VNET Options History — August 2023

In August 2023, VNET traded between $2.79 and $3.75. ATM implied volatility averaged 94.0%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 27.5%. IV traded above realized volatility by 26.9% (HV 20d: 67.1%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.27.

Notable Days

  • 2023-08-31: Highest Volume — 1,212 contracts
  • 2023-08-09: Largest IV spike — 27.0% change
  • 2023-08-22: Highest IV Rank — 43.5%
  • 2023-08-22: Largest Expected Move — 31.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.09$2.79$3.75$2.83$3.75
Max Pain$3.00$3.00$3.00$3.00$3.00
ATM IV94.0%73.4%109.7%79.5%87.1%
Expected Move27.5%21.0%31.5%22.8%25.0%
HV 20d67.1%44.8%78.3%78.3%52.3%
HV 60d58.2%55.6%59.8%59.8%59.5%
IV Rank29.6%11.4%43.5%16.7%23.5%
IV Percentile60.8%8.7%92.1%18.3%34.9%
Term Structure-9.3%-65.7%21.2%16.8%1.7%
VWIV100.6%85.8%114.2%101.6%93.6%
Skew 25d-7.0%-38.9%79.4%79.4%-38.9%
Skew 10d6.9%-65.9%244.5%112.1%-65.9%
Call IV 25d103.3%80.2%124.5%80.2%103.7%
Put IV 25d96.3%64.8%169.8%159.6%64.8%
Bid-Ask Spread %53.859.31109.62103.699.31
Gamma HHI0.270.210.420.250.42
Net GEX6.5K3.6K10.4K4.0K8.7K
Net DEX-305.9K-935.0K-79.5K-89.8K-935.0K
Net VEX-4.3K-4.7K-3.9K-4.6K-3.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.270.003.000.000.02
Total Volume165.26101,2121781,212
Total OI10,841.39110,50411,16510,60111,165

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$2.83$3.0079.5%22.8%78.3%16.7%101.6%79.4%16.8%4.0K-89.8K-4.6K0.00103.69N/AN/A17806,0764,525
2023-08-02$2.79$3.0085.8%24.6%77.9%22.3%85.8%5.0%16.8%3.6K-79.5K-4.6K3.00109.62N/AN/A136,2274,525
2023-08-03$2.81$3.00100.8%28.7%75.2%35.7%0.0%-30.8%-18.5%4.2K-107.5K-4.6K0.0066.49N/AN/A006,2284,528
2023-08-04$2.85$3.0089.8%28.0%75.1%25.9%0.0%-36.9%-9.8%4.3K-144.9K-4.7K0.0050.74N/AN/A506,2284,528
2023-08-07$2.92$3.0084.3%27.0%74.7%21.0%111.9%-34.0%-9.7%4.8K-142.2K-4.6K0.0062.16N/AN/A5106,2324,528
2023-08-08$2.85$3.0076.5%29.4%75.2%14.1%114.2%-34.8%-13.5%4.4K-122.8K-4.5K0.0037.52N/AN/A106,2694,528
2023-08-09$2.88$3.0097.1%27.8%73.4%32.4%0.0%-22.7%-10.2%5.0K-128.3K-4.5K0.0052.62N/AN/A9806,2694,528
2023-08-10$2.96$3.00104.3%29.9%73.8%38.7%0.0%-21.1%-12.9%6.1K-204.7K-4.5K0.0068.24N/AN/A016,3394,528
2023-08-11$2.94$3.0095.8%27.5%70.9%31.2%0.0%46.0%0.6%3.8K-150.7K-4.3K0.0064.47N/AN/A106,3394,528
2023-08-14$2.96$3.0099.9%28.6%70.5%34.8%100.5%-16.3%-15.4%6.0K-185.9K-4.3K0.0046.51N/AN/A6006,3384,528
2023-08-15$2.94$3.00105.5%30.2%68.6%39.8%112.4%-28.4%-27.5%5.6K-170.2K-4.3K0.0073.73N/AN/A906,2984,528
2023-08-16$2.96$3.0099.3%28.5%68.5%34.3%99.4%-19.9%-13.9%6.3K-148.5K-4.2K0.0043.03N/AN/A406,3074,528
2023-08-17$3.12$3.00101.4%29.1%69.4%36.1%110.3%-27.3%-65.7%6.6K-322.1K-4.3K0.0267.63N/AN/A18536,3074,528
2023-08-18$3.12$3.00106.5%30.5%69.5%40.6%106.3%-27.0%-24.6%5.9K-379.6K-4.4K0.0030.45N/AN/A19406,4074,529
2023-08-21$3.13$3.0096.9%27.8%67.9%32.2%99.6%-2.1%9.6%7.1K-382.2K-4.2K0.0174.22N/AN/A29946,1514,353
2023-08-22$3.02$3.00109.7%31.5%69.4%43.5%108.8%-20.1%-24.2%6.5K-231.7K-4.1K2.1739.56N/AN/A1653586,2514,357
2023-08-23$3.29$3.00104.5%30.0%75.2%38.9%106.4%-21.3%-9.5%7.0K-407.1K-4.4K0.0861.53N/AN/A406336,1344,715
2023-08-24$3.24$3.0089.6%25.7%68.6%25.7%90.4%77.9%-4.2%9.2K-353.0K-4.3K0.0679.55N/AN/A13586,2184,745
2023-08-25$3.29$3.0091.9%26.4%47.6%27.8%94.1%3.1%-6.0%10.4K-470.0K-4.1K0.0049.63N/AN/A1206,2434,741
2023-08-28$3.45$3.0093.9%26.9%49.9%29.5%92.1%1.4%-10.8%9.9K-558.6K-4.1K0.2919.85N/AN/A2476,2314,741
2023-08-29$3.56$3.0089.0%25.5%44.8%25.2%90.4%11.1%-4.4%9.0K-705.4K-4.0K0.0212.18N/AN/A9026,2474,748
2023-08-30$3.46$3.0073.4%21.0%46.2%11.4%92.1%-4.1%21.2%10.1K-616.5K-4.0K0.0915.74N/AN/A232206,3134,748
2023-08-31$3.75$3.0087.1%25.0%52.3%23.5%93.6%-38.9%1.7%8.7K-935.0K-3.9K0.029.31N/AN/A1,191216,4104,755