VICR Options History — October 2023

In October 2023, VICR traded between $38.82 and $58.89. ATM implied volatility averaged 68.3%, placing in the 60.2% IV rank vs the trailing year. The 30-day expected move averaged 20.2%. IV traded above realized volatility by 13.9% (HV 20d: 54.4%). Max pain ranged from $50.00 to $65.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.83.

Notable Days

  • 2023-10-25: Highest Volume — 2,705 contracts
  • 2023-10-25: Largest IV drop — 42.3% change
  • 2023-10-20: Highest IV Rank — 100.0%
  • 2023-10-24: Largest Expected Move — 29.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.94$38.82$58.89$58.16$38.82
Max Pain$60.45$50.00$65.00$65.00$50.00
ATM IV68.3%39.1%101.1%39.1%61.3%
Expected Move20.2%11.2%29.0%11.2%17.6%
HV 20d54.4%30.8%119.7%32.3%119.6%
HV 60d85.5%44.4%102.7%102.1%73.6%
IV Rank60.2%10.9%100.0%10.9%41.5%
IV Percentile74.5%2.8%100.0%2.8%81.3%
Term Structure-10.3%-27.3%30.4%30.4%-16.4%
VWIV71.0%44.8%101.2%46.7%62.8%
Skew 25d3.4%-1.3%23.3%7.7%23.3%
Skew 10d0.7%-11.6%18.8%-2.0%0.0%
Call IV 25d71.1%47.2%102.8%47.2%54.7%
Put IV 25d74.5%48.9%103.2%54.9%78.0%
Bid-Ask Spread %61.3420.6183.5683.5627.92
Gamma HHI0.220.160.330.200.19
Net GEX25.2K-56.5K84.8K73.3K-28.2K
Net DEX3.8M709.1K10.9M1.5M5.1M
Net VEX-37.3K-49.6K-11.7K-49.6K-14.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.023.820.272.09
Total Volume447.5182,705214102
Total OI9,214.6828,37710,0878,41910,078

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$58.16$65.0039.1%11.2%32.3%10.9%46.7%7.7%30.4%73.3K1.5M-49.6K0.2783.56N/AN/A169455,3853,034
2023-10-03$56.20$60.0051.6%14.8%33.1%33.1%57.6%-1.3%17.0%37.3K2.7M-47.7K0.3072.84N/AN/A3095,4513,072
2023-10-04$57.16$60.0064.2%18.4%34.3%55.6%56.7%2.6%-3.9%52.9K2.1M-48.2K2.8081.96N/AN/A5145,4633,078
2023-10-05$56.78$65.0055.8%19.6%31.8%40.7%61.1%2.8%-10.9%51.6K2.0M-47.5K0.6467.69N/AN/A1175,4683,053
2023-10-06$56.92$65.0057.0%19.1%31.9%42.7%64.1%3.4%-13.6%40.7K2.7M-44.7K0.0871.90N/AN/A225195,4693,057
2023-10-09$56.77$60.0055.7%19.7%31.9%40.5%67.8%3.3%-12.1%53.7K2.3M-44.8K0.6367.78N/AN/A30195,6083,058
2023-10-10$58.89$60.0055.7%19.2%35.2%40.5%68.3%2.6%-11.1%84.8K830.3K-46.4K0.0267.89N/AN/A8725,6223,057
2023-10-11$58.56$60.0073.0%20.9%30.8%71.3%73.9%1.9%-16.2%82.0K709.1K-47.6K0.5266.91N/AN/A4042125,6203,058
2023-10-12$56.19$65.0079.1%22.7%33.8%82.4%78.4%0.5%-20.5%38.1K3.2M-44.2K0.2566.88N/AN/A157405,8263,182
2023-10-13$53.51$65.0080.4%23.1%35.8%84.7%82.3%0.4%-20.7%15.5K4.9M-40.2K0.9966.35N/AN/A2282265,9063,175
2023-10-16$54.36$65.0082.1%23.5%36.5%87.7%83.2%0.4%-21.1%19.0K4.5M-41.3K0.6666.18N/AN/A1941296,1153,385
2023-10-17$53.72$65.0082.2%23.6%36.1%87.8%83.4%-0.7%-20.7%-3.8K4.6M-41.5K0.8567.14N/AN/A1311126,2803,436
2023-10-18$54.95$65.0086.5%24.8%37.1%95.4%86.5%0.9%-23.3%22.3K3.0M-44.1K0.2651.19N/AN/A248646,4143,439
2023-10-19$53.76$65.0087.4%25.1%37.6%97.2%89.0%-1.0%-16.0%84.4K4.0M-41.5K0.8466.47N/AN/A44376,5973,465
2023-10-20$51.79$65.0089.7%25.7%39.3%100.0%91.0%1.9%-17.2%22.2K5.6M-37.1K3.8243.36N/AN/A1264816,6293,454
2023-10-23$53.34$65.0092.8%26.6%41.2%100.0%94.0%-0.7%-22.1%18.3K4.0M-40.5K0.1967.90N/AN/A382725,1943,183
2023-10-24$53.71$60.00101.1%29.0%40.1%100.0%101.2%0.4%-27.3%46.8K2.7M-44.2K0.3851.97N/AN/A1,4465495,4313,240
2023-10-25$38.94$55.0058.3%16.7%119.6%37.1%60.4%3.3%-2.5%-56.5K10.9M-11.7K1.6920.61N/AN/A1,0051,7006,7093,378
2023-10-26$39.84$50.0052.8%15.1%119.2%28.9%53.3%2.5%-3.6%-37.6K5.4M-13.1K0.3952.73N/AN/A4221647,0662,660
2023-10-27$40.53$50.0042.4%12.2%119.7%13.8%44.8%0.1%10.4%-31.0K4.8M-15.1K0.3452.01N/AN/A181627,2422,677
2023-10-30$39.75$50.0055.0%15.8%119.7%32.2%56.3%21.0%-4.7%-30.7K5.1M-14.2K0.2868.18N/AN/A199567,2912,718
2023-10-31$38.82$50.0061.3%17.6%119.6%41.5%62.8%23.3%-16.4%-28.2K5.1M-14.4K2.0927.92N/AN/A33697,3712,707