VICR Options History — May 2025

In May 2025, VICR traded between $39.98 and $44.66. ATM implied volatility averaged 53.2%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded below realized volatility by 47.6% (HV 20d: 100.8%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.24.

Notable Days

  • 2025-05-01: Highest Volume — 310 contracts
  • 2025-05-27: Largest IV spike — 31.1% change
  • 2025-05-06: Highest IV Rank — 34.7%
  • 2025-05-01: Largest Expected Move — 17.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.31$39.98$44.66$39.98$43.70
Max Pain$46.90$45.00$50.00$45.00$45.00
ATM IV53.2%39.4%63.5%60.3%49.3%
Expected Move14.6%11.3%17.3%17.3%14.1%
HV 20d100.8%35.7%123.1%123.1%36.3%
HV 60d96.3%89.6%101.4%101.2%89.7%
IV Rank24.3%10.5%34.7%31.4%20.5%
IV Percentile44.5%5.2%76.2%67.5%27.8%
Term Structure1.5%-6.4%23.4%-6.4%1.2%
VWIV51.8%48.7%59.5%57.3%49.1%
Skew 25d4.5%0.9%29.1%3.9%2.4%
Skew 10d6.1%-3.3%14.2%-2.4%12.2%
Call IV 25d49.7%26.6%59.3%59.3%50.0%
Put IV 25d54.2%51.2%63.2%63.2%52.4%
Bid-Ask Spread %65.6151.7483.1055.1472.48
Gamma HHI0.400.180.550.260.37
Net GEX-4.4K-50.9K105.9K-4.0K-25.3K
Net DEX2.4M788.5K3.1M3.0M1.9M
Net VEX-24.4K-27.9K-22.0K-22.0K-27.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.240.007.060.460.05
Total Volume130.3812631031066
Total OI6,495.7623,3558,7118,1604,166

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-05-01$39.98$45.0060.3%17.3%123.1%31.4%57.3%3.9%-6.4%-4.0K3.0M-22.0K0.4655.14N/AN/A212986,1821,978
2025-05-02$41.21$45.0057.9%16.6%122.1%29.1%59.5%5.6%-5.1%3.5K2.5M-22.7K2.4160.96N/AN/A731766,1211,960
2025-05-05$40.69$50.0059.8%15.3%119.4%31.0%51.7%4.5%1.4%-16.7K3.0M-22.5K0.6552.44N/AN/A72476,1422,089
2025-05-06$41.29$50.0063.5%15.4%119.4%34.7%52.9%4.9%1.2%-6.3K2.7M-23.3K0.4151.74N/AN/A80336,2132,107
2025-05-07$40.95$50.0047.8%15.1%119.2%18.9%54.2%29.1%1.2%-21.8K2.9M-22.6K0.3483.10N/AN/A86296,2372,132
2025-05-08$41.49$50.0059.7%15.1%104.8%30.9%51.4%3.7%0.6%-3.2K2.5M-23.3K0.8455.22N/AN/A50426,2832,117
2025-05-09$41.06$50.0056.9%14.8%101.6%28.0%51.8%2.9%1.7%-26.4K2.9M-22.8K0.2154.38N/AN/A115246,2992,150
2025-05-12$43.58$50.0061.3%13.8%103.7%32.4%48.7%2.6%1.5%57.8K1.6M-24.4K0.2462.50N/AN/A114276,3872,173
2025-05-13$44.66$50.0058.7%13.9%104.1%29.8%49.1%2.1%3.4%105.9K788.5K-24.9K0.5163.70N/AN/A85436,3742,188
2025-05-14$44.33$50.0049.7%14.2%104.1%20.8%50.3%1.6%0.7%102.1K1.1M-25.0K0.1462.03N/AN/A138196,4052,216
2025-05-15$43.11$45.0049.2%14.1%104.3%20.3%50.1%3.1%1.2%56.9K2.0M-23.5K0.2564.00N/AN/A79206,4702,221
2025-05-16$43.52$45.0049.0%14.1%104.2%20.2%50.1%3.1%0.1%-1.9K2.2M-23.5K0.3566.79N/AN/A101356,5002,211
2025-05-19$42.98$45.0049.1%14.1%103.6%20.3%49.6%2.7%0.4%-9.5K2.2M-23.8K1.4965.42N/AN/A39581,6721,683
2025-05-20$43.57$45.0048.7%14.0%102.7%19.8%49.3%2.2%0.3%-40.7K2.5M-25.9K0.0064.64N/AN/A11401,6742,065
2025-05-21$41.47$45.0051.9%14.9%103.6%23.1%55.9%4.7%0.3%-46.6K3.1M-24.4K1.7971.03N/AN/A811451,7472,065
2025-05-22$41.72$45.0051.1%14.7%101.3%22.3%55.6%3.2%0.6%-49.2K3.0M-25.2K0.0772.00N/AN/A11981,7702,165
2025-05-23$41.67$45.0039.4%11.3%101.0%10.5%0.0%4.0%23.4%-50.9K2.8M-26.0K7.0675.96N/AN/A171201,8472,151
2025-05-27$42.31$45.0051.6%14.8%101.3%22.8%49.9%2.6%1.7%-39.9K2.3M-25.8K0.4072.90N/AN/A73291,8632,140
2025-05-28$42.42$45.0051.7%14.8%101.2%22.8%50.2%0.9%1.3%-39.2K2.5M-26.4K6.5079.36N/AN/A6391,9342,169
2025-05-29$42.70$45.0049.7%14.3%35.7%20.9%49.6%3.9%1.0%-36.9K2.4M-26.5K1.8972.09N/AN/A9171,9362,209
2025-05-30$43.70$45.0049.3%14.1%36.3%20.5%49.1%2.4%1.2%-25.3K1.9M-27.9K0.0572.48N/AN/A6331,9412,225