VNET Options History — July 2022

In July 2022, VNET traded between $4.73 and $6.05. ATM implied volatility averaged 93.1%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 24.1% (HV 20d: 69.0%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.81.

Notable Days

  • 2022-07-27: Highest Volume — 4,989 contracts
  • 2022-07-13: Largest IV drop — 22.2% change
  • 2022-07-12: Highest IV Rank — 72.5%
  • 2022-07-27: Largest Expected Move — 29.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.26$4.73$6.05$6.05$5.16
Max Pain$5.10$5.00$7.00$7.00$5.00
ATM IV93.1%79.8%121.4%87.6%86.8%
Expected Move26.0%22.9%29.1%25.1%24.9%
HV 20d69.0%57.5%84.3%80.1%69.3%
HV 60d87.8%83.4%100.7%100.6%84.9%
IV Rank37.5%19.2%72.5%39.3%27.9%
IV Percentile47.8%27.8%94.4%38.9%32.1%
Term Structure-2.1%-24.3%8.8%5.1%-0.3%
VWIV95.7%82.3%111.6%93.4%94.5%
Skew 25d3.5%-14.9%13.3%2.7%-3.8%
Skew 10d13.0%-81.4%63.8%38.4%-11.8%
Call IV 25d95.4%86.9%108.8%99.3%94.8%
Put IV 25d98.8%86.8%108.5%102.0%91.0%
Bid-Ask Spread %79.2351.21121.2353.2851.21
Gamma HHI0.250.190.320.250.27
Net GEX37.6K5.2K87.4K87.4K5.2K
Net DEX-745.4K-2.2M-40.4K-2.2M-40.4K
Net VEX-10.7K-18.4K-5.8K-18.4K-10.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.383.150.930.96
Total Volume1,990.551,1624,9891,1621,356
Total OI24,886.2523,37528,35625,23928,356

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$6.05$7.0087.6%25.1%80.1%39.3%93.4%2.7%5.1%87.4K-2.2M-18.4K0.9353.28N/AN/A60355922,4532,786
2022-07-05$5.94$5.0094.9%26.7%80.0%47.2%96.0%5.6%1.6%81.5K-1.8M-16.5K0.9269.24N/AN/A60855922,4532,786
2022-07-06$5.51$5.00100.8%26.2%84.3%49.1%100.1%4.2%0.8%57.4K-1.1M-13.7K0.5568.37N/AN/A1,00355622,4592,786
2022-07-07$5.60$5.0089.6%27.1%78.4%34.2%101.6%4.6%-4.4%59.5K-1.2M-14.0K0.5777.04N/AN/A98355622,8152,786
2022-07-08$5.53$5.0093.3%25.8%74.2%38.6%99.5%7.3%2.4%52.4K-1.1M-13.7K0.8678.50N/AN/A64255522,7182,786
2022-07-11$5.35$5.00107.8%27.6%74.0%56.1%94.3%6.8%-1.0%38.2K-599.0K-11.1K0.9457.75N/AN/A64260522,7412,787
2022-07-12$5.35$5.00121.4%27.9%72.0%72.5%97.5%8.1%-7.9%39.3K-748.2K-11.7K0.9466.75N/AN/A64760522,7412,843
2022-07-13$5.28$5.0094.5%27.1%63.5%40.1%91.1%6.0%-6.1%30.2K-407.6K-9.5K0.8167.21N/AN/A75160522,7512,843
2022-07-14$4.78$5.0079.8%22.9%69.5%19.2%103.0%-14.9%8.8%22.7K-241.4K-9.2K0.8179.85N/AN/A71557622,8652,841
2022-07-15$5.13$5.0088.7%25.4%73.6%30.4%111.6%-2.5%-24.3%36.5K-1.2M-12.7K0.44121.23N/AN/A1,65372822,8612,680
2022-07-18$5.08$5.0088.2%25.3%65.6%29.7%88.4%13.3%-1.0%33.8K-661.3K-8.9K0.3892.19N/AN/A1,63161620,8762,499
2022-07-19$5.17$5.0090.4%25.9%62.8%32.4%90.0%11.4%2.3%31.7K-584.1K-8.4K0.3887.75N/AN/A1,63061620,9272,499
2022-07-20$5.11$5.0093.0%26.7%59.4%35.8%94.2%6.8%-6.4%30.4K-556.5K-8.5K0.4584.68N/AN/A1,63073720,9272,499
2022-07-21$5.17$5.0082.6%23.7%59.1%22.6%82.3%7.8%6.9%28.9K-490.0K-8.2K0.4577.06N/AN/A1,62073720,9262,621
2022-07-22$4.87$5.0086.9%24.9%59.9%28.0%90.6%-3.5%-1.2%24.0K-366.9K-8.2K0.4689.61N/AN/A1,61973720,9262,621
2022-07-25$4.87$5.0091.8%26.3%58.7%34.2%95.4%6.9%-6.2%24.4K-425.5K-7.7K0.46102.86N/AN/A1,61773720,9262,519
2022-07-26$4.73$5.0085.4%24.5%57.5%26.1%89.1%3.3%3.0%15.8K-97.8K-5.8K0.4597.28N/AN/A1,71776820,9262,519
2022-07-27$5.20$5.00101.6%29.1%69.3%46.5%105.9%-10.1%-8.0%22.1K-440.4K-6.7K1.3574.75N/AN/A2,1212,86820,9012,572
2022-07-28$5.27$5.0097.3%27.9%69.2%41.1%94.6%9.1%-6.4%30.6K-742.7K-11.2K3.1587.97N/AN/A6992,20422,3024,602
2022-07-29$5.16$5.0086.8%24.9%69.3%27.9%94.5%-3.8%-0.3%5.2K-40.4K-10.1K0.9651.21N/AN/A69366322,3006,056