VNET Options History — October 2023

In October 2023, VNET traded between $2.74 and $3.21. ATM implied volatility averaged 91.3%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 20.1% (HV 20d: 71.2%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 23.31.

Notable Days

  • 2023-10-24: Highest Volume — 18,241 contracts
  • 2023-10-23: Largest IV spike — 17.5% change
  • 2023-10-31: Highest IV Rank — 42.0%
  • 2023-10-31: Largest Expected Move — 30.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.93$2.74$3.21$2.96$3.21
Max Pain$3.00$3.00$3.00$3.00$3.00
ATM IV91.3%78.7%107.9%85.1%107.9%
Expected Move26.1%22.6%30.9%24.4%30.9%
HV 20d71.2%59.5%79.4%67.2%70.7%
HV 60d68.0%62.1%71.2%66.7%67.1%
IV Rank27.2%16.1%42.0%21.7%42.0%
IV Percentile54.1%22.6%91.3%34.9%91.3%
Term Structure2.9%-7.2%29.1%-2.8%3.8%
VWIV90.8%57.1%122.3%85.1%113.9%
Skew 25d-1.6%-31.4%82.0%82.0%28.1%
Skew 10d10.3%-61.2%136.7%136.7%101.8%
Call IV 25d89.7%61.5%121.2%65.4%116.7%
Put IV 25d88.1%65.1%147.4%147.4%144.8%
Bid-Ask Spread %35.7212.1078.0178.0145.10
Gamma HHI0.500.460.610.480.57
Net GEX-45.9K-66.8K-34.1K-39.4K-47.2K
Net DEX2.0M868.6K3.5M1.2M3.0M
Net VEX-14.9K-37.3K-8.4K-8.7K-37.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio23.310.00213.000.0051.85
Total Volume3,737.182118,2415929,989
Total OI37,749.27323,31582,64923,31582,649

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$2.96$3.0085.1%24.4%67.2%21.7%85.1%82.0%-2.8%-39.4K1.2M-8.7K0.0078.01N/AN/A59114,60618,709
2023-10-03$2.75$3.0088.1%25.3%63.9%24.4%88.3%-3.8%1.6%-39.1K1.6M-8.4K0.2030.09N/AN/A386764,88018,710
2023-10-04$2.75$3.0090.8%26.0%62.8%26.8%91.1%29.9%-1.3%-36.0K1.5M-8.6K0.0142.44N/AN/A15415,20718,739
2023-10-05$2.74$3.0093.6%25.8%59.5%29.3%93.1%-31.4%0.2%-35.8K1.5M-8.5K0.0158.05N/AN/A38035,32318,739
2023-10-06$2.96$3.0085.6%23.2%66.6%22.2%86.7%-17.5%7.9%-36.8K1.1M-8.7K8.9324.54N/AN/A433845,57618,742
2023-10-09$3.05$3.0088.2%24.5%66.9%24.5%85.6%-17.9%-1.8%-38.8K1.1M-8.4K0.0421.61N/AN/A273105,57219,121
2023-10-10$3.19$3.0084.4%24.7%67.5%21.1%95.0%-9.1%3.6%-38.4K868.6K-8.4K55.8540.00N/AN/A603,3515,55219,131
2023-10-11$3.04$3.0078.7%22.6%69.8%16.1%57.1%6.3%12.3%-44.2K1.2M-9.9K4.3927.95N/AN/A7853,4505,55422,345
2023-10-12$2.81$3.0088.0%25.2%74.9%24.3%65.1%-22.1%-0.5%-51.0K1.8M-11.3K1.4619.16N/AN/A1021495,67525,630
2023-10-13$2.75$3.0087.5%25.1%75.1%23.9%0.0%-1.7%3.0%-49.0K2.0M-11.1K0.0036.33N/AN/A105,77325,545
2023-10-16$2.83$3.0084.6%24.3%76.1%21.3%0.0%-5.5%5.1%-58.3K2.1M-10.9K0.1139.51N/AN/A3845,77325,545
2023-10-17$2.88$3.0087.1%25.0%76.0%23.4%103.8%-30.5%-3.5%-58.6K1.9M-10.9K0.0039.02N/AN/A20005,75925,541
2023-10-18$2.87$3.0092.3%26.5%72.6%28.1%65.4%2.3%-6.4%-58.0K1.9M-10.5K0.0042.30N/AN/A205,95825,541
2023-10-19$2.83$3.0081.9%23.5%72.2%18.9%73.3%-2.8%7.9%-34.1K2.2M-10.3K50.0042.58N/AN/A21005,95825,541
2023-10-20$2.79$3.0083.4%23.9%71.8%20.2%0.0%-2.5%0.7%-34.6K2.2M-10.0K213.0020.58N/AN/A12135,95925,440
2023-10-23$2.74$3.0098.0%28.1%71.7%33.2%80.2%-15.5%-1.3%-34.1K1.5M-10.3K41.1417.26N/AN/A41717,1562,73622,302
2023-10-24$3.00$3.0094.2%27.0%77.0%29.7%97.4%-21.3%5.3%-49.4K2.3M-18.7K63.6812.10N/AN/A28217,9593,10239,140
2023-10-25$3.17$3.00106.9%30.6%79.4%41.0%103.4%10.8%-7.2%-63.6K2.8M-26.3K0.3553.79N/AN/A1,5775523,28556,098
2023-10-26$3.12$3.00102.9%29.5%73.6%37.5%122.3%-20.7%6.8%-56.1K2.9M-27.5K3.8720.23N/AN/A2,2238,6084,30556,102
2023-10-27$2.96$3.00105.4%30.2%75.6%39.7%106.4%-20.1%1.1%-66.8K3.5M-31.6K0.0615.99N/AN/A3,5242096,23464,329
2023-10-30$3.17$3.0094.5%27.1%76.3%30.1%112.2%28.6%29.1%-40.7K2.6M-32.8K17.7959.29N/AN/A4778,4859,59264,466
2023-10-31$3.21$3.00107.9%30.9%70.7%42.0%113.9%28.1%3.8%-47.2K3.0M-37.3K51.8545.10N/AN/A1899,8009,95572,694