VNET Options History — July 2019

In July 2019, VNET traded between $7.09 and $8.10. ATM implied volatility averaged 44.8%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 6.7% (HV 20d: 38.1%). Max pain ranged from $7.00 to $8.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.46.

Notable Days

  • 2019-07-26: Highest Volume — 1,190 contracts
  • 2019-07-15: Largest IV spike — 19.5% change
  • 2019-07-31: Highest IV Rank — 25.3%
  • 2019-07-25: Largest Expected Move — 16.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.56$7.09$8.10$7.81$7.42
Max Pain$7.19$7.00$8.00$8.00$7.00
ATM IV44.8%32.9%57.1%35.3%57.1%
Expected Move12.8%9.2%16.4%10.3%15.8%
HV 20d38.1%27.9%47.7%44.5%27.9%
HV 60d48.2%46.7%50.0%49.4%46.8%
IV Rank19.0%12.8%25.3%14.1%25.3%
IV Percentile31.0%2.4%73.4%3.2%73.4%
Term Structure1.4%-7.1%8.8%8.8%-1.4%
VWIV49.7%27.3%164.6%32.0%164.6%
Skew 25d-1.0%-27.1%10.4%-2.3%-27.1%
Skew 10d-1.3%-46.5%27.6%-3.6%-46.5%
Call IV 25d41.9%23.2%71.4%33.8%71.4%
Put IV 25d40.9%23.8%64.1%31.4%44.3%
Bid-Ask Spread %98.6982.83146.13101.18146.13
Gamma HHI0.240.150.620.200.27
Net GEX-12.8K-234.6K27.3K-8.0K7.2K
Net DEX-764.4K-1.5M494.9K-1.0M-1.5M
Net VEX-6.6K-8.3K-5.4K-7.2K-8.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.002.242.240.02
Total Volume517.18201,1900517
Total OI11,246.6368,34012,28811,4438,852

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$7.81$8.0035.3%10.3%44.5%14.1%0.0%-2.3%8.8%-8.0K-1.0M-7.2K0.00101.18N/AN/A003,5547,889
2019-07-02$8.10$8.0032.9%9.2%45.9%12.8%32.0%-6.3%7.3%27.3K-1.5M-6.3K2.2493.48N/AN/A501123,5547,889
2019-07-03$7.99$8.0038.9%10.1%46.0%15.9%35.9%-14.9%2.4%14.6K-1.3M-6.3K2.2499.82N/AN/A501123,5347,990
2019-07-05$8.06$0.0045.5%13.9%45.7%19.3%0.0%1.2%0.5%1.7K-1.3M-6.9K2.0886.89N/AN/A2525233,5337,990
2019-07-08$7.72$0.0042.5%13.7%47.7%17.8%0.0%6.9%4.8%-22.4K-761.0K-7.1K0.1882.83N/AN/A241443,7148,354
2019-07-09$7.83$0.0041.4%13.3%47.5%17.2%0.0%-2.5%4.1%64-977.5K-6.5K0.2686.25N/AN/A241633,6498,337
2019-07-10$7.87$0.0042.4%13.1%47.5%17.7%0.0%-11.3%3.8%4.9K-978.3K-6.4K0.25103.41N/AN/A253633,6498,356
2019-07-11$7.79$0.0040.5%12.8%47.7%16.8%0.0%-5.1%5.4%21.7K-927.5K-6.0K0.2592.55N/AN/A253633,6618,356
2019-07-12$7.79$0.0034.6%10.8%45.8%13.7%40.0%7.3%4.4%25.9K-908.5K-5.8K0.6487.50N/AN/A2541633,6618,353
2019-07-15$7.77$7.0041.4%11.9%40.9%17.2%28.9%-4.2%2.7%9.1K-837.3K-5.8K0.4996.59N/AN/A2631303,6618,452
2019-07-16$7.61$7.0042.8%12.4%32.9%17.9%27.5%8.6%3.5%7.7K-575.5K-5.6K0.3091.93N/AN/A4081223,7178,571
2019-07-17$7.29$7.0043.3%12.4%31.5%18.2%32.6%-2.0%0.8%-100.0K61.8K-5.7K0.0592.53N/AN/A449223,6518,573
2019-07-18$7.10$7.0044.3%12.5%31.9%18.7%56.8%8.2%3.5%-234.6K494.9K-5.8K0.05100.89N/AN/A469233,6958,461
2019-07-19$7.09$7.0046.9%13.2%31.3%20.1%75.8%8.6%2.4%-36.2K81.7K-5.4K0.4292.45N/AN/A5482293,7158,451
2019-07-22$7.16$7.0050.5%13.3%31.6%21.9%0.0%2.8%0.2%-35.5K24.3K-5.5K0.00101.70N/AN/A51003,5526,523
2019-07-23$7.32$7.0050.2%14.4%32.9%21.7%0.0%-3.2%-3.1%3.8K-456.8K-6.0K0.0189.34N/AN/A57644,0276,523
2019-07-24$7.24$7.0047.5%14.5%32.8%20.4%0.0%0.7%1.0%879-371.7K-6.0K0.0187.85N/AN/A1,068134,0716,520
2019-07-25$7.28$7.0054.1%16.4%32.9%23.8%0.0%10.4%-4.3%830-876.6K-8.0K0.01112.19N/AN/A1,069135,0736,528
2019-07-26$7.30$7.0051.6%15.7%31.2%22.5%47.1%10.0%-5.8%9.0K-844.9K-7.8K0.11110.61N/AN/A1,0691215,0736,528
2019-07-29$7.34$7.0052.9%9.2%31.3%23.1%27.3%1.8%-7.1%6.8K-1.0M-7.6K0.01110.54N/AN/A50064,6533,687
2019-07-30$7.37$7.0050.0%12.0%31.3%21.7%28.1%-8.7%-3.7%12.7K-1.3M-8.3K0.01104.57N/AN/A50665,1533,693
2019-07-31$7.42$7.0057.1%15.8%27.9%25.3%164.6%-27.1%-1.4%7.2K-1.5M-8.3K0.02146.13N/AN/A506115,1593,693