VICR Options History — June 2023

In June 2023, VICR traded between $52.66 and $60.02. ATM implied volatility averaged 55.8%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded below realized volatility by 24.3% (HV 20d: 80.1%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 11.58.

Notable Days

  • 2023-06-27: Highest Volume — 3,123 contracts
  • 2023-06-12: Largest IV spike — 57.3% change
  • 2023-06-13: Highest IV Rank — 96.7%
  • 2023-06-28: Largest Expected Move — 18.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.05$52.66$60.02$57.86$54.03
Max Pain$58.10$55.00$60.00$55.00$60.00
ATM IV55.8%44.1%89.0%58.3%55.4%
Expected Move15.1%12.7%18.7%16.7%15.9%
HV 20d80.1%40.7%92.4%91.8%40.7%
HV 60d61.5%60.4%62.5%60.4%62.5%
IV Rank39.3%19.1%96.7%43.5%38.7%
IV Percentile48.1%9.1%99.6%61.5%54.8%
Term Structure-0.0%-10.9%15.9%3.4%-0.3%
VWIV57.1%47.1%71.3%60.3%52.7%
Skew 25d7.1%-4.4%19.1%5.9%12.0%
Skew 10d9.4%-11.0%37.2%37.2%9.3%
Call IV 25d53.8%35.9%71.9%60.8%50.8%
Put IV 25d61.0%46.8%70.4%66.7%62.8%
Bid-Ask Spread %82.8274.7795.9192.8180.90
Gamma HHI0.350.200.520.280.32
Net GEX-204.6K-510.3K42.9K7.2K-330.5K
Net DEX2.7M-3.8M10.3M-2.9M6.8M
Net VEX-35.3K-57.0K-16.1K-16.3K-46.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio11.580.0489.670.094.85
Total Volume641.143383,12338316
Total OI5,561.812,3108,5102,3107,539

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$57.86$55.0058.3%16.7%91.8%43.5%60.3%5.9%3.4%7.2K-2.9M-16.3K0.0992.81N/AN/A3531,2901,020
2023-06-02$56.69$55.0053.8%15.4%92.4%35.8%54.9%19.1%-4.1%-7.2K-2.5M-16.1K4.2195.91N/AN/A482021,3281,018
2023-06-05$54.78$55.0045.6%15.8%89.9%21.6%59.7%7.7%-4.6%-30.9K-1.3M-18.5K0.0482.45N/AN/A324141,3891,243
2023-06-06$55.77$55.0056.6%15.9%87.1%40.7%56.7%7.1%-10.2%42.9K-2.7M-19.8K0.2489.97N/AN/A82201,6821,248
2023-06-07$58.05$55.0045.7%13.3%87.4%21.8%50.9%4.9%2.3%38.4K-3.8M-17.5K0.8889.73N/AN/A94831,6371,271
2023-06-08$58.23$55.0054.2%12.8%87.5%36.6%49.0%18.7%0.5%33.1K-3.8M-20.9K3.5484.52N/AN/A612161,7351,387
2023-06-09$57.48$55.0048.7%13.3%87.8%27.0%47.1%2.1%1.4%14.6K-3.4M-22.2K8.9187.51N/AN/A221961,7831,817
2023-06-12$59.17$55.0076.6%14.3%87.9%75.3%53.3%4.2%-0.2%-28.9K-3.7M-23.1K45.9778.36N/AN/A321,4711,8002,075
2023-06-13$60.02$60.0089.0%15.4%87.9%96.7%56.5%2.7%-4.6%-174.1K-1.7M-33.1K2.0875.16N/AN/A4258821,8183,598
2023-06-14$59.11$60.0055.5%15.9%88.1%38.7%61.9%6.3%-10.9%-225.5K115.3K-41.4K1.6074.77N/AN/A1452322,1504,463
2023-06-15$56.27$60.0055.6%16.0%88.6%39.0%63.0%3.7%15.9%-281.7K2.7M-42.8K42.7075.76N/AN/A371,5802,2374,540
2023-06-16$54.92$60.0044.6%12.8%89.3%20.0%48.3%0.5%14.2%-8.5K6.7M-44.2K3.0575.22N/AN/A1665062,2565,405
2023-06-20$54.69$60.0051.3%14.7%89.1%31.5%57.3%-0.4%5.1%-442.9K7.7M-46.9K1.6075.52N/AN/A1602561,7975,073
2023-06-21$53.63$60.0044.1%12.7%89.3%19.1%58.5%16.2%7.7%-510.3K9.9M-44.0K0.4285.22N/AN/A132561,9005,219
2023-06-22$52.66$60.0051.3%14.7%89.3%31.6%71.3%-4.4%-0.1%-411.5K10.2M-45.1K89.6778.63N/AN/A32692,0325,243
2023-06-23$52.80$60.0047.7%13.7%86.7%25.3%52.3%7.6%1.0%-459.6K10.3M-42.0K13.7080.36N/AN/A202742,0675,076
2023-06-26$55.83$60.0059.0%16.9%65.4%44.9%57.4%10.4%-8.1%-433.7K7.0M-44.8K1.6388.08N/AN/A5038192,0735,266
2023-06-27$56.17$60.0059.4%17.0%55.8%45.5%63.2%6.8%-3.5%-491.9K7.8M-57.0K16.9579.88N/AN/A1742,9492,5036,007
2023-06-28$54.66$60.0065.1%18.7%56.2%55.4%58.1%5.8%-9.8%-283.1K5.7M-49.7K0.4989.64N/AN/A3791872,5764,699
2023-06-29$54.16$60.0054.6%15.7%44.8%37.2%66.5%12.8%4.6%-311.8K6.7M-49.3K0.6078.85N/AN/A57342,8334,705
2023-06-30$54.03$60.0055.4%15.9%40.7%38.7%52.7%12.0%-0.3%-330.5K6.8M-46.4K4.8580.90N/AN/A542622,8454,694