VNET Options History — June 2023

In June 2023, VNET traded between $2.67 and $3.42. ATM implied volatility averaged 93.6%, placing in the 37.1% IV rank vs the trailing year. The 30-day expected move averaged 24.6%. IV traded above realized volatility by 40.7% (HV 20d: 52.9%). Max pain ranged from $2.00 to $4.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 3.61.

Notable Days

  • 2023-06-15: Highest Volume — 2,616 contracts
  • 2023-06-14: Largest IV drop — 38.9% change
  • 2023-06-13: Highest IV Rank — 93.8%
  • 2023-06-01: Largest Expected Move — 29.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.03$2.67$3.42$2.67$2.92
Max Pain$2.67$2.00$4.00$4.00$3.00
ATM IV93.6%75.4%144.0%101.6%83.4%
Expected Move24.6%19.2%29.1%29.1%23.9%
HV 20d52.9%47.0%57.6%55.1%47.0%
HV 60d81.5%53.0%93.2%92.2%53.0%
IV Rank37.1%16.6%93.8%46.1%25.6%
IV Percentile49.5%9.1%99.2%84.9%23.8%
Term Structure-1.8%-26.2%34.1%-16.8%0.9%
VWIV90.3%80.5%102.5%102.5%83.3%
Skew 25d16.4%-17.3%170.6%-17.3%1.2%
Skew 10d10.7%-53.6%274.5%-20.3%2.3%
Call IV 25d71.8%39.8%99.3%99.3%74.6%
Put IV 25d88.2%71.2%240.3%82.0%75.8%
Bid-Ask Spread %86.6035.40138.3135.4052.90
Gamma HHI0.240.180.480.230.20
Net GEX2.1K-1.6K9.1K-1112.3K
Net DEX51.3K-238.5K349.7K346.5K-144.5K
Net VEX-3.0K-4.8K-1.2K-1.2K-4.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.610.0029.420.000.85
Total Volume285.23802,616102283
Total OI14,438.7628,37422,98718,0098,546

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$2.67$4.00101.6%29.1%55.1%46.1%102.5%-17.3%-16.8%-111346.5K-1.2K0.0035.40N/AN/A102015,2842,725
2023-06-02$2.84$4.0087.8%25.2%56.0%30.6%88.0%1.1%-3.5%611319.7K-1.3K0.0041.68N/AN/A15015,3842,725
2023-06-05$2.88$2.0092.8%25.8%55.8%36.2%0.0%5.9%-16.3%460339.6K-1.3K0.43105.02N/AN/A1355815,3992,725
2023-06-06$2.99$2.0088.4%25.8%57.6%31.3%0.0%19.3%-4.1%751312.1K-1.4K0.0094.90N/AN/A129015,4482,754
2023-06-07$2.99$2.0086.0%19.9%55.7%28.6%0.0%170.6%9.9%1.1K349.7K-1.2K0.00104.45N/AN/A112015,3222,754
2023-06-08$3.04$2.0097.4%24.2%54.6%41.3%0.0%-14.0%-6.7%792330.8K-1.4K0.0082.97N/AN/A03015,4382,754
2023-06-09$3.08$2.0094.8%24.3%53.2%38.4%0.0%19.7%-5.7%1.0K342.2K-1.4K0.00117.28N/AN/A0015,4382,784
2023-06-12$3.19$2.00131.3%24.2%53.2%79.4%0.0%44.7%-26.2%2.1K310.4K-1.3K0.00107.95N/AN/A27015,4382,784
2023-06-13$3.29$2.00144.0%19.2%54.1%93.8%0.0%31.2%34.1%-1.6K271.5K-1.5K0.00138.31N/AN/A1,799015,4652,780
2023-06-14$3.31$2.0088.1%25.2%52.9%30.9%91.6%0.2%-1.5%8.2K-159.0K-2.6K0.00116.93N/AN/A140017,5102,780
2023-06-15$3.42$2.0084.4%24.2%53.2%26.7%80.5%-7.0%0.0%9.1K-238.5K-2.8K29.4292.61N/AN/A862,53017,6222,780
2023-06-16$3.29$3.0088.6%25.4%51.3%31.4%0.0%18.3%1.0%3.6K76.7K-4.8K26.67136.24N/AN/A1540017,6775,310
2023-06-20$3.09$3.0095.6%27.4%55.8%39.3%93.9%24.9%-3.6%2.4K-225.7K-4.8K0.1995.91N/AN/A2654,5103,864
2023-06-21$3.00$3.0080.7%23.1%54.7%22.6%0.0%10.7%7.1%1.4K-185.8K-4.6K0.0098.61N/AN/A004,5323,869
2023-06-22$3.01$3.0088.9%25.5%54.3%31.8%88.9%10.3%-1.4%1.2K-202.9K-4.6K0.2048.45N/AN/A49104,5323,869
2023-06-23$2.91$3.0091.6%26.2%54.4%34.8%0.0%-10.5%1.8%2.6K-195.1K-4.3K0.00100.68N/AN/A004,5733,879
2023-06-26$2.91$3.0093.1%26.7%48.8%36.6%93.2%18.9%-9.3%2.0K-152.5K-4.4K0.0061.41N/AN/A604,5733,879
2023-06-27$2.91$3.0082.0%23.5%48.0%24.0%0.0%6.9%-0.6%1.8K-112.6K-4.4K0.0859.51N/AN/A1314,5713,879
2023-06-28$2.96$3.0075.4%21.6%47.9%16.6%0.0%9.9%4.1%2.3K-161.9K-4.5K0.0042.95N/AN/A004,6493,880
2023-06-29$2.92$3.0090.4%25.9%48.2%33.5%90.5%0.1%1.5%2.2K-143.9K-4.4K0.0084.40N/AN/A1904,6493,880
2023-06-30$2.92$3.0083.4%23.9%47.0%25.6%83.3%1.2%0.9%2.3K-144.5K-4.4K0.8552.90N/AN/A1531304,6663,880