VICR Options History — August 2024

In August 2024, VICR traded between $35.45 and $39.22. ATM implied volatility averaged 49.0%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 8.1% (HV 20d: 57.1%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 1.45.

Notable Days

  • 2024-08-01: Highest Volume — 346 contracts
  • 2024-08-12: Largest IV spike — 31.0% change
  • 2024-08-12: Highest IV Rank — 55.3%
  • 2024-08-02: Largest Expected Move — 17.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.63$35.45$39.22$39.22$38.33
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV49.0%34.1%69.2%52.3%40.3%
Expected Move13.3%9.8%17.6%15.0%11.6%
HV 20d57.1%47.2%60.7%56.0%47.2%
HV 60d46.6%41.7%49.9%41.7%48.0%
IV Rank27.0%6.1%55.3%31.6%14.8%
IV Percentile44.5%2.4%86.1%67.5%11.1%
Term Structure4.1%-3.2%29.2%-2.8%3.6%
VWIV46.5%36.3%60.9%54.1%40.3%
Skew 25d-2.1%-20.8%7.2%2.8%4.1%
Skew 10d-3.2%-31.3%21.9%-8.5%8.1%
Call IV 25d48.2%40.4%61.0%53.6%40.4%
Put IV 25d46.0%28.8%68.2%56.4%44.5%
Bid-Ask Spread %84.7764.23110.9778.1768.68
Gamma HHI0.390.330.700.390.41
Net GEX52.1K-24.0K158.4K49.7K64.5K
Net DEX-1.1M-2.2M453.8K-1.9M-1.2M
Net VEX-16.1K-18.9K-13.9K-18.9K-16.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.450.007.923.490.06
Total Volume74134634675
Total OI3,503.9552,8953,9923,9823,159

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$39.22$40.0052.3%15.0%56.0%31.6%54.1%2.8%-2.8%49.7K-1.9M-18.9K3.4978.17N/AN/A772692,2081,774
2024-08-02$37.23$40.0061.4%17.6%59.5%44.3%60.9%4.5%3.3%37.2K-889.4K-18.1K7.9287.85N/AN/A131032,1881,672
2024-08-05$36.47$40.0063.1%17.5%60.3%46.8%55.1%7.2%-2.7%25.7K-705.0K-17.5K4.78109.03N/AN/A9432,1851,645
2024-08-06$36.99$40.0050.6%13.7%60.4%29.2%59.9%-20.8%-3.2%36.1K-863.6K-17.0K0.53101.94N/AN/A40212,1761,634
2024-08-07$36.52$40.0060.8%16.5%60.7%43.5%0.0%-7.0%-2.1%34.4K-575.2K-16.5K0.0387.64N/AN/A7622,1961,635
2024-08-08$37.38$40.0062.7%13.8%58.9%46.1%39.3%-12.3%2.7%40.9K-1.3M-17.6K4.00110.97N/AN/A142,2481,636
2024-08-09$37.05$40.0052.8%12.0%59.0%32.3%0.0%3.6%29.2%37.2K-707.6K-16.1K0.00102.98N/AN/A042,2471,643
2024-08-12$35.92$40.0069.2%14.1%59.7%55.3%49.5%-2.0%3.2%13.4K4.4K-14.8K0.5990.74N/AN/A29172,2471,644
2024-08-13$36.77$40.0049.4%13.9%50.4%27.6%36.3%3.5%4.1%23.5K-394.7K-15.1K0.0092.80N/AN/A502,2751,651
2024-08-14$35.45$40.0048.0%13.8%50.9%25.6%45.3%-12.1%3.4%-24.0K453.8K-13.9K0.4087.98N/AN/A65262,2761,651
2024-08-15$38.89$40.0044.4%12.7%59.5%20.6%45.1%1.2%0.2%158.4K-2.2M-15.4K0.0884.02N/AN/A127102,2951,582
2024-08-16$37.86$40.0042.1%12.1%59.6%17.3%42.7%2.5%5.5%58.7K-1.3M-15.7K0.2092.88N/AN/A60122,4201,572
2024-08-19$37.99$40.0040.3%11.5%57.9%14.7%40.3%1.6%5.2%62.4K-1.4M-15.1K0.4478.67N/AN/A32141,7651,130
2024-08-20$37.21$40.0034.1%9.8%57.8%6.1%0.0%3.1%24.7%59.5K-1.1M-15.0K0.4380.82N/AN/A30131,7971,145
2024-08-21$38.14$40.0042.0%12.0%58.3%17.1%41.8%3.5%3.3%66.9K-1.4M-15.6K0.2874.52N/AN/A3291,8301,158
2024-08-22$37.37$40.0046.3%13.3%58.4%23.2%0.0%-0.2%0.4%62.9K-1.1M-15.2K0.0082.99N/AN/A011,8421,168
2024-08-23$38.86$40.0043.2%12.4%58.1%18.9%43.2%-15.1%3.0%69.4K-1.8M-16.2K0.9484.20N/AN/A65611,8421,169
2024-08-26$38.84$40.0044.0%12.6%58.1%20.0%46.6%-17.3%2.4%70.5K-1.8M-16.6K0.1269.73N/AN/A99121,8881,220
2024-08-27$38.61$40.0043.5%12.5%57.7%19.3%0.0%1.6%2.6%64.0K-1.5M-16.0K0.2965.12N/AN/A63181,8221,230
2024-08-28$38.22$40.0044.9%12.9%56.3%21.3%0.0%-0.7%2.1%64.2K-1.3M-16.1K0.0068.90N/AN/A021,8721,238
2024-08-29$38.61$40.0042.4%12.2%50.8%17.8%43.5%1.9%2.9%70.2K-1.6M-15.9K3.0564.23N/AN/A22671,8721,240
2024-08-30$38.33$40.0040.3%11.6%47.2%14.8%40.3%4.1%3.6%64.5K-1.2M-16.2K0.0668.68N/AN/A7141,8531,306