VNET Options History — April 2018

In April 2018, VNET traded between $5.29 and $6.73. ATM implied volatility averaged 56.1%, placing in the 52.7% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 13.4% (HV 20d: 42.6%). Max pain ranged from $6.00 to $8.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 2.18.

Notable Days

  • 2018-04-04: Highest Volume — 3,146 contracts
  • 2018-04-30: Largest IV drop — 42.5% change
  • 2018-04-27: Highest IV Rank — 72.6%
  • 2018-04-27: Largest Expected Move — 20.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.20$5.29$6.73$6.73$5.29
Max Pain$7.62$6.00$8.00$8.00$6.00
ATM IV56.1%43.2%75.1%55.9%43.2%
Expected Move15.6%10.4%20.5%15.9%10.4%
HV 20d42.6%34.6%47.0%37.8%45.6%
HV 60d43.3%42.1%45.3%42.5%42.7%
IV Rank52.7%39.4%72.6%52.6%39.4%
IV Percentile37.8%1.6%95.6%38.5%1.6%
Term Structure3.2%-31.2%27.2%16.9%-31.2%
VWIV51.5%37.9%62.9%45.5%58.2%
Skew 25d2.4%-11.6%13.2%-6.2%-0.2%
Skew 10d4.5%-37.7%126.2%0.0%-6.7%
Call IV 25d54.4%39.3%76.6%63.1%58.3%
Put IV 25d56.8%37.2%80.7%56.9%58.1%
Bid-Ask Spread %92.1517.02148.38129.01138.76
Gamma HHI0.310.250.340.320.26
Net GEX54-7.2K7.3K7.3K-5.5K
Net DEX1.3M918.9K1.7M918.9K1.6M
Net VEX-10.5K-14.0K-6.5K-14.0K-6.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.181.514.042.691.77
Total Volume2,326.191,3563,1463,1361,675
Total OI9,786.6199,21510,0099,7769,568

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-04-02$6.73$8.0055.9%15.9%37.8%52.6%45.5%-6.2%16.9%7.3K918.9K-14.0K2.69129.01N/AN/A8492,2875,0544,722
2018-04-03$6.69$8.0053.9%19.2%37.6%50.5%45.0%6.5%-1.3%6.0K1.0M-13.6K2.69132.73N/AN/A8502,2875,0554,773
2018-04-04$6.63$8.0049.1%14.8%37.4%45.5%44.7%7.2%20.1%2.6K1.1M-13.5K2.70131.62N/AN/A8502,2965,0564,773
2018-04-05$6.66$8.0050.0%14.8%36.9%46.4%50.3%3.8%1.0%3.0K1.1M-13.2K2.7023.27N/AN/A8502,2965,0564,776
2018-04-06$6.30$8.0051.3%15.7%40.3%47.8%51.7%-7.3%-2.9%1051.3M-11.6K2.7229.27N/AN/A8432,2965,0564,785
2018-04-09$6.30$8.0051.7%14.3%34.6%48.2%51.7%-0.1%-1.8%8091.3M-11.5K2.4833.03N/AN/A9012,2375,1554,781
2018-04-10$6.70$8.0051.1%14.6%43.5%47.6%53.0%2.1%-0.8%3.5K1.2M-11.7K2.4726.89N/AN/A9062,2355,2164,782
2018-04-11$6.60$8.0053.1%14.5%43.5%49.7%46.5%3.3%-2.5%3.1K1.2M-12.3K1.87105.82N/AN/A8271,5475,2164,782
2018-04-12$6.45$8.0051.3%14.5%43.6%47.8%44.4%-1.7%0.5%2.7K1.3M-11.3K1.8817.02N/AN/A8271,5575,2164,783
2018-04-13$6.30$8.0072.7%17.9%43.7%70.1%62.0%4.1%-5.5%1.1K1.3M-11.0K1.88106.80N/AN/A8271,5575,2164,793
2018-04-16$6.43$8.0063.4%17.3%44.8%60.4%62.9%7.7%20.0%1761.4M-10.5K2.07109.44N/AN/A7461,5465,1434,782
2018-04-17$6.53$8.0057.8%15.9%43.3%54.6%61.1%8.9%14.7%8391.3M-11.6K1.55122.10N/AN/A7461,1575,1454,782
2018-04-18$6.45$8.0060.5%17.3%42.8%57.3%55.8%4.7%-7.9%1.1K1.3M-11.3K1.53136.11N/AN/A7541,1575,1454,778
2018-04-19$6.12$8.0061.4%16.1%45.0%58.4%47.0%-11.6%27.2%-1.6K1.3M-10.5K1.58141.94N/AN/A7631,2075,1514,779
2018-04-20$5.86$8.0055.1%14.0%45.9%51.8%37.9%-2.1%14.6%-4.2K1.7M-8.4K1.51102.12N/AN/A7711,1615,1614,829
2018-04-23$5.67$8.0051.2%14.2%46.3%47.7%57.4%0.9%3.0%-6.1K1.7M-6.9K4.0496.33N/AN/A2691,0874,6494,571
2018-04-24$5.77$8.0052.8%14.8%47.0%49.3%49.4%5.9%2.3%-7.2K1.6M-8.0K1.8483.37N/AN/A5851,0784,6514,564
2018-04-25$5.57$6.0054.9%15.3%44.7%51.5%52.6%5.6%1.2%-2.4K1.5M-7.6K1.8847.19N/AN/A5851,1014,9974,575
2018-04-26$5.63$6.0061.5%14.2%45.3%58.4%47.0%6.1%-1.5%-2.2K1.5M-8.0K1.9273.90N/AN/A5731,1014,9974,598
2018-04-27$5.42$6.0075.1%20.5%45.9%72.6%58.2%13.2%0.0%-2.1K1.5M-7.5K1.89148.38N/AN/A5751,0885,0014,607
2018-04-30$5.29$6.0043.2%10.4%45.6%39.4%58.2%-0.2%-31.2%-5.5K1.6M-6.5K1.77138.76N/AN/A6041,0715,0014,567