VICR Options History — April 2025 In April 2025, VICR traded between $39.70 and $51.66. ATM implied volatility averaged 94.4%, placing in the 66.8% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded above realized volatility by 9.5% (HV 20d: 84.8%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.00.
Notable Days 2025-04-29 : Highest Volume — 3,003 contracts2025-04-04 : Largest IV spike — 45.7% change2025-04-08 : Highest IV Rank — 100.0%2025-04-29 : Largest Expected Move — 31.3%Monthly Statistics Metric Avg Min Max Open Close Price $46.67 $39.70 $51.66 $47.17 $39.70 Max Pain $48.81 $45.00 $55.00 $55.00 $45.00 ATM IV 94.4% 57.2% 128.7% 57.2% 61.9% Expected Move 27.0% 17.7% 31.3% 21.3% 17.7% HV 20d 84.8% 65.4% 123.7% 89.4% 123.7% HV 60d 94.1% 87.1% 101.5% 92.3% 101.5% IV Rank 66.8% 31.3% 100.0% 31.3% 33.1% IV Percentile 92.0% 67.1% 100.0% 67.1% 73.4% Term Structure -16.7% -30.0% 15.6% 15.6% -4.9% VWIV 92.0% 62.6% 109.9% 76.8% 62.6% Skew 25d 11.4% 4.0% 32.0% 4.0% 5.2% Skew 10d 23.4% -31.0% 69.8% 10.9% -10.1% Call IV 25d 87.8% 55.8% 110.7% 55.8% 61.3% Put IV 25d 99.2% 59.9% 116.3% 59.9% 66.5% Bid-Ask Spread % 59.83 44.48 87.59 51.45 50.77 Gamma HHI 0.22 0.17 0.30 0.22 0.30 Net GEX 67.5K -14.6K 140.3K 42.1K -14.6K Net DEX 321.5K -3.9M 3.7M 1.8M 3.7M Net VEX -27.9K -35.3K -18.8K -29.6K -18.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.10 4.92 1.68 0.44 Total Volume 378.238 40 3,003 75 778 Total OI 5,618.905 3,812 7,749 6,022 7,749
Daily Data (21 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 2025-04-01 $47.17 $55.00 57.2% 21.3% 89.4% 31.3% 76.8% 4.0% 15.6% 42.1K 1.8M -29.6K 1.68 51.45 N/A N/A 28 47 3,896 2,126 2025-04-02 $48.43 $55.00 58.6% 21.3% 90.1% 32.8% 75.0% 5.3% -11.7% 63.6K 1.1M -31.0K 1.60 55.68 N/A N/A 43 69 3,911 2,161 2025-04-03 $45.43 $55.00 66.7% 23.0% 92.0% 41.7% 81.4% 7.0% -11.7% 23.9K 2.6M -27.7K 1.27 62.88 N/A N/A 41 52 3,911 2,138 2025-04-04 $42.17 $55.00 97.1% 27.0% 94.2% 75.4% 88.9% 11.8% -16.3% 15.8K 3.4M -24.4K 0.28 72.12 N/A N/A 446 123 3,920 2,125 2025-04-07 $42.87 $50.00 117.5% 28.0% 67.2% 97.9% 94.7% 19.2% -15.7% 52.5K 2.0M -26.1K 2.09 69.92 N/A N/A 64 134 4,170 2,020 2025-04-08 $42.08 $50.00 128.7% 29.8% 65.4% 100.0% 82.1% 19.6% -21.4% 43.9K 2.4M -24.9K 4.92 72.93 N/A N/A 26 128 4,184 2,017 2025-04-09 $49.01 $50.00 98.7% 28.3% 84.7% 69.9% 97.4% 13.6% -22.3% 140.3K -1.2M -31.4K 1.40 76.55 N/A N/A 62 87 4,181 1,995 2025-04-10 $45.39 $50.00 94.0% 26.9% 87.2% 65.2% 79.3% 32.0% -15.7% 88.3K 941.8K -27.0K 0.65 87.59 N/A N/A 135 88 4,241 2,006 2025-04-11 $46.61 $50.00 102.3% 29.3% 85.3% 73.5% 97.4% 17.4% -18.5% 104.2K 297.2K -29.0K 0.21 54.90 N/A N/A 33 7 4,305 2,002 2025-04-14 $46.87 $50.00 98.7% 28.3% 84.2% 69.9% 97.3% 11.3% -14.0% 86.3K 891.8K -26.5K 0.10 65.71 N/A N/A 665 68 4,317 2,015 2025-04-15 $47.10 $50.00 99.7% 28.6% 83.5% 70.9% 101.0% 10.7% -22.1% 84.2K 615.2K -26.9K 0.63 52.23 N/A N/A 27 17 4,322 1,992 2025-04-16 $46.19 $50.00 98.7% 28.3% 82.5% 69.9% 100.6% 8.2% -24.9% 37.0K 895.5K -25.8K 0.80 60.27 N/A N/A 332 266 4,335 1,987 2025-04-17 $46.76 $45.00 98.8% 28.3% 82.2% 70.1% 87.9% 16.4% 6.5% 47.6K -473.9K -27.0K 0.26 58.65 N/A N/A 54 14 4,493 1,650 2025-04-21 $45.16 $45.00 106.2% 30.4% 82.8% 77.4% 105.7% 12.3% -21.8% 42.2K 309.1K -25.3K 0.20 54.22 N/A N/A 137 27 2,455 1,357 2025-04-22 $46.91 $45.00 103.3% 29.6% 81.0% 74.5% 101.6% 10.5% -26.2% 58.3K -474.3K -27.1K 0.80 53.73 N/A N/A 69 55 2,576 1,366 2025-04-23 $47.83 $45.00 96.8% 27.7% 81.5% 68.0% 99.8% 8.1% -29.4% 69.6K -1.0M -28.1K 1.09 58.83 N/A N/A 69 75 2,619 1,387 2025-04-24 $50.44 $45.00 93.0% 26.7% 83.9% 64.2% 94.1% 9.7% -16.9% 87.7K -2.0M -29.9K 1.06 56.89 N/A N/A 104 110 2,677 1,431 2025-04-25 $50.97 $45.00 98.5% 28.2% 82.4% 69.7% 99.6% 8.1% -25.6% 94.8K -2.4M -31.4K 0.19 48.32 N/A N/A 272 53 2,808 1,506 2025-04-28 $51.27 $45.00 96.2% 27.6% 79.3% 67.4% 97.9% 4.0% -23.1% 109.6K -2.7M -32.4K 1.08 44.48 N/A N/A 65 70 3,024 1,551 2025-04-29 $51.66 $45.00 109.1% 31.3% 79.0% 80.3% 109.9% 5.5% -30.0% 139.3K -3.9M -35.3K 0.15 48.23 N/A N/A 2,613 390 3,457 1,614 2025-04-30 $39.70 $45.00 61.9% 17.7% 123.7% 33.1% 62.6% 5.2% -4.9% -14.6K 3.7M -18.8K 0.44 50.77 N/A N/A 540 238 5,829 1,920
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