VNET Options History — May 2021

In May 2021, VNET traded between $20.90 and $26.28. ATM implied volatility averaged 67.0%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded below realized volatility by 0.6% (HV 20d: 67.6%). Max pain ranged from $23.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.74.

Notable Days

  • 2021-05-25: Highest Volume — 6,548 contracts
  • 2021-05-26: Largest IV drop — 25.8% change
  • 2021-05-25: Highest IV Rank — 34.7%
  • 2021-05-25: Largest Expected Move — 22.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.90$20.90$26.28$25.97$22.22
Max Pain$28.10$23.00$30.00$28.00$23.00
ATM IV67.0%54.8%77.1%63.5%54.8%
Expected Move19.2%15.7%22.1%18.2%15.7%
HV 20d67.6%51.1%82.1%51.1%77.9%
HV 60d72.7%68.1%76.7%68.3%74.8%
IV Rank19.6%3.4%34.7%13.8%3.4%
IV Percentile33.8%1.2%76.2%17.9%1.2%
Term Structure-3.9%-8.1%1.9%-0.2%1.7%
VWIV67.8%56.1%80.3%69.3%58.4%
Skew 25d2.5%-5.8%23.3%23.3%-3.5%
Skew 10d4.8%-7.7%46.7%46.7%-7.7%
Call IV 25d66.9%57.7%74.1%67.1%58.2%
Put IV 25d69.4%54.7%90.3%90.3%54.7%
Bid-Ask Spread %66.7054.8988.0983.0671.39
Gamma HHI0.110.080.150.090.12
Net GEX141.3K10.9K328.4K76.3K55.4K
Net DEX-2.1M-10.2M3.7M1.0M-1.6M
Net VEX-96.1K-122.8K-72.9K-72.9K-97.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.013.570.350.06
Total Volume1,669.05726,5481,6911,851
Total OI32,125.922,30540,08222,30539,573

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$25.97$28.0063.5%18.2%51.1%13.8%69.3%23.3%-0.2%76.3K1.0M-72.9K0.3583.06N/AN/A1,25443715,9486,357
2021-05-04$25.25$28.0068.6%19.7%51.1%19.9%63.4%0.6%-6.8%10.9K2.9M-73.6K0.5976.17N/AN/A41624417,0747,214
2021-05-05$26.28$28.0065.1%18.7%51.1%15.6%64.6%-5.8%-1.4%150.3K-776.0K-83.7K1.3975.71N/AN/A7321,02117,6656,259
2021-05-06$24.66$30.0064.4%17.6%54.1%14.9%63.1%4.2%-4.1%43.4K2.3M-79.7K0.1358.96N/AN/A1,32817018,3247,270
2021-05-07$25.65$30.0067.7%18.2%56.9%18.8%63.7%2.4%-3.6%165.6K-1.2M-92.9K0.0154.89N/AN/A5,9645319,5917,366
2021-05-10$24.36$30.0065.9%19.2%58.9%16.6%64.9%1.9%-6.9%234.9K-4.9M-114.0K0.0759.08N/AN/A2181625,2267,386
2021-05-11$24.56$30.0065.1%19.4%59.1%15.7%73.2%4.0%-6.9%258.6K-5.1M-113.3K0.4257.91N/AN/A692925,2567,388
2021-05-12$24.62$30.0070.1%20.1%58.0%21.8%72.9%2.8%-8.1%256.6K-5.8M-114.2K0.1358.17N/AN/A64825,2657,383
2021-05-13$23.11$30.0071.5%20.5%61.2%26.9%69.2%0.0%-6.1%169.6K-1.6M-100.5K0.9563.47N/AN/A56653925,2747,391
2021-05-14$25.82$30.0067.2%19.3%74.7%20.9%66.1%5.3%-2.3%328.4K-10.2M-122.8K0.1264.54N/AN/A1521825,7327,904
2021-05-17$25.02$30.0070.4%20.2%75.3%25.3%72.0%1.3%-5.6%243.5K-7.3M-111.9K3.5760.73N/AN/A217525,6697,899
2021-05-18$24.96$30.0070.3%20.1%75.3%25.2%70.8%4.4%-6.4%222.6K-7.1M-111.1K1.1662.15N/AN/A566525,6877,948
2021-05-19$24.68$30.0069.4%19.9%73.7%24.0%69.0%2.3%-1.7%172.8K-6.1M-108.9K0.0260.00N/AN/A8961625,7097,936
2021-05-20$22.57$28.0070.6%20.2%79.1%25.7%73.9%2.3%-7.0%66.5K1.1M-89.7K0.0862.41N/AN/A8996825,7927,931
2021-05-21$21.30$27.0073.1%21.0%79.0%29.2%74.1%3.7%-7.0%129.8K3.7M-78.2K3.3263.77N/AN/A7632,53326,4107,716
2021-05-24$20.90$27.0072.6%20.8%77.8%28.5%73.5%3.8%-8.0%29.3K3.5M-76.2K1.0466.12N/AN/A79582925,0048,404
2021-05-25$21.16$27.0077.1%22.1%77.9%34.7%80.3%-0.7%1.9%16.6K1.9M-84.9K0.9888.09N/AN/A3,3103,23824,9948,894
2021-05-26$22.35$23.0057.1%16.4%82.1%6.8%56.1%0.5%0.8%112.2K-3.1M-97.8K0.0777.69N/AN/A3,67224528,09011,992
2021-05-27$22.55$23.0056.0%16.0%78.3%5.1%57.1%-1.8%0.4%82.5K-2.7M-97.9K0.4269.65N/AN/A52922227,49412,103
2021-05-28$22.22$23.0054.8%15.7%77.9%3.4%58.4%-3.5%1.7%55.4K-1.6M-97.1K0.0671.39N/AN/A1,75010127,38712,186