VICR Options History — October 2024

In October 2024, VICR traded between $40.60 and $49.09. ATM implied volatility averaged 66.0%, placing in the 47.9% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 15.9% (HV 20d: 50.0%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.56.

Notable Days

2024-10-21: Highest Volume — 6,540 contracts
2024-10-08: Largest IV spike — 49.2% change
2024-10-21: Highest IV Rank — 100.0%
2024-10-21: Largest Expected Move — 32.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.26	$40.60	$49.09	$41.17	$46.03
Max Pain	$41.52	$35.00	$45.00	$35.00	$45.00
ATM IV	66.0%	32.5%	112.1%	61.5%	55.9%
Expected Move	19.9%	15.3%	32.1%	17.6%	16.0%
HV 20d	50.0%	43.1%	63.9%	43.1%	61.0%
HV 60d	50.3%	46.6%	55.2%	52.0%	52.2%
IV Rank	47.9%	3.9%	100.0%	44.5%	31.7%
IV Percentile	76.7%	0.4%	100.0%	79.0%	71.8%
Term Structure	-10.5%	-30.4%	9.6%	9.6%	-7.0%
VWIV	69.0%	53.4%	112.5%	61.9%	56.6%
Skew 25d	3.0%	-35.1%	32.9%	-23.4%	-1.6%
Skew 10d	1.5%	-56.2%	34.0%	-42.8%	-5.5%
Call IV 25d	67.6%	43.2%	134.6%	74.1%	56.7%
Put IV 25d	70.6%	50.7%	107.7%	50.7%	55.1%
Bid-Ask Spread %	63.37	28.70	78.55	78.55	55.39
Gamma HHI	0.62	0.33	0.88	0.64	0.48
Net GEX	592.4K	87.7K	1.3M	201.6K	1.2M
Net DEX	-12.7M	-32.1M	-6.0M	-6.0M	-17.7M
Net VEX	-39.7K	-78.5K	-18.5K	-22.4K	-67.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.00	2.20	0.38	0.25
Total Volume	936.304	16	6,540	427	101
Total OI	9,156.957	5,680	14,877	5,680	14,877

