VICR Options History — January 2024

In January 2024, VICR traded between $37.14 and $41.73. ATM implied volatility averaged 48.1%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 2.5% (HV 20d: 45.6%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 2.88.

Notable Days

  • 2024-01-04: Highest Volume — 438 contracts
  • 2024-01-25: Largest IV spike — 27.6% change
  • 2024-01-25: Highest IV Rank — 44.9%
  • 2024-01-25: Largest Expected Move — 18.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.33$37.14$41.73$41.73$37.80
Max Pain$41.43$40.00$45.00$40.00$40.00
ATM IV48.1%41.6%63.8%49.4%51.6%
Expected Move14.1%12.6%18.3%14.2%14.8%
HV 20d45.6%29.7%53.9%50.2%29.7%
HV 60d68.5%43.2%81.4%80.8%43.2%
IV Rank21.7%12.1%44.9%24.0%26.9%
IV Percentile37.6%7.9%89.3%46.4%55.2%
Term Structure13.1%-9.3%24.1%-0.1%22.8%
VWIV49.3%43.7%57.5%55.3%51.6%
Skew 25d1.2%-2.3%5.0%4.2%-2.3%
Skew 10d2.2%-10.3%25.0%2.8%-0.4%
Call IV 25d48.8%44.4%53.7%46.9%53.7%
Put IV 25d50.0%46.0%55.4%51.1%51.4%
Bid-Ask Spread %74.3933.8295.6884.2693.56
Gamma HHI0.250.190.360.190.23
Net GEX1.7K-18.7K20.6K3.9K12.6K
Net DEX246.8K-682.5K807.3K-682.5K32.8K
Net VEX-17.6K-21.1K-16.2K-21.1K-16.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.880.0023.2023.200.32
Total Volume107.667943812145
Total OI4,4653,5665,2264,7853,655

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$41.73$40.0049.4%14.2%50.2%24.0%55.3%4.2%-0.1%3.9K-682.5K-21.1K23.2084.26N/AN/A51163,1251,660
2024-01-03$39.63$40.0046.1%13.2%53.9%19.1%47.1%0.4%2.8%-18.7K383.7K-19.4K3.7082.52N/AN/A371373,1271,688
2024-01-04$38.62$45.0041.6%13.9%53.8%12.1%48.5%1.6%3.4%-16.3K513.0K-18.1K3.2981.44N/AN/A1023363,1551,636
2024-01-05$38.26$45.0046.7%13.8%53.4%19.6%49.4%-0.1%9.7%-9.2K364.4K-18.5K0.9184.67N/AN/A33303,2161,626
2024-01-08$39.26$45.0044.9%13.6%53.9%16.9%48.1%0.6%12.7%5.8K-104.2K-18.9K0.8540.81N/AN/A27233,2461,666
2024-01-09$38.80$45.0043.4%15.5%53.7%14.8%49.1%-0.0%11.0%-2.5K257.7K-18.6K0.7654.63N/AN/A38293,2471,691
2024-01-10$38.73$45.0044.4%12.7%53.7%16.1%44.4%1.4%12.8%-5.7K323.9K-18.0K4.4669.19N/AN/A13583,2541,696
2024-01-11$38.61$45.0043.9%12.6%53.7%15.4%43.7%1.1%14.4%-8.4K413.2K-18.1K0.2847.99N/AN/A47133,2661,716
2024-01-12$38.27$40.0044.9%12.9%49.2%16.9%44.6%2.0%8.3%-13.3K528.6K-17.9K0.0048.43N/AN/A6803,3111,724
2024-01-16$37.59$40.0046.7%13.4%43.8%19.6%0.0%1.5%13.4%-16.6K807.3K-17.0K0.2292.01N/AN/A78173,3241,719
2024-01-17$37.66$40.0047.9%13.7%43.8%21.3%47.3%1.3%13.3%-17.3K715.3K-16.9K6.2040.46N/AN/A5313,3471,722
2024-01-18$38.12$40.0047.8%13.7%44.1%21.2%46.9%0.9%18.1%20.6K576.5K-17.2K0.2991.57N/AN/A1753,4891,726
2024-01-19$37.42$40.0047.9%13.7%42.9%21.3%50.7%0.7%10.8%16.5K792.8K-16.4K10.8033.82N/AN/A252703,5051,721
2024-01-22$37.68$40.0049.3%14.1%42.7%23.4%49.9%2.1%19.0%11.8K45.6K-16.8K1.0093.79N/AN/A37372,2791,287
2024-01-23$38.23$40.0049.2%14.1%40.0%23.3%49.6%3.1%20.7%15.9K-131.8K-17.1K2.8692.36N/AN/A14402,2901,324
2024-01-24$37.23$40.0050.0%14.3%38.5%24.5%52.7%5.0%24.1%7.1K222.4K-16.7K0.6091.49N/AN/A20122,2981,354
2024-01-25$37.14$40.0063.8%18.3%37.4%44.9%47.1%-0.3%-9.3%6.4K311.0K-16.6K0.0162.97N/AN/A12112,3061,366
2024-01-26$37.64$40.0048.5%13.9%38.3%22.3%50.2%1.7%23.0%10.8K123.3K-16.8K0.0395.68N/AN/A28082,3121,366
2024-01-29$38.59$40.0052.1%14.9%40.2%27.6%51.9%0.3%20.6%18.3K-238.7K-17.1K0.4890.07N/AN/A52252,3031,374
2024-01-30$38.02$40.0050.2%14.4%40.1%24.8%57.5%0.0%23.2%13.3K-70.8K-16.4K0.2990.46N/AN/A722,2941,354
2024-01-31$37.80$40.0051.6%14.8%29.7%26.9%51.6%-2.3%22.8%12.6K32.8K-16.2K0.3293.56N/AN/A34112,2991,356