VNET Options History — August 2021

In August 2021, VNET traded between $15.95 and $20.15. ATM implied volatility averaged 79.9%, placing in the 57.4% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded below realized volatility by 10.2% (HV 20d: 90.1%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 1.05.

Notable Days

  • 2021-08-24: Highest Volume — 1,896 contracts
  • 2021-08-25: Largest IV drop — 14.3% change
  • 2021-08-19: Highest IV Rank — 82.7%
  • 2021-08-03: Largest Expected Move — 26.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.99$15.95$20.15$17.82$19.80
Max Pain$19.73$18.00$20.00$18.00$20.00
ATM IV79.9%67.8%91.1%84.3%71.3%
Expected Move22.6%19.4%26.1%24.2%20.4%
HV 20d90.1%72.7%98.8%97.9%86.7%
HV 60d73.3%69.0%79.5%75.2%79.5%
IV Rank57.4%39.7%82.7%45.9%50.5%
IV Percentile83.0%41.7%96.8%92.5%53.2%
Term Structure-5.9%-10.9%0.0%-8.4%-1.6%
VWIV79.1%70.4%86.4%85.1%71.5%
Skew 25d5.4%0.1%14.6%6.0%0.1%
Skew 10d13.2%1.2%37.6%21.7%37.6%
Call IV 25d77.6%69.2%85.6%85.6%74.8%
Put IV 25d83.0%70.5%94.7%91.6%74.9%
Bid-Ask Spread %70.8650.3382.6476.8181.30
Gamma HHI0.140.100.200.140.19
Net GEX145.8K84.4K221.7K150.1K210.6K
Net DEX-6.9M-13.0M-1.3M-6.9M-13.0M
Net VEX-81.6K-92.4K-63.4K-91.6K-90.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.0110.270.060.02
Total Volume584.909401,896271165
Total OI34,514.09132,76335,85134,33835,607

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$17.82$18.0084.3%24.2%97.9%45.9%85.1%6.0%-8.4%150.1K-6.9M-91.6K0.0676.81N/AN/A2561527,8656,473
2021-08-03$17.44$18.0091.1%26.1%97.9%55.4%85.5%14.6%-10.9%129.1K-5.4M-86.6K0.7778.43N/AN/A473627,8556,442
2021-08-04$17.18$18.0084.7%24.3%95.5%46.5%86.4%5.5%-7.0%124.2K-4.9M-86.1K0.0882.64N/AN/A49428,0466,456
2021-08-05$17.10$20.0083.4%22.9%93.7%44.6%82.8%6.8%-7.8%117.5K-4.5M-82.6K0.2973.31N/AN/A31928,0296,455
2021-08-06$17.99$20.0081.8%22.6%94.0%42.5%79.1%3.6%-9.3%143.1K-7.2M-90.9K0.0156.26N/AN/A1,7582428,0166,470
2021-08-09$18.61$20.0086.6%22.5%95.0%49.0%81.7%1.2%-8.8%160.4K-8.5M-92.4K0.2761.43N/AN/A842327,9866,471
2021-08-10$18.88$20.0086.8%22.2%94.4%49.4%78.1%4.1%-6.6%164.9K-9.0M-89.7K0.0350.33N/AN/A119427,6746,472
2021-08-11$18.78$20.0079.8%22.9%93.5%39.7%79.5%1.4%-3.2%156.3K-8.6M-91.2K0.0380.00N/AN/A1,0603527,7176,498
2021-08-12$19.10$20.0078.7%22.6%93.2%62.0%77.9%6.3%-5.8%153.6K-9.3M-88.8K1.3974.34N/AN/A7610627,6886,497
2021-08-13$19.03$20.0074.7%21.4%91.1%53.0%74.4%4.8%-4.3%213.5K-9.8M-86.6K10.2751.27N/AN/A981,00628,5916,512
2021-08-16$18.01$20.0079.5%22.8%93.3%66.6%77.4%2.2%-7.6%136.7K-6.4M-78.6K0.1176.83N/AN/A1701928,6046,566
2021-08-17$16.42$20.0080.5%23.1%98.8%68.9%81.2%5.8%-7.7%86.5K-2.5M-69.9K1.1377.38N/AN/A37542528,6266,566
2021-08-18$16.43$20.0079.7%22.9%97.2%71.4%81.7%8.3%-7.9%84.4K-2.1M-67.6K1.0954.20N/AN/A30733628,7846,571
2021-08-19$15.98$20.0084.3%24.2%97.4%82.7%83.0%7.5%-6.5%103.5K-1.5M-64.9K0.7275.28N/AN/A906529,0936,500
2021-08-20$15.95$20.0080.8%23.2%81.7%74.1%82.8%11.3%-6.7%95.3K-1.3M-63.4K2.3177.60N/AN/A8419429,1316,720
2021-08-23$16.33$20.0082.7%23.7%82.1%78.7%80.4%9.3%-4.3%106.5K-3.3M-65.6K0.3059.31N/AN/A812427,0825,681
2021-08-24$18.31$20.0081.2%23.3%84.5%75.1%81.2%3.3%-6.6%142.1K-7.8M-78.2K0.2173.92N/AN/A1,57132527,1455,636
2021-08-25$20.15$20.0069.6%20.0%72.7%46.3%70.6%2.5%0.0%190.3K-12.3M-86.0K0.2671.21N/AN/A91323327,1965,644
2021-08-26$19.85$20.0067.8%19.4%73.1%41.9%70.4%1.3%-2.5%221.7K-12.7M-88.3K0.7565.65N/AN/A51538828,4925,948
2021-08-27$17.80$20.0075.1%21.5%83.8%59.8%75.0%8.2%-2.0%160.7K-6.5M-75.7K2.5480.52N/AN/A32181428,7095,899
2021-08-30$18.82$20.0074.5%21.3%85.6%58.4%73.5%4.0%-5.1%155.9K-8.8M-80.0K0.3580.79N/AN/A45316028,7196,178
2021-08-31$19.80$20.0071.3%20.4%86.7%50.5%71.5%0.1%-1.6%210.6K-13.0M-90.2K0.0281.30N/AN/A162328,8276,780