VNET Options History — May 2019

In May 2019, VNET traded between $7.15 and $8.99. ATM implied volatility averaged 54.5%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 6.7% (HV 20d: 47.7%). Max pain ranged from $8.00 to $8.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 5.42.

Notable Days

  • 2019-05-28: Highest Volume — 1,477 contracts
  • 2019-05-17: Largest IV spike — 102.6% change
  • 2019-05-17: Highest IV Rank — 51.4%
  • 2019-05-01: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.87$7.15$8.99$7.79$7.15
Max Pain$8.00$8.00$8.00$8.00$8.00
ATM IV54.5%37.9%107.7%53.3%49.8%
Expected Move13.7%11.2%15.9%15.9%12.8%
HV 20d47.7%26.2%61.8%42.8%61.3%
HV 60d49.0%47.2%54.2%47.8%47.8%
IV Rank24.0%15.4%51.4%23.4%21.6%
IV Percentile47.3%4.0%97.6%53.6%40.9%
Term Structure5.8%-52.4%102.1%-0.0%-1.3%
VWIV46.8%26.8%58.4%58.4%41.1%
Skew 25d1.6%-30.9%35.2%14.8%-13.6%
Skew 10d1.7%-76.8%58.8%15.0%35.0%
Call IV 25d47.8%25.5%97.2%50.8%47.8%
Put IV 25d49.3%31.1%97.2%65.6%34.1%
Bid-Ask Spread %105.7688.45126.70124.87102.27
Gamma HHI0.370.260.590.280.40
Net GEX68.0K7.8K89.9K80.2K7.8K
Net DEX-1.4M-3.5M58.3K-1.8M58.3K
Net VEX-6.5K-8.8K-4.6K-8.8K-5.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.420.0037.650.8237.65
Total Volume304.68231,477142773
Total OI9,048.5917,6399,8839,7259,192

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$7.79$8.0053.3%15.9%42.8%23.4%58.4%14.8%-0.0%80.2K-1.8M-8.8K0.82124.87N/AN/A78648,4631,262
2019-05-02$7.72$8.0054.4%15.4%42.1%23.9%55.7%14.2%1.0%73.9K-1.4M-8.0K1.21113.71N/AN/A57698,4611,262
2019-05-03$7.81$8.0050.3%14.1%42.1%21.8%49.9%-5.2%-2.3%80.0K-1.7M-8.7K1.15117.59N/AN/A60698,4511,257
2019-05-06$7.76$8.0053.7%14.6%42.1%23.6%48.7%-0.3%19.8%79.9K-1.4M-7.4K5.05101.53N/AN/A201018,4161,031
2019-05-07$7.64$8.0056.9%12.2%42.2%25.2%45.3%35.2%-9.8%77.0K-1.3M-7.1K10.30123.23N/AN/A202068,4161,137
2019-05-08$7.74$8.0053.1%13.9%39.2%23.3%47.8%26.4%8.3%75.3K-1.3M-7.1K10.60102.92N/AN/A202128,4161,237
2019-05-09$7.58$8.0078.8%14.3%39.0%36.5%47.7%0.9%102.1%63.0K-1.3M-7.2K10.60126.70N/AN/A202128,3961,248
2019-05-10$7.72$8.0072.0%15.2%39.3%33.0%53.6%14.3%84.3%69.5K-1.2M-6.9K0.00120.67N/AN/A308,3961,248
2019-05-13$7.76$8.0057.7%15.1%39.2%25.6%0.0%-2.1%-9.2%72.8K-1.2M-6.5K0.0088.45N/AN/A1308,2921,245
2019-05-14$7.77$8.0055.6%14.6%39.1%24.5%53.6%1.2%-4.0%75.3K-1.3M-6.6K2.7991.87N/AN/A812268,3081,245
2019-05-15$7.92$8.0052.1%14.5%39.4%22.7%51.4%-25.7%0.7%82.6K-1.6M-6.6K0.1098.11N/AN/A135148,3051,245
2019-05-16$7.91$8.0053.1%15.4%26.2%23.3%53.9%2.2%-0.8%86.5K-1.6M-6.6K0.8593.77N/AN/A2021728,3841,247
2019-05-17$8.99$8.00107.7%13.6%51.8%51.4%47.0%-30.9%-52.4%89.9K-3.5M-7.1K0.16104.92N/AN/A1,1601868,5471,336
2019-05-20$8.77$8.0043.9%12.8%52.0%18.5%36.3%3.8%-4.3%86.2K-2.5M-6.3K0.86111.08N/AN/A42366,8011,040
2019-05-21$8.85$8.0038.4%11.3%51.5%15.7%26.8%-4.2%-10.3%88.5K-2.6M-6.0K1.1290.81N/AN/A34386,8151,050
2019-05-22$8.28$8.0046.3%13.3%57.6%19.7%47.5%2.6%7.2%74.5K-1.8M-5.9K1.6398.09N/AN/A40656,8131,052
2019-05-23$7.97$8.0047.5%13.6%59.4%20.4%46.5%-1.1%-0.1%62.2K-1.3M-5.4K2.02105.92N/AN/A41836,8111,044
2019-05-24$7.59$8.0041.1%11.9%61.8%17.1%40.2%-4.4%-1.1%57.3K-765.6K-4.7K2.0798.85N/AN/A45936,8081,025
2019-05-28$7.59$8.0049.3%12.6%60.7%21.3%0.0%-1.6%-1.4%58.9K-863.7K-4.6K0.00114.30N/AN/A01,4776,749890
2019-05-29$7.41$8.0045.3%12.9%60.6%19.2%47.2%-2.1%4.4%28.3K-269.4K-5.5K1.10102.37N/AN/A20226,7492,204
2019-05-30$7.37$8.0037.9%11.2%60.5%15.4%38.2%10.5%-2.8%26.7K-229.1K-5.1K23.7094.72N/AN/A204746,7292,046
2019-05-31$7.15$8.0049.8%12.8%61.3%21.6%41.1%-13.6%-1.3%7.8K58.3K-5.1K37.65102.27N/AN/A207536,7292,463