VIK Options History — December 2024

In December 2024, VIK traded between $43.07 and $46.34. ATM implied volatility averaged 31.9%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 1.2% (HV 20d: 30.7%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.32.

Notable Days

  • 2024-12-31: Highest Volume — 8,917 contracts
  • 2024-12-09: Largest IV spike — 9.1% change
  • 2024-12-18: Highest IV Rank — 12.8%
  • 2024-12-18: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.30$43.07$46.34$46.06$43.98
Max Pain$44.76$40.00$45.00$45.00$40.00
ATM IV31.9%29.1%35.6%31.2%31.8%
Expected Move9.1%8.3%10.2%8.9%9.1%
HV 20d30.7%22.1%39.5%28.4%39.3%
HV 60d27.4%24.0%31.9%24.4%30.7%
IV Rank5.4%0.0%12.8%1.1%5.3%
IV Percentile8.1%0.0%22.1%2.2%10.2%
Term Structure1.0%-1.4%3.0%-0.7%0.4%
VWIV30.7%16.2%36.4%30.0%16.2%
Skew 25d2.8%-1.7%4.9%4.2%0.1%
Skew 10d7.1%-3.3%16.2%9.6%-1.1%
Call IV 25d31.1%28.0%35.5%30.0%33.9%
Put IV 25d33.9%32.1%38.0%34.1%34.0%
Bid-Ask Spread %69.8548.2891.8757.1252.57
Gamma HHI0.480.310.700.650.36
Net GEX441.7K160.7K861.3K500.3K861.3K
Net DEX-12.3M-27.3M-4.6M-12.4M-27.3M
Net VEX-59.6K-65.5K-52.0K-52.0K-65.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.001.350.740.00
Total Volume1,275.7621648,9176698,917
Total OI11,557.6199,13914,64910,27314,649

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$46.06$45.0031.2%8.9%28.4%1.1%30.0%4.2%-0.7%500.3K-12.4M-52.0K0.7457.12N/AN/A3852847,5342,739
2024-12-03$45.34$45.0029.1%8.3%29.5%0.0%30.5%3.1%0.9%372.6K-10.5M-53.0K0.0759.70N/AN/A753517,4722,995
2024-12-04$46.16$45.0031.4%9.0%28.9%4.5%31.7%3.0%-1.4%513.2K-13.0M-60.3K0.0761.72N/AN/A302207,8643,033
2024-12-05$46.05$45.0031.2%8.8%22.1%4.1%27.9%3.0%2.0%497.4K-12.6M-59.1K0.2577.88N/AN/A6111507,8853,102
2024-12-06$46.34$45.0029.6%8.7%22.1%1.0%29.6%4.3%3.0%567.6K-13.2M-60.3K0.1873.32N/AN/A372678,2473,241
2024-12-09$44.94$45.0032.3%8.7%25.0%6.4%30.1%1.9%1.5%329.7K-9.5M-53.3K0.0578.36N/AN/A1,570798,0983,201
2024-12-10$44.44$45.0031.7%8.7%23.9%5.2%30.9%1.5%1.4%259.2K-8.6M-53.7K0.3076.41N/AN/A256778,1963,267
2024-12-11$45.89$45.0030.3%8.7%24.9%2.3%30.1%3.3%2.1%431.3K-12.2M-57.7K0.0977.96N/AN/A1,2821128,2623,259
2024-12-12$45.89$45.0031.7%9.1%24.8%5.1%31.0%3.3%1.8%660.3K-15.3M-65.2K1.3491.87N/AN/A4065469,2793,306
2024-12-13$45.92$45.0031.0%8.9%24.8%3.7%31.2%2.2%1.8%489.3K-14.4M-62.2K1.3579.36N/AN/A3785119,2333,537
2024-12-16$46.23$45.0033.1%9.5%24.7%7.9%30.2%3.7%0.6%421.2K-14.6M-64.4K0.4577.79N/AN/A3101389,3124,040
2024-12-17$45.95$45.0034.1%9.8%24.8%10.0%32.8%2.7%-0.2%344.6K-13.4M-64.2K0.1677.64N/AN/A239389,3004,061
2024-12-18$43.07$45.0035.6%10.2%33.4%12.8%36.4%-1.7%-0.5%188.3K-4.6M-56.1K0.4085.45N/AN/A3811539,3534,047
2024-12-19$43.87$45.0035.1%10.1%34.0%11.8%35.2%4.8%2.2%160.7K-6.6M-60.9K0.1873.05N/AN/A472859,4194,122
2024-12-20$46.32$45.0032.7%9.4%39.0%7.1%32.3%4.4%1.2%428.4K-16.0M-62.6K0.1474.08N/AN/A7541089,3694,126
2024-12-23$45.45$45.0032.4%9.3%39.5%6.4%31.4%4.9%1.3%437.8K-11.7M-60.8K0.0648.28N/AN/A546346,8332,306
2024-12-24$45.65$45.0031.2%9.0%39.2%4.2%31.1%3.6%1.7%469.8K-12.5M-62.9K0.3964.40N/AN/A118467,0672,330
2024-12-26$45.67$45.0030.3%8.7%37.9%2.3%29.1%3.3%1.7%488.8K-12.6M-61.7K0.1960.11N/AN/A275537,1122,374
2024-12-27$44.20$45.0031.8%9.1%39.4%5.3%31.8%2.3%0.7%434.1K-9.2M-59.5K0.1962.16N/AN/A272527,1752,394
2024-12-30$43.90$45.0032.6%9.3%39.3%6.9%35.9%1.9%-0.6%419.3K-8.3M-56.5K0.0657.62N/AN/A5,2833057,1692,402
2024-12-31$43.98$40.0031.8%9.1%39.3%5.3%16.2%0.1%0.4%861.3K-27.3M-65.5K0.0052.57N/AN/A8,8803711,9822,667