VIK Options History — October 2024 In October 2024, VIK traded between $34.43 and $39.41. ATM implied volatility averaged 40.9%. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 17.4% (HV 20d: 23.5%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.45.
Notable Days 2024-10-31 : Highest Volume — 2,056 contracts2024-10-07 : Largest IV spike — 12.3% change2024-10-07 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $37.93 $34.43 $39.41 $34.43 $39.40 Max Pain $33.70 $30.00 $35.00 $30.00 $35.00 ATM IV 40.9% 38.0% 43.5% 40.7% 43.4% Expected Move 11.9% 10.9% 13.1% 11.7% 12.4% HV 20d 23.5% 21.3% 25.9% 22.1% 25.8% HV 60d 40.5% 35.4% 43.1% 42.4% 35.4% Term Structure -1.2% -5.3% 5.0% 0.3% -0.2% VWIV 41.6% 37.4% 48.1% 39.8% 43.4% Skew 25d 7.5% -3.4% 16.2% -3.4% 7.3% Skew 10d 12.9% -2.8% 46.0% -2.0% 12.8% Call IV 25d 37.8% 29.0% 43.9% 33.0% 43.9% Put IV 25d 45.2% 29.6% 51.2% 29.6% 51.2% Bid-Ask Spread % 70.72 59.78 82.60 72.42 66.62 Gamma HHI 0.43 0.34 0.60 0.44 0.39 Net GEX 297.9K 146.2K 651.0K 651.0K 238.6K Net DEX -23.1M -37.4M -8.7M -21.8M -11.2M Net VEX -27.8K -30.4K -21.2K -27.4K -29.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.01 4.93 0.39 0.01 Total Volume 631.87 72 2,056 154 2,056 Total OI 11,353.957 7,623 15,217 11,238 8,699
Daily Data (23 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 2024-10-01 $34.43 $30.00 40.7% 11.7% 22.1% 0.0% 39.8% -3.4% 0.3% 651.0K -21.8M -27.4K 0.39 72.42 N/A N/A 111 43 9,441 1,797 2024-10-02 $34.91 $30.00 38.0% 10.9% 22.4% 0.0% 38.0% 14.7% 5.0% 576.8K -23.4M -26.3K 0.03 72.18 N/A N/A 70 2 9,436 1,815 2024-10-03 $35.36 $30.00 41.3% 12.4% 22.6% 0.0% 48.1% 8.3% -2.4% 538.4K -24.8M -24.0K 0.05 73.42 N/A N/A 783 42 9,438 1,817 2024-10-04 $36.96 $30.00 38.7% 12.7% 23.8% 0.0% 41.0% 8.2% -5.3% 418.0K -30.1M -21.2K 0.10 62.30 N/A N/A 766 74 9,853 1,851 2024-10-07 $36.63 $30.00 43.5% 13.1% 24.4% 0.0% 43.4% 7.2% -3.7% 465.5K -29.8M -24.9K 0.22 59.78 N/A N/A 976 217 10,282 1,879 2024-10-08 $36.77 $30.00 42.5% 12.7% 21.3% 0.0% 43.9% 9.3% -2.8% 470.1K -30.8M -25.8K 4.93 70.37 N/A N/A 214 1,054 10,721 1,988 2024-10-09 $37.85 $35.00 40.9% 11.7% 22.6% 0.0% 40.8% 16.2% -2.4% 309.9K -32.7M -28.4K 0.06 74.89 N/A N/A 920 54 10,783 3,034 2024-10-10 $37.94 $35.00 39.8% 11.4% 22.4% 0.0% 40.3% 5.1% -0.9% 180.7K -34.0M -27.2K 0.16 74.00 N/A N/A 724 116 11,146 3,046 2024-10-11 $37.97 $35.00 40.3% 11.5% 22.5% 0.0% 37.4% 12.8% -1.1% 307.3K -33.8M -29.7K 0.09 82.60 N/A N/A 364 31 11,234 3,078 2024-10-14 $37.86 $35.00 39.6% 11.3% 22.8% 0.0% 40.1% 10.3% -0.1% 317.1K -33.8M -28.5K 0.15 74.45 N/A N/A 294 44 11,349 3,101 2024-10-15 $38.48 $35.00 40.9% 11.7% 22.9% 0.0% 41.4% 10.2% -3.2% 229.9K -35.6M -27.7K 0.02 71.90 N/A N/A 753 13 11,436 3,132 2024-10-16 $39.00 $35.00 39.9% 11.4% 21.8% 0.0% 40.1% 5.2% -0.7% 251.4K -36.8M -26.8K 0.02 70.91 N/A N/A 684 16 11,483 3,139 2024-10-17 $39.22 $35.00 39.6% 11.4% 21.8% 0.0% 39.5% 4.2% 0.6% 261.8K -37.4M -27.2K 0.04 77.28 N/A N/A 1,048 43 11,573 3,144 2024-10-18 $38.86 $35.00 39.1% 11.2% 22.3% 0.0% 40.7% 5.1% 0.3% 178.9K -36.3M -28.8K 0.60 79.61 N/A N/A 215 130 12,045 3,172 2024-10-21 $38.53 $35.00 40.4% 11.6% 22.5% 0.0% 42.4% 2.9% -0.4% 163.6K -9.3M -28.8K 1.05 73.53 N/A N/A 321 338 5,052 2,571 2024-10-22 $39.37 $35.00 41.1% 11.8% 23.0% 0.0% 40.6% 7.1% -1.2% 187.8K -10.6M -30.0K 0.19 62.32 N/A N/A 388 72 5,156 2,886 2024-10-23 $38.22 $35.00 42.3% 12.1% 25.5% 0.0% 41.7% 2.4% -2.4% 146.2K -8.7M -30.4K 0.69 68.26 N/A N/A 186 129 5,414 2,912 2024-10-24 $38.64 $35.00 42.0% 12.0% 25.4% 0.0% 42.1% 4.0% -2.0% 170.6K -9.5M -30.0K 1.15 63.74 N/A N/A 91 105 5,410 2,944 2024-10-25 $38.86 $35.00 40.9% 11.7% 25.4% 0.0% 42.5% 4.3% -0.7% 185.2K -9.9M -29.7K 0.16 69.19 N/A N/A 257 41 5,386 2,910 2024-10-28 $38.61 $35.00 41.3% 11.9% 25.6% 0.0% 43.1% 13.1% -1.2% 173.5K -9.5M -28.0K 0.19 68.51 N/A N/A 237 46 5,404 2,926 2024-10-29 $39.41 $35.00 42.1% 12.1% 25.6% 0.0% 42.2% 13.3% -1.4% 214.0K -10.8M -28.9K 0.10 70.12 N/A N/A 311 32 5,619 2,971 2024-10-30 $39.13 $35.00 42.6% 12.2% 25.9% 0.0% 45.3% 4.0% -1.4% 216.3K -10.7M -29.6K 0.03 68.08 N/A N/A 118 4 5,702 2,966 2024-10-31 $39.40 $35.00 43.4% 12.4% 25.8% 0.0% 43.4% 7.3% -0.2% 238.6K -11.2M -29.4K 0.01 66.62 N/A N/A 2,043 13 5,733 2,966
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