VNET Options History — June 2019

In June 2019, VNET traded between $6.67 and $7.85. ATM implied volatility averaged 39.2%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded below realized volatility by 16.1% (HV 20d: 55.3%). Max pain ranged from $7.00 to $8.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 81.16.

Notable Days

  • 2019-06-14: Highest Volume — 3,918 contracts
  • 2019-06-20: Largest IV spike — 26.5% change
  • 2019-06-03: Highest IV Rank — 24.0%
  • 2019-06-03: Largest Expected Move — 15.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.41$6.67$7.85$7.15$7.78
Max Pain$7.90$7.00$8.00$8.00$8.00
ATM IV39.2%32.4%54.5%54.5%39.2%
Expected Move11.8%9.3%15.0%15.0%11.0%
HV 20d55.3%44.5%63.9%61.1%44.5%
HV 60d48.6%45.3%50.7%47.7%49.5%
IV Rank16.1%12.6%24.0%24.0%16.1%
IV Percentile10.5%1.6%57.5%57.5%10.3%
Term Structure3.4%-5.3%24.4%24.4%-4.0%
VWIV38.0%28.5%47.1%44.3%28.5%
Skew 25d-0.7%-14.6%12.1%10.8%-5.4%
Skew 10d-0.6%-37.5%23.6%-22.7%-1.0%
Call IV 25d36.3%25.9%43.1%37.0%39.9%
Put IV 25d35.6%25.1%47.8%47.8%34.5%
Bid-Ask Spread %103.0090.93145.5999.3490.93
Gamma HHI0.300.210.450.370.21
Net GEX-19.7K-66.7K74.2K-651-16.9K
Net DEX-56.4K-1.0M1.3M205.2K-970.1K
Net VEX-6.7K-8.3K-5.2K-5.2K-7.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio81.160.06654.00654.000.39
Total Volume1,063.25193,918104208
Total OI12,445.859,73717,9719,73712,127

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$7.15$8.0054.5%15.0%61.1%24.0%0.0%10.8%24.4%-651205.2K-5.2K0.0099.34N/AN/A01046,6833,054
2019-06-04$7.24$8.0045.9%13.2%61.3%19.5%0.0%11.1%14.6%803226.6K-5.2K0.00109.62N/AN/A01046,6833,147
2019-06-05$7.38$8.0039.3%13.1%61.7%16.1%0.0%-3.8%20.9%7.1K-30.0K-5.3K654.00113.24N/AN/A16546,6833,147
2019-06-06$7.29$8.0035.9%12.3%61.5%14.4%0.0%-6.0%-0.0%-2.3K165.4K-6.2K330.5094.10N/AN/A26616,6853,781
2019-06-07$7.11$8.0036.2%13.0%61.7%14.5%44.3%-14.6%0.3%-23.0K540.0K-5.5K292.67100.47N/AN/A38786,6853,778
2019-06-10$7.25$8.0043.0%12.6%61.8%18.1%0.0%-8.1%-5.3%-16.2K339.6K-5.6K0.00111.57N/AN/A01116,6833,949
2019-06-11$7.27$8.0034.6%11.9%61.7%13.7%0.0%-3.1%8.5%-15.7K317.8K-5.7K0.00106.18N/AN/A01116,6834,060
2019-06-12$7.25$8.0036.4%11.3%61.7%14.6%37.4%11.2%7.7%-29.8K397.2K-5.4K3.22102.30N/AN/A2046576,6834,060
2019-06-13$7.02$8.0037.1%11.4%61.9%15.0%35.4%-0.9%3.4%-66.7K926.1K-5.6K1.9397.69N/AN/A3566876,8874,592
2019-06-14$6.67$8.0035.4%10.6%63.9%14.1%36.2%-5.0%1.2%-58.4K1.3M-5.4K4.8696.86N/AN/A6693,2497,0394,622
2019-06-17$7.20$8.0040.5%11.6%50.5%16.7%40.2%-3.6%-2.4%-65.5K577.2K-7.5K4.51104.59N/AN/A2841,2817,3907,294
2019-06-18$7.58$7.0040.1%11.7%54.8%16.6%43.4%-2.0%1.2%-36.5K13.9K-7.2K1.40104.67N/AN/A8391,1727,5728,539
2019-06-19$7.70$7.0032.4%9.3%55.1%12.6%47.1%7.8%-3.4%17.0K-921.2K-7.6K2.07145.59N/AN/A8391,7388,1228,776
2019-06-20$7.79$8.0041.0%11.8%50.7%17.0%29.9%-2.4%-2.5%74.2K-606.9K-7.8K1.28105.66N/AN/A1,3581,7388,1229,369
2019-06-21$7.70$8.0036.3%10.5%49.1%14.6%28.5%-9.7%0.0%-30.3K-528.0K-8.3K1.26102.18N/AN/A1,3751,7388,6029,369
2019-06-24$7.72$8.0040.7%11.8%45.9%16.9%0.0%-1.0%0.4%-37.5K-724.1K-8.2K0.0692.58N/AN/A1813,5848,428
2019-06-25$7.62$8.0039.0%10.9%46.1%16.0%0.0%12.1%1.4%-45.0K-635.7K-8.3K0.1596.18N/AN/A2033,5838,428
2019-06-26$7.65$8.0037.9%11.5%45.3%15.4%0.0%-0.4%1.7%-38.3K-700.7K-7.8K0.1594.25N/AN/A2033,5848,430
2019-06-27$7.85$8.0038.6%10.8%46.0%15.8%0.0%-1.2%0.7%-10.9K-1.0M-7.6K0.1492.04N/AN/A157223,5848,430
2019-06-28$7.78$8.0039.2%11.0%44.5%16.1%0.0%-5.4%-4.0%-16.9K-970.1K-7.6K0.3990.93N/AN/A150583,6788,449