VNET Options History — January 2019

In January 2019, VNET traded between $8.51 and $9.55. ATM implied volatility averaged 47.7%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 10.5% (HV 20d: 37.2%). Max pain ranged from $9.00 to $9.50. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 5.47.

Notable Days

  • 2019-01-18: Highest Volume — 4,579 contracts
  • 2019-01-03: Largest IV spike — 34.3% change
  • 2019-01-03: Highest IV Rank — 42.0%
  • 2019-01-03: Largest Expected Move — 20.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.09$8.51$9.55$8.51$8.96
Max Pain$9.02$9.00$9.50$9.50$9.00
ATM IV47.7%35.7%82.8%61.7%42.5%
Expected Move13.9%10.2%20.0%18.1%14.3%
HV 20d37.2%30.8%43.4%41.0%35.6%
HV 60d56.5%49.3%59.1%58.9%49.7%
IV Rank22.2%15.5%42.0%30.1%19.4%
IV Percentile20.3%0.4%94.4%71.8%4.4%
Term Structure17.2%-10.9%140.1%2.1%2.5%
VWIV47.9%35.0%84.8%63.6%44.3%
Skew 25d5.3%-23.2%42.5%11.0%0.8%
Skew 10d7.6%-6.2%39.9%9.5%7.6%
Call IV 25d47.0%29.6%89.3%65.7%44.0%
Put IV 25d52.3%34.9%115.1%76.7%44.8%
Bid-Ask Spread %119.7695.41145.3095.41106.17
Gamma HHI0.300.170.390.170.32
Net GEX1.9K-18.4K15.5K-4.4K15.2K
Net DEX-446.1K-813.7K190.9K-171.0K-634.6K
Net VEX-4.7K-9.5K-1.6K-2.5K-9.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.470.0279.003.330.08
Total Volume624.76224,57939104
Total OI7,115.816,35111,0376,7008,410

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$8.51$9.5061.7%18.1%41.0%30.1%63.6%11.0%2.1%-4.4K-171.0K-2.5K3.3395.41N/AN/A9303,4883,212
2019-01-03$8.64$9.0082.8%20.0%38.8%42.0%84.8%42.5%-10.2%-18.4K-150.0K-2.8K0.38133.05N/AN/A29113,4893,232
2019-01-04$8.88$9.0062.2%19.0%40.5%30.4%70.1%-2.0%14.9%-2.7K-409.7K-2.2K0.41126.34N/AN/A32133,4943,232
2019-01-07$8.89$9.0054.8%16.9%39.2%26.2%0.0%-23.2%-10.9%-4.3K-395.4K-2.4K0.00135.89N/AN/A023,2463,115
2019-01-08$9.35$9.0054.7%15.9%43.4%26.2%0.0%3.3%1.7%-3.6K-684.3K-2.2K8.25119.26N/AN/A4333,2463,117
2019-01-09$9.43$9.0053.1%15.6%40.8%25.3%45.6%2.2%4.0%-2.7K-730.8K-2.0K0.46131.93N/AN/A2181013,2473,104
2019-01-10$9.47$9.0046.5%14.3%40.8%21.6%49.1%19.7%7.2%10-801.9K-2.2K3.27114.75N/AN/A752453,4393,155
2019-01-11$9.52$9.0045.2%13.0%38.6%20.8%46.4%4.1%-0.1%-4.2K-813.7K-2.4K3.25120.72N/AN/A762473,4813,314
2019-01-14$9.55$9.0047.6%13.3%38.6%22.2%46.4%8.4%-4.8%-5.8K-659.4K-2.0K0.03112.46N/AN/A10233,4193,314
2019-01-15$9.47$9.0047.0%12.9%38.7%21.9%42.8%11.3%-3.5%-4.9K-675.3K-1.9K0.02116.79N/AN/A12533,4393,317
2019-01-16$9.52$9.0037.6%10.8%34.3%16.6%37.2%9.2%-6.8%-2.5K-780.1K-1.6K0.26112.70N/AN/A46123,4613,317
2019-01-17$9.52$9.0035.7%10.2%31.6%15.5%35.0%0.5%0.6%-4.9K-708.3K-1.8K0.97111.92N/AN/A2,2742,2083,4673,324
2019-01-18$9.44$9.0038.8%11.2%30.8%17.3%37.0%3.3%-1.6%13.1K-620.2K-8.1K0.98120.03N/AN/A2,3082,2715,5085,529
2019-01-22$8.84$9.0040.6%11.6%38.9%18.3%42.8%0.5%1.9%12.8K-784.4K-6.9K0.00114.31N/AN/A0743,3393,151
2019-01-23$8.80$9.0039.8%11.8%35.3%17.8%38.9%4.7%2.8%3.7K55.4K-7.0K79.00111.07N/AN/A1793,3393,222
2019-01-24$8.72$9.0041.2%12.6%35.3%18.6%43.1%3.6%-0.5%562190.9K-6.7K0.05126.78N/AN/A1,192603,3403,225
2019-01-25$8.93$9.0040.4%11.7%35.4%18.1%39.5%6.5%0.5%15.5K-261.2K-9.1K0.27117.31N/AN/A224604,5133,246
2019-01-28$8.89$9.0042.5%13.0%34.6%19.3%0.0%-0.4%136.3%15.3K-235.5K-8.6K2.00113.67N/AN/A124,4523,191
2019-01-29$8.84$9.0043.0%12.8%34.6%19.6%0.0%0.4%140.1%13.0K-92.8K-8.3K0.50129.02N/AN/A424,4563,193
2019-01-30$8.73$9.0043.3%12.4%34.5%19.8%44.3%4.9%85.3%9.7K-6.6K-8.2K0.41145.30N/AN/A5952454,4563,193
2019-01-31$8.96$9.0042.5%14.3%35.6%19.4%0.0%0.8%2.5%15.2K-634.6K-9.5K0.08106.17N/AN/A9684,9793,431