VNET Options History — March 2021 In March 2021, VNET traded between $28.17 and $38.57. ATM implied volatility averaged 70.9%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 0.4% (HV 20d: 70.6%). Max pain ranged from $32.00 to $38.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 1.31.
Notable Days 2021-03-11 : Highest Volume — 31,354 contracts2021-03-02 : Largest IV drop — 17.9% change2021-03-01 : Highest IV Rank — 37.2%2021-03-01 : Largest Expected Move — 24.5%Monthly Statistics Metric Avg Min Max Open Close Price $33.29 $28.17 $38.57 $38.57 $32.50 Max Pain $35.35 $32.00 $38.00 $34.00 $32.00 ATM IV 70.9% 58.9% 85.4% 85.4% 58.9% Expected Move 20.4% 16.9% 24.5% 24.5% 16.9% HV 20d 70.6% 44.4% 98.0% 46.9% 95.3% HV 60d 65.4% 57.6% 74.4% 57.6% 74.2% IV Rank 18.5% 3.0% 37.2% 37.2% 3.0% IV Percentile 39.2% 2.0% 81.0% 81.0% 2.0% Term Structure -2.5% -12.6% 4.8% -12.6% 0.2% VWIV 72.6% 59.7% 84.9% 84.9% 59.7% Skew 25d 0.7% -4.6% 4.5% -4.6% -0.2% Skew 10d 4.9% -10.6% 55.2% -10.6% 3.5% Call IV 25d 72.8% 61.6% 90.8% 90.8% 61.6% Put IV 25d 73.5% 61.3% 86.2% 86.2% 61.3% Bid-Ask Spread % 33.79 15.73 66.71 58.94 37.40 Gamma HHI 0.17 0.13 0.24 0.18 0.17 Net GEX 786.6K 153.5K 1.6M 495.4K 1.1M Net DEX -22.3M -40.9M -5.4M -29.3M -20.4M Net VEX -168.5K -234.5K -108.5K -165.1K -157.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.31 0.00 12.91 0.16 1.74 Total Volume 2,330.435 63 31,354 302 749 Total OI 42,166.261 22,516 57,464 22,516 54,545
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-03-01 $38.57 $34.00 85.4% 24.5% 46.9% 37.2% 84.9% -4.6% -12.6% 495.4K -29.3M -165.1K 0.16 58.94 N/A N/A 261 41 16,816 5,700 2021-03-02 $37.64 $34.00 70.1% 20.1% 44.4% 17.5% 70.7% -2.8% 2.7% 501.0K -26.2M -161.0K 4.60 66.71 N/A N/A 190 874 16,921 5,717 2021-03-03 $34.98 $34.00 69.8% 20.0% 51.0% 17.1% 70.1% 0.9% 4.8% 343.1K -18.0M -152.3K 0.01 39.36 N/A N/A 181 2 17,018 6,117 2021-03-04 $32.93 $38.00 71.4% 21.3% 52.8% 19.1% 75.4% 0.3% -2.2% 243.8K -12.6M -142.1K 0.08 18.51 N/A N/A 359 30 17,110 6,280 2021-03-05 $33.22 $38.00 71.5% 21.5% 52.4% 19.3% 75.7% 4.5% -3.6% 241.3K -12.5M -141.5K 1.03 16.23 N/A N/A 347 356 17,022 6,287 2021-03-08 $31.01 $38.00 78.8% 22.2% 54.9% 28.6% 79.1% 0.8% -5.9% 153.5K -7.1M -127.3K 0.04 18.16 N/A N/A 1,697 66 16,969 6,631 2021-03-09 $33.86 $38.00 74.8% 21.7% 63.4% 23.5% 77.2% 0.6% -3.9% 295.3K -15.5M -145.8K 0.05 15.73 N/A N/A 306 16 18,056 6,692 2021-03-10 $33.40 $38.00 78.9% 22.6% 62.2% 28.8% 83.1% -2.6% -5.7% 270.4K -15.7M -145.6K 0.03 35.81 N/A N/A 61 2 18,042 6,691 2021-03-11 $35.51 $38.00 74.8% 21.5% 67.5% 23.6% 76.6% 2.6% -3.1% 374.9K -20.1M -151.8K 0.00 18.45 N/A N/A 31,320 34 18,081 6,691 2021-03-12 $33.59 $38.00 75.5% 21.6% 69.1% 24.4% 77.6% 1.2% -3.8% 1.2M -32.4M -215.8K 0.02 16.12 N/A N/A 1,395 23 44,196 6,724 2021-03-15 $34.33 $36.00 75.6% 21.7% 69.8% 24.5% 78.1% 0.7% -3.5% 1.6M -40.9M -234.5K 0.04 16.46 N/A N/A 555 22 49,517 6,744 2021-03-16 $33.92 $36.00 73.6% 21.1% 69.8% 21.9% 73.5% 2.8% -3.1% 1.4M -35.8M -221.9K 0.86 24.58 N/A N/A 49 42 49,944 6,743 2021-03-17 $33.83 $36.00 72.9% 20.9% 69.9% 21.1% 74.1% 0.4% -2.2% 1.4M -35.2M -218.3K 0.00 24.25 N/A N/A 1,206 5 49,969 6,765 2021-03-18 $34.08 $35.00 73.2% 21.0% 69.9% 21.5% 74.6% 0.5% -2.9% 1.4M -37.1M -219.2K 2.78 25.14 N/A N/A 59 164 50,696 6,768 2021-03-19 $32.81 $35.00 70.8% 20.3% 70.6% 18.4% 71.8% 1.1% -1.2% 354.9K -25.4M -188.5K 1.58 39.31 N/A N/A 1,768 2,800 50,691 6,634 2021-03-22 $32.95 $35.00 68.0% 19.5% 68.4% 14.7% 71.7% -1.9% -1.6% 1.4M -27.3M -185.5K 0.11 33.63 N/A N/A 615 65 45,668 4,395 2021-03-23 $33.46 $35.00 67.8% 19.4% 67.3% 14.5% 68.1% -0.9% -3.9% 1.5M -28.2M -184.6K 0.35 38.20 N/A N/A 398 138 46,088 4,405 2021-03-24 $28.17 $34.00 62.6% 18.0% 89.1% 7.8% 64.1% 3.6% -2.1% 363.8K -5.4M -108.5K 0.56 55.64 N/A N/A 2,739 1,522 46,217 4,560 2021-03-25 $31.26 $33.00 61.4% 17.6% 97.9% 6.2% 63.3% -0.1% 0.7% 891.1K -17.5M -153.9K 0.34 51.08 N/A N/A 1,278 430 47,868 5,450 2021-03-26 $31.18 $33.00 64.2% 18.4% 96.5% 9.9% 67.7% 3.9% -0.6% 863.6K -17.1M -154.2K 12.91 42.17 N/A N/A 66 852 48,022 5,634 2021-03-29 $30.56 $33.00 67.6% 19.4% 96.2% 14.3% 68.4% 1.9% -3.4% 711.7K -13.9M -143.8K 1.91 49.99 N/A N/A 44 84 48,027 6,318 2021-03-30 $31.94 $32.00 64.0% 18.4% 98.0% 9.6% 65.1% 3.2% 0.5% 996.4K -19.1M -157.3K 0.89 35.22 N/A N/A 206 183 48,036 6,359 2021-03-31 $32.50 $32.00 58.9% 16.9% 95.3% 3.0% 59.7% -0.2% 0.2% 1.1M -20.4M -157.9K 1.74 37.40 N/A N/A 273 476 48,094 6,451
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