VNET Options History — August 2022

In August 2022, VNET traded between $4.75 and $5.45. ATM implied volatility averaged 91.9%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 27.4% (HV 20d: 64.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.35.

Notable Days

  • 2022-08-30: Highest Volume — 5,184 contracts
  • 2022-08-22: Largest IV spike — 15.2% change
  • 2022-08-30: Highest IV Rank — 59.5%
  • 2022-08-30: Largest Expected Move — 32.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.08$4.75$5.45$4.75$5.40
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV91.9%79.7%111.9%92.8%101.3%
Expected Move26.1%22.9%32.1%26.6%29.0%
HV 20d64.5%47.5%75.7%73.9%49.3%
HV 60d78.0%68.8%85.4%85.0%69.8%
IV Rank34.3%19.1%59.5%35.4%46.2%
IV Percentile42.3%22.6%85.3%43.7%67.9%
Term Structure-2.7%-17.8%8.1%-5.8%-9.6%
VWIV103.7%88.8%137.0%125.9%91.1%
Skew 25d-15.4%-35.5%12.3%-16.5%-23.3%
Skew 10d-5.0%-65.5%66.5%-18.6%-29.8%
Call IV 25d103.1%94.9%126.2%100.5%106.2%
Put IV 25d87.7%64.5%109.2%84.1%83.0%
Bid-Ask Spread %75.1553.5795.5176.4674.80
Gamma HHI0.320.160.700.330.24
Net GEX-5.3K-64.1K42.3K-6.7K42.3K
Net DEX-56.5K-1.4M1.8M608.0K-1.4M
Net VEX-6.8K-9.3K-4.2K-8.2K-7.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.001.500.740.73
Total Volume881105,1841,3072,602
Total OI26,063.17418,79529,42328,39926,033

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$4.75$5.0092.8%26.6%73.9%35.4%125.9%-16.5%-5.8%-6.7K608.0K-8.2K0.7476.46N/AN/A75055722,2986,101
2022-08-02$4.92$5.0089.9%25.8%75.7%31.9%117.2%12.3%-3.2%-5.3K369.6K-9.2K0.7091.00N/AN/A79455722,3196,109
2022-08-03$5.18$5.0089.6%25.7%74.5%31.5%94.3%-24.7%0.2%1.6K-56.0K-9.3K0.5063.55N/AN/A1,10054822,3816,109
2022-08-04$5.01$5.0092.7%25.7%74.9%35.4%103.2%-17.7%-1.9%-84057.3K-9.2K0.5153.57N/AN/A1,06854822,6726,109
2022-08-05$5.11$5.0091.0%25.7%75.3%33.2%98.6%-10.9%-0.1%-3.9K51.5K-8.3K0.5858.12N/AN/A95855822,6916,109
2022-08-08$5.16$5.0098.0%26.0%74.7%42.0%100.7%-10.0%0.1%-5.7K4.8K-8.3K0.5977.00N/AN/A94055822,7006,119
2022-08-09$5.05$5.0097.7%25.5%75.0%41.6%94.1%-11.3%3.2%-12.7K247.8K-7.4K0.0361.60N/AN/A32122,7056,119
2022-08-10$5.16$5.0090.9%26.1%75.4%33.1%0.0%-15.0%-0.7%-10.7K68.8K-7.5K0.0067.98N/AN/A13022,7336,119
2022-08-11$5.27$5.0087.8%25.2%66.1%29.2%0.0%-6.5%-0.5%-11.2K-191.9K-7.5K0.0074.57N/AN/A201022,7376,119
2022-08-12$5.24$5.0087.6%25.1%61.4%28.9%0.0%-14.1%-4.6%-16.9K-176.9K-6.8K0.0089.57N/AN/A18022,9366,119
2022-08-15$5.45$5.0090.4%25.9%62.7%32.4%91.0%-8.3%-7.1%-1.3K-767.6K-7.2K0.4675.13N/AN/A23711022,9506,119
2022-08-16$5.26$5.0088.5%25.4%63.9%30.0%95.4%-14.3%0.2%-35.7K-318.3K-6.2K0.4980.42N/AN/A914523,1576,199
2022-08-17$5.08$5.0082.5%23.6%65.1%22.5%102.0%-35.5%8.1%-64.1K201.8K-6.0K0.0077.47N/AN/A12023,1896,234
2022-08-18$5.13$5.0085.2%24.4%65.0%25.9%0.0%-12.9%5.5%-62.4K-62.1K-6.3K1.5063.52N/AN/A4623,1916,224
2022-08-19$4.94$5.0079.7%22.9%62.8%19.1%88.8%-12.6%3.6%1.6K1.8M-4.6K0.4095.51N/AN/A251023,1906,224
2022-08-22$4.91$5.0091.9%26.3%62.8%34.3%116.3%-9.0%-5.8%3.0K-14.3K-4.6K0.1175.47N/AN/A44516,3472,448
2022-08-23$4.76$5.0088.7%25.4%63.0%30.3%98.7%-12.6%-3.5%1.3K76.6K-4.2K0.0880.05N/AN/A12116,3532,453
2022-08-24$4.83$5.0096.0%27.5%52.6%39.5%137.0%-24.4%-8.0%2.5K22.9K-4.5K0.1287.02N/AN/A2483016,3532,454
2022-08-25$5.12$5.0085.5%24.5%56.8%26.3%96.8%-15.9%-1.0%3.5K-87.4K-4.8K0.0581.83N/AN/A2,08010516,6012,484
2022-08-26$5.15$5.0092.1%26.4%56.3%34.6%91.8%-32.9%-6.6%18.0K-535.1K-5.8K0.0287.08N/AN/A153318,6462,584
2022-08-29$4.99$5.00101.9%29.2%48.8%46.9%107.6%-20.0%-7.3%18.6K-493.6K-5.6K0.0677.41N/AN/A52318,7492,587
2022-08-30$5.07$5.00111.9%32.1%47.5%59.5%120.1%-18.6%-17.8%22.2K-703.0K-6.2K0.2559.41N/AN/A4,1481,03618,7922,588
2022-08-31$5.40$5.00101.3%29.0%49.3%46.2%91.1%-23.3%-9.6%42.3K-1.4M-7.7K0.7374.80N/AN/A1,5001,10222,4283,605