VNET Options History — April 2023

In April 2023, VNET traded between $2.76 and $4.11. ATM implied volatility averaged 91.0%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded below realized volatility by 38.8% (HV 20d: 129.8%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.30.

Notable Days

  • 2023-04-03: Highest Volume — 10,586 contracts
  • 2023-04-12: Largest IV spike — 28.8% change
  • 2023-04-27: Highest IV Rank — 42.0%
  • 2023-04-10: Largest Expected Move — 29.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.25$2.76$4.11$4.11$2.96
Max Pain$3.16$3.00$4.00$3.00$3.00
ATM IV91.0%72.4%98.0%97.1%87.7%
Expected Move26.8%23.3%29.4%27.8%25.1%
HV 20d129.8%109.4%142.7%140.7%110.0%
HV 60d95.9%93.3%97.3%93.3%96.4%
IV Rank34.2%13.2%42.0%41.0%30.4%
IV Percentile46.0%5.2%72.6%63.1%30.6%
Term Structure-6.5%-16.2%1.9%-6.5%1.9%
VWIV96.8%67.3%109.6%99.9%67.3%
Skew 25d17.8%-28.4%77.8%-28.4%77.8%
Skew 10d47.1%-35.3%125.2%-29.2%125.2%
Call IV 25d94.0%66.5%113.6%107.3%66.5%
Put IV 25d111.8%69.9%145.7%78.9%144.3%
Bid-Ask Spread %89.5540.54112.1040.5470.17
Gamma HHI0.460.320.630.340.49
Net GEX-6.4K-51.4K25.6K5.9K7.3K
Net DEX69.8K-1.0M1.2M-451.7K118.1K
Net VEX-3.6K-6.6K-1.9K-3.2K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.002.420.040.00
Total Volume950.947110,58610,5861
Total OI18,412.5269,23822,5169,23815,985

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$4.11$3.0097.1%27.8%140.7%41.0%99.9%-28.4%-6.5%5.9K-451.7K-3.2K0.0440.54N/AN/A10,1824043,8505,388
2023-04-04$3.88$3.0091.6%26.3%141.6%34.8%81.5%0.8%-1.6%25.6K-1.0M-6.6K0.3165.10N/AN/A55617112,7395,606
2023-04-05$3.69$3.0081.2%23.3%142.7%23.2%90.1%17.2%0.2%11.6K-527.6K-5.8K0.3254.18N/AN/A39312412,8085,642
2023-04-06$3.75$4.0089.5%26.0%140.7%32.5%0.0%-0.4%-11.0%19.0K-591.5K-5.7K0.1975.91N/AN/A631212,7695,640
2023-04-10$3.38$4.0083.8%29.4%142.0%26.1%100.6%22.8%-13.1%3.7K-51.7K-4.4K2.42104.17N/AN/A245812,7445,634
2023-04-11$3.41$4.0072.4%27.9%138.8%13.2%93.7%22.9%-11.3%4.4K-76.9K-4.6K0.00111.90N/AN/A165012,7325,635
2023-04-12$3.38$3.0093.2%26.7%138.7%36.7%103.9%14.4%-4.3%1.5K28.1K-4.4K0.12106.33N/AN/A17212,6655,635
2023-04-13$3.21$3.0092.6%26.5%139.6%35.9%107.3%11.3%-1.8%-21.6K311.0K-3.3K0.01106.08N/AN/A2,0382012,6645,634
2023-04-14$3.13$3.0095.4%27.4%139.7%39.2%97.5%24.9%-10.5%-34.7K351.4K-3.3K0.01105.10N/AN/A2,0192514,6925,634
2023-04-17$3.20$3.0095.0%27.2%138.0%38.7%91.7%45.6%-2.9%-23.7K186.1K-3.6K0.03108.09N/AN/A3381016,7085,606
2023-04-18$3.10$3.0094.5%27.1%137.0%38.1%105.0%28.8%-16.2%-36.5K400.5K-3.4K0.69112.10N/AN/A704816,8045,606
2023-04-19$3.06$3.0094.3%27.0%133.9%37.9%101.5%13.8%-11.9%-39.8K549.6K-2.7K0.00101.83N/AN/A9016,7995,563
2023-04-20$3.08$3.0090.5%25.9%128.2%33.6%0.0%19.7%-1.6%-51.4K395.4K-3.0K0.0095.16N/AN/A207016,7985,531
2023-04-21$2.98$3.0091.2%26.1%114.6%34.3%109.6%32.4%-1.7%-19.9K1.2M-2.8K0.24102.78N/AN/A82619716,9855,531
2023-04-24$2.88$3.0097.4%27.9%110.0%41.3%97.9%-15.3%-11.5%6.5K148.2K-2.2K1.0089.17N/AN/A2214,1261,817
2023-04-25$2.76$3.0091.8%26.3%109.4%35.1%108.1%-18.0%-8.7%4.7K196.8K-1.9K0.0284.77N/AN/A49114,1281,809
2023-04-26$2.88$3.0092.4%26.5%110.2%35.7%92.4%27.2%-9.5%5.4K187.2K-2.0K0.0085.08N/AN/A31014,1411,809
2023-04-27$2.98$3.0098.0%28.1%110.1%42.0%0.0%40.3%-1.0%9.7K17.8K-2.8K0.0082.94N/AN/A4014,1721,809
2023-04-28$2.96$3.0087.7%25.1%110.0%30.4%67.3%77.8%1.9%7.3K118.1K-2.4K0.0070.17N/AN/A0114,1761,809