VNET Options History — August 2018 In August 2018, VNET traded between $8.57 and $11.18. ATM implied volatility averaged 60.8%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 4.7% (HV 20d: 56.1%). Max pain ranged from $7.00 to $9.50. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.85.
Notable Days 2018-08-01 : Highest Volume — 3,425 contracts2018-08-03 : Largest IV drop — 56.6% change2018-08-02 : Highest IV Rank — 79.1%2018-08-02 : Largest Expected Move — 23.5%Monthly Statistics Metric Avg Min Max Open Close Price $9.54 $8.57 $11.18 $8.91 $9.75 Max Pain $7.76 $7.00 $9.50 $9.50 $8.00 ATM IV 60.8% 46.8% 129.5% 111.9% 53.7% Expected Move 16.1% 13.2% 23.5% 19.6% 16.1% HV 20d 56.1% 46.6% 72.7% 49.9% 72.2% HV 60d 57.5% 46.8% 71.0% 71.0% 56.9% IV Rank 35.3% 26.3% 79.1% 67.8% 30.8% IV Percentile 49.6% 11.9% 99.2% 98.8% 40.1% Term Structure -6.2% -131.1% 10.6% -131.1% 0.2% VWIV 56.5% 43.2% 86.0% 79.0% 51.0% Skew 25d 1.1% -13.1% 26.8% -13.1% 7.8% Skew 10d -2.3% -94.0% 53.5% -5.1% -94.0% Call IV 25d 56.3% 46.5% 81.5% 81.5% 51.3% Put IV 25d 57.4% 48.8% 103.2% 68.4% 59.0% Bid-Ask Spread % 55.23 16.28 137.70 137.70 70.14 Gamma HHI 0.23 0.14 0.41 0.21 0.25 Net GEX 7.9K -21.6K 56.1K -16.3K 27.9K Net DEX -1.5M -4.2M -5.1K -250.4K -2.0M Net VEX -15.0K -15.5K -14.2K -14.2K -15.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.52 1.37 1.12 0.69 Total Volume 2,688.261 2,253 3,425 3,425 3,280 Total OI 12,184.13 10,212 13,729 10,212 13,729
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 2018-08-01 $8.91 $9.50 111.9% 19.6% 49.9% 67.8% 79.0% -13.1% -131.1% -16.3K -250.4K -14.2K 1.12 137.70 N/A N/A 1,618 1,807 4,136 6,076 2018-08-02 $8.89 $9.50 129.5% 23.5% 47.2% 79.1% 69.9% 26.8% -1.3% -21.1K -140.6K -15.3K 0.88 98.18 N/A N/A 1,815 1,599 4,743 6,438 2018-08-03 $8.70 $9.50 56.2% 19.9% 47.0% 32.3% 86.0% -5.0% -0.9% -20.8K -89.8K -15.5K 1.05 124.02 N/A N/A 1,301 1,371 4,898 6,450 2018-08-06 $8.66 $7.00 58.4% 15.8% 46.9% 33.7% 57.1% -3.0% -1.0% -21.3K -41.9K -15.0K 1.33 22.64 N/A N/A 1,132 1,504 4,993 6,449 2018-08-07 $8.62 $7.00 58.3% 16.6% 46.8% 33.7% 57.9% -2.2% 0.0% -19.3K -138.9K -15.1K 1.35 19.25 N/A N/A 1,110 1,504 5,142 6,603 2018-08-08 $8.57 $7.00 58.8% 16.3% 46.6% 34.0% 58.7% -1.0% -2.0% -21.6K -5.1K -14.9K 