VNET Options History — November 2023

In November 2023, VNET traded between $2.62 and $3.70. ATM implied volatility averaged 129.2%, placing in the 57.4% IV rank vs the trailing year. The 30-day expected move averaged 34.6%. IV traded above realized volatility by 31.6% (HV 20d: 97.5%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 2.92.

Notable Days

  • 2023-11-01: Highest Volume — 15,302 contracts
  • 2023-11-08: Largest IV drop — 26.1% change
  • 2023-11-07: Highest IV Rank — 100.0%
  • 2023-11-15: Largest Expected Move — 41.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.20$2.62$3.70$3.30$2.80
Max Pain$3.00$3.00$3.00$3.00$3.00
ATM IV129.2%94.4%182.5%134.2%112.3%
Expected Move34.6%27.1%41.7%38.5%32.2%
HV 20d97.5%61.1%136.1%71.0%126.4%
HV 60d80.6%67.1%95.2%67.1%90.7%
IV Rank57.4%27.7%100.0%65.2%42.4%
IV Percentile91.9%63.1%100.0%97.2%87.7%
Term Structure-9.9%-20.0%6.4%2.6%-9.4%
VWIV120.2%93.9%137.9%137.9%112.5%
Skew 25d4.9%-37.7%28.7%28.7%-3.5%
Skew 10d26.3%-50.6%114.6%114.6%3.4%
Call IV 25d117.2%79.5%131.6%131.6%91.7%
Put IV 25d122.1%84.1%160.3%160.3%88.2%
Bid-Ask Spread %25.819.1954.8854.8829.24
Gamma HHI0.540.350.740.590.74
Net GEX-53.9K-104.7K13.3K-53.1K-75.9K
Net DEX2.8M-1.4M7.4M3.0M3.9M
Net VEX-40.6K-45.1K-35.6K-39.6K-37.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.920.0025.130.309.45
Total Volume3,410.42914315,30215,302230
Total OI107,127.04890,139121,36590,139104,272

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$3.30$3.00134.2%38.5%71.0%65.2%137.9%28.7%2.6%-53.1K3.0M-39.6K0.3054.88N/AN/A11,7803,52210,00380,136
2023-11-02$3.42$3.00155.3%37.4%71.4%84.0%132.7%13.6%-18.9%-10.8K1.2M-45.1K0.1730.05N/AN/A1,88632020,51581,907
2023-11-03$3.70$3.00153.2%34.1%71.6%82.1%122.0%20.7%-9.3%-21.3K-1.4M-35.6K0.0833.67N/AN/A2,00915722,33782,057
2023-11-06$3.65$3.00172.6%32.3%71.7%99.3%107.9%22.0%-11.3%7.9K-572.5K-43.9K0.0849.67N/AN/A5,36243223,91082,181
2023-11-07$3.55$3.00182.5%36.5%71.5%100.0%0.0%18.1%-20.0%-4.7K-51.1K-43.5K1.8432.19N/AN/A12222423,07182,566
2023-11-08$3.50$3.00134.8%38.6%69.2%60.9%126.7%17.3%-9.0%1.8K358.5K-42.8K0.7721.36N/AN/A39130023,11582,786
2023-11-09$3.66$3.00120.3%34.5%62.4%49.0%120.8%16.4%-5.0%13.3K-478.5K-41.0K3.5614.52N/AN/A2,0167,18523,39983,076
2023-11-10$3.70$3.00119.7%34.3%61.1%48.5%115.1%15.2%-11.4%-24.0K670.4K-44.1K25.1314.68N/AN/A1353,39223,51290,110
2023-11-13$3.67$3.00121.8%34.9%61.3%50.2%124.3%15.4%-10.3%-26.0K1.3M-43.6K0.2914.67N/AN/A4,1331,19923,63593,459
2023-11-14$3.40$3.00136.6%39.2%69.0%62.3%131.6%-0.4%-8.6%-69.9K3.2M-41.0K0.1515.36N/AN/A1,19117326,16094,418
2023-11-15$3.50$3.00145.3%41.7%69.2%69.5%128.0%18.7%-11.8%-65.0K2.7M-41.9K0.0415.33N/AN/A4,08417226,85094,515
2023-11-16$2.62$3.00121.6%34.9%126.9%50.0%118.4%-4.1%-12.2%-104.7K7.4M-40.0K3.2549.94N/AN/A2,7028,78426,18194,640
2023-11-17$2.95$3.00122.4%35.1%134.1%50.7%125.0%5.8%-17.7%-84.3K5.7M-40.8K0.1745.71N/AN/A2,66445728,58891,021
2023-11-20$2.76$3.00113.5%32.5%136.1%43.4%127.6%5.3%-6.0%-93.0K4.7M-40.0K0.6611.80N/AN/A43228613,05686,270
2023-11-21$2.76$3.00114.8%32.9%131.9%44.5%115.4%-37.7%-12.7%-91.8K4.8M-39.7K0.1211.89N/AN/A1,26214813,41486,426
2023-11-22$2.80$3.00118.1%33.8%130.3%47.2%128.5%-33.1%-12.1%-93.0K4.7M-38.9K0.0012.89N/AN/A505114,43086,467
2023-11-24$2.79$3.00118.2%33.9%130.2%47.3%116.0%-35.4%-9.7%-89.2K4.6M-39.8K0.0433.97N/AN/A3521314,93186,467
2023-11-27$2.83$3.00114.1%32.7%129.2%43.9%113.5%7.8%-13.6%-93.2K4.5M-37.8K0.199.19N/AN/A2,69852415,17286,470
2023-11-28$2.85$3.00106.9%30.6%126.5%38.0%106.9%6.9%-8.8%-78.9K3.9M-37.3K14.8923.86N/AN/A913417,49886,564
2023-11-29$2.90$3.0094.4%27.1%126.6%27.7%93.9%4.5%6.4%-76.1K4.1M-39.2K0.1617.14N/AN/A2013217,50086,583
2023-11-30$2.80$3.00112.3%32.2%126.4%42.4%112.5%-3.5%-9.4%-75.9K3.9M-37.0K9.4529.24N/AN/A2220817,67686,596