VNET Options History — December 2021 In December 2021, VNET traded between $7.76 and $9.90. ATM implied volatility averaged 110.4%, placing in the 68.2% IV rank vs the trailing year. The 30-day expected move averaged 29.7%. IV traded above realized volatility by 0.6% (HV 20d: 109.7%). Max pain ranged from $9.00 to $12.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.25.
Notable Days 2021-12-10 : Highest Volume — 5,278 contracts2021-12-15 : Largest IV drop — 25.9% change2021-12-03 : Highest IV Rank — 100.0%2021-12-03 : Largest Expected Move — 40.3%Monthly Statistics Metric Avg Min Max Open Close Price $8.72 $7.76 $9.90 $9.90 $9.06 Max Pain $10.41 $9.00 $12.00 $12.00 $9.00 ATM IV 110.4% 94.1% 140.6% 117.4% 94.1% Expected Move 29.7% 27.0% 40.3% 33.6% 27.0% HV 20d 109.7% 84.6% 120.3% 86.5% 120.1% HV 60d 87.0% 74.1% 95.2% 74.6% 94.9% IV Rank 68.2% 48.1% 100.0% 95.5% 48.1% IV Percentile 95.7% 89.3% 100.0% 99.6% 89.3% Term Structure -3.4% -28.8% 4.0% -18.1% -0.4% VWIV 108.3% 99.6% 143.1% 116.5% 101.4% Skew 25d 11.7% 2.7% 45.5% 13.6% 6.8% Skew 10d 13.8% -228.7% 135.5% 66.2% -85.1% Call IV 25d 102.2% 93.1% 133.8% 112.2% 93.1% Put IV 25d 113.9% 98.4% 179.3% 125.8% 99.9% Bid-Ask Spread % 72.79 32.53 99.48 79.87 77.42 Gamma HHI 0.15 0.12 0.41 0.21 0.12 Net GEX 72.1K 39.8K 137.3K 125.3K 66.6K Net DEX -1.9M -3.4M -363.8K -2.0M -2.9M Net VEX -27.3K -31.2K -23.9K -31.1K -27.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.14 0.67 0.24 0.26 Total Volume 3,943.455 2,985 5,278 3,595 3,837 Total OI 26,490.091 21,110 31,165 27,085 23,172
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-12-01 $9.90 $12.00 117.4% 33.6% 86.5% 95.5% 116.5% 13.6% -18.1% 125.3K -2.0M -31.1K 0.24 79.87 N/A N/A 2,894 701 23,518 3,567 2021-12-02 $9.67 $12.00 111.9% 32.1% 84.6% 87.6% 116.7% 10.6% -9.2% 119.1K -2.1M -31.2K 0.28 85.91 N/A N/A 2,795 788 23,680 3,572 2021-12-03 $7.99 $12.00 140.6% 40.3% 102.3% 100.0% 143.1% 45.5% -28.8% 71.1K -1.4M -26.3K 0.23 91.82 N/A N/A 3,386 783 23,908 3,692 2021-12-06 $7.76 $12.00 132.2% 31.0% 101.7% 90.6% 110.9% 13.7% -6.2% 62.0K -1.7M -28.0K 0.24 80.43 N/A N/A 3,238 776 25,531 3,640 2021-12-07 $8.69 $12.00 113.7% 28.7% 112.1% 70.0% 102.0% 16.4% 0.2% 82.5K -1.2M -25.3K 0.22 71.26 N/A N/A 3,354 740 25,549 3,547 2021-12-08 $9.07 $12.00 112.3% 28.8% 115.1% 68.5% 100.5% 13.8% 0.6% 98.2K -1.8M -29.1K 0.23 82.75 N/A N/A 3,219 741 25,673 3,566 2021-12-09 $9.08 $12.00 112.0% 29.1% 115.6% 68.1% 101.3% 14.6% -0.4% 97.1K -2.0M -30.1K 0.22 75.60 N/A N/A 3,146 677 25,669 3,554 2021-12-10 $8.40 $12.00 113.7% 28.6% 111.8% 69.9% 101.3% 5.6% -8.8% 71.5K -1.1M -26.7K 0.67 81.53 N/A N/A 3,169 2,109 25,699 3,598 2021-12-13 $8.26 $11.00 136.5% 28.0% 108.1% 95.4% 103.0% 9.6% 3.3% 59.8K -363.8K -23.9K 0.30 32.53 N/A N/A 2,780 831 25,751 4,986 2021-12-14 $8.21 $10.00 137.0% 29.2% 108.6% 96.0% 99.9% 9.6% -1.7% 53.8K -567.1K -25.7K 0.25 43.91 N/A N/A 3,237 802 25,863 4,775 2021-12-15 $8.12 $10.00 101.5% 29.1% 108.9% 56.4% 127.5% 25.9% -5.1% 58.8K -1.5M -27.0K 0.27 99.48 N/A N/A 2,856 763 26,364 4,801 2021-12-16 $8.38 $10.00 106.6% 30.6% 111.6% 62.1% 113.9% 8.6% -3.9% 42.1K -717.3K -25.2K 0.28 79.46 N/A N/A 2,670 742 26,364 4,620 2021-12-17 $8.86 $10.00 104.5% 30.0% 114.8% 59.7% 107.2% 13.3% -2.7% 137.3K -1.5M -27.8K 0.27 73.54 N/A N/A 2,742 741 26,393 4,641 2021-12-20 $8.14 $10.00 106.5% 30.5% 108.0% 62.0% 110.3% 6.6% -4.2% 39.8K -1.6M -24.7K 0.27 58.83 N/A N/A 2,357 628 17,767 3,343 2021-12-21 $9.29 $9.00 102.0% 29.2% 120.1% 57.0% 109.7% 2.7% 0.1% 55.3K -2.8M -28.1K 0.24 85.61 N/A N/A 2,870 689 17,831 3,381 2021-12-22 $9.10 $9.00 99.2% 28.4% 113.5% 53.9% 108.4% 9.8% -1.8% 49.0K -3.4M -27.5K 0.23 86.91 N/A N/A 2,986 674 18,382 3,379 2021-12-23 $9.13 $9.00 95.7% 27.4% 113.7% 49.9% 99.7% 6.2% 3.7% 63.1K -3.1M -29.3K 0.18 54.28 N/A N/A 3,892 709 18,410 3,394 2021-12-27 $8.77 $9.00 98.2% 28.2% 113.1% 52.7% 101.2% 6.3% 2.4% 58.5K -3.1M -27.5K 0.16 54.59 N/A N/A 3,911 610 19,417 3,481 2021-12-28 $8.77 $9.00 100.2% 28.7% 111.7% 55.0% 104.9% 2.8% 1.0% 60.3K -2.7M -28.1K 0.14 46.12 N/A N/A 3,889 558 19,242 3,503 2021-12-29 $8.07 $9.00 98.0% 28.1% 112.3% 52.4% 104.4% 11.5% 4.0% 46.7K -1.7M -24.5K 0.14 82.40 N/A N/A 3,973 562 19,245 3,511 2021-12-30 $9.04 $9.00 94.9% 27.2% 120.3% 49.0% 99.6% 3.8% 1.0% 68.1K -2.8M -26.8K 0.31 77.20 N/A N/A 3,007 924 19,251 3,552 2021-12-31 $9.06 $9.00 94.1% 27.0% 120.1% 48.1% 101.4% 6.8% -0.4% 66.6K -2.9M -27.5K 0.26 77.42 N/A N/A 3,050 787 19,331 3,841
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