VNET Options History — April 2021

In April 2021, VNET traded between $27.39 and $34.27. ATM implied volatility averaged 59.4%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded below realized volatility by 13.8% (HV 20d: 73.2%). Max pain ranged from $32.00 to $33.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 4.75.

Notable Days

  • 2021-04-13: Highest Volume — 4,566 contracts
  • 2021-04-12: Largest IV spike — 13.9% change
  • 2021-04-29: Highest IV Rank — 14.8%
  • 2021-04-29: Largest Expected Move — 18.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.94$27.39$34.27$33.74$27.87
Max Pain$32.43$32.00$33.00$32.00$32.00
ATM IV59.4%52.3%64.4%55.5%59.8%
Expected Move17.3%15.9%18.5%15.9%17.1%
HV 20d73.2%41.8%94.0%93.9%47.4%
HV 60d72.0%65.6%74.5%74.5%67.3%
IV Rank8.0%0.0%14.8%0.0%9.2%
IV Percentile7.3%0.0%21.8%0.0%7.5%
Term Structure-1.6%-7.5%4.9%4.9%-1.3%
VWIV63.2%58.6%73.1%61.2%63.8%
Skew 25d2.0%-4.1%8.0%-0.1%-2.8%
Skew 10d6.6%-18.4%71.1%0.5%18.6%
Call IV 25d62.2%57.8%66.8%57.8%66.5%
Put IV 25d64.2%57.8%72.3%57.8%63.7%
Bid-Ask Spread %48.8822.2378.4255.6072.54
Gamma HHI0.150.090.620.200.11
Net GEX265.4K-1.3M1.5M1.4M52.0K
Net DEX-7.9M-26.1M-192.4K-25.4M-1.1M
Net VEX-112.0K-170.0K-87.3K-170.0K-87.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.750.0040.640.004.20
Total Volume632.667184,5661,2183,495
Total OI39,340.71420,33055,70355,28322,817

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$33.74$32.0055.5%15.9%93.9%0.0%61.2%-0.1%4.9%1.4M-25.4M-170.0K0.0055.60N/AN/A1,214448,3486,935
2021-04-05$34.27$33.0059.0%17.5%94.0%4.5%64.4%1.2%0.1%1.5M-26.1M-164.7K0.1522.23N/AN/A1572448,2736,936
2021-04-06$34.24$33.0055.8%17.3%90.2%0.3%63.0%1.5%-0.9%1.5M-24.7M-159.2K0.7025.65N/AN/A644548,2616,981
2021-04-07$32.10$33.0054.0%17.2%87.8%0.0%61.0%0.3%-0.7%554.1K-13.0M-132.3K0.7225.75N/AN/A322348,3007,014
2021-04-08$31.09$33.0052.3%17.0%88.4%0.0%58.6%0.8%1.0%275.2K-10.6M-124.5K0.0437.94N/AN/A48248,3007,018
2021-04-09$30.53$33.0054.2%17.1%85.1%2.4%59.7%-4.1%1.8%120.9K-7.0M-114.0K0.7049.98N/AN/A533748,2927,019
2021-04-12$29.94$33.0061.8%17.3%83.3%11.6%61.5%2.9%0.7%80.2K-5.8M-111.2K0.3847.62N/AN/A1666348,3027,005
2021-04-13$29.99$33.0060.8%17.2%82.8%10.4%60.4%1.4%1.3%72.9K-6.5M-112.4K0.5349.58N/AN/A2,9901,57648,3747,039
2021-04-14$28.76$33.0059.6%17.1%83.7%9.0%61.4%0.7%-0.2%-40.4K-4.5M-106.2K1.3552.74N/AN/A9412748,3747,073
2021-04-15$28.60$33.0059.4%17.0%83.7%8.7%60.3%2.2%0.4%-132.4K-2.0M-98.3K0.7331.49N/AN/A936848,4657,166
2021-04-16$28.03$32.0058.9%16.9%83.6%8.1%61.3%2.2%-2.4%-1.3M-192.4K-91.5K1.4542.26N/AN/A497148,6007,103
2021-04-19$27.77$32.0061.8%17.7%82.9%11.6%62.0%0.8%-3.9%157.5K-3.0M-91.7K1.1847.47N/AN/A111315,0105,320
2021-04-20$27.39$32.0062.3%17.9%82.8%12.2%63.1%5.7%-3.7%141.2K-2.1M-87.3K0.0460.03N/AN/A28115,0195,333
2021-04-21$28.40$32.0061.1%17.5%83.9%10.7%62.9%3.4%-4.8%183.0K-3.9M-93.5K24.2950.71N/AN/A717015,0325,333
2021-04-22$28.57$32.0061.7%17.7%57.4%11.5%70.5%4.5%-2.9%187.0K-4.7M-97.9K16.3574.01N/AN/A721,17715,0325,503
2021-04-23$29.47$32.0061.7%17.7%44.3%11.5%73.1%5.1%-3.3%171.0K-5.4M-102.9K40.6478.42N/AN/A2289415,1016,605
2021-04-26$30.06$32.0060.6%17.4%45.1%10.2%63.6%0.8%-2.8%171.6K-6.1M-107.0K0.4641.11N/AN/A1778115,1187,489
2021-04-27$30.39$32.0060.9%17.5%44.7%10.6%60.9%5.4%-3.4%191.7K-6.9M-108.4K1.2545.23N/AN/A81015,2537,492
2021-04-28$29.95$32.0061.2%17.6%41.8%10.9%65.1%2.6%-6.7%173.7K-5.8M-103.9K3.6754.81N/AN/A62215,2577,492
2021-04-29$27.55$32.0064.4%18.5%49.7%14.8%68.5%8.0%-7.5%41.5K-263.4K-88.2K0.8461.33N/AN/A504215,2597,512
2021-04-30$27.87$32.0059.8%17.1%47.4%9.2%63.8%-2.8%-1.3%52.0K-1.1M-87.9K4.2072.54N/AN/A6722,82315,2807,537