VIK Options History — May 2024 In May 2024, VIK traded between $28.22 and $31.49. ATM implied volatility averaged 43.2%. The 30-day expected move averaged 12.4%. Max pain ranged from $25.00 to $30.00. Net GEX was positive for 11 of 11 trading days. Term structure was in contango for 0 of 11 days. Put/call ratio averaged 0.82.
Notable Days 2024-05-28 : Highest Volume — 2,883 contracts2024-05-28 : Largest IV spike — 12.6% change2024-05-28 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $29.65 $28.22 $31.49 $28.22 $31.49 Max Pain $27.27 $25.00 $30.00 $25.00 $30.00 ATM IV 43.2% 41.1% 46.8% 42.3% 42.9% Expected Move 12.4% 11.8% 13.4% 12.1% 12.3% Term Structure -3.8% -6.7% -2.1% -2.8% -4.1% VWIV 42.2% 36.1% 47.9% 42.0% 42.3% Skew 25d 2.4% -13.5% 12.1% 9.4% -0.1% Skew 10d 2.5% -21.1% 21.0% 11.5% -2.7% Call IV 25d 41.3% 35.2% 48.3% 35.5% 42.1% Put IV 25d 43.7% 31.8% 50.3% 44.9% 42.0% Bid-Ask Spread % 56.82 13.90 83.77 63.81 25.82 Gamma HHI 0.53 0.44 0.63 0.62 0.46 Net GEX 66.7K 21.9K 178.7K 23.2K 38.0K Net DEX -1.9M -3.8M -350.2K -350.2K -3.8M Net VEX -13.1K -26.7K -4.9K -4.9K -26.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.11 3.76 0.12 0.15 Total Volume 1,051.545 237 2,883 345 1,015 Total OI 3,532 1,422 7,565 1,533 7,565
Daily Data (11 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-05-16 $28.22 $25.00 42.3% 12.1% 0.0% 0.0% 42.0% 9.4% -2.8% 23.2K -350.2K -4.9K 0.12 63.81 N/A N/A 308 37 989 544 2024-05-17 $28.32 $25.00 41.1% 11.8% 0.0% 0.0% 43.1% 9.1% -2.6% 21.9K -415.2K -5.2K 0.85 80.94 N/A N/A 128 109 995 540 2024-05-20 $29.82 $25.00 43.1% 12.4% 0.0% 0.0% 42.3% -8.7% -3.0% 29.0K -938.4K -5.9K 0.11 77.31 N/A N/A 1,010 115 890 532 2024-05-21 $29.40 $25.00 43.0% 12.3% 0.0% 0.0% 38.8% -13.5% -4.1% 63.3K -1.5M -9.0K 0.68 81.61 N/A N/A 325 221 1,532 628 2024-05-22 $29.18 $25.00 43.1% 12.4% 0.0% 0.0% 44.2% 3.4% -3.4% 61.1K -1.4M -9.9K 1.66 72.78 N/A N/A 201 333 1,678 791 2024-05-23 $28.77 $30.00 45.8% 13.1% 0.0% 0.0% 36.1% 12.1% -6.7% 48.7K -1.1M -11.0K 0.29 83.77 N/A N/A 388 111 1,744 1,073 2024-05-24 $29.91 $30.00 41.5% 11.9% 0.0% 0.0% 41.5% 3.3% -2.9% 70.8K -1.9M -12.7K 0.25 68.75 N/A N/A 279 70 1,992 1,178 2024-05-28 $30.73 $25.00 46.8% 13.4% 0.0% 0.0% 47.9% 2.0% -6.1% 89.7K -2.8M -13.7K 0.14 13.90 N/A N/A 2,526 357 2,239 1,240 2024-05-29 $29.73 $30.00 42.1% 12.1% 0.0% 0.0% 42.1% 4.6% -2.1% 178.7K -3.2M -20.5K 1.04 19.06 N/A N/A 1,006 1,047 4,315 1,578 2024-05-30 $30.53 $30.00 43.4% 12.4% 0.0% 0.0% 43.4% 5.0% -3.6% 108.7K -3.2M -24.2K 3.76 37.32 N/A N/A 416 1,565 4,370 2,439 2024-05-31 $31.49 $30.00 42.9% 12.3% 0.0% 0.0% 42.3% -0.1% -4.1% 38.0K -3.8M -26.7K 0.15 25.82 N/A N/A 885 130 4,220 3,345
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