VNET Options History — October 2022

In October 2022, VNET traded between $4.12 and $5.68. ATM implied volatility averaged 85.7%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded above realized volatility by 1.4% (HV 20d: 84.2%). Max pain ranged from $4.00 to $7.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.46.

Notable Days

  • 2022-10-19: Highest Volume — 3,251 contracts
  • 2022-10-18: Largest IV drop — 20.8% change
  • 2022-10-11: Highest IV Rank — 49.2%
  • 2022-10-24: Largest Expected Move — 26.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.94$4.12$5.68$5.57$4.12
Max Pain$4.57$4.00$7.00$5.00$4.00
ATM IV85.7%71.2%105.4%92.1%87.8%
Expected Move24.2%20.3%26.8%26.4%25.2%
HV 20d84.2%54.2%110.8%97.2%108.5%
HV 60d79.6%74.3%89.2%76.4%89.2%
IV Rank24.3%7.9%49.2%33.2%21.8%
IV Percentile21.8%2.8%75.4%34.1%19.4%
Term Structure3.9%-38.1%34.5%-0.5%4.4%
VWIV81.1%61.8%95.4%83.4%82.2%
Skew 25d6.3%-16.4%25.0%-3.4%1.5%
Skew 10d18.3%-34.7%98.5%-5.2%-19.4%
Call IV 25d89.7%72.7%108.2%94.2%98.8%
Put IV 25d96.0%75.5%119.2%90.8%100.4%
Bid-Ask Spread %85.6244.65121.9447.0886.47
Gamma HHI0.330.160.620.160.32
Net GEX1.7K-8.5K12.0K3.8K7.9K
Net DEX-301.1K-1.2M559.3K-760.5K-206.8K
Net VEX-5.0K-7.5K-3.6K-7.5K-3.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.210.960.410.86
Total Volume2,115.6671,0993,2511,8481,099
Total OI14,877.52410,79917,35015,66211,711

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$5.57$5.0092.1%26.4%97.2%33.2%83.4%-3.4%-0.5%3.8K-760.5K-7.5K0.4147.08N/AN/A1,30854010,8014,861
2022-10-04$5.68$5.0089.1%25.5%89.6%29.6%85.4%-1.1%-13.8%2.9K-868.3K-6.9K0.4144.65N/AN/A1,31154010,8474,861
2022-10-05$5.59$5.0085.3%24.5%90.1%25.0%76.1%-16.4%-3.9%1-662.8K-6.5K0.4053.32N/AN/A1,36054010,8514,860
2022-10-06$5.43$7.0085.8%25.6%88.4%25.6%88.1%10.0%-4.8%182-529.7K-6.4K0.3889.18N/AN/A1,42254010,9474,810
2022-10-07$5.15$7.0079.8%20.3%89.8%18.4%85.5%10.6%31.1%-243-186.8K-6.2K0.45110.28N/AN/A1,41364110,9724,809
2022-10-10$4.82$7.0093.0%24.1%92.9%34.3%66.8%15.8%10.4%-1.4K363.3K-5.4K0.5493.51N/AN/A1,52482110,9714,917
2022-10-11$4.53$4.00105.4%26.6%58.1%49.2%85.8%-3.8%-3.5%-1.7K440.9K-5.1K0.3597.07N/AN/A1,48052311,0855,104
2022-10-12$4.68$4.0092.3%26.4%54.2%33.4%81.6%10.9%-6.9%-4.2K559.3K-5.1K0.3893.83N/AN/A1,49156511,0895,102
2022-10-13$4.79$4.0087.1%25.0%55.5%27.2%89.2%6.6%-3.1%-4.5K481.0K-5.0K0.5093.58N/AN/A1,09854911,1085,101
2022-10-14$5.01$4.0089.0%25.5%59.1%29.4%71.7%2.2%6.6%-6.2K185.3K-5.1K0.5193.28N/AN/A1,12456811,1165,090
2022-10-17$5.40$4.0089.8%25.8%65.5%30.5%90.4%17.3%3.0%-8.5K-604.8K-4.9K0.3784.53N/AN/A1,50855811,0965,081
2022-10-18$5.44$4.0071.2%20.4%65.6%8.0%73.8%17.7%31.4%-4.8K-748.6K-4.6K0.21121.94N/AN/A2,64456111,4895,081
2022-10-19$5.04$4.0076.9%22.1%70.2%14.9%73.0%-2.9%-3.0%-1.7K-93.4K-4.9K0.2197.89N/AN/A2,69056112,2245,053
2022-10-20$5.14$4.0072.6%20.8%70.9%9.7%73.4%1.1%4.1%-628-562.0K-4.5K0.2183.75N/AN/A2,59554112,2965,053
2022-10-21$5.34$4.0077.8%22.3%71.9%16.1%69.6%3.7%18.2%12.0K-1.2M-4.2K0.2395.64N/AN/A2,31354112,2965,054
2022-10-24$4.26$4.0093.3%26.8%106.7%33.4%91.6%11.0%1.0%6.9K-230.0K-3.6K0.3978.12N/AN/A1,8727239,0051,794
2022-10-25$4.37$4.0076.8%22.0%107.3%13.0%61.8%18.8%34.5%7.8K-337.6K-3.9K0.3884.06N/AN/A2,0087719,2501,927
2022-10-26$4.66$4.0091.3%26.2%110.8%30.9%91.5%12.0%-38.1%10.4K-565.4K-4.1K0.9683.97N/AN/A8027729,5151,976
2022-10-27$4.36$4.0085.3%24.5%109.0%18.6%95.4%-3.4%6.4%8.5K-331.0K-4.0K0.7074.28N/AN/A8085679,5322,009
2022-10-28$4.37$4.0077.2%22.1%107.4%7.9%86.0%25.0%9.2%9.3K-487.1K-3.8K0.8191.55N/AN/A6285099,5902,094
2022-10-31$4.12$4.0087.8%25.2%108.5%21.8%82.2%1.5%4.4%7.9K-206.8K-3.7K0.8686.47N/AN/A5905099,6292,082