VICR Options History — February 2025

In February 2025, VICR traded between $47.45 and $64.94. ATM implied volatility averaged 73.4%, placing in the 50.3% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded below realized volatility by 24.8% (HV 20d: 98.2%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.59.

Notable Days

  • 2025-02-21: Highest Volume — 4,084 contracts
  • 2025-02-07: Largest IV spike — 66.9% change
  • 2025-02-10: Highest IV Rank — 100.0%
  • 2025-02-20: Largest Expected Move — 22.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.88$47.45$64.94$47.45$62.50
Max Pain$52.11$50.00$55.00$55.00$55.00
ATM IV73.4%49.9%119.4%66.5%54.1%
Expected Move19.3%14.3%22.8%19.1%15.5%
HV 20d98.2%88.2%116.4%99.5%92.0%
HV 60d74.1%69.3%82.4%75.9%82.4%
IV Rank50.3%23.2%100.0%45.2%27.8%
IV Percentile81.1%43.7%100.0%82.5%59.1%
Term Structure-3.6%-12.3%9.4%7.3%0.9%
VWIV68.4%52.3%81.9%66.3%57.1%
Skew 25d1.9%-1.2%5.7%3.8%3.0%
Skew 10d3.3%-11.2%23.6%0.7%8.2%
Call IV 25d68.0%51.1%81.4%65.4%53.1%
Put IV 25d69.9%54.9%81.8%69.2%56.1%
Bid-Ask Spread %55.9040.1974.9874.9871.30
Gamma HHI0.280.230.390.360.28
Net GEX124.8K30.9K273.0K30.9K273.0K
Net DEX-5.4M-18.8M244.8K244.8K-13.3M
Net VEX-30.0K-44.5K-24.0K-24.0K-44.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.001.650.371.46
Total Volume684.6841504,084170416
Total OI5,6144,6127,7234,6126,690

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$47.45$55.0066.5%19.1%99.5%45.2%66.3%3.8%7.3%30.9K244.8K-24.0K0.3774.98N/AN/A124462,8841,728
2025-02-04$49.32$55.0066.5%19.1%97.9%45.2%67.8%-0.7%5.7%61.7K-939.7K-25.9K0.0068.59N/AN/A26312,9831,742
2025-02-05$50.40$55.0064.1%18.4%98.2%42.3%63.9%2.0%9.4%91.0K-1.7M-26.6K1.6566.31N/AN/A691143,1371,743
2025-02-06$50.21$50.0065.0%20.9%97.3%43.4%73.2%1.9%-4.2%80.2K-1.4M-26.6K0.0947.18N/AN/A165153,1451,801
2025-02-07$49.87$50.00108.5%21.0%97.3%95.7%72.8%2.8%-4.2%77.7K-2.0M-28.2K0.2749.27N/AN/A4071103,1561,804
2025-02-10$52.19$50.00118.7%21.5%98.1%100.0%74.1%1.3%-6.4%101.4K-3.4M-28.7K0.3745.03N/AN/A176653,2241,866
2025-02-11$49.51$50.00119.4%21.3%99.6%100.0%74.3%0.8%-5.9%80.1K-1.7M-27.3K0.9945.93N/AN/A92913,3471,893
2025-02-12$47.73$50.0075.3%21.6%100.3%51.2%76.9%-1.2%-8.3%56.8K-462.5K-25.4K0.7448.82N/AN/A1371023,3441,941
2025-02-13$49.77$50.0075.4%21.6%101.3%51.4%76.4%-1.0%-11.5%88.4K-1.9M-27.5K0.4244.97N/AN/A3761583,4511,968
2025-02-14$49.75$50.0075.7%21.7%101.3%51.7%76.3%-0.9%-9.9%98.6K-2.1M-28.0K0.0046.58N/AN/A32003,7282,033
2025-02-18$51.15$50.0078.5%22.5%99.6%54.9%80.1%0.2%-8.7%115.6K-3.2M-26.7K0.2040.19N/AN/A125253,7552,033
2025-02-19$50.58$50.0078.1%22.4%92.9%54.3%81.9%2.1%-12.0%113.1K-2.7M-26.1K0.3755.79N/AN/A3071143,8262,038
2025-02-20$51.85$50.0079.7%22.8%89.9%56.1%81.3%0.4%-12.3%136.2K-4.0M-27.3K1.4646.69N/AN/A8791,2823,9962,076
2025-02-21$63.33$50.0049.9%14.3%115.3%23.2%55.0%5.7%-1.0%123.4K-18.8M-26.6K0.3653.74N/AN/A3,0001,0844,7203,003
2025-02-24$60.62$55.0051.8%14.9%116.4%25.3%52.3%3.0%0.1%177.6K-9.6M-35.4K0.8954.67N/AN/A4023593,4542,189
2025-02-25$61.12$55.0054.1%15.5%88.2%27.9%55.2%3.2%-0.6%200.4K-10.6M-38.2K0.9769.14N/AN/A3763643,6842,225
2025-02-26$64.94$55.0056.2%16.1%88.8%30.1%57.7%5.5%-5.1%246.3K-14.4M-37.3K0.4164.23N/AN/A5082073,7832,144
2025-02-27$61.40$55.0057.0%16.3%92.0%31.0%56.7%3.6%-1.9%218.1K-11.0M-39.7K0.2368.72N/AN/A5931373,8932,239
2025-02-28$62.50$55.0054.1%15.5%92.0%27.8%57.1%3.0%0.9%273.0K-13.3M-44.5K1.4671.30N/AN/A1692474,3922,298