VIK Options History — June 2024 In June 2024, VIK traded between $30.55 and $33.89. ATM implied volatility averaged 40.9%. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 0.9% (HV 20d: 40.0%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.90.
Notable Days 2024-06-04 : Highest Volume — 6,254 contracts2024-06-14 : Largest IV spike — 20.2% change2024-06-04 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $31.67 $30.55 $33.89 $31.90 $33.89 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 40.9% 33.3% 49.4% 43.8% 33.3% Expected Move 11.6% 9.6% 14.2% 12.5% 9.6% HV 20d 40.0% 36.7% 44.4% 42.0% 38.6% Term Structure 1.8% -6.2% 6.5% -2.9% 6.5% VWIV 39.9% 31.7% 49.6% 43.0% 31.7% Skew 25d 3.6% 0.4% 6.5% 1.2% 3.8% Skew 10d 6.3% -10.2% 19.0% 7.4% 3.1% Call IV 25d 38.7% 31.1% 46.5% 42.6% 35.9% Put IV 25d 42.3% 34.6% 48.9% 43.8% 39.7% Bid-Ask Spread % 49.43 11.56 65.65 26.49 57.11 Gamma HHI 0.51 0.42 0.60 0.47 0.54 Net GEX 185.1K -39.8K 453.9K 47.1K 61.0K Net DEX -8.3M -15.8M -2.2M -4.4M -6.6M Net VEX -27.1K -35.6K -19.8K -25.6K -19.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.90 0.02 4.86 0.58 0.34 Total Volume 1,299.632 107 6,254 510 505 Total OI 9,887.737 5,561 12,655 7,699 6,694
Daily Data (19 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 2024-06-03 $31.90 $30.00 43.8% 12.5% 0.0% 0.0% 43.0% 1.2% -2.9% 47.1K -4.4M -25.6K 0.58 26.49 N/A N/A 322 188 4,284 3,415 2024-06-04 $32.22 $30.00 49.4% 14.2% 0.0% 0.0% 49.6% 2.4% -6.2% 62.8K -4.8M -26.9K 0.05 27.54 N/A N/A 5,955 299 4,327 3,520 2024-06-05 $31.55 $30.00 47.2% 13.5% 0.0% 0.0% 47.0% 0.4% -3.6% 363.1K -10.9M -34.7K 0.12 11.56 N/A N/A 641 76 7,675 3,682 2024-06-06 $30.55 $30.00 45.9% 12.5% 0.0% 0.0% 43.7% 2.6% 0.5% 348.5K -7.7M -35.6K 0.19 50.34 N/A N/A 945 180 7,658 3,739 2024-06-07 $31.36 $30.00 44.5% 12.5% 42.0% 0.0% 43.3% 4.7% 0.0% 369.5K -10.4M -35.2K 0.19 54.30 N/A N/A 3,326 631 7,881 3,884 2024-06-10 $31.41 $30.00 47.3% 12.5% 40.7% 0.0% 43.4% 4.5% 0.3% 428.3K -11.9M -35.1K 0.22 52.49 N/A N/A 513 113 8,491 4,164 2024-06-11 $31.45 $30.00 45.5% 12.4% 39.4% 0.0% 42.9% 4.4% 0.8% 453.9K -12.0M -33.5K 0.11 49.44 N/A N/A 381 41 8,402 3,975 2024-06-12 $32.24 $30.00 39.0% 11.2% 38.9% 0.0% 38.1% 2.3% 1.6% 350.5K -15.8M -27.3K 0.02 60.20 N/A N/A 2,144 48 8,205 3,992 2024-06-13 $33.03 $30.00 35.0% 10.0% 38.3% 0.0% 36.8% 2.2% 4.9% 280.9K -13.5M -24.8K 0.05 50.95 N/A N/A 989 54 6,772 3,969 2024-06-14 $31.11 $30.00 42.1% 12.1% 44.4% 0.0% 42.1% 4.1% 1.6% 231.5K -7.8M -28.9K 3.80 56.91 N/A N/A 312 1,187 7,227 3,966 2024-06-17 $31.16 $30.00 38.6% 11.1% 44.4% 0.0% 38.7% 4.5% 4.9% 158.6K -7.9M -28.0K 4.74 46.59 N/A N/A 410 1,943 7,267 4,710 2024-06-18 $31.27 $30.00 39.2% 11.2% 40.9% 0.0% 38.7% 3.5% 4.0% 209.2K -9.8M -25.2K 0.12 54.85 N/A N/A 389 46 7,370 4,157 2024-06-20 $31.45 $30.00 40.1% 11.5% 40.4% 0.0% 38.4% 5.6% 3.0% 80.8K -11.2M -22.4K 0.34 49.26 N/A N/A 337 115 7,332 4,190 2024-06-21 $31.31 $30.00 37.8% 10.8% 40.3% 0.0% 37.5% 3.8% 3.3% 70.5K -11.0M -22.1K 0.13 48.83 N/A N/A 363 48 7,276 4,143 2024-06-24 $31.26 $30.00 39.1% 11.2% 39.8% 0.0% 38.9% 5.4% 2.3% 68.8K -3.4M -21.3K 4.86 57.38 N/A N/A 229 1,114 3,238 2,323 2024-06-25 $30.94 $30.00 36.5% 10.5% 37.9% 0.0% 36.1% 6.5% 4.8% -39.8K -2.2M -23.9K 0.54 60.25 N/A N/A 237 129 3,368 3,287 2024-06-26 $31.24 $30.00 37.2% 10.7% 36.8% 0.0% 35.3% 2.4% 4.1% -38.8K -2.5M -23.7K 0.55 65.65 N/A N/A 69 38 3,297 3,317 2024-06-27 $32.42 $30.00 35.9% 10.3% 36.7% 0.0% 33.0% 3.5% 4.2% 11.1K -4.6M -21.8K 0.12 58.95 N/A N/A 335 41 3,331 3,339 2024-06-28 $33.89 $30.00 33.3% 9.6% 38.6% 0.0% 31.7% 3.8% 6.5% 61.0K -6.6M -19.8K 0.34 57.11 N/A N/A 378 127 3,340 3,354
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