VNET Options History — March 2019

In March 2019, VNET traded between $7.71 and $9.02. ATM implied volatility averaged 52.8%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded below realized volatility by 6.7% (HV 20d: 59.6%). Max pain ranged from $8.00 to $9.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.91.

Notable Days

  • 2019-03-01: Highest Volume — 4,712 contracts
  • 2019-03-26: Largest IV spike — 375.7% change
  • 2019-03-26: Highest IV Rank — 100.0%
  • 2019-03-04: Largest Expected Move — 20.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.50$7.71$9.02$8.53$7.96
Max Pain$8.37$8.00$9.00$9.00$8.00
ATM IV52.8%40.1%201.7%53.3%44.9%
Expected Move14.5%12.1%20.6%19.4%14.1%
HV 20d59.6%42.1%66.1%59.1%42.1%
HV 60d45.4%44.5%46.1%46.1%46.1%
IV Rank24.5%17.0%100.0%25.4%19.0%
IV Percentile21.5%4.4%100.0%47.6%15.1%
Term Structure-3.8%-86.2%5.0%-0.7%3.2%
VWIV48.5%29.6%71.7%62.6%36.0%
Skew 25d1.9%-9.2%13.9%6.7%6.8%
Skew 10d1.8%-33.9%50.9%8.3%28.3%
Call IV 25d45.5%38.9%55.0%55.0%45.3%
Put IV 25d47.4%37.5%61.7%61.7%52.1%
Bid-Ask Spread %92.2062.68135.6687.79116.15
Gamma HHI0.320.220.840.250.51
Net GEX-203.7K-1.5M-13.8K-13.8K-267.2K
Net DEX1.3M-1.3M3.7M1.3M3.1M
Net VEX-13.9K-16.7K-10.3K-11.6K-11.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.003.653.650.36
Total Volume1,340.286704,7124,7121,237
Total OI18,080.66714,58020,64514,58017,234

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-03-01$8.53$9.0053.3%19.4%59.1%25.4%62.6%6.7%-0.7%-13.8K1.3M-11.6K3.6587.79N/AN/A1,0133,6998,1726,408
2019-03-04$8.76$9.0055.6%20.6%59.6%26.7%71.7%2.6%-0.2%-46.9K961.1K-13.2K0.4891.13N/AN/A2,9951,4267,8667,937
2019-03-05$8.47$9.0051.1%16.6%60.4%24.2%53.6%-4.3%-3.1%-73.1K1.4M-16.4K0.1688.38N/AN/A1,72226710,8089,325
2019-03-06$8.70$9.0049.8%15.3%61.0%23.4%49.0%0.8%-2.7%-88.2K654.9K-16.6K0.1793.60N/AN/A1,67529210,9039,336
2019-03-07$8.80$9.0047.9%14.8%61.1%22.4%49.0%3.7%-0.1%-91.0K414.6K-16.7K0.1991.47N/AN/A1,63930410,9819,457
2019-03-08$8.78$9.0045.8%14.1%60.9%21.2%49.4%6.5%-0.8%-123.1K535.9K-16.1K0.1792.44N/AN/A1,80931510,9969,450
2019-03-11$8.73$8.0046.6%14.4%60.7%21.6%50.0%0.5%-0.3%-147.8K721.3K-15.1K0.7571.71N/AN/A26219710,3629,334
2019-03-12$8.76$8.0044.0%14.4%60.7%20.2%49.5%2.7%0.9%-190.5K735.8K-15.1K0.5362.68N/AN/A1457710,5669,516
2019-03-13$8.74$8.0043.2%13.7%60.5%19.7%48.4%3.2%1.1%-221.7K1.1M-14.9K0.5666.11N/AN/A1679310,6669,592
2019-03-14$8.49$8.0042.7%14.0%60.4%19.4%46.8%2.1%2.1%-115.1K2.1M-13.8K1.8473.06N/AN/A23843910,6689,571
2019-03-15$9.02$8.0044.9%13.5%64.0%20.7%46.5%0.0%-1.0%-1.5M-1.3M-14.3K1.9083.00N/AN/A9311,76610,6989,947
2019-03-18$8.57$0.0040.1%12.7%66.1%18.0%0.0%0.7%5.0%-155.6K968.1K-14.3K1.4192.77N/AN/A29417,6278,579
2019-03-19$8.58$0.0040.8%12.1%66.0%18.4%42.6%-1.7%-1.2%-149.7K955.4K-14.1K2.2186.50N/AN/A631397,6518,617
2019-03-20$8.57$9.0043.1%13.5%65.6%19.7%48.6%-9.2%1.6%-190.5K1.0M-14.1K1.42135.66N/AN/A4516417,6858,816
2019-03-21$8.56$8.0042.1%13.4%65.6%19.1%46.1%3.3%-1.3%-185.6K823.5K-14.5K1.4486.78N/AN/A4446418,0879,174
2019-03-22$8.36$8.0043.1%13.5%60.6%19.7%46.8%-0.1%0.2%-141.0K1.8M-13.7K1.4999.80N/AN/A4446628,0899,174
2019-03-25$8.33$8.0042.4%13.8%55.9%19.3%48.8%-0.2%3.4%-164.1K1.7M-12.7K0.0088.88N/AN/A10107,6988,666
2019-03-26$8.20$8.00201.7%14.0%55.5%100.0%45.2%6.8%-86.2%-124.2K1.4M-12.9K0.19123.70N/AN/A104207,7988,666
2019-03-27$7.93$8.0041.1%13.3%55.6%17.0%50.0%-5.1%0.5%-176.6K3.2M-11.1K0.03101.22N/AN/A681207,8888,666
2019-03-28$7.71$8.0045.4%13.4%49.7%19.3%29.6%13.9%0.1%-110.8K3.7M-10.3K0.06103.39N/AN/A907508,3548,666
2019-03-29$7.96$8.0044.9%14.1%42.1%19.0%36.0%6.8%3.2%-267.2K3.1M-11.1K0.36116.15N/AN/A9073308,5788,656