VICR Options History — June 2025

In June 2025, VICR traded between $43.03 and $47.50. ATM implied volatility averaged 46.8%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 15.8% (HV 20d: 31.0%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 1.00.

Notable Days

  • 2025-06-25: Highest Volume — 935 contracts
  • 2025-06-16: Largest IV spike — 16.0% change
  • 2025-06-02: Highest IV Rank — 21.6%
  • 2025-06-02: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.95$43.03$47.50$43.03$45.63
Max Pain$45.00$45.00$45.00$45.00$45.00
ATM IV46.8%40.2%50.5%50.5%46.6%
Expected Move13.5%11.5%14.5%14.5%13.4%
HV 20d31.0%26.3%35.6%35.6%32.2%
HV 60d78.7%75.6%89.8%89.7%75.7%
IV Rank17.9%11.3%21.6%21.6%17.7%
IV Percentile18.0%6.0%35.7%35.7%14.7%
Term Structure13.2%-0.9%27.9%-0.9%22.2%
VWIV48.2%35.9%58.1%53.4%47.8%
Skew 25d4.1%-3.9%13.2%4.4%4.5%
Skew 10d11.2%-6.7%27.3%9.9%7.6%
Call IV 25d46.4%34.9%55.7%50.3%44.5%
Put IV 25d50.5%43.4%56.8%54.6%49.0%
Bid-Ask Spread %84.5472.2293.1072.2288.54
Gamma HHI0.350.250.510.400.45
Net GEX-7.5K-65.4K45.7K-31.9K-65.4K
Net DEX1.7M623.2K2.5M2.2M2.4M
Net VEX-25.7K-29.3K-22.0K-26.5K-27.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.005.401.151.20
Total Volume102.5293571266
Total OI4,191.13,3324,4294,2114,429

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$43.03$45.0050.5%14.5%35.6%21.6%53.4%4.4%-0.9%-31.9K2.2M-26.5K1.1572.22N/AN/A33381,9832,228
2025-06-03$43.72$45.0047.0%13.5%35.5%18.2%58.1%1.6%2.1%-22.1K1.9M-27.0K0.0983.43N/AN/A2222,0102,266
2025-06-04$44.36$45.0047.1%13.5%35.5%18.2%0.0%13.2%2.4%-14.7K1.8M-27.2K0.0089.43N/AN/A201,9972,267
2025-06-05$44.45$45.0047.3%14.3%35.2%18.5%48.2%9.6%7.7%-14.5K1.7M-27.0K0.0083.55N/AN/A0441,9972,267
2025-06-06$45.05$45.0044.7%13.9%35.2%15.8%48.6%3.1%7.8%-6.4K1.5M-27.3K0.3680.78N/AN/A1451,9972,300
2025-06-09$45.77$45.0047.3%13.7%35.0%18.4%47.5%3.5%9.8%11.1K1.0M-26.8K0.0579.15N/AN/A2111,9972,313
2025-06-10$45.56$45.0047.4%14.1%28.7%18.6%48.7%2.9%8.8%5.8K1.2M-26.4K0.0779.79N/AN/A1411,9972,314
2025-06-11$45.25$45.0047.3%13.6%27.6%18.4%47.0%3.1%10.2%4.1K1.4M-26.0K1.0979.99N/AN/A11122,0012,313
2025-06-12$44.98$45.0047.0%13.5%27.6%18.1%46.9%2.8%10.7%3.0K1.6M-25.5K1.2581.93N/AN/A452,0022,320
2025-06-13$43.57$45.0040.2%11.5%28.2%11.3%35.9%0.3%18.0%-44.1K2.5M-23.8K4.3393.10N/AN/A3131,9992,323
2025-06-16$44.73$45.0046.6%13.4%29.5%17.7%55.8%-3.9%8.6%-2.2K1.6M-24.4K0.2183.72N/AN/A57122,0002,300
2025-06-17$44.29$45.0045.8%13.1%29.3%16.9%45.8%6.8%11.3%29.4K1.8M-23.8K2.7584.91N/AN/A4112,0502,312
2025-06-18$45.37$45.0048.6%13.9%30.1%19.7%47.9%2.9%19.7%45.7K1.1M-24.2K0.0088.18N/AN/A6102,0482,281
2025-06-20$44.02$45.0047.8%13.7%26.3%18.9%47.8%3.8%17.5%-4.3K2.3M-22.9K0.4685.23N/AN/A1362,0882,281
2025-06-23$43.73$45.0047.4%13.6%26.5%18.6%48.2%5.6%18.3%-7.7K2.2M-22.0K0.1487.84N/AN/A238341,6911,641
2025-06-24$45.39$45.0045.1%12.9%29.2%16.3%45.5%4.3%19.1%28.8K1.1M-23.8K0.0887.77N/AN/A8471,8711,620
2025-06-25$46.19$45.0046.1%13.2%29.3%17.2%46.0%2.8%27.9%36.6K623.2K-24.6K5.4086.60N/AN/A1467891,9041,625
2025-06-26$47.50$45.0046.4%13.3%30.5%17.5%45.0%3.1%20.8%-43.4K1.3M-29.3K0.1987.50N/AN/A3161,9802,409
2025-06-27$46.35$45.0049.8%14.3%32.3%20.9%51.0%8.1%21.0%-56.8K2.1M-28.6K0.0887.07N/AN/A3731,9922,409
2025-06-30$45.63$45.0046.6%13.4%32.2%17.7%47.8%4.5%22.2%-65.4K2.4M-27.7K1.2088.54N/AN/A1211452,0162,413