VNET Options History — February 2021

In February 2021, VNET traded between $36.68 and $42.80. ATM implied volatility averaged 73.7%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded above realized volatility by 4.8% (HV 20d: 68.9%). Max pain ranged from $33.00 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.50.

Notable Days

  • 2021-02-23: Highest Volume — 5,871 contracts
  • 2021-02-10: Largest IV spike — 18.3% change
  • 2021-02-26: Highest IV Rank — 37.7%
  • 2021-02-26: Largest Expected Move — 24.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.10$36.68$42.80$39.55$38.05
Max Pain$33.32$33.00$35.00$35.00$33.00
ATM IV73.7%61.1%85.8%75.1%85.8%
Expected Move21.8%19.7%24.6%21.5%24.6%
HV 20d68.9%46.7%73.2%72.5%46.7%
HV 60d67.7%57.7%74.5%74.5%57.7%
IV Rank22.3%6.7%37.7%24.5%37.7%
IV Percentile50.7%6.3%81.7%59.5%81.7%
Term Structure-3.5%-12.5%8.5%3.4%-12.5%
VWIV77.1%69.0%87.9%76.7%87.9%
Skew 25d-2.7%-4.8%1.4%-3.9%-3.5%
Skew 10d-4.6%-12.8%35.6%-12.2%-7.3%
Call IV 25d78.8%71.8%89.0%76.7%89.0%
Put IV 25d76.2%67.5%85.6%72.9%85.6%
Bid-Ask Spread %53.7036.0963.2159.0757.64
Gamma HHI0.130.090.230.140.17
Net GEX384.6K254.9K521.3K261.3K470.3K
Net DEX-23.3M-29.2M-16.2M-17.3M-28.3M
Net VEX-123.3K-168.9K-96.6K-96.6K-168.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.003.403.400.01
Total Volume1,297.5791325,871643954
Total OI17,384.63214,07222,60914,07222,609

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-02-01$39.55$35.0075.1%21.5%72.5%24.5%76.7%-3.9%3.4%261.3K-17.3M-96.6K3.4059.07N/AN/A1464979,5714,501
2021-02-02$39.66$35.0069.8%20.0%71.5%17.9%69.2%-2.4%7.4%254.9K-16.7M-97.9K0.2563.21N/AN/A106269,5024,961
2021-02-03$40.75$35.0068.7%19.7%71.6%16.4%69.0%-4.4%8.5%276.9K-18.9M-99.4K0.0162.61N/AN/A2,529209,5564,979
2021-02-04$39.34$33.0063.7%21.0%73.1%10.0%75.0%0.2%-3.5%342.2K-22.1M-117.4K0.0141.77N/AN/A2,4662511,9244,997
2021-02-05$40.36$33.0061.1%21.1%73.2%6.7%73.9%-1.5%-1.8%340.9K-21.4M-108.8K0.0536.09N/AN/A1,0835910,9315,013
2021-02-08$41.86$33.0063.6%21.5%70.8%9.1%75.4%-1.3%-4.4%406.1K-26.9M-124.0K0.0050.36N/AN/A846211,8765,018
2021-02-09$42.80$33.0063.4%21.3%71.0%8.8%74.9%-4.8%-4.0%447.0K-29.2M-125.4K0.0254.14N/AN/A2,0133911,9645,018
2021-02-10$42.59$33.0075.0%21.5%70.2%23.8%76.2%-4.4%-2.6%374.7K-27.5M-123.9K0.1054.18N/AN/A1,62716611,4645,039
2021-02-11$41.31$33.0075.3%21.6%71.1%24.1%74.6%-2.7%-5.3%377.9K-25.5M-124.3K0.4755.33N/AN/A1155411,9494,919
2021-02-12$41.60$33.0074.1%21.3%71.0%22.6%74.2%-3.6%-2.7%392.3K-25.9M-124.4K0.0152.52N/AN/A883811,9724,951
2021-02-16$41.25$33.0077.0%22.1%71.0%26.3%78.8%-3.6%-4.7%516.4K-25.8M-121.5K0.2253.91N/AN/A1433212,8114,959
2021-02-17$40.91$33.0076.0%21.8%70.9%25.0%76.1%-2.8%-3.5%474.1K-24.7M-120.1K0.8050.29N/AN/A22518112,8274,984
2021-02-18$39.99$33.0076.4%21.9%71.4%25.5%85.0%-3.3%-5.9%377.7K-22.9M-120.9K0.0452.33N/AN/A4171812,9654,967
2021-02-19$40.02$33.0075.4%21.6%70.6%24.3%76.1%-3.2%-5.4%521.3K-22.3M-115.8K3.2256.54N/AN/A30999612,7444,979
2021-02-22$37.76$33.0078.1%22.4%69.7%27.8%78.3%-2.1%-7.2%271.4K-16.2M-111.4K0.0954.27N/AN/A7776811,1104,944
2021-02-23$39.03$33.0080.1%23.0%70.9%30.3%79.4%1.4%-7.3%319.7K-18.8M-114.3K0.0457.51N/AN/A5,65721411,3655,010
2021-02-24$38.34$33.0079.1%22.7%70.1%29.1%79.9%-2.8%-6.7%455.5K-28.1M-165.3K0.6354.62N/AN/A94259816,2565,195
2021-02-25$36.68$33.0082.8%23.7%52.5%33.9%84.0%-1.9%-9.3%426.7K-24.1M-161.7K0.2053.95N/AN/A3446916,8695,609
2021-02-26$38.05$33.0085.8%24.6%46.7%37.7%87.9%-3.5%-12.5%470.3K-28.3M-168.9K0.0157.64N/AN/A947716,9435,666