VNET Options History — April 2022

In April 2022, VNET traded between $5.16 and $6.96. ATM implied volatility averaged 104.9%, placing in the 57.9% IV rank vs the trailing year. The 30-day expected move averaged 28.8%. IV traded below realized volatility by 90.1% (HV 20d: 195.0%). Max pain ranged from $6.00 to $7.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.41.

Notable Days

  • 2022-04-11: Highest Volume — 11,079 contracts
  • 2022-04-13: Largest IV drop — 29.2% change
  • 2022-04-12: Highest IV Rank — 87.4%
  • 2022-04-26: Largest Expected Move — 31.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.10$5.16$6.96$6.14$5.99
Max Pain$6.05$6.00$7.00$7.00$6.00
ATM IV104.9%91.3%132.5%98.1%102.7%
Expected Move28.8%26.2%31.3%28.4%29.5%
HV 20d195.0%128.1%275.9%272.0%128.1%
HV 60d180.8%173.0%184.3%173.0%181.4%
IV Rank57.9%43.3%87.4%50.5%55.5%
IV Percentile81.9%64.3%98.4%78.2%80.2%
Term Structure-7.3%-15.6%2.7%-0.3%-7.1%
VWIV104.2%91.7%118.0%99.5%99.6%
Skew 25d3.3%-11.5%19.4%19.4%7.0%
Skew 10d9.3%-33.4%45.4%7.4%45.4%
Call IV 25d100.6%84.1%121.5%94.9%99.4%
Put IV 25d103.9%92.2%115.5%114.3%106.4%
Bid-Ask Spread %53.3032.0779.8840.6775.69
Gamma HHI0.180.130.370.170.13
Net GEX40.6K-793154.3K50.1K17.7K
Net DEX-1.0M-4.2M1.0M-1.8M-489.7K
Net VEX-19.4K-25.0K-13.9K-21.8K-18.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.261.011.010.34
Total Volume5,531.556911,0798,7414,839
Total OI32,548.3528,33739,29028,33730,796

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$6.14$7.0098.1%28.4%272.0%50.5%99.5%19.4%-0.3%50.1K-1.8M-21.8K1.0140.67N/AN/A4,3574,38422,4515,886
2022-04-04$6.96$6.0094.6%27.3%275.4%46.8%101.6%10.0%-5.7%74.6K-2.9M-23.6K0.7244.45N/AN/A5,1273,66923,4728,554
2022-04-05$6.62$6.0098.4%27.5%275.9%50.9%111.2%6.1%2.7%68.9K-2.8M-24.6K0.2635.40N/AN/A4,3851,15924,9388,645
2022-04-06$6.42$6.00105.7%28.8%275.4%58.7%101.5%4.1%-2.5%59.0K-2.2M-23.6K0.3332.07N/AN/A4,1741,37724,9438,642
2022-04-07$6.00$6.00113.1%29.0%267.3%66.7%96.5%4.7%-4.7%42.9K-1.3M-21.5K0.3838.46N/AN/A3,5401,35325,6398,701
2022-04-08$5.42$6.00114.6%30.4%262.4%68.3%107.7%-2.0%-4.8%19.6K76.6K-17.8K0.3334.08N/AN/A3,5901,20225,8318,686
2022-04-11$6.94$6.00128.4%28.9%256.8%83.0%99.8%-6.2%-15.0%106.1K-4.2M-25.0K0.4236.28N/AN/A7,8063,27325,8408,692
2022-04-12$6.80$6.00132.5%27.0%257.5%87.4%104.4%6.6%-12.1%99.3K-3.0M-22.3K0.5439.43N/AN/A3,5611,91128,13810,310
2022-04-13$6.87$6.0093.8%26.9%150.4%45.9%95.7%-5.7%-8.1%154.3K-3.3M-24.3K0.3247.28N/AN/A4,2821,36428,34010,950
2022-04-14$6.63$6.0091.3%26.2%149.1%43.3%91.7%1.2%-6.9%39.2K-2.1M-21.8K0.4455.55N/AN/A4,0731,78428,12611,157
2022-04-18$6.19$6.00100.4%28.8%151.1%53.0%97.9%13.5%-11.6%24.4K-546.6K-18.6K0.5554.47N/AN/A3,7002,04821,9257,294
2022-04-19$6.30$6.0099.3%28.5%150.9%51.8%104.2%2.8%-11.6%22.2K-571.3K-19.7K0.3357.00N/AN/A4,0761,34822,0347,668
2022-04-20$6.02$6.0098.5%28.2%146.4%51.0%101.4%7.8%-6.8%15.5K-107.3K-17.3K0.2959.84N/AN/A3,8411,10822,2317,795
2022-04-21$5.55$6.00100.4%28.8%146.5%53.0%104.9%6.7%-9.3%4.4K677.8K-14.0K0.2851.11N/AN/A3,6871,04422,2327,828
2022-04-22$5.46$6.00101.2%29.0%146.5%53.9%109.9%0.3%-4.3%4.3K652.6K-15.1K0.2662.54N/AN/A3,8861,01422,3597,938
2022-04-25$5.16$6.00103.4%29.6%146.5%56.2%116.1%-1.7%-1.9%-7931.0M-14.0K0.3672.41N/AN/A3,3801,22222,4628,048
2022-04-26$5.23$6.00109.2%31.3%146.7%62.5%118.0%-10.3%-11.9%2.1K848.0K-14.8K0.3771.77N/AN/A3,2771,22122,4668,347
2022-04-27$5.54$6.00105.2%30.2%147.1%58.1%112.0%-11.5%-7.6%4.3K580.4K-15.4K0.3377.58N/AN/A521722,4658,347
2022-04-28$5.79$6.00108.1%31.0%148.5%61.3%110.7%14.0%-15.6%3.4K507.4K-13.9K0.3879.88N/AN/A3,2691,23122,4458,346
2022-04-29$5.99$6.00102.7%29.5%128.1%55.5%99.6%7.0%-7.1%17.7K-489.7K-18.2K0.3475.69N/AN/A3,6171,22222,4458,351