VICR Options History — March 2025

In March 2025, VICR traded between $47.16 and $60.78. ATM implied volatility averaged 59.5%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded below realized volatility by 41.2% (HV 20d: 100.7%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.76.

Notable Days

  • 2025-03-10: Highest Volume — 940 contracts
  • 2025-03-10: Largest IV spike — 40.9% change
  • 2025-03-10: Highest IV Rank — 61.3%
  • 2025-03-31: Largest Expected Move — 24.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.12$47.16$60.78$60.43$47.16
Max Pain$57.14$55.00$60.00$55.00$55.00
ATM IV59.5%50.6%84.4%58.8%60.1%
Expected Move19.8%16.9%24.9%16.9%24.9%
HV 20d100.7%87.9%117.0%93.3%89.4%
HV 60d88.7%80.3%92.4%81.2%92.4%
IV Rank33.8%23.9%61.3%33.1%34.5%
IV Percentile69.5%46.4%98.0%71.8%71.4%
Term Structure12.1%-6.2%42.1%-3.0%42.1%
VWIV68.4%58.8%80.8%58.8%80.8%
Skew 25d4.3%0.6%12.4%0.6%12.4%
Skew 10d8.4%-6.3%20.7%20.7%12.5%
Call IV 25d56.7%50.7%64.2%58.6%58.3%
Put IV 25d61.0%54.5%70.7%59.2%70.7%
Bid-Ask Spread %63.0836.9793.6378.7161.36
Gamma HHI0.290.210.520.270.21
Net GEX189.0K39.5K375.8K241.4K46.1K
Net DEX-4.0M-11.5M1.9M-10.9M1.9M
Net VEX-38.2K-44.6K-29.7K-44.2K-29.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.760.0812.000.480.78
Total Volume334.2382594038773
Total OI6,937.7145,2598,2346,9316,008

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$60.43$55.0058.8%16.9%93.3%33.1%58.8%0.6%-3.0%241.4K-10.9M-44.2K0.4878.71N/AN/A2611264,4302,501
2025-03-04$60.03$55.0061.4%17.6%88.5%35.9%61.5%3.1%-6.2%232.9K-10.6M-43.6K1.3177.25N/AN/A1031354,3732,475
2025-03-05$60.78$55.0060.1%17.2%87.9%34.4%59.9%4.3%5.2%245.5K-11.5M-44.0K0.5879.63N/AN/A3792204,4352,536
2025-03-06$59.42$55.0060.0%17.2%88.5%34.3%60.3%4.6%10.8%247.9K-10.4M-44.6K0.2978.78N/AN/A49144,5932,520
2025-03-07$59.54$55.0059.9%17.2%88.5%34.2%74.4%5.3%12.7%252.4K-10.5M-44.0K12.0074.02N/AN/A384564,5952,517
2025-03-10$48.96$55.0084.4%24.2%114.4%61.3%74.0%3.1%8.1%68.7K588.6K-33.6K0.5193.63N/AN/A6213194,6072,398
2025-03-11$50.73$55.0063.5%21.8%113.9%38.3%76.0%5.6%11.2%121.8K-901.9K-36.0K0.4874.19N/AN/A180874,8872,464
2025-03-12$53.44$55.0059.9%19.4%113.7%34.3%67.1%4.2%11.1%201.3K-4.0M-38.4K0.0880.95N/AN/A383314,9042,491
2025-03-13$50.91$55.0061.8%20.4%114.4%36.4%69.9%3.8%11.7%128.5K-868.8K-34.6K2.7486.72N/AN/A802194,9622,493
2025-03-14$53.73$55.0060.9%18.0%115.0%35.3%64.5%4.9%10.8%237.5K-4.1M-37.8K0.2887.19N/AN/A40114,9892,522
2025-03-17$55.48$60.0060.5%20.6%115.4%34.9%71.2%1.6%11.3%316.7K-6.4M-36.6K11.2036.97N/AN/A404484,9702,515
2025-03-18$53.32$60.0059.9%20.4%116.2%34.2%70.7%3.9%10.5%245.2K-2.8M-40.4K0.5642.84N/AN/A1694,9712,902
2025-03-19$54.94$60.0056.4%20.9%116.5%30.4%0.0%6.6%16.5%375.8K-4.5M-40.3K0.2947.61N/AN/A3791114,9892,910
2025-03-20$53.05$60.0054.4%19.4%117.0%28.2%67.7%5.2%13.4%330.3K-1.5M-38.2K0.8939.30N/AN/A94845,2263,008
2025-03-21$52.45$60.0055.2%19.6%90.3%29.0%67.0%4.4%12.8%109.7K-272.6K-36.5K1.0543.77N/AN/A1251315,2452,966
2025-03-24$55.55$60.0055.3%19.6%92.4%29.1%67.2%3.6%13.8%150.5K-3.9M-38.8K0.9050.34N/AN/A3373023,3161,943
2025-03-25$54.60$60.0050.6%19.2%92.3%23.9%65.9%3.8%16.2%154.9K-3.1M-38.5K1.3750.57N/AN/A49673,5502,153
2025-03-26$53.23$60.0053.6%19.7%89.2%27.2%69.0%3.7%14.7%133.1K-2.2M-37.3K0.6843.23N/AN/A73503,5562,171
2025-03-27$50.88$60.0055.7%20.4%88.5%29.6%70.1%4.1%15.0%88.4K-329.3K-34.7K0.1850.24N/AN/A260463,5612,168
2025-03-28$47.88$55.0056.6%20.5%89.7%30.6%71.1%2.0%14.5%39.5K1.7M-31.1K0.2747.40N/AN/A4501233,7082,164
2025-03-31$47.16$55.0060.1%24.9%89.4%34.5%80.8%12.4%42.1%46.1K1.9M-29.7K0.7861.36N/AN/A41323,8622,146