VICR Options History — May 2024

In May 2024, VICR traded between $32.21 and $34.95. ATM implied volatility averaged 41.6%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded below realized volatility by 4.6% (HV 20d: 46.2%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 1.83.

Notable Days

  • 2024-05-16: Highest Volume — 299 contracts
  • 2024-05-02: Largest IV drop — 27.5% change
  • 2024-05-01: Highest IV Rank — 42.6%
  • 2024-05-01: Largest Expected Move — 17.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.81$32.21$34.95$32.21$34.87
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV41.6%36.6%62.3%62.3%41.4%
Expected Move11.8%10.5%17.9%17.9%11.9%
HV 20d46.2%22.7%59.1%56.8%22.7%
HV 60d60.9%39.9%79.3%78.8%39.9%
IV Rank12.1%4.7%42.6%42.6%11.8%
IV Percentile11.3%0.8%83.3%83.3%8.7%
Term Structure-0.4%-27.5%3.4%-27.5%1.4%
VWIV40.3%34.5%51.8%50.3%40.5%
Skew 25d0.4%-10.1%15.7%-4.7%15.7%
Skew 10d0.4%-17.3%25.1%-17.3%25.1%
Call IV 25d40.2%29.9%53.2%53.2%32.6%
Put IV 25d40.6%25.9%49.3%48.5%48.3%
Bid-Ask Spread %94.6681.58112.4798.44100.64
Gamma HHI0.280.220.330.230.30
Net GEX874-9.0K28.2K4.0K-5.4K
Net DEX821.1K100.9K1.6M1.4M277.2K
Net VEX-13.7K-15.3K-12.1K-12.1K-14.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.830.047.002.007.00
Total Volume75.5458299188
Total OI3,883.4093,3894,3453,8263,696

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$32.21$35.0062.3%17.9%56.8%42.6%50.3%-4.7%-27.5%4.0K1.4M-12.1K2.0098.44N/AN/A6122,4331,393
2024-05-02$32.71$35.0045.2%13.0%57.1%17.3%51.8%-1.7%-2.4%6.6K1.2M-12.5K0.6587.96N/AN/A71462,4361,384
2024-05-03$34.10$35.0036.6%10.5%59.1%4.7%38.4%-8.4%1.2%28.2K528.0K-14.3K1.1098.45N/AN/A21232,4991,429
2024-05-06$33.44$35.0046.6%12.2%57.8%19.5%40.7%-0.2%0.0%11.0K1.0M-13.2K1.0885.03N/AN/A13142,5081,450
2024-05-07$33.20$35.0041.1%11.7%57.0%11.3%40.7%0.5%0.9%6.7K1.3M-12.6K0.8983.97N/AN/A18162,5101,449
2024-05-08$33.10$35.0043.1%11.7%56.0%14.2%36.6%0.4%0.8%1.1K1.4M-12.5K1.0081.58N/AN/A21212,5111,466
2024-05-09$33.35$35.0040.1%11.4%55.4%9.8%39.5%0.5%0.6%2.2K1.3M-12.1K2.1985.52N/AN/A521142,5121,478
2024-05-10$33.02$35.0039.1%11.1%54.7%8.4%37.0%1.5%2.0%-4.8K1.6M-13.1K0.3385.12N/AN/A58192,5831,598
2024-05-13$33.26$35.0047.0%11.4%53.3%20.0%39.7%0.9%0.4%2.5K1.2M-12.9K5.3386.58N/AN/A3162,6401,540
2024-05-14$33.08$35.0036.7%11.5%52.6%4.8%40.8%1.5%-0.2%-1.2K1.3M-13.0K1.0788.57N/AN/A981052,6401,541
2024-05-15$33.82$35.0038.0%10.9%53.0%6.7%37.7%0.6%1.1%4.5K1.1M-13.5K3.7584.97N/AN/A8302,7231,613
2024-05-16$33.47$35.0038.8%11.1%53.1%7.9%38.8%-10.1%1.6%10.1K1.0M-13.7K1.06110.14N/AN/A1451542,7261,619
2024-05-17$33.70$35.0038.2%10.9%52.6%7.0%39.8%0.2%3.4%-9.0K1.0M-13.6K0.1086.12N/AN/A5052,7621,571
2024-05-20$33.82$35.0037.9%10.9%52.1%6.6%37.9%-8.1%2.2%-8.9K649.3K-13.1K0.49107.95N/AN/A136672,0461,343
2024-05-21$34.16$35.0039.8%11.4%51.7%9.3%36.2%-8.3%2.1%-3.2K366.8K-14.6K4.00103.23N/AN/A282,1581,405
2024-05-22$34.91$35.0039.7%11.4%35.2%9.2%41.0%9.0%1.8%778100.9K-15.3K0.58107.94N/AN/A24142,1591,412
2024-05-23$34.73$35.0039.2%11.2%31.3%8.5%38.9%3.8%-0.4%-1.0K193.0K-14.9K1.31112.47N/AN/A29382,1771,422
2024-05-24$34.66$35.0038.5%11.0%29.7%7.5%35.9%-9.1%2.0%-7.0K293.7K-15.0K2.00105.16N/AN/A13262,1801,460
2024-05-28$34.86$35.0041.2%11.8%29.7%11.4%46.7%5.7%-0.3%-5.9K253.7K-14.6K0.0092.77N/AN/A0412,1801,458
2024-05-29$34.43$35.0042.4%12.2%23.0%13.2%34.5%12.3%1.0%-8.0K388.9K-14.6K0.0496.39N/AN/A5322,1801,475
2024-05-30$34.95$35.0042.6%12.2%23.0%13.6%43.7%7.0%-0.1%-4.2K174.0K-15.0K2.4493.45N/AN/A18442,1971,473
2024-05-31$34.87$35.0041.4%11.9%22.7%11.8%40.5%15.7%1.4%-5.4K277.2K-14.8K7.00100.64N/AN/A172,2111,485