VNET Options History — July 2023

In July 2023, VNET traded between $2.58 and $2.99. ATM implied volatility averaged 93.6%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 26.9%. IV traded above realized volatility by 43.7% (HV 20d: 49.9%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 11.69.

Notable Days

  • 2023-07-28: Highest Volume — 1,463 contracts
  • 2023-07-10: Largest IV spike — 61.7% change
  • 2023-07-05: Highest IV Rank — 100.0%
  • 2023-07-05: Largest Expected Move — 49.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.79$2.58$2.99$2.99$2.99
Max Pain$3.00$3.00$3.00$3.00$3.00
ATM IV93.6%62.1%173.4%147.6%84.9%
Expected Move26.9%17.8%49.7%42.3%24.3%
HV 20d49.9%42.6%76.2%42.6%76.2%
HV 60d51.4%49.0%60.0%52.5%59.8%
IV Rank30.3%1.3%100.0%97.7%21.5%
IV Percentile46.8%0.8%100.0%99.6%29.0%
Term Structure2.4%-105.3%45.8%-28.3%9.7%
VWIV99.5%49.0%173.0%116.9%87.6%
Skew 25d21.8%-14.7%139.5%77.7%6.5%
Skew 10d23.4%-54.9%227.4%-54.9%9.3%
Call IV 25d76.5%54.2%111.4%54.2%75.1%
Put IV 25d98.2%68.5%250.9%132.0%81.7%
Bid-Ask Spread %98.4847.95142.61142.61102.50
Gamma HHI0.240.210.300.260.21
Net GEX1.9K2574.5K2.7K4.5K
Net DEX-56.9K-240.5K115.7K-151.8K-240.5K
Net VEX-4.2K-4.9K-3.7K-4.4K-4.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio11.690.00150.00150.000.09
Total Volume148.9501,46330212
Total OI9,351.28,81410,5908,81410,590

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$2.99$3.00147.6%42.3%42.6%97.7%116.9%77.7%-28.3%2.7K-151.8K-4.4K150.00142.61N/AN/A23004,8044,010
2023-07-05$2.91$3.00173.4%49.7%43.7%100.0%173.0%27.7%-105.3%257-142.6K-4.6K0.31126.04N/AN/A123384,8054,305
2023-07-06$2.75$3.0094.8%25.6%45.8%30.4%131.6%-1.7%-3.5%2.6K-86.8K-4.1K0.00114.69N/AN/A1204,9174,343
2023-07-07$2.71$3.0066.8%25.7%45.9%5.5%0.0%5.7%1.8%1.8K-43.3K-4.2K0.0086.84N/AN/A104,9204,343
2023-07-10$2.80$3.00108.1%22.7%47.3%42.1%0.0%6.9%10.2%2.7K-76.0K-4.3K0.0065.21N/AN/A10304,9214,343
2023-07-11$2.77$3.0073.9%25.2%46.9%11.8%0.0%-4.9%6.6%2.0K-78.9K-4.2K0.0076.78N/AN/A304,9984,343
2023-07-12$2.90$3.0093.5%26.8%48.2%29.2%93.7%8.8%-7.7%2.4K-105.9K-4.3K0.0067.65N/AN/A17204,9954,343
2023-07-13$2.95$3.0094.5%27.1%47.1%30.0%80.8%14.1%-3.2%3.8K-194.1K-4.5K50.0071.96N/AN/A42005,0064,343
2023-07-14$2.79$3.0095.8%27.5%50.1%31.2%0.0%5.9%-0.2%1.7K-52.3K-4.3K1.7347.95N/AN/A22385,0074,543
2023-07-17$2.74$3.0087.5%25.1%47.8%23.8%0.0%51.9%8.4%2.0K-29.9K-4.1K0.00125.19N/AN/A005,0254,515
2023-07-18$2.63$3.0089.2%25.6%47.9%25.3%89.2%-12.3%7.9%1.4K41.7K-4.0K16.0092.83N/AN/A2325,0254,514
2023-07-19$2.67$3.0085.2%24.4%44.7%21.8%0.0%-5.2%0.1%1.0K-36.4K-4.1K0.00112.55N/AN/A2005,0274,546
2023-07-20$2.60$3.0085.5%24.5%44.5%22.1%85.1%-12.7%10.8%57566.1K-3.9K0.0096.03N/AN/A1005,0474,546
2023-07-21$2.62$3.0088.0%25.2%44.7%24.3%89.6%-14.7%6.1%69563.4K-3.9K0.0398.01N/AN/A3015,0574,503
2023-07-24$2.75$3.00100.3%28.8%47.6%35.2%135.8%101.6%45.8%559-964-4.0K2.65128.81N/AN/A661754,8084,096
2023-07-25$2.79$3.0062.1%17.8%48.0%1.3%49.0%23.7%29.8%2.8K-47.4K-4.0K0.00124.46N/AN/A2704,8404,221
2023-07-26$2.79$3.0071.5%20.5%48.0%9.7%0.0%-0.2%18.9%1.5K-12.1K-4.0K0.0093.58N/AN/A1204,8654,221
2023-07-27$2.58$3.0082.4%23.6%54.4%19.3%62.1%16.9%35.0%1.1K115.7K-3.7K1.0687.69N/AN/A54574,8764,221
2023-07-28$2.98$3.0087.4%25.1%76.2%23.8%87.6%139.5%4.5%2.5K-126.8K-4.2K0.23108.25N/AN/A1,1902734,9204,272
2023-07-31$2.99$3.0084.9%24.3%76.2%21.5%0.0%6.5%9.7%4.5K-240.5K-4.9K0.09102.50N/AN/A1116,0664,524