VICR Options History — May 2023

In May 2023, VICR traded between $41.22 and $60.66. ATM implied volatility averaged 45.8%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded below realized volatility by 7.4% (HV 20d: 53.1%). Max pain ranged from $40.00 to $50.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 1.06.

Notable Days

  • 2023-05-30: Highest Volume — 392 contracts
  • 2023-05-02: Largest IV spike — 25.4% change
  • 2023-05-31: Highest IV Rank — 48.3%
  • 2023-05-31: Largest Expected Move — 17.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.37$41.22$60.66$42.80$55.08
Max Pain$45.68$40.00$50.00$40.00$50.00
ATM IV45.8%34.0%61.0%37.2%61.0%
Expected Move13.0%9.7%17.5%10.7%17.5%
HV 20d53.1%33.6%91.3%34.5%91.3%
HV 60d74.5%43.3%85.8%83.2%59.7%
IV Rank20.9%1.6%48.3%6.4%48.3%
IV Percentile17.7%0.4%71.0%0.8%71.0%
Term Structure1.8%-12.1%17.8%-1.0%-8.4%
VWIV46.9%30.7%65.9%46.3%61.1%
Skew 25d8.0%-9.0%23.7%23.7%11.6%
Skew 10d19.4%-0.7%37.8%28.3%21.6%
Call IV 25d44.9%32.6%61.5%36.0%57.7%
Put IV 25d52.9%44.6%69.3%59.8%69.3%
Bid-Ask Spread %94.4360.52104.5696.0894.70
Gamma HHI0.360.170.860.290.19
Net GEX77.4K1.3K437.9K55.1K38.3K
Net DEX-1.4M-3.9M526.0K-222.3K-2.6M
Net VEX-11.9K-15.2K-10.3K-13.9K-15.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.060.0011.610.4211.61
Total Volume81.045039268290
Total OI2,468.6821,4692,8972,8472,088

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$42.80$40.0037.2%10.7%34.5%6.4%46.3%23.7%-1.0%55.1K-222.3K-13.9K0.4296.08N/AN/A48201,7661,081
2023-05-02$41.72$40.0046.7%13.4%35.2%20.9%0.0%4.5%-8.6%5.3K457.0K-12.5K0.0091.35N/AN/A501,7701,080
2023-05-03$41.44$40.0052.0%14.9%35.1%29.0%52.9%6.8%-5.3%8.2K417.1K-12.3K0.00103.85N/AN/A1801,7721,077
2023-05-04$41.22$50.0046.8%13.8%33.6%20.9%46.4%9.4%3.5%1.3K526.0K-12.0K3.1360.52N/AN/A15471,7791,056
2023-05-05$45.05$50.0052.2%12.4%46.6%29.2%0.0%6.7%4.0%106.8K-1.2M-13.8K0.0094.54N/AN/A3501,7821,034
2023-05-08$42.88$50.0050.7%12.8%49.7%27.0%0.0%13.2%4.0%38.8K-102.6K-12.4K1.3391.33N/AN/A341,8021,034
2023-05-09$42.72$50.0044.3%13.7%49.7%17.2%0.0%8.6%1.7%51.8K-198.2K-11.9K0.0091.23N/AN/A1601,8041,037
2023-05-10$43.63$50.0042.5%12.2%50.1%14.5%0.0%13.5%3.2%56.7K-345.7K-11.9K0.5094.81N/AN/A421,8101,037
2023-05-11$43.53$45.0041.0%11.8%49.3%12.2%0.0%3.8%6.0%47.2K-425.6K-11.7K0.0094.82N/AN/A001,811993
2023-05-12$43.90$45.0039.0%11.2%48.3%10.2%38.8%12.1%15.5%105.5K-1.0M-11.6K0.0097.54N/AN/A1401,811993
2023-05-15$44.34$45.0034.0%9.7%48.1%1.6%30.7%10.2%16.5%125.8K-931.5K-10.8K0.0787.16N/AN/A1511,825993
2023-05-16$46.09$45.0039.1%11.2%46.4%10.4%40.9%4.5%17.8%175.6K-1.9M-11.1K0.1294.67N/AN/A3441,827992
2023-05-17$49.06$45.0048.1%13.8%50.9%26.0%48.3%-9.0%-0.2%285.1K-3.9M-11.4K0.03104.56N/AN/A3111,851994
2023-05-18$49.30$45.0040.7%11.7%50.4%13.2%41.9%6.7%0.5%437.9K-3.9M-11.1K0.6496.68N/AN/A33211,871994
2023-05-19$48.60$45.0041.1%11.8%50.8%13.9%40.2%6.3%5.6%19.6K-2.8M-11.0K0.25100.41N/AN/A57141,8821,015
2023-05-22$49.73$45.0048.5%13.9%51.2%26.7%41.1%8.1%-12.1%24.1K-1.6M-10.3K0.41100.53N/AN/A177869600
2023-05-23$48.94$45.0042.9%12.3%50.1%17.0%44.0%0.4%2.8%22.8K-1.3M-10.6K2.13100.20N/AN/A1634864606
2023-05-24$46.34$45.0047.1%13.5%52.7%24.2%0.0%10.8%-2.9%14.3K-604.5K-10.6K0.6799.37N/AN/A96878657
2023-05-25$54.83$45.0046.2%13.2%78.6%22.6%52.3%-1.4%1.4%22.5K-2.5M-10.5K0.5096.47N/AN/A17387884656
2023-05-26$60.17$45.0049.3%14.1%83.2%28.0%52.7%9.3%-4.1%25.7K-3.9M-11.4K0.4393.09N/AN/A217931,006753
2023-05-30$60.66$45.0056.7%16.3%83.1%40.8%65.9%16.2%-0.6%34.8K-3.8M-13.2K0.0293.54N/AN/A38481,097780
2023-05-31$55.08$50.0061.0%17.5%91.3%48.3%61.1%11.6%-8.4%38.3K-2.6M-15.2K11.6194.70N/AN/A232671,303785