VNET Options History — January 2022

In January 2022, VNET traded between $8.14 and $9.81. ATM implied volatility averaged 95.0%, placing in the 49.1% IV rank vs the trailing year. The 30-day expected move averaged 27.2%. IV traded above realized volatility by 11.6% (HV 20d: 83.3%). Max pain ranged from $8.00 to $9.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.47.

Notable Days

  • 2022-01-18: Highest Volume — 5,302 contracts
  • 2022-01-31: Largest IV drop — 14.0% change
  • 2022-01-24: Highest IV Rank — 59.0%
  • 2022-01-24: Largest Expected Move — 29.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.83$8.14$9.81$9.01$9.81
Max Pain$8.15$8.00$9.00$9.00$8.00
ATM IV95.0%86.5%103.9%92.6%86.5%
Expected Move27.2%24.8%29.8%26.6%24.8%
HV 20d83.3%56.2%100.8%97.7%79.0%
HV 60d93.9%91.1%97.3%94.3%97.3%
IV Rank49.1%39.7%59.0%46.5%39.7%
IV Percentile88.3%78.6%94.4%88.9%78.6%
Term Structure-0.8%-9.7%3.5%2.4%3.5%
VWIV96.7%90.1%106.0%99.0%90.3%
Skew 25d8.6%1.3%14.5%10.9%10.5%
Skew 10d14.3%-10.0%39.7%7.2%34.1%
Call IV 25d92.9%85.1%99.6%89.8%85.1%
Put IV 25d101.5%94.1%112.1%100.6%95.6%
Bid-Ask Spread %47.5729.3270.6658.4246.12
Gamma HHI0.180.120.290.120.24
Net GEX86.0K43.6K162.5K67.9K129.6K
Net DEX-3.4M-6.6M-1.5M-2.7M-6.6M
Net VEX-29.9K-41.9K-23.5K-27.6K-41.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.160.610.570.38
Total Volume2,330.61,6575,3022,2821,904
Total OI23,323.819,27629,74223,25720,670

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$9.01$9.0092.6%26.6%97.7%46.5%99.0%10.9%2.4%67.9K-2.7M-27.6K0.5758.42N/AN/A1,45183119,3873,870
2022-01-04$8.39$9.0096.7%27.7%100.8%51.0%96.1%14.5%0.7%51.2K-1.8M-24.7K0.5634.82N/AN/A1,42579119,4093,923
2022-01-05$8.16$9.0099.7%28.6%92.6%54.4%98.3%11.4%0.7%43.6K-1.5M-23.8K0.5632.50N/AN/A1,42379719,4174,012
2022-01-06$8.36$8.00100.2%28.0%91.6%54.9%97.9%7.1%0.5%48.2K-1.7M-23.5K0.4548.76N/AN/A1,45664819,4384,065
2022-01-07$8.77$8.0090.8%26.2%93.4%44.4%94.6%9.2%0.6%61.7K-2.4M-25.6K0.5145.71N/AN/A1,45274219,4653,979
2022-01-10$9.12$8.0095.4%27.4%90.0%49.6%97.8%11.7%-1.2%73.3K-2.9M-26.4K0.5149.88N/AN/A1,46774919,4843,942
2022-01-11$9.20$8.0092.6%26.0%89.6%46.4%93.4%7.3%-0.5%83.7K-3.1M-26.7K0.5146.24N/AN/A1,43272619,5183,927
2022-01-12$9.30$8.0088.8%25.5%89.5%42.3%91.9%10.1%-1.2%92.7K-3.3M-26.2K0.5166.18N/AN/A1,43673419,5503,957
2022-01-13$9.01$8.0089.0%25.5%90.4%42.4%90.1%1.3%1.0%83.8K-2.8M-24.6K0.5558.23N/AN/A1,31171919,5813,931
2022-01-14$9.23$8.0089.8%25.7%90.1%43.3%93.3%7.1%-0.7%96.2K-3.0M-24.6K0.5631.80N/AN/A1,31072819,5843,911
2022-01-18$9.19$8.0095.8%27.5%88.1%50.0%98.6%7.8%-2.7%96.4K-3.1M-24.9K0.1659.14N/AN/A4,58571719,5893,975
2022-01-19$9.36$8.0094.5%27.1%82.1%48.6%96.0%4.7%-4.3%151.2K-5.2M-37.6K0.5435.23N/AN/A1,36373025,7383,982
2022-01-20$9.51$8.0089.8%25.8%67.7%43.4%93.7%3.2%-0.8%162.5K-5.9M-40.2K0.2834.98N/AN/A2,51271025,7404,002
2022-01-21$8.77$8.0094.0%26.9%73.4%48.0%93.8%11.5%1.7%84.4K-3.7M-34.0K0.5329.32N/AN/A1,42776325,5063,896
2022-01-24$8.29$8.00103.9%29.8%75.8%59.0%106.0%12.5%-4.1%75.7K-3.7M-32.8K0.6145.71N/AN/A1,03062717,7881,488
2022-01-25$8.35$8.00101.9%29.2%74.8%56.9%102.2%10.4%1.0%77.2K-3.9M-34.1K0.3564.97N/AN/A1,59956317,8211,592
2022-01-26$8.14$8.0095.7%27.4%75.2%49.9%102.0%8.3%3.4%79.0K-4.1M-34.2K0.4670.66N/AN/A1,51769518,2981,591
2022-01-27$8.17$8.00100.8%28.9%69.1%55.6%99.2%1.8%-5.8%75.4K-3.5M-30.8K0.3950.92N/AN/A1,76369518,3121,690
2022-01-28$8.42$8.00100.6%28.8%56.2%55.4%98.7%9.8%-9.7%86.4K-4.0M-33.1K0.5041.81N/AN/A1,18959518,7581,690
2022-01-31$9.81$8.0086.5%24.8%79.0%39.7%90.3%10.5%3.5%129.6K-6.6M-41.9K0.3846.12N/AN/A1,37552918,9421,728