VNET Options History — February 2019

In February 2019, VNET traded between $8.73 and $10.11. ATM implied volatility averaged 43.2%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 8.6% (HV 20d: 34.6%). Max pain ranged from $9.00 to $9.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 13.56.

Notable Days

  • 2019-02-28: Highest Volume — 3,608 contracts
  • 2019-02-11: Largest IV spike — 24.2% change
  • 2019-02-28: Highest IV Rank — 27.1%
  • 2019-02-28: Largest Expected Move — 18.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.28$8.73$10.11$9.12$9.32
Max Pain$9.00$9.00$9.00$9.00$9.00
ATM IV43.2%28.8%56.4%32.9%56.4%
Expected Move14.5%12.9%18.7%13.1%18.7%
HV 20d34.6%27.0%50.3%35.7%50.3%
HV 60d45.6%40.2%49.8%49.8%44.3%
IV Rank19.7%11.7%27.1%13.9%27.1%
IV Percentile17.4%0.4%61.9%0.4%61.9%
Term Structure4.3%-11.1%22.4%-11.1%-0.4%
VWIV49.8%33.8%63.9%33.8%63.9%
Skew 25d1.1%-42.5%32.8%2.1%3.1%
Skew 10d9.7%-22.7%120.5%-6.7%19.6%
Call IV 25d48.7%27.6%112.1%36.4%59.3%
Put IV 25d49.8%28.4%72.6%38.5%62.4%
Bid-Ask Spread %102.8588.46128.05126.1092.44
Gamma HHI0.310.250.360.320.25
Net GEX38.0K11.9K79.3K22.1K75.3K
Net DEX-1.4M-4.0M-49.8K-801.2K-1.6M
Net VEX-9.3K-12.3K-8.0K-9.5K-12.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio13.560.00211.000.232.32
Total Volume633.10513,6081293,608
Total OI9,350.5798,34812,8658,41012,865

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$9.12$9.0032.9%13.1%35.7%13.9%0.0%2.1%-11.1%22.1K-801.2K-9.5K0.23126.10N/AN/A105244,9783,432
2019-02-04$9.22$9.0032.3%14.5%34.7%13.6%0.0%7.3%21.7%27.1K-1.1M-9.3K0.00100.63N/AN/A014,9763,418
2019-02-05$9.38$9.0030.1%14.4%35.1%12.4%33.8%7.1%22.4%30.8K-1.3M-9.3K2.00116.73N/AN/A124,9763,419
2019-02-06$9.43$9.0028.8%14.2%30.3%11.7%48.1%-0.4%20.8%34.4K-1.4M-9.4K0.08100.25N/AN/A1314,9753,419
2019-02-07$9.25$9.0033.8%13.7%30.9%14.4%48.2%32.8%16.4%27.2K-1.1M-9.0K0.05100.87N/AN/A2014,9723,420
2019-02-08$9.32$9.0037.5%14.1%31.0%16.5%45.8%-5.8%19.0%32.3K-1.2M-9.0K0.06101.58N/AN/A3524,9753,420
2019-02-11$9.36$9.0046.6%14.3%31.0%21.6%0.0%2.4%-4.3%35.0K-1.3M-8.6K0.0097.39N/AN/A0104,9693,379
2019-02-12$9.20$9.0050.5%15.0%31.5%23.8%53.8%3.0%-4.2%27.9K-1.0M-8.4K211.00101.22N/AN/A12114,9693,389
2019-02-13$8.92$9.0044.9%12.9%33.1%20.7%43.7%-11.7%-0.7%11.9K-412.6K-8.0K0.63105.78N/AN/A1911214,9693,590
2019-02-14$9.10$9.0045.7%12.9%34.0%21.1%45.2%21.9%5.5%22.4K-681.7K-8.2K1.22102.56N/AN/A1922345,1583,623
2019-02-15$8.89$9.0049.5%14.5%34.7%23.2%45.2%-1.9%0.1%23.2K-277.8K-8.1K0.37102.35N/AN/A9113345,1593,823
2019-02-19$8.93$9.0050.6%15.2%34.8%23.9%0.0%-42.5%-0.4%30.2K-592.3K-9.0K10.00102.69N/AN/A1105,7953,692
2019-02-20$8.73$9.0047.1%14.2%27.0%21.9%50.3%2.1%-2.3%12.4K-49.8K-8.0K0.05101.87N/AN/A712375,7963,702
2019-02-21$8.76$9.0048.6%14.8%27.0%22.8%53.6%1.3%-3.1%28.2K-327.0K-9.4K0.0592.71N/AN/A712376,5083,739
2019-02-22$9.38$9.0047.5%15.0%36.1%22.2%54.3%-0.5%-0.9%61.6K-1.7M-10.5K1.36128.05N/AN/A2483376,5083,739
2019-02-25$9.93$9.0047.0%14.6%40.2%21.9%54.3%3.7%4.1%71.6K-3.2M-10.5K0.00102.53N/AN/A26906,5733,749
2019-02-26$10.03$9.0045.1%14.5%40.1%20.8%51.3%2.6%1.1%68.9K-3.6M-10.1K0.5788.46N/AN/A6433686,6553,749
2019-02-27$10.11$9.0046.4%15.7%39.8%21.5%54.8%-5.7%-2.5%79.3K-4.0M-10.9K0.5889.86N/AN/A1,6729657,0664,117
2019-02-28$9.32$9.0056.4%18.7%50.3%27.1%63.9%3.1%-0.4%75.3K-1.6M-12.3K2.3292.44N/AN/A1,0862,5228,1644,701