VNET Options History — April 2019

In April 2019, VNET traded between $7.18 and $8.06. ATM implied volatility averaged 46.0%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 5.9% (HV 20d: 40.1%). Max pain ranged from $8.00 to $8.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 4.04.

Notable Days

  • 2019-04-05: Highest Volume — 1,251 contracts
  • 2019-04-22: Largest IV spike — 26.7% change
  • 2019-04-23: Highest IV Rank — 25.7%
  • 2019-04-30: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.66$7.18$8.06$7.79$7.85
Max Pain$8.00$8.00$8.00$8.00$8.00
ATM IV46.0%37.2%57.8%41.9%55.2%
Expected Move13.8%11.7%16.6%12.7%16.6%
HV 20d40.1%28.6%45.1%41.0%42.7%
HV 60d46.4%44.7%47.9%46.2%47.9%
IV Rank19.6%15.0%25.7%17.5%24.3%
IV Percentile26.3%2.8%70.6%6.7%59.5%
Term Structure2.7%-4.9%27.7%1.0%-4.1%
VWIV49.7%32.7%68.0%41.5%58.7%
Skew 25d-0.8%-19.8%25.5%2.2%15.5%
Skew 10d5.4%-36.2%36.6%5.7%11.8%
Call IV 25d50.5%29.3%128.1%38.8%59.5%
Put IV 25d49.6%34.0%108.9%41.0%75.0%
Bid-Ask Spread %110.3489.19132.91107.07113.95
Gamma HHI0.230.190.300.210.26
Net GEX13.0K-78.1K84.4K-54.0K73.4K
Net DEX80.0K-1.9M2.4M2.4M-1.7M
Net VEX-9.4K-11.9K-7.6K-9.8K-8.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.040.0120.503.330.82
Total Volume362.8101,25126142
Total OI12,698.2869,68115,86114,6339,681

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$7.79$8.0041.9%12.7%41.0%17.5%0.0%2.2%1.0%-54.0K2.4M-9.8K3.33107.07N/AN/A6208,0246,609
2019-04-02$7.81$8.0039.5%11.8%39.8%16.2%41.5%4.6%0.1%-53.6K2.3M-9.9K0.06107.97N/AN/A878548,0306,628
2019-04-03$7.98$8.0038.2%11.7%39.3%15.6%41.8%9.5%1.4%-78.1K1.2M-11.9K0.07112.34N/AN/A790548,8306,662
2019-04-04$7.87$8.0037.2%12.5%39.0%15.0%44.7%-1.8%-1.7%-35.1K1.8M-11.0K0.06100.39N/AN/A988558,9896,664
2019-04-05$7.82$8.0038.6%12.6%38.9%15.8%40.4%-2.9%2.7%-15.9K1.9M-10.6K0.2789.19N/AN/A9882639,2496,612
2019-04-08$7.71$8.0045.8%13.3%39.1%19.5%0.0%4.5%0.2%-14.2K151.7K-10.1K0.00102.13N/AN/A009,1293,871
2019-04-09$7.38$8.0040.0%13.3%41.0%16.5%49.6%0.7%6.5%-3.3K765.9K-8.7K0.0392.88N/AN/A22669,1293,871
2019-04-10$7.21$8.0045.1%13.6%41.3%19.1%58.4%25.5%1.6%8.0K1.0M-8.0K0.01110.40N/AN/A33749,2853,876
2019-04-11$7.18$8.0043.6%13.5%40.7%18.4%32.7%0.7%3.8%10.4K869.4K-7.6K0.0190.36N/AN/A74199,4963,522
2019-04-12$7.24$8.0046.9%13.2%32.3%20.1%68.0%-19.8%-2.9%16.3K593.0K-8.5K0.0197.61N/AN/A792119,9003,527
2019-04-15$7.20$8.0046.5%13.3%28.6%19.9%51.5%2.7%7.9%18.5K378.1K-7.7K0.00101.58N/AN/A049,9632,937
2019-04-16$7.27$8.0048.7%14.0%29.2%21.0%47.2%-0.5%3.3%21.3K148.0K-8.7K9.50111.65N/AN/A2199,9632,937
2019-04-17$7.90$8.0047.9%13.7%43.6%20.6%47.9%-10.2%3.5%-11.1K-1.1M-10.1K0.45125.94N/AN/A2621189,9652,914
2019-04-18$7.77$8.0043.8%12.7%43.9%18.5%43.4%-12.0%-0.2%44.4K-853.8K-9.6K0.31116.28N/AN/A2517810,1932,946
2019-04-22$7.60$8.0055.5%15.8%43.8%24.5%57.2%-15.2%-0.8%42.3K-1.3M-9.7K17.00131.40N/AN/A1178,4922,215
2019-04-23$7.80$8.0057.8%16.0%45.1%25.7%55.1%-19.1%-4.9%54.0K-1.8M-10.5K20.50132.91N/AN/A2418,4922,205
2019-04-24$7.78$8.0047.5%14.6%44.9%20.4%51.6%4.7%3.1%51.5K-1.2M-9.2K4.10121.42N/AN/A10418,4932,228
2019-04-25$7.72$8.0046.3%16.0%43.4%19.7%51.0%-0.7%7.2%40.7K-1.0M-8.8K4.83119.91N/AN/A12588,5012,228
2019-04-26$7.82$8.0048.5%14.8%42.5%20.9%51.9%-0.2%1.3%73.1K-935.9K-9.1K13.83121.06N/AN/A121668,5032,207
2019-04-29$8.06$8.0052.2%15.1%42.3%22.8%52.1%-5.7%27.7%84.4K-1.9M-8.9K1.64110.77N/AN/A611008,4671,231
2019-04-30$7.85$8.0055.2%16.6%42.7%24.3%58.7%15.5%-4.1%73.4K-1.7M-8.8K0.82113.95N/AN/A78648,4681,213