VICR Options History — August 2025

In August 2025, VICR traded between $43.83 and $51.92. ATM implied volatility averaged 50.6%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded below realized volatility by 14.2% (HV 20d: 64.8%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.85.

Notable Days

  • 2025-08-15: Highest Volume — 1,126 contracts
  • 2025-08-12: Largest IV drop — 20.1% change
  • 2025-08-11: Highest IV Rank — 33.8%
  • 2025-08-01: Largest Expected Move — 16.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.11$43.83$51.92$43.83$50.95
Max Pain$45.00$45.00$45.00$45.00$45.00
ATM IV50.6%45.8%62.6%56.4%45.8%
Expected Move13.9%13.1%16.2%16.2%13.1%
HV 20d64.8%36.4%78.9%74.4%45.1%
HV 60d51.2%49.7%53.2%50.3%53.0%
IV Rank21.7%17.0%33.8%27.6%17.0%
IV Percentile29.5%6.0%74.2%58.7%6.0%
Term Structure-0.1%-2.7%1.2%-2.7%1.2%
VWIV48.8%45.6%57.6%57.6%49.6%
Skew 25d1.3%-5.3%3.7%-5.3%2.2%
Skew 10d3.0%-6.6%16.0%-6.6%3.9%
Call IV 25d49.1%45.6%60.7%60.7%45.8%
Put IV 25d50.3%47.6%55.4%55.4%48.0%
Bid-Ask Spread %62.7039.0172.9839.0155.18
Gamma HHI0.470.210.730.480.40
Net GEX-142.7K-269.4K22.9K-184.9K-102.9K
Net DEX2.0M-327.9K5.2M5.2M437.2K
Net VEX-32.0K-33.9K-28.7K-33.0K-31.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.850.064.770.100.64
Total Volume187.095381,12637841
Total OI9,578.814,51714,02413,8174,907

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$43.83$45.0056.4%16.2%74.4%27.6%57.6%-5.3%-2.7%-184.9K5.2M-33.0K0.1039.01N/AN/A3453310,2253,592
2025-08-04$45.74$45.0055.9%14.8%75.8%27.0%51.9%0.2%-0.3%-190.9K3.7M-33.5K0.0963.00N/AN/A1851710,3013,603
2025-08-05$46.84$45.0058.8%14.9%76.2%30.0%52.6%0.5%-0.1%-155.1K2.5M-33.9K0.2356.24N/AN/A2255210,3583,600
2025-08-06$46.21$45.0056.0%14.4%75.8%27.1%49.9%0.6%0.7%-195.6K3.2M-33.1K0.1063.93N/AN/A1651710,2973,628
2025-08-07$45.86$45.0054.6%14.5%75.8%25.8%51.1%0.8%-0.2%-230.1K3.8M-32.4K0.1362.98N/AN/A1231610,3063,640
2025-08-08$46.85$45.0053.4%14.0%75.6%24.6%48.9%0.6%0.9%-218.2K2.6M-32.2K0.1564.89N/AN/A1812810,3513,649
2025-08-11$46.40$45.0062.6%14.0%75.7%33.8%47.8%1.3%1.1%-269.4K3.0M-30.7K0.1359.57N/AN/A771010,3683,654
2025-08-12$48.45$45.0050.0%13.7%77.1%21.2%49.6%3.0%-1.0%-100.3K638.9K-30.2K0.3465.46N/AN/A1284410,3653,659
2025-08-13$49.50$45.0048.2%13.8%77.3%19.3%48.4%2.3%-0.6%22.9K-327.9K-29.7K0.0660.26N/AN/A144910,3323,662
2025-08-14$47.19$45.0049.1%14.1%78.9%20.2%47.3%2.0%-1.2%-255.9K1.9M-29.1K0.6970.23N/AN/A1067310,3213,659
2025-08-15$47.63$45.0048.3%13.8%78.8%19.4%45.8%-1.5%0.3%-36.6K1.3M-28.7K4.7772.98N/AN/A19593110,3103,707
2025-08-18$48.08$45.0046.5%13.3%78.8%17.6%46.1%3.7%0.9%-135.9K2.4M-32.6K0.1650.30N/AN/A79131,5762,941
2025-08-19$47.13$45.0047.6%13.6%76.7%18.7%45.6%2.7%1.1%-145.8K2.9M-32.4K0.9667.92N/AN/A23221,6452,950
2025-08-20$46.30$45.0047.3%13.6%52.8%18.4%47.1%1.8%-0.5%-152.9K3.2M-31.9K1.9169.76N/AN/A561071,6622,957
2025-08-21$46.86$45.0047.2%13.5%36.4%18.4%46.6%2.5%-0.3%-161.5K3.2M-33.1K0.1269.65N/AN/A3441,6923,062
2025-08-22$50.94$45.0046.1%13.2%46.9%17.3%46.7%2.4%0.1%-104.6K748.5K-32.9K0.8259.72N/AN/A111911,6953,067
2025-08-25$50.75$45.0047.7%13.7%46.0%18.8%49.1%1.2%-1.1%-104.9K699.5K-32.6K2.4666.77N/AN/A13321,7113,106
2025-08-26$51.44$45.0048.2%13.8%46.0%19.3%48.5%2.4%-1.1%-98.3K544.8K-32.9K0.7367.89N/AN/A45331,7193,121
2025-08-27$51.39$45.0047.2%13.5%45.5%18.3%48.1%2.1%0.2%-95.1K336.5K-32.9K0.2770.01N/AN/A45121,7323,150
2025-08-28$51.92$45.0045.9%13.2%45.0%17.0%46.2%1.1%0.8%-80.7K-239.9K-31.5K3.0060.89N/AN/A16481,7233,152
2025-08-29$50.95$45.0045.8%13.1%45.1%17.0%49.6%2.2%1.2%-102.9K437.2K-31.7K0.6455.18N/AN/A25161,7233,184