VICR Options History — July 2023

In July 2023, VICR traded between $52.66 and $95.06. ATM implied volatility averaged 58.5%, placing in the 43.9% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded below realized volatility by 2.0% (HV 20d: 60.5%). Max pain ranged from $55.00 to $85.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 2.01.

Notable Days

  • 2023-07-26: Highest Volume — 4,292 contracts
  • 2023-07-25: Largest IV spike — 31.0% change
  • 2023-07-25: Highest IV Rank — 60.5%
  • 2023-07-25: Largest Expected Move — 19.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.15$52.66$95.06$54.49$92.19
Max Pain$61.25$55.00$85.00$60.00$85.00
ATM IV58.5%46.9%68.1%62.6%52.2%
Expected Move16.9%14.9%19.5%17.9%15.0%
HV 20d60.5%28.0%158.6%40.4%158.2%
HV 60d71.0%60.6%108.2%62.1%108.2%
IV Rank43.9%23.8%60.5%51.0%33.1%
IV Percentile64.6%21.0%91.3%77.0%42.5%
Term Structure-5.3%-11.5%8.0%-5.4%-2.1%
VWIV60.3%52.8%69.3%61.9%53.1%
Skew 25d2.8%-8.2%5.9%4.4%0.9%
Skew 10d7.8%-1.5%22.4%14.4%3.9%
Call IV 25d59.7%51.1%73.2%61.9%53.2%
Put IV 25d62.5%53.3%69.4%66.3%54.1%
Bid-Ask Spread %47.0816.5292.4081.9551.44
Gamma HHI0.280.120.430.300.12
Net GEX-76.7K-335.5K293.4K-296.4K-119.7K
Net DEX-3.2M-21.4M6.4M5.8M-17.6M
Net VEX-42.5K-62.4K-30.0K-46.9K-62.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.010.137.630.812.40
Total Volume851.35834,2921651,061
Total OI7,822.44,56610,0577,49810,057

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$54.49$60.0062.6%17.9%40.4%51.0%61.9%4.4%-5.4%-296.4K5.8M-46.9K0.8181.95N/AN/A91742,8694,629
2023-07-05$53.45$60.0060.2%17.3%39.1%46.9%59.0%-8.2%-4.1%-324.3K6.3M-45.3K2.7192.40N/AN/A2336312,9194,678
2023-07-06$53.38$55.0051.8%17.5%38.5%32.3%58.8%5.3%-6.3%-326.5K5.7M-44.0K0.8553.58N/AN/A2552183,0814,587
2023-07-07$53.39$55.0060.0%16.2%35.1%46.5%59.8%4.3%-0.4%-285.3K5.8M-42.3K0.5747.93N/AN/A53303,1014,434
2023-07-10$52.66$55.0064.9%16.6%35.1%55.0%58.0%2.5%-7.6%-294.6K6.4M-40.3K0.1349.57N/AN/A357473,1224,434
2023-07-11$54.28$55.0046.9%16.9%37.1%23.8%59.1%3.1%-6.8%-335.5K5.3M-39.3K1.6347.88N/AN/A3826223,4444,448
2023-07-12$55.39$55.0057.6%16.5%36.3%42.4%58.7%1.9%-0.9%-224.6K2.9M-40.4K0.6341.90N/AN/A3302083,7604,440
2023-07-13$58.19$55.0058.9%16.9%40.4%44.6%61.0%2.7%-8.3%-33.4K-1.6M-42.8K0.4644.20N/AN/A104483,9694,355
2023-07-14$58.39$55.0058.4%16.7%40.1%43.7%59.7%2.9%-7.7%-1.2K-2.1M-42.5K1.3744.30N/AN/A2803844,0494,379
2023-07-17$59.81$55.0060.5%17.4%36.6%47.5%60.0%5.5%0.1%123.1K-4.5M-40.7K0.8836.51N/AN/A1751544,0624,360
2023-07-18$59.46$60.0060.9%17.5%35.4%48.1%63.9%1.9%-10.8%129.7K-3.9M-39.9K3.6538.10N/AN/A521904,1424,459
2023-07-19$59.50$60.0061.4%17.6%35.3%49.0%62.5%3.9%-10.6%171.2K-3.6M-40.6K1.0643.22N/AN/A62664,1764,632
2023-07-20$59.08$60.0058.5%16.8%34.4%44.0%58.4%5.9%-7.2%293.4K-3.2M-39.7K5.9642.21N/AN/A724294,1914,556
2023-07-21$58.57$60.0059.1%16.9%33.7%44.9%59.9%5.0%-7.4%-16.4K-801.6K-38.1K1.9749.69N/AN/A631244,2104,642
2023-07-24$59.03$60.0051.9%14.9%33.7%32.6%61.0%1.1%8.0%-16.6K-1.4M-37.0K7.6341.24N/AN/A403052,2892,277
2023-07-25$59.34$60.0068.1%19.5%28.0%60.5%68.0%4.7%-11.5%-33.1K-1.1M-39.0K2.3826.96N/AN/A2946992,3142,535
2023-07-26$92.38$60.0065.3%18.7%158.6%55.8%69.3%3.9%-8.8%93.7K-19.6M-30.0K1.4816.52N/AN/A1,7332,5592,5533,039
2023-07-27$95.03$75.0058.9%16.9%157.4%44.6%60.5%1.5%-6.3%12.0K-21.2M-44.8K1.9043.85N/AN/A1,1552,1993,0644,631
2023-07-28$95.06$85.0051.9%14.9%157.1%32.6%52.8%2.3%-2.5%-48.4K-21.4M-54.6K1.6648.07N/AN/A4697793,8315,730
2023-07-31$92.19$85.0052.2%15.0%158.2%33.1%53.1%0.9%-2.1%-119.7K-17.6M-62.4K2.4051.44N/AN/A3127493,9626,095