VNET Options History — March 2023

In March 2023, VNET traded between $2.99 and $4.12. ATM implied volatility averaged 102.8%, placing in the 47.8% IV rank vs the trailing year. The 30-day expected move averaged 26.9%. IV traded above realized volatility by 23.3% (HV 20d: 79.4%). Max pain ranged from $2.00 to $5.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 20.00.

Notable Days

  • 2023-03-07: Highest Volume — 2,921 contracts
  • 2023-03-13: Largest IV spike — 52.6% change
  • 2023-03-09: Highest IV Rank — 100.0%
  • 2023-03-03: Largest Expected Move — 33.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.38$2.99$4.12$3.96$3.25
Max Pain$3.57$2.00$5.00$5.00$3.00
ATM IV102.8%70.2%149.6%93.9%85.7%
Expected Move26.9%20.1%33.6%26.9%24.6%
HV 20d79.4%55.6%110.8%72.0%110.8%
HV 60d65.6%57.0%78.8%59.2%78.8%
IV Rank47.8%10.8%100.0%38.3%28.2%
IV Percentile56.0%4.0%100.0%49.6%25.4%
Term Structure-13.0%-54.8%43.7%-5.6%6.5%
VWIV102.3%57.1%182.0%101.4%86.9%
Skew 25d2.3%-37.6%38.7%26.1%11.7%
Skew 10d23.2%-55.4%107.1%16.0%76.7%
Call IV 25d101.5%64.8%145.8%64.8%99.7%
Put IV 25d103.8%84.9%139.7%90.9%111.4%
Bid-Ask Spread %82.6231.68119.8731.6896.59
Gamma HHI0.540.330.750.470.63
Net GEX-1.1K-14.8K27.5K9.7K-13.0K
Net DEX653.3K2.4K1.4M501.9K458.8K
Net VEX-2.4K-3.7K-1.3K-2.6K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio20.000.00339.200.000.29
Total Volume645.82642,92137818
Total OI23,231.6964,30136,13533,9779,227

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$3.96$5.0093.9%26.9%72.0%38.3%101.4%26.1%-5.6%9.7K501.9K-2.6K0.0031.68N/AN/A378030,3103,667
2023-03-02$3.92$5.0099.2%28.5%66.8%44.4%182.0%-3.7%9.6%15.5K341.9K-3.0K0.0035.86N/AN/A539030,2833,666
2023-03-03$4.12$5.00117.3%33.6%68.9%65.2%104.1%-37.6%-23.2%27.5K88.7K-3.7K0.0069.55N/AN/A1,350030,4723,666
2023-03-06$3.98$4.00127.0%28.1%69.0%76.4%0.0%-8.0%-41.2%17.9K343.7K-2.8K0.0068.74N/AN/A010330,5373,666
2023-03-07$3.83$4.00129.2%27.5%69.2%78.9%0.0%-14.5%-44.9%9.2K570.3K-2.1K36.9476.83N/AN/A772,84430,5373,768
2023-03-08$3.85$4.00136.0%27.8%67.6%86.7%106.0%-0.5%-47.1%70952.3K-3.4K0.0087.15N/AN/A4030,5245,611
2023-03-09$3.60$4.00149.6%27.8%67.6%100.0%95.2%-21.1%-42.9%-5.5K1.1M-2.7K0.5067.60N/AN/A241230,5275,467
2023-03-10$3.29$4.0087.5%27.5%67.7%30.2%87.4%-0.7%-42.5%-5.2K1.4M-1.8K0.0578.67N/AN/A122630,5475,477
2023-03-13$3.04$4.00133.4%32.8%69.5%81.8%57.1%38.7%-54.8%-4.7K1.3M-1.3K0.35119.87N/AN/A20730,6505,230
2023-03-14$3.00$4.00138.2%28.0%69.6%87.2%0.0%20.1%-8.8%-3.2K1.3M-1.4K0.14109.11N/AN/A7130,6695,235
2023-03-15$3.12$4.00102.5%29.4%58.4%47.1%110.4%16.2%-40.2%-4.7K1.3M-1.5K0.04115.02N/AN/A121530,6725,108
2023-03-16$3.06$2.0092.0%26.4%55.6%35.2%114.0%-29.4%-50.5%-2.3K1.2M-1.5K0.2381.04N/AN/A2165030,7895,087
2023-03-17$3.26$3.0092.4%26.5%63.7%35.7%91.4%-3.7%0.7%-2.4K1.1M-1.7K9.0439.87N/AN/A1131,02230,9944,603
2023-03-20$3.08$3.0093.4%26.8%63.9%36.9%102.7%-9.9%-1.6%-6.2K334.6K-1.9K0.0491.02N/AN/A1,341481,4022,899
2023-03-21$3.33$3.0084.0%24.1%72.7%26.3%110.3%7.5%21.3%-3.1K233.8K-2.3K0.0294.04N/AN/A1,547372,4612,901
2023-03-22$2.99$3.0083.5%23.9%79.7%25.7%104.7%4.7%6.9%-2.3K309.6K-2.1K0.09103.06N/AN/A8073,6422,922
2023-03-23$3.50$3.0095.7%27.4%100.3%39.4%100.4%-7.0%2.3%3.5K2.4K-2.9K46.8389.15N/AN/A542,5293,7012,926
2023-03-24$3.17$3.0084.5%24.2%105.1%26.9%85.6%-11.2%3.3%-11.7K485.5K-3.1K4.5391.57N/AN/A301363,7035,381
2023-03-27$3.30$3.0070.2%20.1%106.8%10.8%83.3%-3.1%43.7%-8.1K311.3K-3.0K0.24107.07N/AN/A46113,6995,378
2023-03-28$3.17$3.0085.6%24.5%107.1%28.1%105.9%13.7%11.1%-10.4K369.1K-3.0K339.2097.38N/AN/A51,6963,7405,378
2023-03-29$3.04$3.0093.5%26.8%107.6%37.0%93.7%34.6%-2.8%-10.6K295.6K-2.2K1.21101.53N/AN/A951153,7444,244
2023-03-30$2.99$3.0089.4%25.6%107.6%32.3%122.9%29.1%1.9%-14.8K625.9K-2.6K0.1547.77N/AN/A3353,8365,383
2023-03-31$3.25$3.0085.7%24.6%110.8%28.2%86.9%11.7%6.5%-13.0K458.8K-2.9K0.2996.59N/AN/A1443,8395,388