VNET Options History — February 2013 In February 2013, VNET traded between $9.58 and $9.93. ATM implied volatility averaged 55.3%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 30.3% (HV 20d: 25.0%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 1.72.
Notable Days 2013-02-25 : Highest Volume — 130 contracts2013-02-07 : Largest IV spike — 23.2% change2013-02-20 : Highest IV Rank — 20.5%2013-02-20 : Largest Expected Move — 17.4%Monthly Statistics Metric Avg Min Max Open Close Price $9.78 $9.58 $9.93 $9.81 $9.69 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 55.3% 45.0% 60.8% 45.0% 57.1% Expected Move 16.7% 15.9% 17.4% 16.3% 16.4% HV 20d 25.0% 16.4% 36.2% 35.1% 16.4% HV 60d 38.2% 35.0% 41.5% 41.3% 35.0% IV Rank 16.1% 8.0% 20.5% 8.0% 17.5% IV Percentile 29.8% 5.2% 42.5% 5.2% 33.7% Term Structure -2.7% -5.5% -0.0% -0.0% -0.6% VWIV 54.5% 36.0% 63.4% 59.8% 57.1% Skew 25d 12.9% -0.5% 26.5% 6.6% 3.3% Skew 10d 21.5% 2.0% 40.9% 12.0% 8.1% Call IV 25d 46.9% 40.2% 63.5% 58.7% 50.0% Put IV 25d 59.8% 48.7% 68.5% 65.3% 53.3% Bid-Ask Spread % 23.07 6.10 45.87 30.98 10.13 Gamma HHI 0.47 0.44 0.52 0.45 0.47 Net GEX 30.4K 24.8K 44.5K 28.0K 28.1K Net DEX -459.2K -546.8K -360.2K -533.4K -360.2K Net VEX -4.0K -4.6K -3.5K -4.6K -3.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.72 0.00 12.00 0.00 3.00 Total Volume 20.842 0 130 61 40 Total OI 2,975.263 2,875 3,044 2,931 2,976
Daily Data (19 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 2013-02-01 $9.81 $10.00 45.0% 16.3% 35.1% 8.0% 59.8% 6.6% -0.0% 28.0K -533.4K -4.6K 0.00 30.98 N/A N/A 61 0 2,349 582 2013-02-04 $9.58 $10.00 45.9% 17.3% 36.0% 8.7% 63.4% 3.2% -4.3% 26.7K -453.4K -4.3K 0.39 32.79 N/A N/A 31 12 2,410 582 2013-02-05 $9.69 $10.00 45.3% 17.4% 36.2% 8.2% 36.0% 26.5% -4.3% 27.9K -481.0K -4.2K 0.00 43.28 N/A N/A 21 0 2,434 588 2013-02-06 $9.83 $10.00 46.5% 17.3% 34.8% 9.1% 60.5% 25.0% -5.5% 29.9K -522.1K -4.2K 0.00 42.89 N/A N/A 0 11 2,455 588 2013-02-07 $9.78 $10.00 57.2% 16.4% 34.9% 17.6% 0.0% 25.3% -1.4% 31.0K -526.8K -4.2K 0.00 41.71 N/A N/A 0 0 2,455 579 2013-02-08 $9.85 $10.00 57.1% 16.4% 31.3% 17.5% 57.1% 23.7% -2.6% 32.8K -524.1K -4.1K 0.00 45.87 N/A N/A 0 1 2,455 579 2013-02-11 $9.78 $10.00 59.6% 17.1% 31.4% 19.5% 59.6% 23.6% -4.4% 33.6K -506.1K -4.1K 0.00 32.67 N/A N/A 2 0 2,455 580 2013-02-12 $9.90 $10.00 58.4% 16.7% 30.3% 18.5% 0.0% 25.6% -4.1% 35.7K -546.8K -4.2K 0.00 33.45 N/A N/A 0 0 2,453 580 2013-02-13 $9.84 $10.00 58.2% 16.7% 30.4% 18.4% 0.0% 21.2% -4.9% 36.8K -516.4K -4.0K 0.05 28.04 N/A N/A 20 1 2,453 580 2013-02-14 $9.85 $10.00 56.9% 16.3% 18.2% 17.3% 56.9% 23.8% -1.9% 39.8K -485.4K -3.9K 0.00 33.08 N/A N/A 0 30 2,433 581 2013-02-15 $9.85 $10.00 55.6% 15.9% 17.6% 16.3% 55.5% 21.1% -0.4% 44.5K -450.9K -3.9K 0.00 7.70 N/A N/A 10 0 2,433 611 2013-02-19 $9.93 $10.00 56.2% 16.1% 17.9% 16.8% 51.1% 4.8% -0.3% 26.5K -460.8K -4.0K 12.00 8.03 N/A N/A 2 24 2,290 597 2013-02-20 $9.71 $10.00 60.8% 17.4% 18.6% 20.5% 0.0% 0.2% -4.3% 24.9K -409.2K -3.8K 0.00 8.59 N/A N/A 0 0 2,290 585 2013-02-21 $9.68 $10.00 58.1% 16.7% 18.6% 18.4% 0.0% -0.5% -1.2% 24.8K -384.2K -3.7K 0.00 6.10 N/A N/A 0 0 2,290 585 2013-02-22 $9.78 $10.00 56.9% 16.3% 18.3% 17.4% 0.0% 1.0% -1.0% 25.8K -397.9K -3.6K 0.00 6.70 N/A N/A 0 0 2,290 585 2013-02-25 $9.74 $10.00 60.2% 17.2% 16.7% 20.0% 42.4% 1.4% -4.5% 26.3K -408.0K -3.6K 0.08 10.48 N/A N/A 120 10 2,290 585 2013-02-26 $9.72 $10.00 57.3% 16.4% 16.6% 17.7% 0.0% 4.1% -2.0% 27.5K -380.7K -3.6K 0.00 6.84 N/A N/A 0 0 2,381 595 2013-02-27 $9.73 $10.00 58.9% 16.9% 16.6% 19.0% 0.0% 4.2% -3.9% 27.5K -378.0K -3.5K 0.00 8.93 N/A N/A 0 0 2,381 595 2013-02-28 $9.69 $10.00 57.1% 16.4% 16.4% 17.5% 57.1% 3.3% -0.6% 28.1K -360.2K -3.5K 3.00 10.13 N/A N/A 10 30 2,381 595
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