VNET Options History — January 2023

In January 2023, VNET traded between $5.91 and $6.54. ATM implied volatility averaged 73.6%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 32.7% (HV 20d: 40.9%). Max pain ranged from $4.00 to $6.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 5.46.

Notable Days

  • 2023-01-09: Highest Volume — 21,249 contracts
  • 2023-01-10: Largest IV spike — 38.9% change
  • 2023-01-10: Highest IV Rank — 32.0%
  • 2023-01-03: Largest Expected Move — 25.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.19$5.91$6.54$5.91$5.92
Max Pain$5.05$4.00$6.00$5.00$6.00
ATM IV73.6%60.6%92.5%90.1%60.6%
Expected Move21.1%17.4%25.8%25.8%17.4%
HV 20d40.9%29.9%58.5%58.5%34.8%
HV 60d77.9%59.4%89.6%89.6%59.4%
IV Rank9.6%0.0%32.0%24.8%0.0%
IV Percentile5.7%0.0%38.9%26.6%0.0%
Term Structure-3.4%-13.2%6.9%-13.2%6.9%
VWIV72.3%60.6%88.4%88.4%60.6%
Skew 25d5.9%-6.7%19.2%16.1%1.3%
Skew 10d14.5%-1.1%46.2%12.3%-1.1%
Call IV 25d65.2%48.9%80.3%80.3%54.5%
Put IV 25d71.0%55.8%96.4%96.4%55.8%
Bid-Ask Spread %71.3346.6793.4553.3946.67
Gamma HHI0.450.340.680.660.40
Net GEX113.0K42.6K203.9K82.8K118.1K
Net DEX-4.6M-7.9M-2.7M-2.7M-3.4M
Net VEX-13.5K-19.0K-7.8K-8.2K-12.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.460.0072.821.110.20
Total Volume1,913.2121,2493891
Total OI30,473.719,34742,01521,46821,049

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$5.91$5.0090.1%25.8%58.5%24.8%88.4%16.1%-13.2%82.8K-2.7M-8.2K1.1153.39N/AN/A182015,6415,827
2023-01-04$6.05$5.0086.8%24.9%57.2%20.5%86.7%12.8%-7.9%93.7K-3.1M-7.8K72.8279.59N/AN/A16211,79715,6365,846
2023-01-05$6.17$5.0080.7%22.8%57.3%12.5%0.0%7.2%-5.5%42.6K-3.0M-8.7K24.7948.08N/AN/A1947115,72714,540
2023-01-06$6.17$5.0072.0%22.5%44.5%1.1%78.8%7.9%-7.2%90.3K-3.7M-7.9K5.5046.97N/AN/A13976415,73214,877
2023-01-09$6.19$5.0066.6%21.6%43.6%0.0%74.3%-6.7%-3.0%79.0K-3.2M-7.8K0.0057.97N/AN/A21,2391015,85815,646
2023-01-10$6.25$4.0092.5%22.5%41.2%32.0%0.0%1.1%-6.5%87.7K-5.3M-19.0K2.6362.43N/AN/A82125,40915,646
2023-01-11$6.21$4.0078.5%22.5%41.7%14.7%78.2%5.3%-5.3%112.8K-5.3M-18.1K0.6274.06N/AN/A13825,46915,647
2023-01-12$6.17$4.0073.6%21.1%42.1%8.6%73.7%1.6%-3.6%108.1K-5.2M-17.2K0.0093.45N/AN/A509025,46315,642
2023-01-13$6.09$4.0078.9%22.6%42.7%15.2%77.7%19.2%-11.4%114.2K-4.8M-17.3K0.0087.91N/AN/A415025,88115,642
2023-01-17$6.22$4.0076.6%22.0%42.2%12.4%0.0%18.1%-2.8%194.2K-5.9M-15.2K0.1378.89N/AN/A15226,21515,642
2023-01-18$6.29$4.0075.1%21.5%42.2%10.5%66.0%3.7%-2.2%203.9K-6.4M-15.1K0.0189.21N/AN/A163226,22015,641
2023-01-19$6.54$4.0064.2%18.4%38.7%0.0%67.0%8.5%5.0%116.0K-7.7M-14.8K0.8886.79N/AN/A12711226,23915,639
2023-01-20$6.49$6.0070.0%20.1%39.1%7.0%64.7%14.5%-5.3%119.8K-7.9M-14.6K0.1087.88N/AN/A5004926,27715,738
2023-01-23$6.29$6.0066.9%19.2%37.3%3.2%65.6%-1.1%3.2%113.7K-4.4M-14.7K0.4961.86N/AN/A53026016,4282,919
2023-01-24$6.19$6.0068.7%19.7%30.0%5.4%0.0%-6.4%-0.7%112.9K-4.0M-14.4K0.0165.20N/AN/A100116,9863,179
2023-01-25$6.13$6.0067.0%19.2%30.2%3.4%66.2%3.7%0.9%113.8K-3.8M-14.2K0.0075.46N/AN/A7017,0863,179
2023-01-26$6.29$6.0072.9%20.9%31.0%10.5%73.1%8.5%-2.1%118.4K-4.2M-14.5K0.0063.28N/AN/A1017,0833,179
2023-01-27$6.28$6.0060.6%17.4%29.9%0.0%63.4%-4.2%6.4%123.9K-4.5M-14.2K0.0081.91N/AN/A190017,0823,179
2023-01-30$6.04$6.0070.2%20.1%33.8%11.0%0.0%6.0%-12.9%113.8K-3.3M-12.5K0.0085.64N/AN/A500117,2063,179
2023-01-31$5.92$6.0060.6%17.4%34.8%0.0%60.6%1.3%6.9%118.1K-3.4M-12.8K0.2046.67N/AN/A761517,8703,179