VIK Options History — August 2024

In August 2024, VIK traded between $32.02 and $36.44. ATM implied volatility averaged 44.7%. The 30-day expected move averaged 12.3%. IV traded below realized volatility by 4.9% (HV 20d: 49.6%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.58.

Notable Days

  • 2024-08-16: Highest Volume — 2,342 contracts
  • 2024-08-05: Largest IV spike — 46.3% change
  • 2024-08-05: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.20$32.02$36.44$35.00$33.46
Max Pain$34.55$30.00$35.00$30.00$35.00
ATM IV44.7%34.4%79.5%52.2%34.4%
Expected Move12.3%9.8%16.6%15.0%9.8%
HV 20d49.6%36.7%61.0%36.7%56.2%
HV 60d41.7%37.5%45.6%37.5%45.4%
Term Structure-1.2%-15.6%2.8%-11.1%-0.1%
VWIV42.7%34.4%53.8%51.6%34.4%
Skew 25d6.7%1.0%12.0%9.4%8.2%
Skew 10d14.6%-8.1%24.3%14.9%16.2%
Call IV 25d40.8%30.8%56.9%47.3%31.2%
Put IV 25d47.5%39.0%61.0%56.6%39.4%
Bid-Ask Spread %60.7435.5780.1980.1952.23
Gamma HHI0.450.330.790.510.38
Net GEX168.0K68.3K663.1K287.6K75.0K
Net DEX-4.1M-7.8M-922.5K-6.6M-922.5K
Net VEX-20.5K-28.7K-14.2K-20.0K-24.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.021.830.630.14
Total Volume497732,342207220
Total OI7,374.7735,3688,1857,5537,651

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$35.00$30.0052.2%15.0%36.7%0.0%51.6%9.4%-11.1%287.6K-6.6M-20.0K0.6380.19N/AN/A127805,9571,596
2024-08-02$32.91$30.0054.3%15.6%43.0%0.0%51.0%2.3%-15.6%155.4K-3.7M-17.3K0.5072.97N/AN/A3531775,9341,615
2024-08-05$32.02$35.0079.5%16.6%43.8%0.0%53.8%12.0%-5.7%131.8K-3.0M-17.4K1.0356.04N/AN/A1031066,0131,653
2024-08-06$33.61$35.0055.6%13.6%47.4%0.0%48.8%8.3%-0.5%177.6K-4.5M-17.8K0.7260.30N/AN/A85616,0221,694
2024-08-07$32.53$35.0055.4%13.7%48.1%0.0%48.3%9.0%-0.5%127.6K-3.4M-16.7K1.0466.73N/AN/A57596,0441,687
2024-08-08$33.31$35.0054.9%13.1%48.4%0.0%45.4%6.6%0.7%155.0K-4.1M-16.9K0.0261.33N/AN/A55696,0761,695
2024-08-09$33.39$35.0046.1%12.7%47.7%0.0%44.7%6.3%1.3%162.0K-4.5M-15.8K1.1263.44N/AN/A52586,2351,697
2024-08-12$33.24$35.0038.8%12.6%47.2%0.0%45.0%7.1%-1.1%146.3K-4.1M-14.7K0.9265.06N/AN/A38356,2071,689
2024-08-13$33.30$35.0041.2%12.7%45.9%0.0%43.5%7.8%1.5%144.4K-4.2M-14.2K0.1462.71N/AN/A193276,2141,690
2024-08-14$34.19$35.0043.4%12.4%45.1%0.0%43.5%8.1%1.9%220.5K-5.2M-15.0K0.2165.07N/AN/A215456,3811,720
2024-08-15$35.76$35.0041.7%12.0%46.8%0.0%42.2%8.8%2.8%268.5K-7.8M-15.9K0.2069.55N/AN/A419836,4811,704
2024-08-16$35.05$35.0041.2%11.8%46.5%0.0%41.2%6.5%0.4%663.1K-6.6M-15.1K0.8472.16N/AN/A1,2731,0696,3411,735
2024-08-19$35.42$35.0040.8%11.7%46.4%0.0%41.0%8.9%0.5%99.7K-3.9M-23.3K0.4763.55N/AN/A2221043,4481,920
2024-08-20$35.93$35.0041.3%11.8%46.5%0.0%40.2%5.7%-0.5%112.9K-4.7M-24.0K0.3240.80N/AN/A3491103,5472,003
2024-08-21$36.44$35.0042.0%12.0%42.5%0.0%41.5%4.3%-1.7%125.5K-5.4M-24.5K0.1535.57N/AN/A1,5292313,6452,062
2024-08-22$33.16$35.0038.9%11.1%54.4%0.0%39.4%1.0%-1.0%97.5K-1.2M-23.5K0.8150.26N/AN/A9197434,5782,176
2024-08-23$35.50$35.0035.9%10.3%59.3%0.0%35.8%3.3%0.6%142.0K-4.8M-28.7K0.4957.11N/AN/A3721834,6752,698
2024-08-26$35.50$35.0036.7%10.5%59.2%0.0%36.2%6.7%0.5%136.7K-4.7M-27.6K0.2658.88N/AN/A100264,6792,755
2024-08-27$35.28$35.0036.5%10.5%59.2%0.0%37.4%5.4%-0.1%124.5K-4.3M-27.1K1.8349.62N/AN/A29534,6272,760
2024-08-28$33.80$35.0037.0%10.6%61.0%0.0%37.7%2.7%0.1%74.8K-1.6M-25.9K0.5570.49N/AN/A89494,6372,798
2024-08-29$33.55$35.0035.5%10.2%60.5%0.0%36.0%8.9%0.2%68.3K-1.1M-25.3K0.4062.23N/AN/A233934,6982,808
2024-08-30$33.46$35.0034.4%9.8%56.2%0.0%34.4%8.2%-0.1%75.0K-922.5K-24.8K0.1452.23N/AN/A193274,8022,849