1.37 26.38 N/A N/A 1,110 1,517 5,153 6,603 2018-08-09 $8.95 $7.00 59.2% 16.3% 49.9% 34.3% 58.9% -2.0% -1.3% -14.3K -487.8K -15.3K 0.96 34.93 N/A N/A 1,193 1,146 5,153 6,622 2018-08-10 $8.75 $7.00 58.3% 17.5% 50.1% 33.7% 56.5% -0.6% -4.1% -19.2K -278.5K -14.9K 0.96 23.13 N/A N/A 1,198 1,146 5,274 6,596 2018-08-13 $9.01 $7.00 56.4% 15.9% 51.4% 32.5% 53.3% 1.4% -0.4% -14.8K -527.9K -14.5K 1.04 22.12 N/A N/A 1,135 1,180 5,236 6,592 2018-08-14 $9.27 $7.00 54.6% 15.1% 50.3% 31.3% 52.9% -0.4% -0.4% -12.2K -814.6K -14.7K 0.64 53.34 N/A N/A 1,621 1,041 5,232 6,694 2018-08-15 $8.99 $7.00 59.6% 15.4% 47.2% 34.5% 56.0% 6.8% -9.3% -8.0K -663.5K -14.9K 0.81 74.43 N/A N/A 1,355 1,095 5,690 6,744 2018-08-16 $9.36 $7.00 59.5% 16.5% 49.5% 34.5% 57.8% 2.5% -1.6% -5.5K -1.1M -15.3K 0.84 31.76 N/A N/A 1,326 1,120 5,794 6,985 2018-08-17 $9.08 $7.00 50.1% 15.1% 49.8% 28.4% 51.3% 0.3% 2.1% 4.8K -721.1K -15.2K 0.83 31.85 N/A N/A 1,522 1,266 6,138 7,137 2018-08-20 $9.19 $8.00 62.3% 14.4% 49.6% 36.2% 50.6% -0.9% -0.8% 9.5K -1.2M -15.1K 0.68 89.04 N/A N/A 1,341 912 5,534 6,331 2018-08-21 $10.52 $8.00 46.8% 13.2% 69.4% 26.3% 49.4% 1.2% -0.9% 26.4K -3.0M -14.8K 0.54 31.14 N/A N/A 1,888 1,020 5,579 6,316 2018-08-22 $10.49 $8.00 52.2% 15.0% 69.4% 29.8% 52.1% -1.4% -3.1% 39.6K -3.1M -15.0K 0.57 71.12 N/A N/A 1,800 1,028 6,043 6,424 2018-08-23 $10.50 $8.00 49.6% 14.3% 69.0% 28.2% 43.2% -1.3% 0.6% 38.1K -3.1M -15.0K 0.52 41.07 N/A N/A 1,833 953 6,048 6,435 2018-08-24 $10.91 $8.00 49.6% 14.2% 64.4% 28.1% 50.2% 5.6% 0.3% 29.7K -3.6M -15.0K 0.62 55.96 N/A N/A 1,530 953 6,057 6,440 2018-08-27 $11.18 $8.00 48.9% 15.4% 63.7% 27.7% 51.8% -0.3% 0.0% 43.0K -4.2M -14.8K 0.64 38.22 N/A N/A 1,412 908 6,184 6,389 2018-08-28 $11.08 $8.00 52.8% 15.9% 63.7% 30.2% 49.9% 1.1% -1.4% 51.6K -4.1M -15.0K 0.62 62.84 N/A N/A 1,503 928 6,538 6,391 2018-08-29 $10.52 $8.00 49.9% 14.3% 63.1% 28.3% 49.6% -3.1% 2.5% 56.1K -3.3M -15.0K 0.60 16.28 N/A N/A 1,652 996 6,609 6,462 2018-08-30 $9.58 $8.00 60.9% 14.9% 72.7% 35.4% 55.6% 6.0% 10.6% 50.1K -1.8M -14.8K 0.88 94.72 N/A N/A 1,680 1,481 6,697 6,458 2018-08-31 $9.75 $8.00 53.7% 16.1% 72.2% 30.8% 51.0% 7.8% 0.2% 27.9K -2.0M -15.1K 0.69 70.14 N/A N/A 1,942 1,338 6,782 6,947
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