VICR Options History — February 2024

In February 2024, VICR traded between $35.37 and $47.20. ATM implied volatility averaged 73.3%, placing in the 58.8% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 10.6% (HV 20d: 62.7%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 1.05.

Notable Days

  • 2024-02-23: Highest Volume — 1,810 contracts
  • 2024-02-07: Largest IV spike — 51.1% change
  • 2024-02-20: Highest IV Rank — 99.3%
  • 2024-02-20: Largest Expected Move — 28.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.21$35.37$47.20$38.50$37.27
Max Pain$39.75$35.00$45.00$35.00$40.00
ATM IV73.3%48.6%100.7%50.7%53.3%
Expected Move22.4%15.3%28.9%21.1%15.3%
HV 20d62.7%23.1%122.2%25.2%122.0%
HV 60d54.2%42.0%78.0%43.0%77.0%
IV Rank58.8%22.4%99.3%25.5%29.4%
IV Percentile80.3%43.7%99.6%50.8%60.3%
Term Structure-13.2%-38.6%-0.9%-7.9%-0.9%
VWIV80.0%52.5%104.5%73.2%52.5%
Skew 25d1.7%-10.0%14.7%2.0%0.1%
Skew 10d6.1%-8.9%17.4%6.4%-5.6%
Call IV 25d79.0%52.9%96.1%74.5%52.9%
Put IV 25d80.7%53.0%102.4%76.5%53.0%
Bid-Ask Spread %58.0837.1585.8437.1585.84
Gamma HHI0.240.160.310.230.29
Net GEX35.9K-38.4K97.8K18.4K-16.1K
Net DEX-1.2M-5.3M3.2M-143.7K1.8M
Net VEX-20.7K-27.2K-15.3K-16.4K-20.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.005.590.000.16
Total Volume342.55151,8101988
Total OI4,479.353,6675,4653,6675,447

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$38.50$35.0050.7%21.1%25.2%25.5%73.2%2.0%-7.9%18.4K-143.7K-16.4K0.0037.15N/AN/A1902,3101,357
2024-02-02$38.42$35.0048.6%21.3%23.5%22.4%75.9%1.6%-10.1%20.3K-178.1K-16.3K4.0039.27N/AN/A3122,3281,357
2024-02-05$37.63$35.0053.3%22.3%24.4%29.3%77.7%1.3%-11.4%13.1K155.5K-15.3K0.4239.09N/AN/A31132,3291,359
2024-02-06$38.29$35.0051.4%22.1%23.4%26.6%83.4%1.4%-11.2%21.5K-98.3K-15.7K0.0642.94N/AN/A3322,3591,360
2024-02-07$38.51$35.0077.8%22.3%23.1%65.5%77.9%1.1%-11.9%26.5K-204.3K-15.8K0.2844.82N/AN/A65182,3741,360
2024-02-08$42.65$40.0083.4%23.9%43.1%73.8%84.9%-10.0%-15.0%51.8K-2.0M-18.0K0.1471.66N/AN/A634872,4131,373
2024-02-09$43.39$40.0083.5%23.9%43.2%74.0%85.8%0.4%-13.7%69.8K-2.7M-20.6K0.2850.39N/AN/A280782,7101,447
2024-02-12$43.89$40.0083.4%23.9%42.9%73.7%85.2%-2.9%-10.6%70.8K-3.1M-20.6K0.5151.31N/AN/A3581832,8101,498
2024-02-13$40.71$40.0095.5%27.4%51.3%91.7%104.5%14.7%-15.5%46.9K-1.4M-21.6K1.0456.18N/AN/A2102182,9941,670
2024-02-14$43.76$40.0088.2%25.3%56.7%80.8%89.6%5.3%-14.7%82.8K-3.3M-23.4K0.0760.39N/AN/A241173,1821,724
2024-02-15$45.34$40.0092.2%26.4%57.5%86.8%95.6%4.6%-19.6%97.8K-4.4M-24.1K0.4151.91N/AN/A160663,2881,719
2024-02-16$47.20$40.0091.5%26.2%57.6%85.8%93.9%2.0%-27.0%71.2K-5.3M-25.2K0.3154.27N/AN/A232713,2901,767
2024-02-20$47.14$40.00100.7%28.9%57.8%99.3%92.5%5.2%-38.6%74.7K-4.2M-24.8K0.6360.75N/AN/A2411512,5401,336
2024-02-21$45.95$40.0095.6%27.4%59.2%91.9%101.4%0.8%-25.4%74.7K-3.8M-25.9K5.5955.34N/AN/A392182,7081,434
2024-02-22$46.89$45.0096.8%27.7%57.8%93.6%95.6%7.6%-21.2%68.1K-4.0M-27.2K4.4156.06N/AN/A1657282,7201,592
2024-02-23$35.37$45.0053.2%15.3%119.2%29.2%59.0%-1.4%-4.0%-38.4K3.2M-17.6K1.2164.24N/AN/A8199912,9562,206
2024-02-26$38.08$45.0057.0%16.3%122.2%34.8%58.1%-2.7%-3.2%-7.1K1.4M-22.2K0.7372.44N/AN/A121883,0532,412
2024-02-27$38.00$45.0054.2%15.5%121.9%30.7%58.1%0.9%-1.8%-9.2K1.6M-21.5K0.7383.46N/AN/A22163,0302,396
2024-02-28$37.16$40.0055.0%15.8%122.0%31.8%55.5%2.3%-1.1%-19.7K1.9M-20.2K0.0984.18N/AN/A122113,0292,350
2024-02-29$37.27$40.0053.3%15.3%122.0%29.4%52.5%0.1%-0.9%-16.1K1.8M-20.7K0.1685.84N/AN/A76123,1002,347