call IV 25d55.5%37.5%71.2%54.0%37.5%
Put IV 25d65.0%45.6%79.7%66.2%45.6%
Bid-Ask Spread %82.0058.1799.9098.4188.86
Gamma HHI0.290.230.450.250.29
Net GEX-30.8K-69.0K54.8K-66.9K45.2K
Net DEX909.9K-363.0K2.0M668.1K-85.7K
Net VEX-13.9K-15.7K-12.2K-15.7K-14.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.880.006.072.000.27
Total Volume139.1580854033
Total OI3,025.0531,9183,3513,1072,845

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$46.94$50.0051.5%14.8%31.3%23.4%0.0%12.2%12.0%-66.9K668.1K-15.7K0.0098.41N/AN/A001,5191,588
2023-04-04$46.47$50.0052.5%15.1%31.8%24.8%52.5%10.2%8.5%-67.1K816.7K-15.7K2.0094.99N/AN/A241,5191,589
2023-04-05$44.97$50.0055.7%16.0%34.0%28.8%56.7%-12.8%8.3%-63.7K1.3M-15.1K3.0099.90N/AN/A131,5211,585
2023-04-06$45.88$45.0051.4%16.6%34.6%23.4%57.3%17.5%-1.2%-67.3K1.1M-15.3K0.0077.50N/AN/A201,5221,584
2023-04-10$45.64$45.0056.4%17.7%33.0%29.7%58.1%12.0%-4.0%-69.0K1.2M-14.4K0.0069.18N/AN/A3701,5201,584
2023-04-11$45.66$45.0051.6%17.4%32.7%23.6%56.0%15.5%-2.8%-67.6K1.1M-14.2K0.0378.78N/AN/A2911,5511,570
2023-04-12$44.85$45.0061.8%17.7%33.5%36.6%58.6%12.4%-2.2%-62.5K1.3M-14.0K0.0978.20N/AN/A4541,5791,571
2023-04-13$45.83$45.0053.8%15.4%31.6%26.4%55.2%6.9%8.2%-56.6K782.9K-14.1K0.1381.87N/AN/A5371,6311,555
2023-04-14$44.43$45.0063.8%18.3%33.1%39.1%51.8%-0.9%-13.3%-51.7K1.3M-13.3K0.5684.09N/AN/A41231,6651,558
2023-04-17$45.11$45.0057.0%16.3%31.3%36.6%53.9%2.0%-2.4%-60.8K1.2M-12.8K0.1581.24N/AN/A5381,6451,569
2023-04-18$42.91$45.0054.0%15.5%36.6%32.1%56.1%21.3%-0.8%-52.7K1.9M-12.5K0.2177.68N/AN/A87181,6771,577
2023-04-19$43.17$45.0057.1%16.4%34.4%36.8%61.7%13.9%-4.6%-51.1K1.8M-12.6K0.4083.13N/AN/A1041,6941,584
2023-04-20$42.62$45.0060.6%17.4%34.6%42.1%66.1%9.7%-6.9%-44.8K2.0M-12.2K0.0180.46N/AN/A21431,6931,585
2023-04-21$42.50$45.0064.1%18.4%34.5%47.6%57.1%13.1%-15.7%18.3K1.2M-12.4K0.1184.77N/AN/A8291,9031,448
2023-04-24$42.70$45.0067.0%19.2%34.4%51.9%65.1%14.8%-7.6%24.9K-81.9K-12.8K2.2171.54N/AN/A1022251,160758
2023-04-25$41.45$45.0073.1%21.0%35.5%61.3%70.4%12.0%-12.4%6.5K414.2K-12.7K0.5458.17N/AN/A5533011,262958
2023-04-26$43.38$40.0044.4%12.7%39.4%17.4%52.2%7.0%-5.5%47.9K-363.0K-15.5K6.0784.22N/AN/A955771,8001,268
2023-04-27$43.08$40.0040.6%11.6%35.2%11.6%42.4%4.7%-1.8%54.8K-186.7K-14.2K0.0685.02N/AN/A1711,7581,081
2023-04-28$42.79$40.0041.9%12.0%34.8%13.5%35.4%8.1%-3.3%45.2K-85.7K-14.2K0.2788.86N/AN/A2671,7651,080