VIK Options History — July 2024

In July 2024, VIK traded between $33.50 and $36.98. ATM implied volatility averaged 42.4%. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 7.6% (HV 20d: 34.9%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.48.

Notable Days

  • 2024-07-16: Highest Volume — 2,245 contracts
  • 2024-07-10: Largest IV spike — 22.4% change
  • 2024-07-31: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.05$33.50$36.98$33.50$35.88
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV42.4%34.1%49.8%34.9%49.8%
Expected Move12.4%9.8%14.3%10.0%14.3%
HV 20d34.9%25.6%40.0%37.8%35.4%
HV 60d38.0%36.7%38.8%36.7%37.3%
Term Structure-0.5%-11.2%8.1%5.6%-6.7%
VWIV43.8%35.6%51.9%36.0%51.9%
Skew 25d5.4%-0.4%11.6%1.4%9.3%
Skew 10d10.3%-5.7%19.3%-4.3%16.6%
Call IV 25d42.5%36.8%47.9%37.8%45.7%
Put IV 25d47.8%38.9%55.7%39.2%55.0%
Bid-Ask Spread %64.4948.6176.9270.2072.81
Gamma HHI0.510.350.620.500.60
Net GEX204.8K52.6K377.0K52.6K377.0K
Net DEX-8.0M-12.2M-5.8M-6.2M-7.9M
Net VEX-19.9K-22.0K-16.3K-20.0K-21.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.072.920.530.13
Total Volume514.3181612,245262673
Total OI7,476.1826,3799,3856,7027,597

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$33.50$30.0034.9%10.0%37.8%0.0%36.0%1.4%5.6%52.6K-6.2M-20.0K0.5370.20N/AN/A171913,3913,311
2024-07-02$33.58$30.0034.1%9.8%37.6%0.0%36.0%3.3%7.1%68.0K-6.5M-20.1K0.1256.81N/AN/A186223,5483,331
2024-07-03$33.86$30.0035.2%10.1%37.6%0.0%35.6%-0.4%5.9%71.9K-6.7M-20.1K0.1367.36N/AN/A142193,5563,340
2024-07-05$33.86$30.0034.8%11.9%36.6%0.0%40.3%5.2%0.1%83.2K-6.8M-19.5K0.0764.18N/AN/A512343,5753,343
2024-07-08$34.16$30.0037.2%12.1%34.1%0.0%43.9%4.5%0.3%127.9K-7.4M-19.7K1.1463.72N/AN/A981123,9933,351
2024-07-09$34.48$30.0035.4%12.0%33.2%0.0%41.2%4.6%-0.8%151.9K-7.9M-18.4K0.3262.57N/AN/A137444,0093,373
2024-07-10$33.70$30.0043.4%12.4%34.6%0.0%45.6%4.1%-3.0%105.1K-7.0M-19.3K2.9248.61N/AN/A1444203,9633,377
2024-07-11$34.32$30.0043.7%12.5%35.0%0.0%44.5%6.3%-2.6%94.1K-7.3M-19.4K0.1860.28N/AN/A182333,9933,646
2024-07-12$35.05$30.0042.6%12.2%34.8%0.0%44.2%4.7%-0.4%130.2K-8.7M-17.6K0.7459.72N/AN/A2862134,0453,641
2024-07-15$35.63$30.0044.2%12.7%34.3%0.0%44.2%6.1%-2.8%130.9K-8.9M-17.0K0.1263.58N/AN/A503603,9583,562
2024-07-16$36.59$30.0044.1%12.6%25.6%0.0%41.8%4.8%-1.4%158.5K-10.3M-16.3K0.0765.20N/AN/A2,0931524,1373,538
2024-07-17$35.14$30.0045.0%12.9%30.8%0.0%47.4%6.8%-3.2%245.1K-9.0M-21.8K0.8061.67N/AN/A1451165,7453,551
2024-07-18$36.20$30.0039.1%11.2%31.9%0.0%43.4%2.5%8.1%279.7K-11.1M-20.5K0.6670.68N/AN/A104695,7503,606
2024-07-19$36.98$30.0046.0%13.2%32.3%0.0%44.7%4.9%-3.3%323.8K-12.2M-22.0K0.3363.53N/AN/A287965,7533,632
2024-07-22$36.33$30.0045.8%13.1%33.3%0.0%48.7%6.9%-3.9%314.9K-8.5M-20.4K0.7362.13N/AN/A128944,9621,417
2024-07-23$36.72$30.0045.8%13.1%33.2%0.0%45.6%5.8%-4.5%334.5K-8.8M-21.4K0.6764.73N/AN/A132884,9931,454
2024-07-24$34.81$30.0047.9%13.7%39.3%0.0%45.3%6.5%4.9%239.3K-6.3M-19.6K0.2865.42N/AN/A5331475,0191,465
2024-07-25$34.28$30.0048.8%14.0%40.0%0.0%50.6%5.2%-11.2%239.1K-5.8M-20.0K0.1365.38N/AN/A614825,4571,523
2024-07-26$35.04$30.0047.7%13.7%38.7%0.0%45.5%6.6%-7.6%306.6K-7.1M-21.9K0.0762.44N/AN/A1,035715,8581,547
2024-07-29$35.35$30.0046.4%13.3%35.7%0.0%48.1%7.5%1.1%320.2K-7.2M-20.8K0.2170.84N/AN/A275575,9371,548
2024-07-30$35.55$30.0042.0%12.0%35.3%0.0%39.9%11.6%7.8%350.0K-7.6M-21.1K0.1176.92N/AN/A822936,1341,547
2024-07-31$35.88$30.0049.8%14.3%35.4%0.0%51.9%9.3%-6.7%377.0K-7.9M-21.6K0.1372.81N/AN/A597766,0421,555