VNET Options History — September 2023

In September 2023, VNET traded between $2.95 and $3.63. ATM implied volatility averaged 78.5%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 22.1%. IV traded above realized volatility by 10.2% (HV 20d: 68.3%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 135.99.

Notable Days

  • 2023-09-26: Highest Volume — 4,699 contracts
  • 2023-09-07: Largest IV spike — 24.2% change
  • 2023-09-12: Highest IV Rank — 31.7%
  • 2023-09-28: Largest Expected Move — 24.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.15$2.95$3.63$3.63$3.15
Max Pain$3.00$3.00$3.00$3.00$3.00
ATM IV78.5%65.6%96.4%77.4%77.1%
Expected Move22.1%19.4%24.8%22.2%22.1%
HV 20d68.3%54.9%72.7%54.9%64.9%
HV 60d63.6%59.9%66.5%59.9%65.5%
IV Rank15.9%4.4%31.7%14.9%14.6%
IV Percentile21.7%2.0%73.8%15.1%17.5%
Term Structure2.6%-4.8%10.6%2.7%-4.1%
VWIV81.0%63.0%106.9%77.3%96.0%
Skew 25d2.0%-23.8%39.4%-18.1%18.9%
Skew 10d21.5%-31.4%85.9%-16.9%85.3%
Call IV 25d78.8%46.3%94.8%74.9%94.8%
Put IV 25d80.8%56.8%113.6%56.8%113.6%
Bid-Ask Spread %38.6611.1686.5386.5367.58
Gamma HHI0.570.290.910.310.48
Net GEX-3.1K-38.7K94.3K11.9K-37.5K
Net DEX326.5K-904.0K1.3M-904.0K973.5K
Net VEX-5.5K-8.9K-3.2K-4.2K-8.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio135.990.002000.002.630.01
Total Volume984.904,699196339
Total OI15,401.912,12223,15012,12223,150

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$3.63$3.0077.4%22.2%54.9%14.9%77.3%-18.1%2.7%11.9K-904.0K-4.2K2.6386.53N/AN/A541427,3484,774
2023-09-05$3.30$3.0065.6%22.8%66.6%4.4%82.2%4.1%4.2%14.0K-500.9K-3.9K0.0321.79N/AN/A7627,3354,831
2023-09-06$3.38$3.0071.7%22.4%65.9%9.8%0.0%17.2%6.9%13.7K-614.1K-3.9K0.0041.03N/AN/A407,3994,785
2023-09-07$3.17$3.0089.0%22.3%70.7%25.2%75.8%-12.3%2.7%17.2K-350.9K-3.8K0.1829.93N/AN/A290527,4034,785
2023-09-08$3.13$3.0083.8%20.5%70.4%20.5%0.0%-23.8%-4.8%14.0K-519.6K-3.2K5.9525.43N/AN/A1711,0177,6194,794
2023-09-11$3.21$3.0079.2%22.0%70.8%16.5%106.9%-16.4%5.4%16.5K-378.8K-4.3K0.0122.11N/AN/A53557,6625,804
2023-09-12$3.09$3.0096.4%21.8%72.4%31.7%77.0%-19.1%6.1%22.6K-143.5K-4.2K0.2821.01N/AN/A283808,1175,808
2023-09-13$3.08$3.0077.2%22.1%72.3%14.7%77.2%-11.6%2.0%36.3K-171.2K-4.1K91.0829.49N/AN/A252,2778,0715,808
2023-09-14$3.02$3.0073.0%20.9%72.7%11.0%0.0%-12.5%0.0%26.1K275.3K-4.7K0.0035.97N/AN/A028,0838,034
2023-09-15$3.01$3.0067.8%19.4%70.1%6.4%68.6%-13.2%10.6%94.3K298.5K-4.5K163.7544.12N/AN/A162,6208,0838,036
2023-09-18$3.00$3.0074.2%21.3%70.1%12.1%63.0%17.3%1.0%-30.4K950.1K-5.5K0.0043.57N/AN/A32003,46810,001
2023-09-19$3.06$3.0078.3%22.5%70.5%15.7%0.0%-10.7%0.8%-29.1K881.8K-5.6K0.0067.85N/AN/A503,78010,001
2023-09-20$3.24$3.0072.4%20.7%72.1%10.4%77.0%16.7%6.6%-28.8K674.4K-5.8K0.0770.92N/AN/A1413,78010,001
2023-09-21$3.15$3.0077.6%22.2%66.0%15.0%85.0%-4.0%6.7%-28.0K767.0K-5.5K140.5436.87N/AN/A263,6543,79010,000
2023-09-22$3.20$3.0076.8%22.0%66.1%14.3%0.0%23.3%4.8%-32.2K912.6K-7.3K0.0063.20N/AN/A003,81613,654
2023-09-25$3.13$3.0084.0%24.1%66.3%20.7%0.0%39.4%-3.9%-32.2K944.8K-7.1K0.0014.92N/AN/A303,81613,654
2023-09-26$2.96$3.0082.0%23.5%66.1%19.0%0.0%25.8%2.1%-33.7K1.1M-6.9K43.3325.91N/AN/A1064,5933,81413,654
2023-09-27$2.95$3.0079.7%22.8%64.5%16.9%79.7%22.6%1.3%-38.7K1.3M-7.9K2000.0013.80N/AN/A12,0003,86016,680
2023-09-28$3.21$3.0086.6%24.8%72.1%23.0%87.0%-2.9%1.2%-37.2K1.0M-8.9K0.0511.16N/AN/A939463,86018,680
2023-09-29$3.15$3.0077.1%22.1%64.9%14.6%96.0%18.9%-4.1%-37.5K973.5K-8.6K0.0167.58N/AN/A33544,44118,709