VIK Options History — September 2024

In September 2024, VIK traded between $31.53 and $34.84. ATM implied volatility averaged 39.5%. The 30-day expected move averaged 11.1%. IV traded below realized volatility by 3.7% (HV 20d: 43.2%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.36.

Notable Days

  • 2024-09-26: Highest Volume — 5,140 contracts
  • 2024-09-13: Largest IV drop — 15.1% change
  • 2024-09-10: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.34$31.53$34.84$32.68$34.72
Max Pain$34.50$30.00$35.00$35.00$30.00
ATM IV39.5%35.8%47.8%39.1%36.7%
Expected Move11.1%10.3%12.7%11.2%10.5%
HV 20d43.2%23.7%56.0%56.0%23.7%
HV 60d43.7%42.4%45.3%45.1%42.4%
Term Structure3.4%-1.3%6.9%-1.3%4.2%
VWIV39.5%35.9%53.6%39.5%36.6%
Skew 25d7.4%3.7%15.6%4.3%15.6%
Skew 10d14.2%7.0%25.2%10.1%25.0%
Call IV 25d36.0%26.0%40.7%39.5%28.5%
Put IV 25d43.4%41.4%47.0%43.8%44.1%
Bid-Ask Spread %58.6636.5674.9862.2339.16
Gamma HHI0.470.260.780.340.45
Net GEX165.2K19.7K567.5K55.4K567.5K
Net DEX-2.8M-23.0M2.4M481.7K-22.7M
Net VEX-20.8K-27.4K-17.4K-22.4K-25.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.012.360.220.28
Total Volume602.85745,140152280
Total OI7,988.75,86911,0897,72011,077

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$32.68$35.0039.1%11.2%56.0%0.0%39.5%4.3%-1.3%55.4K481.7K-22.4K0.2262.23N/AN/A125274,8572,863
2024-09-04$32.95$35.0037.7%10.8%53.2%0.0%38.1%6.2%0.3%61.4K79.5K-22.5K0.1170.40N/AN/A89104,8642,885
2024-09-05$33.19$35.0040.6%11.1%52.0%0.0%38.7%6.2%2.4%63.6K-493.5K-23.0K0.3262.77N/AN/A56184,8232,887
2024-09-06$32.26$35.0044.9%12.1%52.2%0.0%41.3%3.7%4.2%40.5K1.1M-20.6K0.2261.26N/AN/A100224,8272,905
2024-09-09$32.36$35.0047.8%12.1%52.2%0.0%40.8%5.4%6.9%38.0K1.2M-19.7K0.2160.84N/AN/A144304,8462,915
2024-09-10$31.53$35.0047.8%12.7%53.0%0.0%41.8%7.3%2.8%19.7K2.4M-17.7K0.2054.30N/AN/A269534,8392,940
2024-09-11$31.85$35.0043.8%12.5%53.1%0.0%41.4%6.5%3.2%21.4K2.3M-17.7K2.3658.16N/AN/A1353194,9162,978
2024-09-12$32.44$35.0043.7%12.5%52.6%0.0%39.0%5.6%2.4%24.8K1.6M-19.0K0.1742.63N/AN/A7111214,9053,056
2024-09-13$32.55$35.0037.1%10.6%49.6%0.0%37.8%4.1%4.4%58.9K1.6M-18.9K0.1462.62N/AN/A645935,2483,079
2024-09-16$32.73$35.0038.4%11.0%49.4%0.0%41.4%4.7%3.6%72.8K1.4M-18.7K0.2155.69N/AN/A100215,3993,104
2024-09-17$32.75$35.0038.3%11.0%49.2%0.0%38.4%4.5%2.7%64.6K1.9M-17.4K0.2163.06N/AN/A114245,4683,117
2024-09-18$33.66$35.0037.0%10.6%50.0%0.0%37.3%4.6%4.0%142.0K-419.2K-19.0K0.1472.00N/AN/A611845,5383,100
2024-09-19$33.91$35.0035.9%10.3%49.8%0.0%36.1%5.7%6.0%156.6K-404.5K-18.9K0.3560.45N/AN/A168585,5623,126
2024-09-20$34.45$35.0035.8%10.3%36.8%0.0%35.9%15.4%6.4%106.4K720.9K-17.5K0.1674.98N/AN/A1,5322515,5413,127
2024-09-23$34.21$35.0035.8%10.3%27.3%0.0%36.2%5.6%5.7%299.6K-5.4M-22.5K0.5436.56N/AN/A144784,1681,701
2024-09-24$34.70$35.0038.7%11.1%27.9%0.0%40.8%13.7%1.6%295.9K-6.2M-22.6K0.1764.00N/AN/A128224,2091,735
2024-09-25$34.28$35.0036.7%10.5%28.1%0.0%36.7%14.6%3.7%315.7K-5.7M-22.7K0.4451.43N/AN/A61274,2781,745
2024-09-26$34.73$35.0035.8%10.3%23.9%0.0%53.6%6.9%4.5%339.0K-6.4M-22.9K0.0147.63N/AN/A5,097434,2961,761
2024-09-27$34.84$30.0038.1%10.9%23.7%0.0%39.2%6.4%0.8%559.8K-23.0M-27.4K0.6672.98N/AN/A149989,3201,769
2024-09-30$34.72$30.0036.7%10.5%23.7%0.0%36.6%15.6%4.2%567.5K-22.7M-25.6K0.2839.16N/AN/A219619,3021,775