VNET Options History — February 2023

In February 2023, VNET traded between $3.98 and $6.55. ATM implied volatility averaged 90.1%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 26.2%. IV traded above realized volatility by 33.0% (HV 20d: 57.2%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 1.21.

Notable Days

  • 2023-02-02: Highest Volume — 8,098 contracts
  • 2023-02-14: Largest IV spike — 20.7% change
  • 2023-02-22: Highest IV Rank — 57.4%
  • 2023-02-22: Largest Expected Move — 31.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.36$3.98$6.55$6.24$3.98
Max Pain$5.05$5.00$6.00$6.00$5.00
ATM IV90.1%66.2%110.5%78.6%109.5%
Expected Move26.2%21.5%31.7%22.5%31.4%
HV 20d57.2%36.4%74.0%36.4%71.8%
HV 60d59.0%54.1%62.2%58.7%59.7%
IV Rank34.0%6.5%57.4%20.8%56.3%
IV Percentile41.8%1.2%85.3%10.3%82.1%
Term Structure-13.6%-45.4%7.2%-7.0%-24.5%
VWIV91.6%74.2%111.3%78.8%81.0%
Skew 25d-1.7%-26.8%32.9%25.6%1.5%
Skew 10d-0.6%-32.9%32.2%4.2%-20.4%
Call IV 25d86.5%45.0%119.1%45.0%78.4%
Put IV 25d84.8%60.9%106.8%70.5%79.9%
Bid-Ask Spread %75.2437.82106.06104.9946.26
Gamma HHI0.430.320.650.380.52
Net GEX111.5K20.9K209.5K130.9K20.9K
Net DEX-3.0M-7.0M319.0K-4.2M319.0K
Net VEX-11.1K-17.2K-2.7K-13.5K-3.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.210.0015.540.000.00
Total Volume1,305118,0981061,113
Total OI28,777.63221,07334,03021,07334,030

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$6.24$6.0078.6%22.5%36.4%20.8%78.8%25.6%-7.0%130.9K-4.2M-13.5K0.00104.99N/AN/A106017,9093,164
2023-02-02$6.45$5.0066.2%22.9%37.3%6.5%89.1%-26.8%-21.5%131.6K-5.0M-14.3K0.00103.53N/AN/A8,094417,9943,164
2023-02-03$6.25$5.0072.9%22.6%38.7%14.2%77.6%-16.2%-16.3%151.5K-5.3M-17.0K0.0086.39N/AN/A2,008421,9803,166
2023-02-06$6.13$5.0075.7%22.1%39.3%17.4%88.6%-5.2%-11.6%158.7K-4.6M-15.0K0.0087.45N/AN/A26022,6323,169
2023-02-07$6.29$5.0078.2%23.8%40.4%20.2%82.6%-19.3%-15.5%172.2K-5.5M-16.9K0.0087.71N/AN/A11023,9973,169
2023-02-08$6.38$5.0075.0%21.5%40.6%16.5%79.7%-12.9%-4.9%189.6K-6.0M-16.8K0.0077.04N/AN/A119023,9973,169
2023-02-09$6.55$5.0077.8%22.3%41.4%19.8%80.6%-8.5%-17.7%209.5K-7.0M-17.2K0.0081.40N/AN/A16024,0823,169
2023-02-10$6.29$5.0075.1%21.5%44.1%16.6%74.2%-13.7%-8.2%189.6K-5.7M-15.7K15.5494.47N/AN/A1320224,0983,169
2023-02-13$6.20$5.0081.0%23.2%44.1%23.5%81.7%-14.7%-37.6%177.3K-5.0M-14.9K1.82106.06N/AN/A112024,0963,371
2023-02-14$5.30$5.0097.8%28.0%70.6%42.8%97.0%32.9%-15.0%83.9K-1.5M-9.7K1.8759.20N/AN/A1,2342,31324,0973,391
2023-02-15$4.92$5.00106.3%30.5%74.0%52.6%105.4%0.6%-45.4%83.7K-1.8M-10.0K0.0548.86N/AN/A6,22629325,1163,065
2023-02-16$4.83$5.00102.0%29.3%71.5%47.7%111.3%-15.7%7.2%105.5K-2.5M-12.3K0.3964.84N/AN/A1194630,2843,173
2023-02-17$4.58$5.00103.3%29.6%72.6%49.2%101.1%-2.8%-6.7%79.3K-1.2M-9.0K0.1872.75N/AN/A2023730,2563,212
2023-02-21$4.56$5.0097.9%28.1%72.6%42.9%97.8%-2.4%-1.1%63.9K-724.4K-6.9K1.2194.78N/AN/A809729,2482,706
2023-02-22$4.49$5.00110.5%31.7%72.6%57.4%104.3%20.3%-13.2%65.6K-838.3K-7.0K0.0073.96N/AN/A102029,2882,613
2023-02-23$4.24$5.00102.4%29.4%74.0%48.1%105.6%-0.3%-5.9%42.5K-188.4K-4.9K0.0137.82N/AN/A512429,3092,613
2023-02-24$4.14$5.00104.8%30.0%72.1%50.8%107.1%3.2%-7.8%39.0K-118.3K-4.5K0.0054.13N/AN/A126029,7912,598
2023-02-27$4.11$5.0097.2%27.9%72.0%42.1%97.5%21.4%-5.3%24.1K278.0K-2.7K1.9047.84N/AN/A5711,08629,8932,597
2023-02-28$3.98$5.00109.5%31.4%71.8%56.3%81.0%1.5%-24.5%20.9K319.0K-3.4K0.0046.26N/AN/A1,108530,3683,662