VICR Options History — January 2025

In January 2025, VICR traded between $46.78 and $60.48. ATM implied volatility averaged 57.6%, placing in the 34.5% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded below realized volatility by 5.0% (HV 20d: 62.7%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.72.

Notable Days

  • 2025-01-21: Highest Volume — 716 contracts
  • 2025-01-13: Largest IV spike — 24.1% change
  • 2025-01-13: Highest IV Rank — 48.7%
  • 2025-01-30: Largest Expected Move — 19.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.02$46.78$60.48$47.90$51.06
Max Pain$49.25$45.00$55.00$45.00$55.00
ATM IV57.6%49.1%69.4%52.0%62.3%
Expected Move16.3%14.6%19.5%14.9%17.9%
HV 20d62.7%45.0%96.9%45.0%95.9%
HV 60d65.4%61.0%74.4%61.2%74.4%
IV Rank34.5%24.2%48.7%27.8%40.1%
IV Percentile70.2%43.3%86.1%62.3%79.0%
Term Structure5.9%-2.4%12.6%1.2%6.1%
VWIV57.1%50.9%66.6%51.0%61.5%
Skew 25d2.2%-2.1%11.6%0.7%0.8%
Skew 10d6.1%-1.9%30.0%6.8%1.2%
Call IV 25d56.2%50.7%64.0%52.3%62.6%
Put IV 25d58.3%52.6%67.1%53.0%63.4%
Bid-Ask Spread %64.1650.9882.3878.2150.98
Gamma HHI0.320.240.510.240.33
Net GEX83.6K36.1K157.4K47.6K66.6K
Net DEX-3.4M-7.4M153.2K-2.1M-1.7M
Net VEX-25.2K-27.6K-21.8K-26.6K-27.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.720.013.520.300.20
Total Volume244.9534716203166
Total OI4,5682,6565,2314,9744,529

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$47.90$45.0052.0%14.9%45.0%27.8%51.0%0.7%1.2%47.6K-2.1M-26.6K0.3078.21N/AN/A156472,6502,324
2025-01-03$50.94$45.0050.8%14.6%48.3%26.3%50.9%1.9%1.7%64.6K-4.6M-27.3K0.1782.38N/AN/A125212,6782,339
2025-01-06$51.49$45.0052.4%15.8%48.7%28.2%55.9%3.7%5.8%74.4K-5.5M-26.5K3.5259.77N/AN/A481692,7852,361
2025-01-07$49.63$45.0054.1%15.2%49.9%30.3%53.4%0.9%5.9%62.6K-3.6M-26.3K0.3058.35N/AN/A54162,7832,439
2025-01-08$49.09$45.0049.1%15.7%49.7%24.2%54.7%1.8%6.7%58.6K-3.1M-25.5K1.2463.75N/AN/A17212,7602,441
2025-01-10$47.97$45.0055.9%16.0%49.3%32.5%55.5%2.8%4.9%64.1K-2.2M-24.5K0.5062.72N/AN/A32162,7762,437
2025-01-13$46.78$45.0069.4%17.0%49.4%48.7%58.0%4.8%5.5%93.5K-996.0K-22.1K2.2366.18N/AN/A1052342,8032,428
2025-01-14$47.89$45.0066.7%16.1%49.8%45.5%56.4%2.2%5.0%118.5K-2.8M-22.6K0.0164.88N/AN/A15812,8542,283
2025-01-15$48.55$50.0054.6%15.7%49.1%30.9%54.4%2.1%6.6%153.8K-3.5M-22.3K0.1067.43N/AN/A3132,9352,280
2025-01-16$48.61$50.0054.1%15.5%47.2%30.3%54.4%0.9%-2.4%157.4K-3.6M-21.8K0.3464.71N/AN/A53182,9602,253
2025-01-17$51.49$50.0054.6%15.7%48.7%30.9%54.3%3.8%6.8%51.1K-7.4M-22.1K0.1167.74N/AN/A474502,9672,212
2025-01-21$56.69$50.0054.1%15.5%56.6%30.3%54.4%2.4%12.6%80.7K-4.7M-23.8K0.1055.46N/AN/A651651,702954
2025-01-22$60.48$50.0055.4%15.9%58.7%31.8%56.1%-2.1%10.3%129.5K-7.4M-26.0K1.1359.55N/AN/A1721952,2001,018
2025-01-23$58.17$50.0055.6%15.9%61.2%32.1%59.5%-0.3%9.3%133.3K-6.4M-27.5K0.3252.57N/AN/A211682,3081,146
2025-01-24$57.45$50.0054.3%15.6%61.7%30.5%55.7%0.8%10.7%132.0K-5.8M-27.6K0.8661.76N/AN/A2462112,4221,180
2025-01-27$47.00$55.0064.4%18.5%94.8%42.6%64.1%3.1%7.3%36.1K153.2K-23.4K0.7371.81N/AN/A3752722,6441,357
2025-01-28$49.52$55.0061.8%17.7%96.9%39.6%62.9%0.6%8.1%45.3K-933.4K-26.1K0.8966.31N/AN/A1121002,6791,572
2025-01-29$49.41$55.0062.7%18.0%95.9%40.6%66.6%0.6%5.7%46.7K-852.9K-26.8K1.2660.92N/AN/A39492,7641,651
2025-01-30$50.34$55.0068.2%19.5%96.1%47.2%63.3%11.6%1.0%55.6K-1.3M-26.9K0.1367.81N/AN/A104142,7921,694
2025-01-31$51.06$55.0062.3%17.9%95.9%40.1%61.5%0.8%6.1%66.6K-1.7M-27.4K0.2050.98N/AN/A138282,8231,706