VICR Options History — April 2024

In April 2024, VICR traded between $31.73 and $38.27. ATM implied volatility averaged 57.5%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 17.3% (HV 20d: 40.3%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 1.14.

Notable Days

  • 2024-04-24: Highest Volume — 728 contracts
  • 2024-04-10: Largest IV spike — 62.1% change
  • 2024-04-23: Highest IV Rank — 66.1%
  • 2024-04-23: Largest Expected Move — 22.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.55$31.73$38.27$37.95$32.48
Max Pain$37.27$35.00$40.00$40.00$35.00
ATM IV57.5%38.1%78.2%46.2%38.1%
Expected Move17.5%10.9%22.4%13.2%10.9%
HV 20d40.3%32.2%57.7%32.2%57.7%
HV 60d74.8%72.9%78.9%72.9%78.9%
IV Rank35.6%6.9%66.1%18.8%6.9%
IV Percentile52.9%1.2%92.1%25.0%1.2%
Term Structure-4.5%-17.6%21.2%16.7%16.8%
VWIV61.7%35.4%80.0%45.8%44.8%
Skew 25d1.1%-5.5%6.2%-0.4%0.3%
Skew 10d2.9%-6.8%26.6%-5.3%26.6%
Call IV 25d63.1%43.1%80.2%47.8%47.0%
Put IV 25d64.2%42.3%81.5%47.4%47.4%
Bid-Ask Spread %66.2348.7896.9994.6182.41
Gamma HHI0.370.170.760.340.21
Net GEX-5.1K-181.7K78.4K34.4K4.4K
Net DEX991.9K170.9K2.2M395.1K1.3M
Net VEX-15.6K-18.3K-11.3K-18.3K-12.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.140.057.710.052.29
Total Volume173.727147287746
Total OI4,702.1823,2645,4965,0203,812

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$37.95$40.0046.2%13.2%32.2%18.8%45.8%-0.4%16.7%34.4K395.1K-18.3K0.0594.61N/AN/A7342,9972,023
2024-04-02$37.16$40.0046.8%13.4%32.9%19.8%50.3%6.2%21.2%19.6K772.8K-17.3K7.7196.99N/AN/A7543,0252,024
2024-04-03$37.97$40.0045.7%13.1%32.6%18.1%49.6%2.9%17.6%36.5K395.9K-17.8K1.0895.92N/AN/A24263,0312,027
2024-04-04$37.17$40.0054.9%19.2%32.3%31.7%67.8%0.8%-9.1%17.8K767.2K-17.2K2.9552.68N/AN/A21623,0572,003
2024-04-05$36.27$40.0046.4%18.7%33.3%19.2%66.0%2.9%-6.6%-8.1K1.3M-16.0K1.4448.78N/AN/A52753,0501,982
2024-04-08$37.49$35.0045.3%19.6%33.6%17.5%67.8%2.2%-12.1%32.9K593.2K-16.3K1.3353.00N/AN/A683,0912,004
2024-04-09$38.27$35.0042.9%19.0%33.7%14.0%68.7%1.0%-11.0%65.4K198.4K-16.8K0.4852.46N/AN/A121583,0962,012
2024-04-10$36.95$35.0069.6%20.0%36.2%53.4%68.3%1.0%-1.4%12.3K786.8K-16.0K0.7157.50N/AN/A2381683,1391,988
2024-04-11$37.74$40.0056.7%16.3%36.8%34.4%64.7%3.8%-9.2%78.4K170.9K-17.4K0.2156.65N/AN/A67143,3112,020
2024-04-12$36.64$40.0074.3%21.3%38.4%60.4%73.4%2.2%-17.0%-14.3K885.9K-17.0K0.3555.63N/AN/A79283,3472,031
2024-04-15$35.23$40.0072.9%20.9%40.8%58.3%74.7%1.0%-16.1%-87.5K1.6M-15.6K1.0653.53N/AN/A49523,3402,005
2024-04-16$34.30$40.0072.9%20.9%41.8%58.2%76.6%-1.1%-15.7%-104.1K2.2M-14.6K0.5959.84N/AN/A148883,3392,007
2024-04-17$34.75$40.0070.9%20.3%42.0%55.3%72.1%0.1%-13.7%-144.2K1.9M-15.0K0.2653.25N/AN/A50133,3641,968
2024-04-18$34.65$35.0073.8%21.1%36.8%59.6%74.2%2.1%-11.2%-181.7K1.8M-14.7K0.0556.44N/AN/A294163,3761,917
2024-04-19$33.86$35.0075.2%21.6%35.1%61.7%75.6%1.0%-12.8%13.2K2.2M-14.9K1.3554.19N/AN/A55743,5681,928
2024-04-22$34.52$35.0075.7%21.7%36.0%62.5%77.8%0.8%-15.2%14.6K570.5K-15.3K0.9758.11N/AN/A65631,9621,302
2024-04-23$35.22$35.0078.2%22.4%37.1%66.1%80.0%1.4%-17.6%19.4K262.2K-16.2K0.2657.42N/AN/A4071042,0351,339
2024-04-24$31.73$35.0046.0%13.2%51.5%18.6%35.4%-4.2%-0.2%2.0K1.7M-11.3K0.3875.80N/AN/A5272012,3441,384
2024-04-25$33.30$35.0046.1%13.2%54.1%18.7%37.1%-5.5%-1.0%20.4K810.4K-14.0K0.6077.01N/AN/A101612,3791,325
2024-04-26$34.27$35.0041.9%12.0%55.6%12.5%42.2%1.6%0.9%29.1K594.0K-14.3K0.6181.17N/AN/A83512,3771,347
2024-04-29$34.20$35.0045.5%13.0%55.6%17.8%45.3%3.7%-1.6%27.4K643.6K-14.1K0.4183.65N/AN/A63262,3991,373
2024-04-30$32.48$35.0038.1%10.9%57.7%6.9%44.8%0.3%16.8%4.4K1.3M-12.4K2.2982.41N/AN/A14322,4301,382