VNET Options History — May 2022

In May 2022, VNET traded between $4.63 and $6.87. ATM implied volatility averaged 107.8%, placing in the 60.9% IV rank vs the trailing year. The 30-day expected move averaged 30.5%. IV traded above realized volatility by 12.7% (HV 20d: 95.1%). Max pain ranged from $6.00 to $6.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.47.

Notable Days

  • 2022-05-19: Highest Volume — 7,895 contracts
  • 2022-05-20: Largest IV spike — 13.4% change
  • 2022-05-24: Highest IV Rank — 78.6%
  • 2022-05-24: Largest Expected Move — 35.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.79$4.63$6.87$6.16$5.65
Max Pain$6.00$6.00$6.00$6.00$6.00
ATM IV107.8%93.7%124.3%113.5%100.9%
Expected Move30.5%26.9%35.6%32.5%28.9%
HV 20d95.1%71.5%127.0%127.0%103.6%
HV 60d179.1%176.1%181.2%180.8%180.2%
IV Rank60.9%45.8%78.6%67.0%53.6%
IV Percentile81.2%58.3%95.6%90.5%71.4%
Term Structure-13.2%-30.9%-1.8%-11.9%-6.8%
VWIV107.3%84.3%136.2%104.7%107.2%
Skew 25d9.8%-9.2%28.2%28.2%-9.2%
Skew 10d17.4%-62.9%71.6%37.7%-37.8%
Call IV 25d103.7%93.1%118.1%107.3%113.9%
Put IV 25d113.5%99.4%135.6%135.6%104.7%
Bid-Ask Spread %86.1646.1595.8979.2091.53
Gamma HHI0.170.130.260.140.22
Net GEX18.6K-18.7K60.6K20.8K60.6K
Net DEX-368.4K-2.3M1.3M-635.0K-1.8M
Net VEX-15.0K-22.0K-10.9K-17.3K-18.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.221.200.350.48
Total Volume5,277.0482,2617,8954,7633,533
Total OI32,553.57129,79935,16531,32134,786

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$6.16$6.00113.5%32.5%127.0%67.0%104.7%28.2%-11.9%20.8K-635.0K-17.3K0.3579.20N/AN/A3,5411,22222,9718,350
2022-05-03$6.40$6.00110.9%31.8%119.1%64.3%112.2%8.3%-20.8%28.5K-1.1M-18.1K0.4877.28N/AN/A3,5481,69422,9818,350
2022-05-04$6.87$6.00100.5%28.8%120.6%53.2%103.9%18.6%-3.1%43.6K-2.3M-22.0K0.4790.90N/AN/A3,6851,71523,0118,911
2022-05-05$6.72$6.00100.2%27.3%120.4%52.7%93.2%5.5%-10.6%37.9K-1.7M-18.0K0.4785.13N/AN/A3,6711,71123,1678,913
2022-05-06$6.26$6.00107.9%29.3%120.6%61.1%103.4%11.8%-12.3%20.3K-554.7K-15.3K0.4688.05N/AN/A3,6751,69223,1768,922
2022-05-09$5.77$6.00110.1%29.8%118.5%63.4%103.7%21.4%-17.0%1.2K503.4K-13.3K0.4692.20N/AN/A3,6721,69323,1718,923
2022-05-10$5.58$6.00122.9%30.5%76.1%77.1%108.4%15.0%-16.3%-146647.9K-13.1K0.4689.36N/AN/A3,6721,70023,1808,931
2022-05-11$5.33$6.00113.1%32.4%77.1%66.6%111.9%14.6%-30.9%-10.7K1.3M-11.1K0.5486.97N/AN/A3,1731,70023,1808,923
2022-05-12$5.70$6.00110.1%31.6%81.8%63.4%98.4%2.1%-24.2%-3.0K571.3K-13.2K0.5490.03N/AN/A2,9761,61623,1808,923
2022-05-13$5.99$6.00105.2%30.2%83.7%58.2%104.0%9.8%-20.3%-1.5K45.4K-12.3K0.5588.08N/AN/A2,9381,62023,2148,922
2022-05-16$6.02$6.0095.5%27.4%80.3%47.8%118.7%-1.1%-6.6%-2.3K9.4K-12.1K0.5495.33N/AN/A3,0061,62023,2138,926
2022-05-17$5.97$6.0093.7%26.9%80.0%45.8%84.3%11.1%-10.5%-2.5K-281.7K-14.6K0.5595.09N/AN/A2,9561,61923,3168,940
2022-05-18$5.87$6.0094.1%27.0%78.6%46.2%86.4%7.2%-12.2%-6.9K272.9K-11.6K0.5294.08N/AN/A3,1301,62623,3208,938
2022-05-19$5.82$6.0099.4%28.5%72.9%52.0%110.4%2.5%-1.8%-18.7K622.5K-10.9K0.2695.89N/AN/A6,2691,62623,1358,848
2022-05-20$5.69$6.00112.7%32.3%73.1%66.2%104.3%8.2%-10.8%30.5K1.0M-14.5K0.3380.46N/AN/A5,8421,92626,3208,845
2022-05-23$5.47$6.00113.5%32.5%71.5%67.0%114.1%17.8%-7.0%33.3K-800.9K-14.7K0.3387.53N/AN/A5,2121,70325,5834,216
2022-05-24$4.63$6.00124.3%35.6%93.3%78.6%136.2%11.8%-11.5%25.6K-514.9K-13.9K0.2746.15N/AN/A5,2891,42927,8354,221
2022-05-25$4.71$6.00111.5%32.0%90.7%64.9%134.0%-0.2%-10.8%28.9K-263.2K-12.6K0.2290.47N/AN/A5,3861,20730,2944,242
2022-05-26$5.44$6.00118.2%33.9%104.3%72.0%103.8%12.6%-16.3%51.4K-1.5M-19.0K0.4074.82N/AN/A3,0421,22230,3534,241
2022-05-27$5.47$6.00105.7%30.3%103.4%58.7%111.1%9.8%-15.3%53.4K-1.4M-18.4K1.2090.71N/AN/A1,0301,23130,5134,241
2022-05-31$5.65$6.00100.9%28.9%103.6%53.6%107.2%-9.2%-6.8%60.6K-1.8M-18.8K0.4891.53N/AN/A2,3861,14730,5344,252