VNET Options History — July 2021

In July 2021, VNET traded between $14.64 and $22.30. ATM implied volatility averaged 69.9%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 9.8% (HV 20d: 60.1%). Max pain ranged from $18.00 to $21.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 2.31.

Notable Days

  • 2021-07-27: Highest Volume — 4,040 contracts
  • 2021-07-06: Largest IV spike — 15.8% change
  • 2021-07-27: Highest IV Rank — 55.5%
  • 2021-07-27: Largest Expected Move — 26.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.56$14.64$22.30$22.30$17.34
Max Pain$19.95$18.00$21.00$20.00$18.00
ATM IV69.9%50.9%91.3%54.0%85.6%
Expected Move20.4%14.6%26.2%15.5%24.5%
HV 20d60.1%44.4%97.4%44.4%97.3%
HV 60d64.9%59.4%76.4%59.4%75.8%
IV Rank26.0%0.0%55.5%2.4%47.7%
IV Percentile46.7%0.0%94.8%0.8%93.3%
Term Structure-1.9%-9.4%14.4%8.4%-7.7%
VWIV72.2%51.9%91.1%54.7%84.9%
Skew 25d2.5%-30.5%32.1%1.8%5.5%
Skew 10d14.2%1.1%47.6%3.6%27.7%
Call IV 25d73.8%52.1%119.2%53.6%84.1%
Put IV 25d76.4%54.0%110.8%55.4%89.6%
Bid-Ask Spread %65.5947.2981.7167.9572.08
Gamma HHI0.170.120.230.200.12
Net GEX128.3K42.4K346.8K346.8K113.6K
Net DEX-3.1M-12.5M1.6M-12.5M-4.8M
Net VEX-86.2K-111.4K-60.4K-111.4K-85.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.310.0024.174.851.47
Total Volume850.095234,0401,955193
Total OI29,72626,40833,34526,40833,345

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$22.30$20.0054.0%15.5%44.4%2.4%54.7%1.8%8.4%346.8K-12.5M-111.4K4.8567.95N/AN/A3341,62123,0463,362
2021-07-02$21.53$20.0050.9%14.6%46.0%0.0%51.9%1.9%14.4%268.7K-9.1M-110.4K0.0881.71N/AN/A3983123,2174,899
2021-07-06$21.19$21.0058.9%18.3%46.5%11.0%63.6%-22.7%3.0%257.5K-8.2M-105.8K0.9973.11N/AN/A12212123,5604,895
2021-07-07$19.79$21.0061.8%18.7%52.5%14.9%66.4%4.8%-1.6%188.5K-4.8M-93.5K2.7153.44N/AN/A5341,44723,6294,908
2021-07-08$18.71$20.0064.2%19.6%54.9%18.2%68.2%2.4%-2.1%118.4K-1.6M-89.6K0.3450.77N/AN/A1515124,1266,289
2021-07-09$19.60$21.0062.4%19.2%55.2%15.9%68.1%4.4%-1.3%144.3K-3.8M-98.7K0.2451.31N/AN/A511224,1176,467
2021-07-12$19.54$21.0063.1%19.2%50.0%16.8%69.5%5.4%-1.6%142.9K-3.1M-95.0K1.7353.74N/AN/A498524,1366,466
2021-07-13$20.15$21.0061.3%19.7%50.5%14.2%69.0%1.7%-4.4%179.7K-5.2M-100.4K0.1747.29N/AN/A1953424,1686,520
2021-07-14$19.38$20.0065.4%18.7%51.6%19.9%0.0%-0.1%0.8%141.1K-2.8M-92.4K0.1356.19N/AN/A67924,2956,515
2021-07-15$18.84$20.0067.0%19.2%50.3%22.1%69.1%1.3%-2.5%93.9K-1.4M-87.8K24.1757.02N/AN/A3687024,3486,415
2021-07-16$17.88$21.0067.1%19.2%51.7%22.3%66.7%7.3%-0.6%49.5K298.0K-75.7K0.9268.78N/AN/A1009224,3775,846
2021-07-19$17.65$20.0072.3%20.7%50.2%29.3%72.1%3.6%-4.7%70.2K-168.8K-72.9K1.0864.75N/AN/A495322,7755,415
2021-07-20$17.91$20.0071.3%20.4%47.5%28.1%71.6%1.6%-3.9%75.4K-872.8K-77.0K0.8771.69N/AN/A14212322,8005,425
2021-07-21$18.70$20.0070.0%20.1%51.4%26.3%70.3%3.8%-4.3%101.3K-2.5M-85.3K2.2280.06N/AN/A4510022,9155,559
2021-07-22$18.36$20.0071.9%20.6%51.4%28.9%72.2%-0.0%-6.0%81.8K-1.2M-78.7K0.0063.11N/AN/A23022,9425,629
2021-07-23$15.82$20.0079.6%22.8%71.0%39.4%83.3%32.1%-5.3%42.4K1.6M-60.4K0.2773.26N/AN/A2,25261022,9505,629
2021-07-26$15.97$20.0084.0%24.1%71.3%45.6%84.2%13.6%-9.4%47.2K1.4M-62.6K4.1571.48N/AN/A13355222,9495,627
2021-07-27$14.64$19.0091.3%26.2%74.6%55.5%91.1%7.3%-4.0%43.0K823.4K-60.8K0.0463.95N/AN/A3,89614424,7616,162
2021-07-28$17.11$18.0082.7%23.7%96.7%43.7%85.5%-30.5%-6.2%78.0K-2.3M-79.1K2.1676.32N/AN/A6241,34524,8686,155
2021-07-29$17.40$18.0082.7%23.7%97.4%43.7%81.0%8.2%-1.5%111.1K-4.9M-86.7K0.0179.45N/AN/A1,149926,5066,233
2021-07-30$17.34$18.0085.6%24.5%97.3%47.7%84.9%5.5%-7.7%113.6K-4.8M-85.6K1.4772.08N/AN/A7811526,8696,476