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-10-01	$41.17	$35.00	61.5%	17.6%	43.1%	44.5%	61.9%	-23.4%	9.6%	201.6K	-6.0M	-22.4K	0.38	78.55	N/A	N/A	309	118	3,934	1,746
2024-10-02	$41.73	$35.00	61.9%	17.8%	43.1%	45.1%	62.3%	3.7%	7.8%	228.8K	-7.0M	-23.1K	0.01	65.78	N/A	N/A	389	5	4,150	1,765
2024-10-03	$41.23	$45.00	64.6%	19.3%	43.3%	48.8%	64.1%	7.0%	-9.1%	239.6K	-6.7M	-23.3K	0.97	68.76	N/A	N/A	144	139	4,235	1,773
2024-10-04	$42.11	$45.00	50.2%	18.9%	43.3%	28.7%	65.8%	7.2%	-6.7%	277.8K	-7.7M	-23.1K	0.16	67.07	N/A	N/A	188	31	4,333	1,834
2024-10-07	$40.98	$45.00	32.5%	20.4%	44.3%	3.9%	67.7%	9.3%	-11.9%	372.1K	-6.3M	-20.8K	0.15	68.62	N/A	N/A	445	67	4,216	1,830
2024-10-08	$41.49	$40.00	48.5%	19.7%	44.3%	26.3%	67.2%	6.7%	-10.1%	337.4K	-7.6M	-23.2K	0.61	61.85	N/A	N/A	85	52	4,586	1,861
2024-10-09	$41.42	$40.00	70.1%	20.1%	44.2%	56.5%	68.8%	8.4%	-9.0%	314.8K	-7.5M	-23.9K	2.20	72.19	N/A	N/A	5	11	4,660	1,902
2024-10-10	$40.63	$40.00	70.9%	20.3%	44.5%	57.6%	71.7%	8.4%	-12.2%	429.2K	-6.5M	-22.5K	1.91	55.58	N/A	N/A	23	44	4,660	1,903
2024-10-11	$41.56	$40.00	74.9%	21.5%	45.0%	63.2%	67.1%	8.9%	-18.6%	357.8K	-7.7M	-22.4K	0.65	66.01	N/A	N/A	17	11	4,677	1,908
2024-10-14	$41.30	$40.00	68.6%	19.7%	45.1%	54.5%	68.1%	7.8%	-12.7%	486.5K	-7.9M	-20.3K	0.15	61.32	N/A	N/A	67	10	4,694	1,914
2024-10-15	$41.81	$40.00	72.9%	20.9%	45.1%	60.4%	71.3%	32.9%	-16.0%	195.1K	-9.5M	-18.5K	0.12	76.67	N/A	N/A	34	4	4,727	1,924
2024-10-16	$40.60	$40.00	71.8%	20.6%	46.5%	58.9%	70.9%	10.7%	-15.7%	743.4K	-6.7M	-19.7K	0.00	62.09	N/A	N/A	808	2	4,720	1,925
2024-10-17	$41.33	$40.00	73.7%	21.1%	45.9%	61.6%	79.6%	-1.8%	-19.1%	87.7K	-7.2M	-18.8K	0.03	68.33	N/A	N/A	3,312	83	4,121	1,782
2024-10-18	$41.30	$40.00	82.1%	23.5%	45.8%	73.4%	81.1%	6.3%	-14.4%	291.6K	-11.4M	-35.1K	0.04	60.23	N/A	N/A	371	16	8,329	1,824
2024-10-21	$44.02	$40.00	112.1%	32.1%	50.3%	100.0%	112.5%	-35.1%	-30.4%	231.9K	-9.4M	-37.4K	0.03	64.63	N/A	N/A	6,369	171	5,285	886
2024-10-22	$43.22	$40.00	104.0%	29.8%	48.2%	90.2%	107.0%	-0.5%	-28.1%	585.1K	-18.4M	-62.0K	0.76	36.04	N/A	N/A	1,682	1,282	10,927	1,032
2024-10-23	$49.09	$40.00	60.8%	17.4%	63.9%	37.8%	61.0%	4.0%	-6.3%	1.2M	-32.1M	-78.5K	0.66	28.70	N/A	N/A	1,869	1,227	12,013	2,075
2024-10-24	$46.64	$45.00	57.9%	16.6%	60.6%	34.2%	59.9%	13.0%	-5.2%	1.0M	-23.2M	-73.6K	1.42	78.50	N/A	N/A	356	507	11,811	2,337
2024-10-25	$46.25	$45.00	60.9%	17.5%	60.3%	37.8%	61.2%	-3.2%	-10.9%	1.0M	-20.7M	-72.7K	0.30	61.25	N/A	N/A	207	62	11,826	2,452
2024-10-28	$47.84	$45.00	54.2%	15.5%	61.1%	29.7%	54.8%	1.7%	-5.1%	1.3M	-25.2M	-69.8K	0.16	65.80	N/A	N/A	110	18	11,783	2,478
2024-10-29	$46.91	$45.00	53.5%	15.3%	60.8%	28.8%	54.3%	-2.0%	-5.3%	1.3M	-21.3M	-66.9K	1.59	70.86	N/A	N/A	154	245	11,792	2,486
2024-10-30	$46.39	$45.00	53.7%	15.4%	61.1%	29.1%	53.4%	1.1%	-4.5%	1.3M	-18.5M	-67.7K	0.42	63.37	N/A	N/A	272	113	11,900	2,717
2024-10-31	$46.03	$45.00	55.9%	16.0%	61.0%	31.7%	56.6%	-1.6%	-7.0%	1.2M	-17.7M	-67.2K	0.25	55.39	N/A	N/A	81	20	12,061	2,816