VNET Options History — February 2022

In February 2022, VNET traded between $6.88 and $9.98. ATM implied volatility averaged 95.4%, placing in the 49.6% IV rank vs the trailing year. The 30-day expected move averaged 27.2%. IV traded below realized volatility by 7.8% (HV 20d: 103.2%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.69.

Notable Days

  • 2022-02-24: Highest Volume — 4,045 contracts
  • 2022-02-09: Largest IV drop — 8.6% change
  • 2022-02-24: Highest IV Rank — 59.9%
  • 2022-02-24: Largest Expected Move — 30.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.03$6.88$9.98$9.98$7.67
Max Pain$8.16$8.00$10.00$8.00$8.00
ATM IV95.4%87.6%104.7%88.7%102.3%
Expected Move27.2%25.1%30.0%25.4%29.3%
HV 20d103.2%79.1%122.4%79.1%122.4%
HV 60d101.4%97.1%107.0%97.1%102.5%
IV Rank49.6%40.9%59.9%42.2%57.3%
IV Percentile85.6%77.8%94.8%80.2%92.1%
Term Structure-2.0%-6.2%10.9%0.2%-5.9%
VWIV97.1%91.9%106.0%92.7%105.9%
Skew 25d7.9%0.6%20.0%13.5%12.5%
Skew 10d13.4%-7.7%56.2%29.2%56.2%
Call IV 25d95.2%85.9%103.6%85.9%103.6%
Put IV 25d103.1%94.6%117.7%99.4%116.1%
Bid-Ask Spread %76.3733.4487.1244.3080.87
Gamma HHI0.230.190.250.250.19
Net GEX82.2K54.7K134.4K134.4K105.6K
Net DEX-3.3M-6.8M-1.7M-6.8M-4.0M
Net VEX-29.5K-40.8K-21.7K-40.8K-30.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.361.150.370.50
Total Volume2,632.7891,7374,0451,7663,447
Total OI22,490.84220,57424,89320,57424,893

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$9.98$8.0088.7%25.4%79.1%42.2%92.7%13.5%0.2%134.4K-6.8M-40.8K0.3744.30N/AN/A1,29147518,9091,665
2022-02-02$9.16$9.0093.6%26.8%81.0%47.6%94.6%5.2%0.6%110.3K-5.2M-36.7K0.4033.44N/AN/A1,24249518,8841,733
2022-02-03$8.39$10.0095.1%26.7%86.8%49.3%91.9%4.5%-2.5%84.6K-3.8M-32.0K0.3675.20N/AN/A1,28846818,9261,863
2022-02-04$8.12$8.0091.0%26.3%87.2%44.6%91.9%6.9%-2.6%79.7K-3.2M-29.7K0.8981.13N/AN/A1,03892019,2552,009
2022-02-07$7.65$8.0094.0%26.2%87.5%48.0%92.0%9.2%-3.0%61.6K-2.5M-27.3K1.1567.96N/AN/A9581,10119,2692,414
2022-02-08$7.55$8.0095.9%25.7%85.8%50.2%92.4%11.2%-5.4%56.2K-2.1M-25.3K0.9077.72N/AN/A1,04193419,2882,648
2022-02-09$8.46$8.0087.6%25.1%96.2%40.9%93.0%3.0%10.9%82.1K-3.6M-32.0K0.8383.39N/AN/A1,13294419,4072,676
2022-02-10$8.67$8.0088.9%25.5%96.6%42.4%99.9%9.8%-1.1%88.2K-3.9M-31.4K0.8285.61N/AN/A1,11591319,4602,694
2022-02-11$8.35$8.0092.0%26.4%96.8%45.8%92.9%0.6%1.1%80.2K-3.6M-31.5K1.0080.55N/AN/A1,2101,20819,4852,684
2022-02-14$7.51$8.0096.8%27.7%102.7%51.1%96.7%3.2%-4.7%54.7K-2.1M-26.1K0.6481.07N/AN/A1,8181,16519,5002,841
2022-02-15$8.63$8.0093.0%26.7%115.6%46.9%103.6%8.6%-5.9%88.6K-3.7M-31.0K1.0983.38N/AN/A1,1871,28919,8562,911
2022-02-16$8.39$8.0094.8%27.2%115.6%48.9%93.1%6.0%-3.9%82.0K-3.5M-32.1K0.6884.69N/AN/A1,6861,15219,8732,871
2022-02-17$7.71$8.0094.4%27.1%118.6%48.4%95.6%1.3%-3.8%65.1K-2.6M-28.0K0.4383.46N/AN/A2,6881,16520,3702,870
2022-02-18$7.55$8.0093.8%26.9%115.8%47.9%95.0%3.4%5.5%74.2K-2.4M-26.4K0.6679.91N/AN/A1,9331,26921,1422,874
2022-02-22$7.59$8.00100.6%28.8%114.4%55.4%102.7%8.9%-0.0%83.0K-2.8M-27.2K0.9978.72N/AN/A1,2441,22920,1842,523
2022-02-23$6.88$8.00102.6%29.4%119.0%57.6%103.3%9.5%-6.2%62.2K-1.7M-21.7K0.5379.71N/AN/A2,3341,22820,2612,524
2022-02-24$7.15$8.00104.7%30.0%120.0%59.9%106.0%20.0%-5.0%81.5K-2.6M-25.6K0.4387.12N/AN/A2,8221,22321,2602,432
2022-02-25$7.16$8.00103.3%29.6%120.0%58.4%101.9%13.0%-5.8%87.4K-2.8M-25.4K0.4582.75N/AN/A2,3231,04822,2862,586
2022-02-28$7.67$8.00102.3%29.3%122.4%57.3%105.9%12.5%-5.9%105.6K-4.0M-30.2K0.5080.87N/AN/A2,2931,15422,3082,585