VICR Options History — August 2023

In August 2023, VICR traded between $67.48 and $88.19. ATM implied volatility averaged 49.8%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded below realized volatility by 85.0% (HV 20d: 134.8%). Max pain ranged from $70.00 to $85.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 2.38.

Notable Days

  • 2023-08-02: Highest Volume — 2,944 contracts
  • 2023-08-22: Largest IV spike — 10.7% change
  • 2023-08-07: Highest IV Rank — 38.9%
  • 2023-08-02: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$72.84$67.48$88.19$88.19$68.13
Max Pain$77.61$70.00$85.00$85.00$70.00
ATM IV49.8%43.8%55.6%51.1%43.8%
Expected Move14.1%12.5%15.8%14.7%12.5%
HV 20d134.8%38.8%172.7%160.1%38.8%
HV 60d108.6%102.3%111.9%108.8%102.3%
IV Rank29.0%18.5%38.9%31.2%18.5%
IV Percentile30.8%7.5%55.6%35.7%7.5%
Term Structure0.5%-6.4%3.4%-3.6%3.4%
VWIV49.4%44.0%56.6%52.7%44.3%
Skew 25d2.1%-0.3%4.8%1.7%0.9%
Skew 10d3.0%-6.3%16.7%4.0%2.2%
Call IV 25d48.8%44.0%55.4%51.6%44.0%
Put IV 25d50.9%44.9%59.0%53.4%44.9%
Bid-Ask Spread %68.2937.3487.8661.5787.86
Gamma HHI0.210.120.390.120.20
Net GEX-123.0K-293.4K-7.8K-138.3K-51.9K
Net DEX-1.4M-13.3M3.2M-13.3M1.2M
Net VEX-63.5K-74.9K-59.4K-62.0K-66.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.380.258.733.620.51
Total Volume783.913982,9441,131488
Total OI9,335.4356,55511,01710,1858,077

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$88.19$85.0051.1%14.7%160.1%31.2%52.7%1.7%-3.6%-138.3K-13.3M-62.0K3.6261.57N/AN/A2458864,0326,153
2023-08-02$77.79$85.0055.1%15.8%168.1%38.2%56.6%3.6%-6.4%-200.6K-1.7M-62.1K5.8960.61N/AN/A4272,5174,1056,081
2023-08-03$74.05$85.0054.3%15.2%169.7%36.6%53.3%3.2%0.4%-188.9K310.6K-62.5K3.2165.14N/AN/A2126804,0825,857
2023-08-04$77.85$85.0053.1%14.6%170.0%34.6%51.8%3.4%0.5%-54.7K-4.8M-64.4K0.5764.94N/AN/A6583754,4185,881
2023-08-07$77.28$85.0055.6%14.6%169.9%38.9%51.3%2.4%1.0%-86.8K-3.7M-59.4K4.3665.83N/AN/A1094754,2535,701
2023-08-08$78.19$85.0055.2%14.7%169.8%38.2%51.1%0.2%0.3%-100.1K-5.3M-62.1K1.5566.19N/AN/A1271974,3345,795
2023-08-09$77.17$85.0050.5%14.5%170.2%30.2%50.0%0.7%0.4%-118.6K-4.4M-61.8K2.7564.28N/AN/A721984,3755,833
2023-08-10$77.16$80.0049.8%14.3%169.9%28.9%50.0%1.6%1.0%-130.0K-4.3M-60.8K6.6464.04N/AN/A1218034,4035,858
2023-08-11$75.74$80.0048.2%13.8%170.2%26.1%48.1%4.8%1.3%-187.6K-2.0M-64.4K0.7270.71N/AN/A1771284,5096,508
2023-08-14$75.46$80.0047.4%13.6%170.3%24.8%46.6%2.1%1.8%-209.9K-3.4M-63.5K0.2571.19N/AN/A257654,5346,330
2023-08-15$74.33$80.0047.5%13.6%170.4%24.9%46.1%2.0%1.9%-261.7K-2.4M-62.2K0.6869.11N/AN/A2291564,4696,234
2023-08-16$70.34$80.0048.4%13.9%172.0%26.5%48.6%1.6%1.8%-293.4K1.8M-62.3K1.4350.45N/AN/A1221744,5956,273
2023-08-17$68.61$75.0048.4%13.9%172.3%26.4%48.7%2.5%1.2%-183.7K1.7M-60.1K2.7937.34N/AN/A1654604,6605,923
2023-08-18$67.48$75.0049.0%14.1%172.5%27.6%47.9%2.3%2.4%-72.4K1.8M-60.6K0.7476.14N/AN/A2391764,7485,805
2023-08-21$68.60$75.0046.8%13.4%172.5%23.8%47.1%1.3%0.8%-71.6K1.1M-60.8K0.3369.74N/AN/A175583,1283,427
2023-08-22$67.63$75.0051.8%14.9%172.7%32.4%52.0%1.7%-1.4%-55.9K1.4M-61.0K1.0337.56N/AN/A5035173,2263,425
2023-08-23$70.57$70.0053.1%15.2%60.9%34.6%54.2%4.0%-2.2%-7.8K-1.9M-66.1K1.9776.22N/AN/A7751,5293,6003,648
2023-08-24$67.66$70.0050.1%14.4%59.6%29.4%51.4%2.1%0.3%-221.1K3.2M-74.9K3.2382.81N/AN/A5821,8783,9754,943
2023-08-25$67.59$70.0046.2%13.2%59.5%22.7%47.2%2.3%2.9%-47.0K1.6M-66.0K0.7382.39N/AN/A1681223,8783,879
2023-08-28$68.00$70.0048.2%13.8%59.8%26.2%47.8%3.1%-0.2%-35.6K719.4K-64.6K8.7380.76N/AN/A453933,9503,810
2023-08-29$68.88$70.0045.5%13.0%59.6%21.4%44.0%1.1%2.0%-54.2K405.1K-67.3K2.5082.54N/AN/A28703,9734,025
2023-08-30$68.51$70.0047.0%13.5%42.0%24.0%46.5%-0.3%1.8%-56.1K684.4K-66.5K0.5383.20N/AN/A163863,9944,008
2023-08-31$68.13$70.0043.8%12.5%38.8%18.5%44.3%0.9%3.4%-51.9K1.2M-66.0K0.5187.86N/AN/A3231654,0764,001