VNET Options History — November 2022

In November 2022, VNET traded between $4.54 and $6.06. ATM implied volatility averaged 95.2%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 26.7%. IV traded below realized volatility by 17.3% (HV 20d: 112.6%). Max pain ranged from $4.00 to $4.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 1.15.

Notable Days

  • 2022-11-22: Highest Volume — 10,024 contracts
  • 2022-11-02: Largest IV spike — 32.4% change
  • 2022-11-08: Highest IV Rank — 50.3%
  • 2022-11-02: Largest Expected Move — 28.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.26$4.54$6.06$4.54$5.00
Max Pain$4.00$4.00$4.00$4.00$4.00
ATM IV95.2%76.3%109.6%76.3%99.1%
Expected Move26.7%21.9%28.9%21.9%28.4%
HV 20d112.6%86.6%126.1%115.0%86.6%
HV 60d97.3%91.5%99.7%91.5%97.4%
IV Rank31.5%6.7%50.3%6.7%36.6%
IV Percentile45.4%2.4%81.0%2.4%58.3%
Term Structure-10.8%-26.0%1.1%1.1%-13.3%
VWIV92.8%71.8%111.5%71.8%95.0%
Skew 25d1.8%-25.3%25.9%-4.5%25.9%
Skew 10d16.7%-25.3%63.7%63.7%39.5%
Call IV 25d93.0%83.2%111.9%99.8%86.7%
Put IV 25d94.8%65.9%112.5%95.4%112.5%
Bid-Ask Spread %67.7433.40111.9778.7933.40
Gamma HHI0.500.320.780.320.78
Net GEX24.2K-1.7K56.0K9.3K56.0K
Net DEX-1.1M-1.9M-451.5K-451.5K-1.2M
Net VEX-6.2K-8.9K-4.1K-4.1K-7.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.150.042.690.510.21
Total Volume2,561.714210,0241,50070
Total OI16,408.61911,72622,96011,72622,960

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$4.54$4.0076.3%21.9%115.0%6.7%71.8%-4.5%1.1%9.3K-451.5K-4.1K0.5178.79N/AN/A9915099,6442,082
2022-11-02$5.05$4.00100.9%28.9%122.3%39.0%103.5%3.0%-11.8%11.9K-961.6K-4.4K0.4694.27N/AN/A1,0924999,8272,082
2022-11-03$5.41$4.0095.9%25.5%124.7%32.4%89.1%2.9%-21.0%14.7K-1.2M-4.6K0.2358.58N/AN/A2,0394639,9782,113
2022-11-04$5.72$4.0094.6%24.7%124.6%30.6%84.7%5.5%-7.8%27.2K-1.7M-5.0K1.5861.86N/AN/A1,0671,68510,9492,137
2022-11-07$5.68$4.0096.9%25.6%121.8%33.7%85.9%9.7%-9.6%23.3K-1.5M-6.1K1.4247.81N/AN/A1,1871,68111,1493,330
2022-11-08$5.44$4.00109.6%25.3%120.5%50.3%92.2%-0.0%-8.5%21.2K-1.2M-5.7K2.5135.24N/AN/A6651,67011,1783,345
2022-11-09$5.14$4.0091.3%26.2%122.4%26.4%88.8%4.5%-9.4%13.5K-735.9K-5.4K2.6970.46N/AN/A6361,71011,1473,344
2022-11-10$5.40$4.0097.3%27.9%123.3%34.2%97.4%3.2%-26.0%20.5K-1.1M-5.6K1.04111.97N/AN/A1,6381,71011,1293,348
2022-11-11$5.63$4.0092.2%26.4%123.1%27.6%94.0%3.6%-10.0%29.2K-1.4M-5.7K0.9970.26N/AN/A1,6841,66411,4513,348
2022-11-14$5.61$4.0092.5%26.5%120.4%27.9%89.5%2.3%-6.8%25.9K-1.3M-6.6K2.5472.30N/AN/A6541,66411,4574,576
2022-11-15$6.06$4.0095.0%27.2%123.3%31.1%97.3%0.5%-7.2%38.4K-1.9M-6.7K0.8570.34N/AN/A1,9391,65511,4564,576
2022-11-16$5.56$4.0097.2%27.9%124.2%34.0%97.2%2.3%-10.7%30.2K-1.2M-6.3K1.5265.02N/AN/A1,0961,66711,4544,616
2022-11-17$5.43$4.0095.3%27.3%124.5%31.6%98.0%0.4%-6.8%-523-823.7K-6.0K1.4965.74N/AN/A1,1161,66711,7434,644
2022-11-18$5.08$4.0096.5%27.7%126.1%33.2%92.3%4.9%-11.7%-1.7K-575.1K-6.0K1.0374.49N/AN/A1,5921,64411,6034,644
2022-11-21$5.24$4.0096.4%27.6%94.8%33.1%89.4%7.2%-12.6%4.5K-621.1K-6.1K2.1671.04N/AN/A1,0372,23610,0074,455
2022-11-22$5.06$4.0099.7%28.6%96.0%37.3%111.5%-15.8%-19.0%3.7K-534.1K-6.6K0.1567.80N/AN/A8,6991,32510,4635,036
2022-11-23$5.06$4.0089.5%25.7%93.6%24.1%90.7%-3.8%-0.2%50.6K-1.3M-8.9K1.1368.22N/AN/A1,1571,30516,8525,236
2022-11-25$4.92$4.0092.0%26.4%90.7%27.2%91.0%-25.3%-10.5%45.9K-998.3K-8.1K1.0060.94N/AN/A1117,1535,234
2022-11-28$4.63$4.0098.7%28.3%93.7%36.0%95.7%7.0%-16.5%37.3K-612.0K-7.4K0.5969.60N/AN/A754417,1535,234
2022-11-29$4.89$4.0093.6%26.8%92.5%29.3%93.6%4.8%-7.7%46.4K-879.0K-7.4K0.0474.33N/AN/A5431917,2115,237
2022-11-30$5.00$4.0099.1%28.4%86.6%36.6%95.0%25.9%-13.3%56.0K-1.2M-7.9K0.2133.40N/AN/A581217,7265,234