VICR Options History — September 2025

In September 2025, VICR traded between $48.70 and $55.00. ATM implied volatility averaged 49.2%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 11.9% (HV 20d: 37.3%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 2.93.

Notable Days

  • 2025-09-03: Highest Volume — 223 contracts
  • 2025-09-24: Largest IV spike — 8.1% change
  • 2025-09-09: Highest IV Rank — 24.5%
  • 2025-09-15: Largest Expected Move — 14.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.41$48.70$55.00$50.16$49.26
Max Pain$49.52$45.00$50.00$45.00$50.00
ATM IV49.2%45.7%53.3%50.6%50.2%
Expected Move14.0%13.1%14.6%14.5%14.4%
HV 20d37.3%26.0%44.1%43.8%35.8%
HV 60d52.9%52.1%54.1%53.1%53.8%
IV Rank20.3%16.8%24.5%21.7%21.3%
IV Percentile24.6%4.0%45.2%34.9%32.5%
Term Structure10.1%-2.2%21.8%-2.2%17.5%
VWIV47.7%35.3%54.2%54.2%40.6%
Skew 25d2.8%-2.6%10.2%2.8%0.4%
Skew 10d7.4%-8.6%19.9%19.1%-5.3%
Call IV 25d47.5%39.5%53.4%50.9%49.2%
Put IV 25d50.2%48.4%53.7%53.7%49.7%
Bid-Ask Spread %74.9066.2084.6266.2079.30
Gamma HHI0.320.180.440.420.26
Net GEX-60.6K-120.3K13.7K-119.9K-45.4K
Net DEX226.0K-1.6M1.5M1.1M1.2M
Net VEX-27.2K-31.7K-24.4K-31.7K-24.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.930.1721.302.242.50
Total Volume73.8142236821
Total OI4,338.813,1094,9414,9103,254

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$50.16$45.0050.6%14.5%43.8%21.7%54.2%2.8%-2.2%-119.9K1.1M-31.7K2.2466.20N/AN/A21471,7263,184
2025-09-03$50.30$45.0049.6%14.2%43.2%20.7%52.8%3.2%-1.3%-120.3K915.6K-30.9K21.3066.50N/AN/A102131,7273,189
2025-09-04$51.72$50.0049.8%13.8%43.5%20.9%48.3%4.0%5.9%-85.7K34.2K-30.8K0.7567.61N/AN/A32241,7333,188
2025-09-05$51.71$50.0049.4%13.8%43.3%20.5%0.0%2.3%7.2%-84.3K61.6K-30.7K1.0076.59N/AN/A221,7523,187
2025-09-08$50.60$50.0051.9%13.9%44.0%23.1%48.9%3.1%8.1%-102.8K560.5K-29.8K1.7972.05N/AN/A19341,7503,187
2025-09-09$50.00$50.0053.3%13.9%44.1%24.5%45.6%4.4%6.9%-118.5K1.1M-29.8K0.3867.02N/AN/A1351,7583,179
2025-09-10$50.35$50.0049.3%14.1%41.6%20.4%49.5%3.1%5.8%-105.9K833.0K-29.3K0.1776.03N/AN/A3051,7613,180
2025-09-11$50.52$50.0046.4%13.3%40.9%17.5%46.4%4.2%8.5%-92.0K526.3K-28.4K3.3381.03N/AN/A12401,7383,180
2025-09-12$50.81$50.0047.6%13.7%36.6%18.8%48.7%-0.6%8.7%-78.5K152.2K-27.5K0.4074.87N/AN/A521,7403,149
2025-09-15$51.81$50.0051.1%14.6%37.0%22.2%48.2%3.6%4.8%-31.6K-461.3K-26.4K0.8972.44N/AN/A47421,7373,148
2025-09-16$51.95$50.0048.9%14.0%37.0%20.1%48.5%1.4%4.8%-21.3K-510.5K-26.0K3.6572.83N/AN/A311131,7453,150
2025-09-17$52.22$50.0048.9%14.0%35.9%20.0%47.7%4.8%6.2%9.1K-768.4K-25.4K1.2978.47N/AN/A17221,7623,095
2025-09-18$54.06$50.0047.6%13.6%36.3%18.7%48.2%0.3%13.7%13.7K-1.6M-25.2K0.4473.75N/AN/A61271,7693,114
2025-09-19$53.19$50.0047.4%13.6%37.2%18.5%49.1%2.1%14.6%-37.9K-1.3M-25.3K1.9171.73N/AN/A531011,7853,131
2025-09-22$55.00$50.0048.5%13.9%26.0%19.7%49.7%-2.6%21.8%-34.2K-501.0K-24.7K3.2981.43N/AN/A21691,1391,970
2025-09-23$54.01$50.0045.7%13.1%27.0%16.8%46.2%3.8%16.1%-35.1K-287.1K-25.2K2.3984.48N/AN/A31741,1531,996
2025-09-24$52.66$50.0049.4%14.2%28.5%20.5%49.1%3.7%16.3%-39.7K128.9K-25.9K2.0076.28N/AN/A15301,1792,026
2025-09-25$51.81$50.0050.1%14.4%29.2%21.2%35.3%10.2%15.0%-43.5K522.1K-25.6K8.9084.62N/AN/A10891,1802,047
2025-09-26$48.70$50.0048.0%13.8%36.3%19.1%48.5%3.3%15.7%-49.4K1.5M-24.4K1.3370.73N/AN/A48641,1901,989
2025-09-29$48.76$50.0049.5%14.2%35.9%20.7%48.8%0.8%17.6%-48.5K1.5M-24.4K1.6778.92N/AN/A18301,2092,039
2025-09-30$49.26$50.0050.2%14.4%35.8%21.3%40.6%0.4%17.5%-45.4K1.2M-24.4K2.5079.30N/AN/A6151,2192,035