VNET Options History — June 2021

In June 2021, VNET traded between $20.14 and $24.92. ATM implied volatility averaged 58.4%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded below realized volatility by 4.9% (HV 20d: 63.4%). Max pain ranged from $20.00 to $23.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.35.

Notable Days

  • 2021-06-04: Highest Volume — 3,972 contracts
  • 2021-06-07: Largest IV spike — 7.5% change
  • 2021-06-08: Highest IV Rank — 18.2%
  • 2021-06-09: Largest Expected Move — 17.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.64$20.14$24.92$22.58$22.95
Max Pain$20.45$20.00$23.00$23.00$20.00
ATM IV58.4%53.3%65.3%57.9%54.0%
Expected Move16.5%15.3%17.3%16.6%15.5%
HV 20d63.4%51.6%76.9%75.1%52.2%
HV 60d67.9%60.1%74.9%74.9%60.4%
IV Rank8.6%1.4%18.2%7.8%2.4%
IV Percentile6.1%0.4%24.2%3.6%0.8%
Term Structure3.6%-13.1%8.8%-0.3%8.2%
VWIV58.7%54.1%61.4%58.1%57.5%
Skew 25d0.1%-1.7%2.8%-0.1%0.6%
Skew 10d0.9%-3.4%10.5%-2.3%-1.0%
Call IV 25d59.2%54.0%62.2%59.5%55.7%
Put IV 25d59.3%54.1%62.4%59.4%56.3%
Bid-Ask Spread %49.9532.7777.3377.3362.97
Gamma HHI0.190.110.710.110.19
Net GEX378.7K-117.7K2.5M156.4K378.3K
Net DEX-10.9M-23.5M6.9M-3.5M-14.5M
Net VEX-115.4K-137.3K-74.0K-96.7K-117.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.011.970.540.04
Total Volume813.545463,97227754
Total OI37,907.22724,53446,98241,18626,382

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$22.58$23.0057.9%16.6%75.1%7.8%58.1%-0.1%-0.3%156.4K-3.5M-96.7K0.5477.33N/AN/A1809728,99812,188
2021-06-02$22.15$23.0059.5%17.1%74.9%10.1%60.0%0.4%-0.4%102.3K-1.5M-91.7K0.7167.22N/AN/A1087729,05912,235
2021-06-03$20.47$22.0063.9%17.1%76.9%16.3%59.2%-0.7%2.7%-70.0K5.5M-77.1K0.1445.35N/AN/A2082929,12412,284
2021-06-04$20.14$22.0059.6%16.6%74.6%10.3%57.6%0.9%8.1%-117.7K6.9M-74.0K0.0144.59N/AN/A3,9264629,14012,301
2021-06-07$20.26$20.0064.1%17.0%72.5%16.5%59.5%1.0%4.4%-60.2K2.1M-105.0K0.0843.06N/AN/A3452632,98712,241
2021-06-08$20.55$20.0065.3%16.9%71.5%18.2%60.5%0.0%2.8%-42.1K827.7K-106.5K0.1342.83N/AN/A2433233,01612,241
2021-06-09$21.07$20.0060.4%17.3%72.3%11.3%61.4%0.4%2.9%7.9K-1.3M-105.7K0.1448.60N/AN/A5607933,21812,244
2021-06-10$22.01$20.0058.6%16.8%74.5%8.8%58.9%-0.6%6.2%182.3K-8.3M-125.2K0.0951.29N/AN/A7897233,66912,315
2021-06-11$23.30$20.0057.6%16.5%74.4%7.4%59.4%-1.7%4.8%374.2K-15.8M-137.3K0.2654.19N/AN/A2927533,96512,362
2021-06-14$23.90$20.0059.7%17.1%62.8%10.3%59.6%-1.6%-4.7%472.2K-19.3M-133.2K0.0239.37N/AN/A8371934,11412,397
2021-06-15$23.80$20.0058.9%16.9%62.0%9.2%59.7%-0.5%2.1%472.6K-19.2M-134.5K0.3047.71N/AN/A2999034,24512,391
2021-06-16$24.40$20.0058.0%16.6%62.7%8.0%57.9%1.4%3.9%599.3K-22.3M-135.8K0.2756.45N/AN/A2045534,38212,382
2021-06-17$24.48$20.0058.7%16.8%62.6%9.0%58.9%1.9%3.9%696.1K-22.4M-133.4K0.4047.30N/AN/A45718534,36012,380
2021-06-18$24.92$20.0058.9%16.9%53.3%9.3%59.9%-1.4%5.7%2.5M-23.5M-128.6K0.4548.42N/AN/A83837934,44012,542
2021-06-21$23.26$20.0059.3%17.0%55.1%9.9%59.8%0.6%-13.1%348.0K-14.6M-116.4K0.0151.31N/AN/A1,4721821,5422,992
2021-06-22$23.28$20.0057.9%16.6%54.4%7.8%60.8%0.2%5.4%382.4K-15.8M-125.0K0.5644.91N/AN/A23713222,6793,004
2021-06-23$23.03$20.0055.9%16.0%54.7%5.0%56.1%-0.9%5.8%379.8K-15.3M-122.3K0.7042.66N/AN/A1,7921,25222,8383,089
2021-06-24$22.57$20.0054.9%15.7%51.9%3.7%56.5%0.5%6.7%367.2K-13.7M-118.1K0.1639.97N/AN/A1933122,8403,086
2021-06-25$22.61$20.0053.3%15.3%51.8%1.4%54.1%-1.0%8.8%367.9K-13.7M-117.0K0.6332.77N/AN/A1207622,9323,094
2021-06-28$22.84$20.0055.3%15.8%51.6%4.2%59.2%0.9%6.8%378.2K-14.1M-115.9K0.1058.12N/AN/A42422,9893,143
2021-06-29$23.44$20.0054.3%15.6%52.1%2.8%56.6%2.8%7.2%411.1K-15.9M-122.3K1.9752.42N/AN/A6491,27922,9783,151
2021-06-30$22.95$20.0054.0%15.5%52.2%2.4%57.5%0.6%8.2%378.3K-14.5M-117.1K0.0462.97N/AN/A52223,0213,361