VICR Options History — June 2024

In June 2024, VICR traded between $31.95 and $35.44. ATM implied volatility averaged 42.7%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 9.8% (HV 20d: 32.9%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 1.92.

Notable Days

  • 2024-06-13: Highest Volume — 690 contracts
  • 2024-06-07: Largest IV spike — 58.3% change
  • 2024-06-07: Highest IV Rank — 42.2%
  • 2024-06-17: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.05$31.95$35.44$35.20$32.91
Max Pain$36.05$35.00$40.00$35.00$35.00
ATM IV42.7%29.7%62.0%43.0%40.6%
Expected Move12.0%8.5%13.6%12.3%11.6%
HV 20d32.9%17.8%41.5%17.8%41.5%
HV 60d41.7%40.0%42.9%40.0%42.8%
IV Rank15.0%0.0%42.2%14.2%15.2%
IV Percentile17.1%0.0%82.5%13.1%7.9%
Term Structure9.9%-4.1%25.8%-0.5%23.6%
VWIV39.4%28.6%47.6%43.1%40.6%
Skew 25d-0.7%-15.6%23.1%15.7%5.1%
Skew 10d-1.6%-33.9%25.3%25.3%-7.5%
Call IV 25d39.2%26.8%47.7%36.7%47.7%
Put IV 25d38.5%26.9%57.0%52.4%52.8%
Bid-Ask Spread %100.3197.14102.76100.92102.31
Gamma HHI0.310.270.390.300.28
Net GEX7.2K-15.8K34.3K-3.1K25.1K
Net DEX169.0K-411.8K919.2K75.8K-140.6K
Net VEX-14.5K-17.3K-12.7K-14.3K-14.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.920.0620.505.000.11
Total Volume116.9472690219
Total OI4,038.1583,6914,5643,7034,024

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$35.20$35.0043.0%12.3%17.8%14.2%43.1%15.7%-0.5%-3.1K75.8K-14.3K0.00100.92N/AN/A022,2121,491
2024-06-04$33.25$35.0044.3%12.7%26.5%16.1%44.3%3.9%-2.3%-15.8K919.2K-13.0K5.00101.99N/AN/A5252,2121,491
2024-06-05$34.38$35.0041.6%11.9%28.9%12.0%42.8%5.5%0.8%-11.9K445.2K-14.0K1.0599.34N/AN/A65682,2111,480
2024-06-06$34.61$40.0039.2%11.8%28.9%8.5%31.2%2.2%6.3%-8.4K294.1K-13.9K20.50102.52N/AN/A2412,2671,531
2024-06-07$34.61$40.0062.0%12.9%28.9%42.2%35.5%0.2%-4.1%-5.3K452.0K-13.8K0.40102.76N/AN/A131522,2671,543
2024-06-10$35.44$40.0044.5%12.2%29.5%16.3%41.5%-8.0%10.2%-959-17.2K-14.2K0.1199.54N/AN/A4552,2821,553
2024-06-11$34.31$40.0044.5%12.3%32.1%16.3%42.8%-13.5%10.2%-8.6K425.3K-13.8K0.8598.01N/AN/A13112,3201,555
2024-06-12$34.80$35.0041.6%11.9%32.3%12.1%44.3%-7.7%9.8%-6.0K293.9K-13.7K0.1399.66N/AN/A6482,3321,566
2024-06-13$35.13$35.0041.9%12.0%31.6%12.6%41.7%-11.1%9.1%-5.2K80.9K-14.0K0.0697.14N/AN/A654362,3591,569
2024-06-14$34.05$35.0039.3%11.3%33.5%8.7%38.3%-15.6%12.8%5.9K217.7K-16.1K0.6298.52N/AN/A55342,8081,565
2024-06-17$34.23$35.0047.6%13.6%33.4%20.9%47.6%23.1%5.3%14.8K-173.7K-17.1K0.2199.86N/AN/A82172,9131,557
2024-06-18$34.66$35.0042.2%12.1%33.7%12.9%44.5%-11.2%10.2%13.3K-362.6K-17.3K0.4997.78N/AN/A59292,9271,574
2024-06-20$34.55$35.0042.6%12.2%33.5%13.5%30.3%0.5%6.2%16.5K-411.8K-16.5K0.38101.73N/AN/A77292,9271,572
2024-06-21$32.95$35.0041.1%11.8%36.6%11.3%39.2%-9.8%14.7%21.9K750.6K-14.9K0.10101.25N/AN/A275282,9751,589
2024-06-24$32.80$35.0029.7%8.5%36.6%0.0%30.5%-2.2%25.8%27.8K397.4K-12.9K0.41101.95N/AN/A69282,7161,338
2024-06-25$31.95$35.0040.1%11.5%37.5%14.5%28.6%0.7%20.7%12.3K580.5K-12.7K0.2999.17N/AN/A34102,7371,258
2024-06-26$33.37$35.0042.8%12.3%41.1%18.3%42.8%7.0%14.0%30.9K-224.9K-14.2K0.1199.26N/AN/A132142,7711,214
2024-06-27$33.74$35.0043.4%12.4%41.1%19.1%0.0%2.0%15.7%34.3K-391.6K-14.6K0.00102.25N/AN/A042,7791,240
2024-06-28$32.91$35.0040.6%11.6%41.5%15.2%40.6%5.1%23.6%25.1K-140.6K-14.1K0.00102.31N/AN/A0192,7791,245