VNET Options History — November 2021

In November 2021, VNET traded between $9.75 and $18.09. ATM implied volatility averaged 86.4%, placing in the 69.6% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 10.6% (HV 20d: 75.8%). Max pain ranged from $12.00 to $17.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.80.

Notable Days

  • 2021-11-19: Highest Volume — 8,549 contracts
  • 2021-11-05: Largest IV spike — 32.6% change
  • 2021-11-05: Highest IV Rank — 100.0%
  • 2021-11-30: Largest Expected Move — 34.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.11$9.75$18.09$17.09$9.75
Max Pain$15.57$12.00$17.00$17.00$12.00
ATM IV86.4%74.8%120.5%76.1%120.5%
Expected Move23.7%20.5%34.6%21.8%34.6%
HV 20d75.8%64.6%92.5%70.8%85.1%
HV 60d74.3%69.6%75.8%75.1%74.6%
IV Rank69.6%46.1%100.0%62.3%100.0%
IV Percentile90.9%74.6%100.0%82.5%100.0%
Term Structure-5.9%-21.2%6.8%-3.6%-21.2%
VWIV85.0%71.7%129.9%75.2%119.6%
Skew 25d6.8%-0.8%40.8%9.1%14.3%
Skew 10d12.1%2.3%45.0%12.0%45.0%
Call IV 25d81.4%70.6%113.2%70.6%113.2%
Put IV 25d88.2%73.8%127.6%79.7%127.6%
Bid-Ask Spread %69.8842.5394.7063.3778.40
Gamma HHI0.200.130.320.180.30
Net GEX123.9K47.1K174.5K133.3K92.1K
Net DEX-4.7M-8.1M-633.5K-6.4M-633.5K
Net VEX-45.1K-54.2K-28.3K-51.4K-28.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.101.580.680.22
Total Volume2,550.1431,2638,5491,2984,912
Total OI19,614.52416,94624,69816,94624,698

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$17.09$17.0076.1%21.8%70.8%62.3%75.2%9.1%-3.6%133.3K-6.4M-51.4K0.6863.37N/AN/A77352514,4172,529
2021-11-02$16.75$17.0077.1%22.1%71.0%65.0%79.0%8.7%-4.6%128.8K-5.9M-49.8K0.6868.71N/AN/A75051314,4312,529
2021-11-03$17.13$17.0076.1%21.8%70.9%62.5%129.9%40.8%-5.4%136.7K-6.7M-51.5K1.4494.70N/AN/A7641,09714,4422,541
2021-11-04$16.35$17.0077.4%20.5%71.0%65.6%71.7%2.1%-5.0%110.2K-4.8M-49.0K1.4364.54N/AN/A8021,14814,4623,066
2021-11-05$16.26$17.00102.6%21.3%71.0%100.0%73.7%6.1%4.4%106.1K-4.7M-48.8K1.5876.15N/AN/A7391,16414,4703,109
2021-11-08$16.88$17.0097.9%21.4%71.4%90.9%74.2%2.2%-6.2%115.3K-5.7M-50.2K1.3469.15N/AN/A8231,10214,4743,126
2021-11-09$16.67$17.0096.0%21.5%67.8%87.2%75.1%2.7%-5.1%113.4K-5.5M-48.4K1.3776.85N/AN/A8041,09914,5893,128
2021-11-10$16.31$17.0074.8%21.4%64.6%46.1%74.5%4.1%-4.2%109.7K-4.7M-47.8K1.2366.95N/AN/A9221,13114,5933,145
2021-11-11$17.32$17.0077.8%22.3%67.9%52.1%76.3%3.4%-6.1%125.2K-6.4M-51.0K0.9766.74N/AN/A1,1341,09614,7343,219
2021-11-12$18.09$17.0076.4%21.9%69.5%49.3%76.4%2.8%-7.1%147.1K-8.1M-54.2K1.0365.86N/AN/A1,0331,06315,0833,251
2021-11-15$17.63$17.0076.5%21.9%70.1%49.5%74.7%-0.8%-5.9%145.8K-7.5M-52.3K1.1247.21N/AN/A9531,07215,0923,256
2021-11-16$17.24$17.0076.0%21.8%65.8%48.4%78.1%2.9%-3.8%143.4K-6.5M-49.9K0.4867.21N/AN/A1,04349615,1483,260
2021-11-17$16.45$17.0079.0%22.6%66.5%54.3%78.1%2.0%-6.3%126.3K-5.0M-47.4K0.5267.21N/AN/A1,23864315,2543,251
2021-11-18$15.27$17.0081.4%23.3%69.4%58.9%79.3%1.9%-8.6%90.3K-3.1M-43.1K0.4461.10N/AN/A1,38661415,4773,407
2021-11-19$13.17$17.0087.3%25.0%85.1%70.3%87.5%-0.4%-10.3%47.1K-642.9K-35.5K0.1079.61N/AN/A7,74380615,5603,542
2021-11-22$13.57$12.0084.2%24.1%86.3%64.4%83.8%4.6%-5.3%174.5K-6.5M-45.1K0.3672.39N/AN/A1,75362419,8743,294
2021-11-23$11.98$12.0086.8%24.9%92.5%69.3%84.8%5.6%-6.1%152.3K-3.3M-39.0K0.6842.53N/AN/A1,5661,05919,8613,338
2021-11-24$11.79$12.0092.3%26.5%92.3%80.0%88.9%2.5%-6.0%146.8K-3.0M-37.2K0.4276.48N/AN/A2,01483720,1023,466
2021-11-26$11.18$12.0095.0%27.2%91.8%85.2%100.9%12.2%6.8%138.3K-2.5M-35.5K0.3684.12N/AN/A2,30082820,6883,453
2021-11-29$10.51$12.00102.9%29.5%91.5%100.0%102.3%15.2%-14.0%119.7K-1.3M-31.5K0.4178.28N/AN/A2,25592921,0763,470
2021-11-30$9.75$12.00120.5%34.6%85.1%100.0%119.6%14.3%-21.2%92.1K-633.5K-28.3K0.2278.40N/AN/A4,01090221,1383,560