VNET Options History — December 2023

In December 2023, VNET traded between $2.69 and $3.06. ATM implied volatility averaged 94.7%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 26.4%. IV traded above realized volatility by 10.3% (HV 20d: 84.4%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 6.98.

Notable Days

  • 2023-12-28: Highest Volume — 11,148 contracts
  • 2023-12-04: Largest IV spike — 25.2% change
  • 2023-12-12: Highest IV Rank — 47.8%
  • 2023-12-06: Largest Expected Move — 31.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.90$2.69$3.06$2.69$2.88
Max Pain$3.00$3.00$3.00$3.00$3.00
ATM IV94.7%81.9%118.9%87.2%82.9%
Expected Move26.4%23.5%31.6%25.0%23.8%
HV 20d84.4%39.6%125.8%125.8%44.6%
HV 60d89.8%86.7%91.3%90.2%86.8%
IV Rank28.0%17.5%47.8%21.8%18.3%
IV Percentile54.5%23.4%90.1%38.9%25.4%
Term Structure8.1%-0.7%17.4%12.4%11.2%
VWIV96.1%82.8%127.9%88.1%82.8%
Skew 25d4.0%-9.7%20.0%3.5%2.0%
Skew 10d32.7%0.8%136.7%8.9%12.7%
Call IV 25d97.6%79.2%118.6%87.3%91.2%
Put IV 25d101.6%90.0%122.5%90.8%93.2%
Bid-Ask Spread %39.7412.2373.6534.4531.00
Gamma HHI0.730.590.850.850.59
Net GEX-79.1K-96.6K-62.9K-90.5K-81.6K
Net DEX3.5M2.3M5.0M5.0M2.7M
Net VEX-32.8K-37.4K-28.1K-37.4K-28.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.980.0084.850.0284.85
Total Volume1,711.65511,1481,4264,121
Total OI97,809.383,154106,785104,28188,918

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$2.69$3.0087.2%25.0%125.8%21.8%88.1%3.5%12.4%-90.5K5.0M-37.4K0.0234.45N/AN/A1,4002617,68586,596
2023-12-04$2.73$3.00109.2%29.4%121.7%39.9%127.9%3.9%0.0%-89.8K4.5M-36.3K0.6746.25N/AN/A3219,02186,601
2023-12-05$2.81$3.00114.6%29.7%122.7%44.3%100.2%6.9%12.6%-73.8K4.1M-36.7K0.5473.65N/AN/A372019,02486,604
2023-12-06$2.96$3.00106.6%31.6%124.6%37.8%115.8%4.7%17.4%-70.2K4.2M-36.8K0.2855.46N/AN/A64518019,03686,624
2023-12-07$2.98$3.0098.9%28.2%124.8%31.4%104.5%-3.3%6.6%-71.7K3.4M-36.9K0.5763.94N/AN/A17610119,36086,677
2023-12-08$3.04$3.0095.4%28.2%123.7%28.6%118.5%-4.7%2.3%-69.6K3.2M-35.4K11.1463.36N/AN/A2224519,59786,746
2023-12-11$2.92$3.00115.9%27.9%123.9%45.4%98.9%-2.0%2.3%-79.5K3.8M-34.0K0.4939.58N/AN/A46522819,59786,827
2023-12-12$2.88$3.00118.9%27.4%123.9%47.8%102.1%11.8%6.5%-78.4K4.0M-35.1K0.0144.12N/AN/A252219,70486,953
2023-12-13$2.98$3.0092.8%26.6%122.5%26.5%97.9%20.0%6.5%-72.3K3.8M-33.9K0.2955.98N/AN/A341019,83086,955
2023-12-14$2.94$3.0091.0%26.1%121.8%24.9%82.8%-9.7%-0.7%-62.9K3.7M-33.2K15.0837.44N/AN/A2573,87519,83686,931
2023-12-15$2.91$3.0092.6%26.5%62.1%26.3%94.6%14.8%6.2%-96.6K4.5M-31.2K1.2635.46N/AN/A63780219,91283,696
2023-12-18$2.99$3.0085.2%24.4%46.4%20.2%85.3%9.7%8.2%-92.3K3.4M-30.2K0.0026.44N/AN/A4,236175,11578,039
2023-12-19$3.06$3.0085.3%24.5%39.6%20.3%87.9%0.2%9.4%-70.5K2.3M-30.3K0.0417.51N/AN/A1,386609,07778,040
2023-12-20$3.01$3.0083.8%24.0%40.3%19.0%87.9%-1.6%13.2%-69.1K2.5M-30.0K1.6933.51N/AN/A4277229,60778,100
2023-12-21$3.00$3.0081.9%23.5%40.2%17.5%93.1%9.0%13.9%-72.0K2.7M-30.4K1.2554.23N/AN/A2122649,61078,820
2023-12-22$2.88$3.0083.9%24.0%43.1%19.1%83.5%14.8%13.4%-78.4K3.0M-31.1K3.9712.23N/AN/A1315209,63579,016
2023-12-26$2.76$3.0092.4%26.5%45.6%26.1%94.8%-4.3%4.8%-87.0K3.3M-30.8K0.2617.04N/AN/A90239,66979,306
2023-12-27$2.81$3.0087.0%24.9%46.0%21.6%87.0%2.2%12.0%-82.9K3.2M-29.5K0.3837.43N/AN/A1,0564019,72579,326
2023-12-28$2.81$3.0088.9%25.5%45.5%23.2%89.5%1.3%3.9%-91.9K2.7M-28.2K16.8115.70N/AN/A62610,52210,76779,604
2023-12-29$2.88$3.0082.9%23.8%44.6%18.3%82.8%2.0%11.2%-81.6K2.7M-28.1K84.8531.00N/AN/A484,07311,32777,591