VNET Options History — June 2022

In June 2022, VNET traded between $5.28 and $6.45. ATM implied volatility averaged 98.1%, placing in the 50.6% IV rank vs the trailing year. The 30-day expected move averaged 27.8%. IV traded below realized volatility by 1.5% (HV 20d: 99.6%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.89.

Notable Days

  • 2022-06-24: Highest Volume — 5,320 contracts
  • 2022-06-13: Largest IV spike — 19.9% change
  • 2022-06-13: Highest IV Rank — 68.6%
  • 2022-06-13: Largest Expected Move — 33.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.86$5.28$6.45$5.35$5.99
Max Pain$5.86$5.00$7.00$6.00$7.00
ATM IV98.1%87.8%115.0%103.6%87.8%
Expected Move27.8%25.2%33.0%29.7%25.2%
HV 20d99.6%80.5%114.9%103.8%80.5%
HV 60d132.4%101.1%180.5%180.5%101.1%
IV Rank50.6%39.5%68.6%56.4%39.5%
IV Percentile61.8%39.7%90.9%76.6%39.7%
Term Structure8.2%-45.9%294.2%-6.9%4.2%
VWIV102.0%90.3%136.5%136.5%94.7%
Skew 25d3.1%-24.7%16.0%-24.7%11.2%
Skew 10d9.9%-45.3%42.7%-45.3%35.8%
Call IV 25d102.0%88.8%123.7%123.5%94.5%
Put IV 25d105.2%92.1%117.5%98.9%105.7%
Bid-Ask Spread %84.3749.0795.9988.9777.87
Gamma HHI0.310.240.380.240.25
Net GEX73.3K28.9K119.3K62.6K84.8K
Net DEX-1.9M-3.9M-669.4K-1.7M-2.1M
Net VEX-17.3K-21.1K-13.2K-17.1K-17.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.121.291.290.93
Total Volume2,259.9521,0995,3202,0351,162
Total OI31,086.85718,76737,43436,33725,241

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$5.35$6.00103.6%29.7%103.8%56.4%136.5%-24.7%-6.9%62.6K-1.7M-17.1K1.2988.97N/AN/A8881,14732,0374,300
2022-06-02$5.50$5.00101.0%27.9%100.4%53.6%98.6%-1.0%-1.7%71.7K-1.6M-17.8K1.2174.81N/AN/A9471,14532,0184,297
2022-06-03$5.39$5.00104.3%29.5%100.4%57.2%103.4%15.8%-2.0%59.6K-1.0M-13.2K1.1984.73N/AN/A9421,11932,0604,298
2022-06-06$5.55$5.00110.4%27.3%98.8%63.8%102.5%7.9%-4.2%72.3K-1.8M-17.5K1.2195.99N/AN/A9251,11932,0384,291
2022-06-07$6.04$5.0094.2%27.0%99.5%46.4%95.3%3.2%-9.2%103.9K-2.5M-18.4K0.7283.77N/AN/A1,6341,17332,0354,291
2022-06-08$6.44$5.0095.8%27.5%100.9%48.1%94.0%2.6%-14.7%119.3K-3.9M-21.1K0.7180.69N/AN/A1,7251,22632,7314,240
2022-06-09$6.20$5.0092.8%26.6%100.4%44.9%90.3%4.0%-10.2%113.8K-3.2M-19.6K0.7284.61N/AN/A1,7011,22632,8984,280
2022-06-10$5.88$5.0095.9%27.5%100.0%48.1%98.8%7.5%-10.2%107.1K-2.3M-18.4K1.2290.42N/AN/A1,0021,22632,9644,280
2022-06-13$5.34$5.00115.0%33.0%104.0%68.6%117.7%-5.6%-33.0%30.5K-1.1M-15.9K1.1886.31N/AN/A9711,14733,0474,280
2022-06-14$5.62$5.00101.1%29.0%105.9%53.8%108.9%2.9%-1.9%94.4K-1.7M-16.3K1.2582.17N/AN/A9311,16233,0894,255
2022-06-15$5.81$5.0097.8%28.0%106.7%50.3%108.2%-0.4%1.8%115.5K-2.2M-17.7K1.2588.53N/AN/A9311,16233,0914,275
2022-06-16$5.28$5.00106.7%30.6%111.8%59.8%111.8%-7.3%294.2%28.9K-669.4K-13.8K0.7694.21N/AN/A1,09082733,0974,268
2022-06-17$5.57$6.0092.3%26.5%113.7%44.3%99.7%10.6%21.3%34.2K-963.7K-14.5K0.7091.95N/AN/A1,13679633,1244,310
2022-06-21$5.86$7.0096.8%27.7%114.9%49.1%107.4%12.3%1.1%39.1K-1.5M-16.5K0.9686.71N/AN/A58255816,1122,655
2022-06-22$5.97$7.0096.1%27.6%114.0%48.4%112.6%-15.7%-45.9%40.2K-1.2M-15.3K0.9989.59N/AN/A55755116,1832,689
2022-06-23$6.17$7.0098.4%28.2%94.7%50.9%93.0%1.0%-6.5%44.6K-1.7M-16.9K0.9249.07N/AN/A62557316,2362,699
2022-06-24$6.31$7.0091.3%26.2%94.7%43.3%91.8%9.9%-3.0%49.0K-1.8M-17.4K0.1291.55N/AN/A4,74657416,2482,739
2022-06-27$6.45$7.0094.7%27.2%81.6%46.9%91.8%5.8%-1.8%89.9K-2.7M-19.7K0.2191.29N/AN/A2,77857420,4472,770
2022-06-28$6.28$7.0092.7%26.6%82.5%44.8%93.7%9.9%-0.6%87.4K-2.5M-19.1K0.1881.33N/AN/A3,19858420,9042,770
2022-06-29$6.09$7.0091.5%26.2%83.0%43.5%91.7%16.0%1.9%90.4K-2.4M-19.0K1.0377.25N/AN/A54155822,4562,781
2022-06-30$5.99$7.0087.8%25.2%80.5%39.5%94.7%11.2%4.2%84.8K-2.1M-17.6K0.9377.87N/AN/A60355922,4552,786