VIK Options History — November 2024

In November 2024, VIK traded between $39.74 and $47.24. ATM implied volatility averaged 36.4%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 9.5% (HV 20d: 26.9%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.31.

Notable Days

  • 2024-11-18: Highest Volume — 5,252 contracts
  • 2024-11-19: Largest IV drop — 27.6% change
  • 2024-11-18: Highest IV Rank — 32.6%
  • 2024-11-18: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.45$39.74$47.24$39.74$46.38
Max Pain$42.75$35.00$45.00$35.00$45.00
ATM IV36.4%30.6%48.6%42.3%30.9%
Expected Move10.7%8.8%13.3%12.1%8.8%
HV 20d26.9%20.9%29.4%21.4%27.9%
HV 60d31.1%24.9%37.1%35.2%25.3%
IV Rank8.7%0.5%32.6%17.1%0.5%
IV Percentile15.9%0.7%86.7%32.5%0.7%
Term Structure-1.5%-7.3%1.3%0.5%0.4%
VWIV37.2%27.8%46.2%45.3%31.5%
Skew 25d4.4%-0.8%16.9%16.9%1.7%
Skew 10d10.1%-0.6%27.0%27.0%2.8%
Call IV 25d35.6%26.0%45.5%31.9%31.6%
Put IV 25d40.1%31.7%48.8%48.8%33.2%
Bid-Ask Spread %54.9824.9872.8762.3260.91
Gamma HHI0.570.360.780.640.67
Net GEX482.6K46.8K923.2K649.0K562.4K
Net DEX-18.3M-29.9M-6.7M-15.9M-13.5M
Net VEX-36.4K-56.5K-22.3K-34.3K-54.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.050.990.780.05
Total Volume1,044.551775,252182291
Total OI9,810.554,31611,43510,65710,151

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$39.74$35.0042.3%12.1%21.4%0.0%45.3%16.9%0.5%649.0K-15.9M-34.3K0.7862.32N/AN/A102807,6932,964
2024-11-04$40.00$40.0046.4%12.6%20.9%0.0%45.4%6.7%-2.2%674.5K-16.4M-32.7K0.2255.38N/AN/A145327,7102,988
2024-11-05$41.06$40.0048.6%12.6%22.3%0.0%41.8%7.2%-2.9%714.2K-19.2M-31.5K0.0557.92N/AN/A560267,7292,993
2024-11-06$43.43$40.0036.9%11.2%27.5%0.0%40.2%4.9%-0.8%684.2K-25.7M-28.1K0.1661.63N/AN/A427697,8523,009
2024-11-07$43.69$40.0033.4%10.9%27.5%0.0%27.8%15.4%-0.5%657.5K-26.1M-25.2K0.0972.87N/AN/A297277,7613,032
2024-11-08$43.45$40.0030.6%10.8%27.7%0.0%39.2%3.5%-2.0%632.7K-25.6M-24.5K0.2763.12N/AN/A193537,7533,040
2024-11-11$44.53$40.0031.9%11.0%28.2%0.0%39.6%4.8%-1.9%580.3K-27.7M-23.2K0.0853.86N/AN/A375307,6953,076
2024-11-12$45.67$40.0035.0%11.4%28.7%0.0%39.5%5.2%-2.5%530.3K-29.9M-22.3K0.6657.25N/AN/A6684417,6863,080
2024-11-13$45.41$45.0040.1%11.5%29.1%0.0%40.2%3.5%-2.9%494.9K-28.3M-24.4K0.1152.80N/AN/A415467,6513,458
2024-11-14$45.59$45.0039.0%11.2%29.1%17.1%34.9%4.5%-0.4%528.5K-28.9M-24.1K0.0968.86N/AN/A539497,7043,493
2024-11-15$45.25$45.0039.9%11.4%29.0%19.0%40.7%3.6%-6.3%923.2K-28.1M-26.2K0.1156.96N/AN/A1,2781467,7163,719
2024-11-18$45.53$45.0046.6%13.3%28.4%32.6%46.2%-0.1%-7.3%113.6K-7.6M-26.6K0.9934.92N/AN/A2,6362,6163,0751,241
2024-11-19$44.70$45.0033.7%9.7%29.4%6.4%34.1%1.6%-0.8%46.8K-6.7M-49.2K0.9624.98N/AN/A1,1751,1325,2983,468
2024-11-20$44.31$45.0034.2%9.8%26.8%7.3%34.6%1.3%-1.1%168.6K-8.1M-48.4K0.4146.64N/AN/A3761565,6152,851
2024-11-21$44.92$45.0033.3%9.5%26.9%5.4%34.1%4.7%-1.0%182.5K-9.1M-48.9K0.1847.82N/AN/A6291145,6322,834
2024-11-22$45.34$45.0031.7%9.1%26.9%2.2%32.3%0.7%0.0%211.9K-9.9M-48.1K0.3052.62N/AN/A1,4934535,6332,845
2024-11-25$45.99$45.0031.5%9.0%26.5%1.7%31.9%1.7%0.6%290.9K-10.9M-48.8K0.1553.30N/AN/A467726,0002,729
2024-11-26$47.24$45.0032.0%9.2%26.9%2.8%32.0%-0.8%0.2%415.4K-14.0M-51.2K0.2554.82N/AN/A2,3445826,2542,754
2024-11-27$46.75$45.0031.1%8.9%27.2%0.9%32.3%1.7%1.3%591.0K-14.5M-56.5K0.3360.61N/AN/A269887,3862,643
2024-11-29$46.38$45.0030.9%8.8%27.9%0.5%31.5%1.7%0.4%562.4K-13.5M-54.4K0.0560.91N/AN/A276157,4202,731