VICR Options History — November 2025

In November 2025, VICR traded between $82.81 and $95.03. ATM implied volatility averaged 63.5%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded below realized volatility by 30.6% (HV 20d: 94.1%). Max pain ranged from $75.00 to $90.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.77.

Notable Days

  • 2025-11-12: Highest Volume — 1,635 contracts
  • 2025-11-10: Largest IV spike — 10.4% change
  • 2025-11-10: Highest IV Rank — 40.0%
  • 2025-11-17: Largest Expected Move — 19.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$89.07$82.81$95.03$92.82$89.79
Max Pain$84.21$75.00$90.00$75.00$85.00
ATM IV63.5%57.9%68.8%62.8%57.9%
Expected Move18.0%16.6%19.1%18.0%16.6%
HV 20d94.1%56.8%118.7%112.2%59.1%
HV 60d77.8%74.6%79.5%74.6%78.6%
IV Rank30.2%20.8%40.0%34.0%20.8%
IV Percentile75.9%60.3%82.1%77.4%60.3%
Term Structure-2.0%-6.0%1.1%-6.0%-0.7%
VWIV64.6%56.9%75.2%61.9%64.0%
Skew 25d2.2%-13.2%12.4%-13.2%12.4%
Skew 10d7.4%-10.0%19.6%-10.0%16.3%
Call IV 25d63.7%56.1%68.0%65.9%56.1%
Put IV 25d65.9%52.6%71.4%52.6%68.5%
Bid-Ask Spread %61.4646.6876.3667.6873.36
Gamma HHI0.160.100.230.170.12
Net GEX284.6K31.6K481.4K440.8K163.3K
Net DEX-19.2M-28.0M-12.1M-26.9M-13.8M
Net VEX-56.5K-61.5K-50.6K-58.1K-57.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.002.550.140.00
Total Volume480.526531,63549253
Total OI9,693.4746,56611,4949,8037,141

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-11-03$92.82$75.0062.8%18.0%112.2%34.0%61.9%-13.2%-6.0%440.8K-26.9M-58.1K0.1467.68N/AN/A431615,2154,588
2025-11-04$89.44$75.0063.3%18.1%113.3%34.4%64.0%0.1%-2.4%431.9K-23.8M-59.5K0.3963.62N/AN/A5152015,2864,615
2025-11-05$93.92$75.0060.6%17.4%113.1%31.8%62.6%0.0%1.1%439.1K-27.4M-56.7K1.0546.68N/AN/A1761855,0894,681
2025-11-06$90.34$85.0064.3%18.1%115.7%35.5%61.5%-1.2%-0.3%392.8K-23.3M-56.4K0.4653.11N/AN/A4221945,1254,756
2025-11-07$85.35$85.0062.3%17.2%113.2%33.5%56.9%1.1%-0.7%241.5K-15.8M-58.9K0.7559.46N/AN/A2591945,0134,853
2025-11-10$93.72$85.0068.8%17.7%114.6%40.0%62.5%2.3%-0.8%417.0K-25.6M-50.6K0.7257.46N/AN/A2651924,9214,868
2025-11-11$93.05$85.0062.8%17.3%115.4%33.9%62.7%4.2%-0.9%437.8K-25.2M-53.4K0.6161.85N/AN/A127775,0264,960
2025-11-12$95.03$85.0061.2%17.5%114.9%32.3%61.9%2.0%-0.7%481.4K-28.0M-50.8K0.1753.20N/AN/A1,4022335,0474,988
2025-11-13$88.97$85.0063.3%18.2%118.7%26.8%64.5%3.1%-0.5%367.1K-20.4M-57.7K0.1555.99N/AN/A594925,5415,123
2025-11-14$87.76$85.0062.6%17.9%117.4%25.9%63.1%2.1%-1.2%340.7K-19.6M-61.5K0.3454.64N/AN/A182625,8285,140
2025-11-17$86.66$85.0066.8%19.1%117.7%30.7%65.5%1.3%-3.8%285.8K-17.4M-60.4K2.5062.03N/AN/A982455,8375,153
2025-11-18$85.75$85.0064.6%18.5%108.0%28.2%75.2%2.7%-2.2%187.1K-15.2M-59.0K0.5761.46N/AN/A146835,8195,257
2025-11-19$85.23$90.0064.9%18.6%64.2%28.6%66.5%-1.1%-2.7%183.7K-14.9M-56.9K0.1962.59N/AN/A203385,7625,300
2025-11-20$82.81$90.0066.4%19.0%56.8%30.3%70.2%1.6%-1.5%112.6K-14.3M-51.9K0.7866.48N/AN/A6665225,9325,298
2025-11-21$85.08$90.0065.5%18.8%57.5%29.2%63.7%3.8%-1.1%31.6K-14.4M-55.7K2.5562.16N/AN/A1022606,0395,455
2025-11-24$87.87$85.0062.0%17.8%58.9%25.3%72.2%9.7%-3.5%145.4K-12.2M-55.2K2.5376.36N/AN/A1333363,6762,890
2025-11-25$88.13$85.0062.8%18.0%58.7%26.2%65.4%6.1%-3.5%131.7K-12.1M-57.9K0.3166.53N/AN/A166523,7573,205
2025-11-26$90.52$85.0063.3%18.2%59.1%26.8%64.1%5.2%-5.7%175.6K-14.7M-55.0K0.4863.01N/AN/A110533,7773,215
2025-11-28$89.79$85.0057.9%16.6%59.1%20.8%64.0%12.4%-0.7%163.3K-13.8M-57.5K0.0073.36N/AN/A5303,8793,262