VICR Options History — July 2024

In July 2024, VICR traded between $32.50 and $42.09. ATM implied volatility averaged 54.7%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 10.4% (HV 20d: 44.2%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.71.

Notable Days

  • 2024-07-24: Highest Volume — 894 contracts
  • 2024-07-10: Largest IV spike — 53.9% change
  • 2024-07-23: Highest IV Rank — 71.4%
  • 2024-07-23: Largest Expected Move — 23.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.60$32.50$42.09$32.50$42.09
Max Pain$36.14$35.00$40.00$35.00$40.00
ATM IV54.7%32.8%80.7%32.8%55.5%
Expected Move16.6%9.4%23.1%9.4%15.9%
HV 20d44.2%35.0%52.5%41.6%47.9%
HV 60d41.7%39.1%46.0%42.6%39.1%
IV Rank34.9%4.3%71.4%4.3%36.0%
IV Percentile55.5%0.4%93.3%0.4%74.2%
Term Structure-2.9%-18.7%31.9%23.7%-11.3%
VWIV57.9%26.4%84.8%26.4%53.9%
Skew 25d4.1%-8.4%21.4%4.3%6.5%
Skew 10d5.0%-43.3%43.3%-1.1%21.5%
Call IV 25d55.6%27.2%82.1%27.2%47.1%
Put IV 25d59.8%30.7%90.4%31.4%53.6%
Bid-Ask Spread %85.2559.72106.74104.6869.28
Gamma HHI0.420.280.750.290.42
Net GEX67.4K13.9K171.4K13.9K90.6K
Net DEX-1.7M-4.2M395.1K395.1K-4.2M
Net VEX-16.0K-19.5K-12.5K-12.5K-18.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.710.028.450.421.79
Total Volume249.727089444329
Total OI4,094.0453,1335,0104,0423,948

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$32.50$35.0032.8%9.4%41.6%4.3%26.4%4.3%23.7%13.9K395.1K-12.5K0.42104.68N/AN/A31132,7791,263
2024-07-02$33.47$35.0033.2%9.5%43.0%4.8%37.2%-6.7%21.6%33.8K-229.5K-13.8K7.60102.88N/AN/A151142,7941,275
2024-07-03$33.45$35.0033.2%9.5%37.9%4.9%41.8%-1.3%31.9%27.0K-196.8K-14.6K4.00106.74N/AN/A142,8141,389
2024-07-05$33.02$35.0032.8%16.7%36.1%4.3%58.1%2.0%-4.0%25.0K144.6K-14.0K4.3384.91N/AN/A3132,8151,393
2024-07-08$33.11$35.0039.8%19.0%36.0%14.0%0.0%-0.4%-11.4%32.4K-75.5K-13.9K0.0093.82N/AN/A002,8181,402
2024-07-09$33.27$35.0040.1%17.5%36.1%14.5%61.5%16.2%-4.9%29.9K88.7K-13.7K0.0095.52N/AN/A022,8181,402
2024-07-10$33.55$35.0061.7%17.7%35.0%44.8%61.2%6.9%-8.4%31.2K-156.1K-13.7K1.4086.49N/AN/A572,8181,404
2024-07-11$35.23$35.0063.5%18.2%37.7%47.4%60.9%-8.4%-9.1%51.0K-833.6K-14.3K8.4594.92N/AN/A201692,8231,411
2024-07-12$35.41$35.0061.8%17.7%37.4%44.9%0.0%3.1%-7.8%54.4K-1.0M-14.5K0.1796.97N/AN/A175292,8341,407
2024-07-15$36.13$35.0064.5%18.5%37.9%48.7%64.1%7.6%-0.3%65.4K-1.4M-14.1K0.9476.65N/AN/A81762,9291,399
2024-07-16$39.52$35.0068.1%19.5%47.2%53.8%67.9%21.4%-12.7%171.4K-3.5M-14.8K0.1393.69N/AN/A296372,9901,463
2024-07-17$38.36$35.0066.9%19.2%49.1%52.1%67.1%-3.9%-13.0%128.2K-3.1M-15.1K0.4074.37N/AN/A65263,1701,493
2024-07-18$36.86$35.0074.0%21.2%51.6%62.0%76.3%-1.6%-9.4%88.3K-2.1M-15.5K0.3859.72N/AN/A5241973,1621,524
2024-07-19$35.95$35.0074.7%21.4%52.5%62.9%75.7%-1.9%-12.9%42.9K-2.2M-16.5K0.1173.30N/AN/A257273,4401,570
2024-07-22$37.44$35.0080.2%23.0%50.8%70.7%78.2%1.5%-15.8%54.2K-2.0M-18.2K0.6777.47N/AN/A52351,9371,196
2024-07-23$38.32$35.0080.7%23.1%50.9%71.4%84.8%8.2%-18.7%60.2K-2.4M-18.1K1.0871.88N/AN/A3663951,9321,201
2024-07-24$37.86$35.0052.0%14.9%49.9%31.2%53.7%-2.5%-2.8%71.5K-2.1M-19.5K0.8882.61N/AN/A4754192,1901,503
2024-07-25$38.55$40.0051.9%14.9%48.3%31.0%51.6%-1.7%-3.6%77.9K-2.3M-19.2K0.0281.18N/AN/A42392,2871,530
2024-07-26$40.22$40.0036.9%10.6%49.9%10.1%38.9%13.6%8.2%127.0K-3.7M-18.8K0.4185.32N/AN/A191792,3271,523
2024-07-29$40.14$40.0050.0%14.3%48.5%28.3%50.0%19.1%-2.6%106.4K-3.3M-19.1K0.0682.48N/AN/A277172,3361,547
2024-07-30$40.81$40.0048.1%13.8%47.8%25.8%48.1%8.5%-0.7%100.8K-3.6M-18.5K1.0080.53N/AN/A1201202,2491,564
2024-07-31$42.09$40.0055.5%15.9%47.9%36.0%53.9%6.5%-11.3%90.6K-4.2M-18.7K1.7969.28N/AN/A1182112,2661,682