VNET Options History — January 2024

In January 2024, VNET traded between $1.69 and $2.70. ATM implied volatility averaged 90.1%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 21.7% (HV 20d: 68.3%). Max pain ranged from $2.50 to $3.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 34.52.

Notable Days

  • 2024-01-10: Highest Volume — 5,672 contracts
  • 2024-01-30: Largest IV spike — 38.5% change
  • 2024-01-30: Highest IV Rank — 47.3%
  • 2024-01-30: Largest Expected Move — 33.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.23$1.69$2.70$2.70$1.69
Max Pain$2.69$2.50$3.00$3.00$2.50
ATM IV90.1%77.3%118.3%93.1%80.4%
Expected Move26.0%22.2%33.9%26.7%23.1%
HV 20d68.3%41.4%85.7%48.3%84.2%
HV 60d89.7%83.9%93.7%87.8%91.5%
IV Rank24.2%13.7%47.3%26.7%16.3%
IV Percentile45.5%12.3%90.5%58.7%15.9%
Term Structure-4.1%-40.5%13.0%-0.2%-4.8%
VWIV85.6%56.4%100.7%98.5%68.0%
Skew 25d9.1%-18.1%62.8%8.7%12.7%
Skew 10d36.0%-0.1%123.6%8.5%28.6%
Call IV 25d79.1%55.1%98.9%79.5%55.4%
Put IV 25d88.2%61.8%117.9%88.3%68.1%
Bid-Ask Spread %54.0314.1980.0754.3172.14
Gamma HHI0.680.520.960.570.96
Net GEX-124.2K-151.3K-93.0K-108.6K-93.0K
Net DEX5.0M3.7M6.3M3.7M5.9M
Net VEX-20.0K-28.8K-9.5K-28.8K-9.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio34.520.00335.678.10335.67
Total Volume1,848.476955,6721,4011,010
Total OI77,459.33355,77592,57892,57855,775

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$2.70$3.0093.1%26.7%48.3%26.7%98.5%8.7%-0.2%-108.6K3.7M-28.8K8.1054.31N/AN/A1541,24711,30581,273
2024-01-03$2.66$3.0088.2%25.3%48.3%22.7%85.8%0.5%-4.5%-116.3K4.0M-28.2K15.9063.53N/AN/A2483,94411,28481,204
2024-01-04$2.62$3.0092.1%26.3%47.1%25.8%91.6%6.9%2.4%-118.3K3.8M-26.8K24.5662.71N/AN/A3483511,42178,969
2024-01-05$2.56$3.0085.8%26.1%42.7%20.7%89.7%8.0%1.3%-129.6K4.1M-26.3K3.2119.67N/AN/A5317011,44779,771
2024-01-08$2.54$3.0092.6%26.3%42.4%26.2%84.2%4.2%-0.2%-136.4K4.3M-25.6K5.3422.49N/AN/A5931511,48479,785
2024-01-09$2.48$3.0083.5%27.0%41.4%18.8%0.0%-1.9%-10.9%-149.0K4.5M-24.6K28.3166.14N/AN/A1594,50111,54579,586
2024-01-10$2.25$3.0093.9%26.9%50.8%27.3%89.2%0.3%-8.0%-151.3K5.6M-23.8K89.0365.54N/AN/A635,60911,68674,471
2024-01-11$2.56$3.0094.5%27.1%71.6%27.8%93.6%6.4%-1.8%-109.0K3.8M-22.8K1.1656.63N/AN/A9911511,72670,517
2024-01-12$2.42$2.5090.6%26.0%72.1%24.7%92.7%9.5%2.4%-128.4K4.3M-21.5K0.6965.38N/AN/A28219611,78869,122
2024-01-16$2.46$2.5086.9%24.9%72.7%21.6%80.9%21.6%-0.5%-132.8K4.2M-20.4K2.2335.50N/AN/A8218311,93369,269
2024-01-17$2.44$2.5079.5%22.8%72.7%15.6%78.4%15.7%13.0%-133.2K4.2M-20.0K3.8432.76N/AN/A7328011,97069,152
2024-01-18$2.37$2.5085.1%24.4%71.7%20.1%84.3%4.9%7.5%-130.8K4.8M-20.3K0.0080.07N/AN/A95011,99469,153
2024-01-19$2.20$2.5097.2%27.9%73.8%30.1%91.6%8.9%-21.8%-136.8K5.4M-19.9K0.9714.19N/AN/A95592812,07969,098
2024-01-22$1.92$2.5090.7%26.0%85.1%24.7%90.6%17.3%1.0%-122.5K6.2M-17.6K33.1875.60N/AN/A1645,4426,14463,562
2024-01-23$1.94$2.5093.0%26.6%85.7%26.5%91.1%15.2%-2.4%-131.3K6.3M-17.7K22.5162.56N/AN/A942,1166,28263,673
2024-01-24$1.90$2.50100.7%28.9%85.4%32.9%100.7%15.1%-19.7%-131.1K6.0M-15.9K1.4475.11N/AN/A851226,36458,730
2024-01-25$1.83$2.5077.3%22.2%85.2%13.7%76.7%-1.0%5.8%-116.8K6.2M-13.9K132.4529.53N/AN/A222,9146,44356,719
2024-01-26$1.83$2.5082.8%23.7%84.4%18.2%82.8%-7.1%-2.4%-126.0K6.1M-13.7K1.7359.69N/AN/A1743016,46356,888
2024-01-29$1.83$2.5085.4%24.5%84.4%20.4%86.1%-18.1%-1.7%-107.6K5.9M-12.2K1.5861.87N/AN/A1141806,60951,773
2024-01-30$1.69$2.50118.3%33.9%85.0%47.3%56.4%62.8%-40.5%-98.4K6.2M-9.8K13.0759.32N/AN/A3845,0176,71151,478
2024-01-31$1.69$2.5080.4%23.1%84.2%16.3%68.0%12.7%-4.8%-93.0K5.9M-9.5K335.6772.14N/AN/A31,0077,09448,681