VICR Options History — July 2025

In July 2025, VICR traded between $44.65 and $52.81. ATM implied volatility averaged 64.0%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 18.5% (HV 20d: 45.4%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 2.52.

Notable Days

  • 2025-07-23: Highest Volume — 12,784 contracts
  • 2025-07-09: Largest IV spike — 48.1% change
  • 2025-07-22: Highest IV Rank — 58.8%
  • 2025-07-22: Largest Expected Move — 25.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.67$44.65$52.81$45.32$44.65
Max Pain$45.23$45.00$50.00$45.00$45.00
ATM IV64.0%45.0%87.6%45.0%53.6%
Expected Move19.2%12.9%25.1%12.9%15.4%
HV 20d45.4%29.5%75.4%31.7%74.6%
HV 60d64.5%50.2%74.6%74.6%50.2%
IV Rank35.1%16.1%58.8%16.2%24.8%
IV Percentile60.9%9.9%91.3%10.7%46.8%
Term Structure-9.9%-26.4%24.1%24.1%-4.8%
VWIV70.2%45.7%89.1%45.7%65.4%
Skew 25d2.4%-3.7%15.2%3.0%-2.6%
Skew 10d-2.5%-22.7%12.7%5.8%-17.3%
Call IV 25d66.4%43.5%82.4%45.0%59.3%
Put IV 25d68.8%48.0%89.9%48.0%56.7%
Bid-Ask Spread %49.5323.4990.9388.9637.87
Gamma HHI0.400.220.600.420.43
Net GEX-82.1K-176.5K-10.2K-71.3K-169.1K
Net DEX2.1M-289.0K4.6M2.5M4.6M
Net VEX-30.0K-38.2K-26.7K-29.5K-33.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.520.0338.462.670.06
Total Volume1,065.591712,78444343
Total OI7,157.0453,20414,0244,67813,737

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-07-01$45.32$45.0045.0%12.9%31.7%16.2%45.7%3.0%24.1%-71.3K2.5M-29.5K2.6788.96N/AN/A12322,1202,558
2025-07-02$45.38$45.0052.3%15.0%31.3%23.4%53.1%6.1%11.5%-59.1K2.1M-29.6K0.1790.93N/AN/A612,1242,581
2025-07-03$46.31$45.0045.0%19.7%31.7%16.1%71.2%4.2%-11.0%-65.0K1.9M-29.4K0.4555.88N/AN/A1152,1082,580
2025-07-07$45.38$45.0050.6%20.3%32.7%21.8%71.5%1.7%-12.5%-79.5K2.5M-28.0K1.0348.95N/AN/A33342,1172,585
2025-07-08$45.75$45.0049.0%20.8%32.5%20.1%72.2%3.4%-14.8%-77.4K2.2M-28.0K0.9350.51N/AN/A1151072,1262,614
2025-07-09$46.95$45.0072.5%20.8%33.3%43.7%72.4%-1.5%-14.5%-57.5K1.3M-27.9K3.0055.69N/AN/A4122,1332,567
2025-07-10$47.40$45.0070.6%20.2%33.3%41.8%70.4%3.6%-13.4%-39.8K963.4K-27.8K0.0354.24N/AN/A12442,1372,553
2025-07-11$46.20$45.0085.1%24.4%34.6%56.3%85.2%1.7%-26.4%-74.8K1.5M-27.1K38.4666.16N/AN/A135002,2102,556
2025-07-14$46.12$45.0076.1%21.8%34.5%47.3%76.5%3.5%-18.2%-141.1K2.5M-28.6K0.5352.17N/AN/A43232,2203,056
2025-07-15$46.77$45.0083.7%24.0%32.5%54.9%78.1%8.2%-19.9%-115.2K1.8M-28.3K2.8854.47N/AN/A8232,2593,056
2025-07-16$47.41$45.0077.9%22.3%31.6%49.1%75.3%4.3%-21.0%-78.5K1.2M-27.8K0.2346.36N/AN/A1332,2653,043
2025-07-17$48.42$45.0076.3%21.9%31.8%47.5%73.4%15.2%-19.4%-12.7K447.1K-27.9K0.0651.21N/AN/A10962,2743,046
2025-07-18$47.55$45.0077.8%22.3%31.9%48.9%79.2%4.5%-15.5%-81.7K924.8K-27.2K0.7043.06N/AN/A56392,3043,041
2025-07-21$47.83$45.0081.4%23.3%29.5%52.6%81.1%6.7%-19.6%-77.5K2.0M-27.1K0.0533.80N/AN/A16889502,254
2025-07-22$45.39$45.0087.6%25.1%35.6%58.8%89.1%7.5%-22.2%-73.4K2.7M-26.7K2.8736.21N/AN/A2055891,1032,262
2025-07-23$52.81$45.0059.0%16.9%63.1%30.1%74.4%-0.9%-7.2%-53.8K-289.0K-28.2K0.0740.80N/AN/A11,9678171,2072,831
2025-07-24$47.33$50.0054.3%15.6%75.4%25.4%65.6%-3.0%-3.7%-10.2K1.8M-38.1K0.2423.49N/AN/A3,56984810,0683,302
2025-07-25$46.91$45.0051.0%14.6%74.8%22.1%62.4%-3.3%-2.1%-31.3K2.1M-38.2K0.1645.17N/AN/A91114710,5313,258
2025-07-28$45.94$45.0052.8%15.1%74.6%23.9%57.7%-3.4%-2.0%-103.7K3.2M-33.9K0.2735.18N/AN/A1,00326710,5483,301
2025-07-29$45.75$45.0052.7%15.1%74.4%23.8%64.4%-3.7%-2.5%-157.3K3.8M-34.5K0.3135.41N/AN/A39912410,4653,559
2025-07-30$45.10$45.0053.0%15.2%74.6%24.2%59.4%-3.1%-3.4%-176.5K4.3M-33.4K0.2843.09N/AN/A57916310,3073,539
2025-07-31$44.65$45.0053.6%15.4%74.6%24.8%65.4%-2.6%-4.8%-169.1K4.6M-33.9K0.0637.87N/AN/A3241910,1603,577