VNET Options History — October 2014 In October 2014, VNET traded between $16.85 and $21.51. ATM implied volatility averaged 73.0%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded below realized volatility by 35.6% (HV 20d: 108.6%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 8 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 1.18.
Notable Days 2014-10-08 : Highest Volume — 6,435 contracts2014-10-13 : Largest IV spike — 20.1% change2014-10-15 : Highest IV Rank — 46.2%2014-10-15 : Largest Expected Move — 23.9%Monthly Statistics Metric Avg Min Max Open Close Price $18.71 $16.85 $21.51 $16.85 $20.89 Max Pain $24.61 $24.00 $25.00 $25.00 $24.00 ATM IV 73.0% 63.9% 91.0% 72.6% 63.9% Expected Move 20.8% 19.0% 23.9% 20.4% 19.4% HV 20d 108.6% 86.4% 164.1% 164.1% 89.9% HV 60d 110.8% 103.6% 113.9% 103.6% 113.9% IV Rank 33.4% 27.0% 46.2% 33.2% 27.0% IV Percentile 89.3% 79.4% 96.0% 92.9% 79.4% Term Structure 1.9% -5.7% 7.4% 0.3% 5.4% VWIV 64.9% 33.9% 79.0% 77.9% 62.5% Skew 25d 8.7% 3.8% 13.9% 7.9% 8.2% Skew 10d 22.6% -5.9% 51.5% 19.8% 36.8% Call IV 25d 68.1% 59.3% 76.4% 71.2% 59.3% Put IV 25d 76.7% 67.4% 88.4% 79.1% 67.4% Bid-Ask Spread % 71.72 57.13 100.29 67.16 60.20 Gamma HHI 0.19 0.11 0.78 0.17 0.13 Net GEX -480.6K -2.4M 161.1K -724.0K 161.1K Net DEX 31.6M -3.8M 63.6M 63.4M -3.8M Net VEX -92.3K -143.0K -69.4K -108.9K -80.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.18 0.18 3.91 1.49 1.27 Total Volume 2,907 279 6,435 5,114 3,056 Total OI 66,665.87 29,394 94,930 90,564 33,599
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 2014-10-01 $16.85 $25.00 72.6% 20.4% 164.1% 33.2% 77.9% 7.9% 0.3% -724.0K 63.4M -108.9K 1.49 67.16 N/A N/A 2,052 3,062 30,323 60,241 2014-10-02 $17.42 $25.00 70.1% 20.2% 163.2% 31.4% 70.8% 13.9% 7.4% -734.5K 60.6M -112.8K 2.44 62.70 N/A N/A 312 761 30,440 59,809 2014-10-03 $17.91 $25.00 70.8% 20.8% 162.9% 31.9% 76.1% 6.5% 4.1% -736.8K 58.0M -115.2K 0.55 68.89 N/A N/A 1,948 1,081 30,645 59,637 2014-10-06 $17.55 $25.00 71.0% 20.3% 162.9% 32.0% 0.0% 10.3% 1.9% -802.5K 58.9M -107.0K 1.11 57.13 N/A N/A 199 221 31,064 60,137 2014-10-07 $18.89 $25.00 73.2% 20.0% 147.3% 33.6% 73.7% 4.6% 4.1% -756.6K 48.0M -120.3K 0.36 69.05 N/A N/A 1,642 592 31,208 60,099 2014-10-08 $21.51 $25.00 75.1% 19.0% 152.0% 34.9% 65.1% 11.4% -1.0% -886.7K 16.0M -143.0K 0.56 60.07 N/A N/A 4,131 2,304 31,593 60,348 2014-10-09 $19.39 $25.00 77.4% 20.3% 123.7% 36.6% 68.7% 7.8% -4.2% -730.0K 38.9M -126.6K 0.18 59.36 N/A N/A 1,054 189 32,657 60,915 2014-10-10 $18.73 $25.00 74.2% 21.1% 87.5% 34.3% 40.9% 4.1% -0.4% -662.8K 50.1M -111.1K 0.69 65.45 N/A N/A 443 305 32,843 61,013 2014-10-13 $17.01 $25.00 89.2% 22.0% 88.2% 44.9% 72.3% 6.6% -3.4% -755.0K 63.1M -83.6K 3.91 78.97 N/A N/A 1,002 3,920 33,009 60,909 2014-10-14 $17.81 $25.00 84.9% 21.1% 88.4% 41.8% 60.1% 13.1% -3.1% -777.9K 63.6M -82.1K 1.19 65.63 N/A N/A 2,180 2,599 33,408 61,522 2014-10-15 $17.86 $25.00 91.0% 23.9% 86.9% 46.2% 66.1% 12.0% -0.9% -751.8K 61.3M -81.0K 1.67 82.78 N/A N/A 1,634 2,722 33,763 61,097 2014-10-16 $18.33 $25.00 78.7% 21.0% 86.4% 37.5% 79.0% 12.6% -5.7% -705.7K 59.9M -78.4K 0.67 72.21 N/A N/A 725 485 32,925 60,431 2014-10-17 $17.61 $25.00 73.8% 21.1% 87.4% 34.0% 0.0% 9.5% 0.5% -2.4M 62.4M -70.4K 2.65 69.76 N/A N/A 431 1,142 33,451 60,548 2014-10-20 $18.17 $25.00 73.8% 21.1% 86.9% 34.1% 60.3% 10.6% 2.1% -136.8K 8.7M -69.4K 0.59 74.54 N/A N/A 3,621 2,131 12,215 17,179 2014-10-21 $19.48 $24.00 68.5% 20.2% 90.5% 30.3% 64.1% 10.6% 4.9% -32.1K 3.7M -78.7K 0.65 75.11 N/A N/A 3,140 2,054 14,703 17,189 2014-10-22 $19.01 $24.00 69.1% 22.8% 90.6% 30.7% 60.6% 5.8% 2.6% 22.8K 2.6M -84.3K 1.21 86.52 N/A N/A 1,625 1,967 16,578 17,207 2014-10-23 $19.01 $24.00 68.0% 20.2% 89.9% 29.9% 61.9% 7.5% 5.0% 37.0K 2.7M -79.9K 1.60 67.98 N/A N/A 1,245 1,997 16,896 16,366 2014-10-24 $18.99 $24.00 68.0% 20.9% 89.9% 29.9% 72.9% 7.7% 3.6% 34.4K 2.7M -80.5K 1.30 100.29 N/A N/A 1,277 1,654 16,922 16,432 2014-10-27 $19.05 $24.00 67.9% 19.7% 89.8% 29.9% 0.0% 8.1% 4.5% 39.1K 3.4M -76.6K 0.20 86.85 N/A N/A 233 46 16,973 16,448 2014-10-28 $19.96 $24.00 64.7% 20.7% 91.2% 27.6% 33.9% 10.4% 6.4% 94.8K 187.4K -79.8K 0.20 69.35 N/A N/A 287 56 17,023 16,465 2014-10-29 $19.22 $24.00 67.7% 20.6% 88.8% 29.7% 64.8% 6.1% 3.3% 60.2K 1.9M -77.4K 1.33 73.75 N/A N/A 1,237 1,640 17,161 16,345 2014-10-30 $19.79 $24.00 65.1% 20.6% 88.6% 27.9% 65.9% 3.8% 7.0% 106.1K 601.5K -76.8K 1.33 75.87 N/A N/A 1,056 1,403 17,217 16,362 2014-10-31 $20.89 $24.00 63.9% 19.4% 89.9% 27.0% 62.5% 8.2% 5.4% 161.1K -3.8M -80.2K 1.27 60.20 N/A N/A 1,349 1,707 17,242 16,357
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