VNET Options History — March 2017 In March 2017, VNET traded between $5.25 and $7.30. ATM implied volatility averaged 56.8%, placing in the 41.2% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded below realized volatility by 13.6% (HV 20d: 70.5%). Max pain ranged from $5.00 to $9.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.67.
Notable Days 2017-03-10 : Highest Volume — 5,618 contracts2017-03-09 : Largest IV spike — 72.7% change2017-03-09 : Highest IV Rank — 67.6%2017-03-14 : Largest Expected Move — 23.9%Monthly Statistics Metric Avg Min Max Open Close Price $5.99 $5.25 $7.30 $7.30 $5.51 Max Pain $6.22 $5.00 $9.00 $9.00 $5.50 ATM IV 56.8% 49.2% 85.7% 49.3% 70.1% Expected Move 15.4% 13.3% 23.9% 17.0% 14.3% HV 20d 70.5% 17.7% 94.7% 22.0% 94.7% HV 60d 52.2% 35.5% 59.6% 37.0% 59.5% IV Rank 41.2% 34.2% 67.6% 34.3% 53.3% IV Percentile 58.4% 31.0% 94.8% 37.3% 85.7% Term Structure 6.0% -42.6% 61.0% 1.2% 8.0% VWIV 49.7% 38.7% 69.9% 58.5% 38.7% Skew 25d -3.1% -70.6% 21.2% -5.6% 7.5% Skew 10d 18.6% -31.0% 94.4% -31.0% 14.4% Call IV 25d 61.2% 40.7% 125.5% 58.7% 45.6% Put IV 25d 58.1% 36.7% 94.5% 53.2% 53.1% Bid-Ask Spread % 106.38 52.60 143.40 91.42 127.29 Gamma HHI 0.41 0.13 0.55 0.32 0.50 Net GEX 25.3K -420 41.8K 11.4K 34.3K Net DEX 130.1K -965.1K 1.4M 1.0M -605.5K Net VEX -9.8K -13.4K -5.5K -7.8K -10.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.31 1.30 1.12 0.55 Total Volume 3,602.217 2,147 5,618 2,185 3,262 Total OI 11,287.565 8,622 14,849 8,622 11,685
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 2017-03-01 $7.30 $9.00 49.3% 17.0% 22.0% 34.3% 58.5% -5.6% 1.2% 11.4K 1.0M -7.8K 1.12 91.42 N/A N/A 1,033 1,152 4,762 3,860 2017-03-02 $7.24 $9.00 52.4% 16.6% 22.2% 37.2% 53.6% 4.4% -3.5% 13.7K 1.1M -7.5K 1.18 52.60 N/A N/A 985 1,162 4,777 3,860 2017-03-03 $7.13 $9.00 50.1% 16.7% 19.8% 35.0% 54.3% 7.5% -5.4% 9.5K 1.1M -7.5K 1.20 97.29 N/A N/A 996 1,192 4,782 3,870 2017-03-06 $7.08 $0.00 50.9% 13.3% 19.6% 35.8% 0.0% 7.0% 4.3% 10.5K 1.1M -7.4K 1.19 107.81 N/A N/A 1,007 1,202 4,859 3,908 2017-03-07 $6.98 $0.00 52.8% 13.5% 17.7% 37.4% 0.0% 4.4% -1.3% 8.7K 1.1M -7.3K 1.30 100.37 N/A N/A 938 1,220 4,866 3,911 2017-03-08 $7.08 $0.00 49.6% 13.9% 18.5% 34.6% 48.0% 4.3% -2.7% 12.4K 1.1M -7.3K 1.10 81.66 N/A N/A 1,058 1,169 