VICR Options History — December 2024

In December 2024, VICR traded between $48.59 and $57.73. ATM implied volatility averaged 50.9%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded below realized volatility by 5.4% (HV 20d: 56.3%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 3.98.

Notable Days

  • 2024-12-09: Highest Volume — 471 contracts
  • 2024-12-11: Largest IV drop — 19.8% change
  • 2024-12-10: Highest IV Rank — 34.5%
  • 2024-12-19: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.15$48.59$57.73$57.66$48.59
Max Pain$46.43$45.00$55.00$55.00$45.00
ATM IV50.9%46.2%57.6%54.2%50.4%
Expected Move14.3%12.9%15.8%15.5%14.4%
HV 20d56.3%46.4%75.0%72.9%46.4%
HV 60d61.2%59.4%63.2%59.4%61.4%
IV Rank26.5%20.8%34.5%30.5%25.8%
IV Percentile55.8%34.9%73.0%68.3%54.8%
Term Structure5.7%-6.1%16.2%-6.1%1.2%
VWIV50.4%42.0%55.7%53.4%51.3%
Skew 25d3.0%0.9%9.0%7.5%1.0%
Skew 10d7.5%-5.9%22.4%14.3%8.6%
Call IV 25d49.1%45.8%53.2%50.5%50.7%
Put IV 25d52.2%46.9%60.9%58.0%51.7%
Bid-Ask Spread %78.2868.8495.7174.7475.68
Gamma HHI0.350.200.580.450.24
Net GEX27.4K-337.6K250.2K214.3K50.9K
Net DEX-6.3M-15.0M5.7M-14.2M-2.7M
Net VEX-38.6K-53.1K-27.3K-53.1K-27.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.980.0017.500.297.00
Total Volume112.667947197120
Total OI8,765.5244,44210,59510,2674,935

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$57.66$55.0054.2%15.5%72.9%30.5%53.4%7.5%-6.1%214.3K-14.2M-53.1K0.2974.74N/AN/A75225,5694,698
2024-12-03$55.39$55.0051.7%14.8%75.0%27.4%52.1%3.1%-4.9%125.2K-10.4M-52.6K3.2679.83N/AN/A311015,6284,699
2024-12-04$57.73$55.0047.5%13.6%67.3%22.3%51.0%0.9%-0.9%233.8K-15.0M-50.9K0.4580.49N/AN/A29135,6514,711
2024-12-05$57.30$45.0049.1%12.9%56.7%24.3%42.0%0.9%13.4%250.2K-15.0M-49.2K1.6273.41N/AN/A631025,6754,720
2024-12-06$56.98$45.0047.9%13.1%56.7%22.8%45.8%1.4%16.2%204.3K-13.5M-49.6K0.3669.51N/AN/A1455,7124,765
2024-12-09$55.86$45.0053.8%12.9%56.3%29.9%46.8%1.8%11.9%92.4K-10.4M-47.3K0.0176.85N/AN/A46655,7224,767
2024-12-10$54.16$45.0057.6%13.9%56.1%34.5%50.9%5.8%12.8%-13.5K-6.3M-46.3K2.8085.04N/AN/A5145,6744,770
2024-12-11$54.70$45.0046.2%13.2%54.4%20.8%47.4%3.5%11.9%-10.1K-7.5M-44.0K8.0072.95N/AN/A185,6794,770
2024-12-12$53.09$45.0048.0%13.8%55.3%23.0%48.2%4.0%10.1%-87.8K-3.6M-43.1K0.8868.84N/AN/A26235,6804,774
2024-12-13$54.43$45.0048.3%13.8%47.6%23.3%49.3%0.9%10.9%-108.6K-6.4M-39.9K5.1079.34N/AN/A311585,6604,766
2024-12-16$56.14$45.0047.8%13.7%47.5%22.7%49.0%1.2%12.4%1.2K-11.0M-35.5K0.0079.15N/AN/A5305,6894,830
2024-12-17$53.02$45.0051.2%14.7%52.3%26.8%51.4%3.8%7.9%-337.6K-2.7M-34.5K11.0078.87N/AN/A3335,7244,830
2024-12-18$50.50$45.0054.6%15.7%54.1%30.9%55.7%9.0%5.8%-134.4K1.1M-34.9K4.8995.71N/AN/A9445,7234,826
2024-12-19$49.09$45.0055.0%15.8%54.4%31.3%54.8%2.5%5.5%-212.5K5.7M-30.6K1.0976.18N/AN/A54595,7444,851
2024-12-20$49.17$45.0051.1%14.6%54.3%26.7%51.3%1.0%3.0%49.2K295.9K-28.8K0.5878.84N/AN/A72425,7933,353
2024-12-23$49.39$45.0050.2%14.4%53.7%25.7%51.9%2.5%3.5%50.7K-3.3M-28.3K1.9573.82N/AN/A38742,4422,000
2024-12-24$51.58$45.0051.0%14.6%55.4%26.6%51.1%4.6%1.3%54.7K-4.9M-28.2K1.0284.47N/AN/A2202252,4582,070
2024-12-26$51.94$45.0050.7%14.5%54.7%26.2%50.4%2.6%3.0%56.1K-5.3M-29.3K0.2481.02N/AN/A1742,6312,264
2024-12-27$49.90$45.0051.7%14.8%55.4%27.4%52.8%3.8%-0.4%47.8K-3.7M-29.1K15.5078.04N/AN/A2312,6372,268
2024-12-30$49.43$45.0051.2%14.7%55.4%26.8%51.8%1.9%0.4%49.7K-3.4M-27.8K17.5081.03N/AN/A4702,6392,279
2024-12-31$48.59$45.0050.4%14.4%46.4%25.8%51.3%1.0%1.2%50.9K-2.7M-27.3K7.0075.68N/AN/A151052,6432,292