4,912 3,925 2017-03-09 $5.69 $8.00 85.7% 15.6% 79.1% 67.6% 69.9% 0.4% -42.6% -420 1.4M -5.5K 0.31 124.25 N/A N/A 4,090 1,279 5,070 4,011 2017-03-10 $5.58 $6.00 55.1% 14.4% 79.1% 39.6% 49.2% -12.9% -5.5% 21.3K 784.2K -8.3K 0.34 126.75 N/A N/A 4,187 1,431 8,283 4,005 2017-03-13 $5.68 $6.00 70.0% 15.2% 79.5% 53.3% 53.9% -31.0% -18.6% 26.1K 784.0K -8.1K 0.34 63.85 N/A N/A 3,938 1,351 8,475 4,068 2017-03-14 $5.25 $6.00 62.0% 23.9% 81.8% 45.9% 50.7% -20.8% 29.7% 20.3K 674.6K -8.7K 0.35 88.76 N/A N/A 3,928 1,366 8,502 4,061 2017-03-15 $5.58 $6.00 59.6% 16.2% 86.3% 43.7% 59.2% -25.4% -3.8% 41.8K 39.4K -12.2K 0.38 143.40 N/A N/A 3,865 1,477 10,661 4,086 2017-03-16 $5.74 $6.00 52.7% 15.9% 87.1% 37.4% 46.0% -4.9% 5.8% 41.3K -9.2K -11.9K 0.40 104.79 N/A N/A 3,767 1,507 10,654 4,189 2017-03-17 $5.82 $5.00 54.1% 16.1% 87.6% 38.7% 63.8% -70.6% -10.6% 37.1K 77.2K -11.1K 0.36 140.76 N/A N/A 3,732 1,362 10,634 4,215 2017-03-20 $5.50 $5.00 53.2% 14.9% 89.0% 37.9% 49.4% -6.3% 9.7% 33.9K -757.7K -11.2K 0.74 88.53 N/A N/A 2,038 1,516 8,671 2,606 2017-03-21 $5.51 $5.50 53.1% 15.1% 89.1% 37.8% 50.2% 1.6% 25.5% 30.1K -742.9K -12.3K 0.58 105.15 N/A N/A 2,011 1,166 8,745 2,859 2017-03-22 $5.56 $5.50 49.2% 14.1% 89.4% 34.2% 45.6% 10.5% 44.4% 31.2K -904.3K -13.4K 0.56 141.90 N/A N/A 2,065 1,166 8,777 2,860 2017-03-23 $5.74 $5.50 51.6% 14.7% 90.9% 36.4% 41.6% 4.5% -2.0% 35.0K -781.2K -11.6K 0.56 119.70 N/A N/A 2,065 1,166 8,864 2,860 2017-03-24 $5.46 $5.50 56.1% 13.6% 91.7% 40.5% 43.8% -1.5% 28.0% 30.0K -662.2K -11.5K 0.57 104.22 N/A N/A 2,055 1,166 8,864 2,860 2017-03-27 $5.72 $5.50 59.5% 15.4% 93.7% 43.6% 46.1% 20.3% 4.2% 33.1K -965.1K -12.6K 0.56 131.96 N/A N/A 2,058 1,155 8,863 2,825 2017-03-28 $5.59 $5.50 60.8% 14.4% 93.8% 44.8% 41.3% 0.4% 61.0% 33.3K -680.1K -11.0K 0.56 84.31 N/A N/A 2,059 1,155 8,868 2,825 2017-03-29 $5.48 $5.50 57.8% 14.3% 93.5% 42.0% 39.8% 21.2% 14.7% 32.8K -579.7K -10.8K 0.54 124.54 N/A N/A 2,059 1,113 8,869 2,824 2017-03-30 $5.63 $5.50 51.5% 14.2% 94.6% 36.3% 40.4% 13.3% -2.0% 35.4K -665.1K -10.8K 0.55 95.35 N/A N/A 2,059 1,123 8,869 2,814 2017-03-31 $5.51 $5.50 70.1% 14.3% 94.7% 53.3% 38.7% 7.5% 8.0% 34.3K -605.5K -10.8K 0.55 127.29 N/A N/A 2,099 1,163 8,869 2,816
« Feb 2017 | All History | Apr 2017 » Home VNET History March 2017