VNET Options History — February 2024 In February 2024, VNET traded between $1.44 and $1.67. ATM implied volatility averaged 91.7%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 25.9%. IV traded above realized volatility by 7.1% (HV 20d: 84.7%). 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 10 of 20 days. Put/call ratio averaged 4.98.
Notable Days 2024-02-07 : Highest Volume — 5,711 contracts2024-02-05 : Largest IV spike — 23.8% change2024-02-27 : Highest IV Rank — 36.6%2024-02-27 : Largest Expected Move — 30.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.55 $1.44 $1.67 $1.67 $1.56 Max Pain $3.00 $3.00 $3.00 $3.00 $3.00 ATM IV 91.7% 79.8% 106.2% 79.8% 98.8% Expected Move 25.9% 23.6% 30.4% 24.2% 28.3% HV 20d 84.7% 72.2% 100.6% 84.3% 83.3% HV 60d 81.5% 68.9% 94.8% 89.5% 74.4% IV Rank 24.7% 15.7% 36.6% 15.7% 30.5% IV Percentile 47.6% 15.5% 82.5% 15.5% 75.0% Term Structure -0.7% -14.3% 8.7% 4.4% -1.9% VWIV 74.1% 48.8% 100.9% 62.2% 91.9% Skew 25d 34.4% -15.1% 131.0% 15.5% 32.9% Skew 10d 22.6% -95.0% 284.1% 25.5% -11.8% Call IV 25d 68.0% 50.0% 95.5% 67.6% 74.7% Put IV 25d 102.4% 74.3% 197.0% 83.2% 107.6% Bid-Ask Spread % 84.30 72.96 92.73 82.42 91.35 Gamma HHI 0.87 0.81 0.96 0.96 0.82 Net GEX -51.9K -84.5K -36.1K -84.5K -46.4K Net DEX 4.7M 4.2M 5.1M 5.1M 4.6M Net VEX -6.5K -8.6K -4.8K -8.6K -5.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.98 0.00 50.50 0.25 0.00 Total Volume 620.6 1 5,711 15 2 Total OI 50,177.75 48,179 52,664 50,335 50,859
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-02-01 $1.67 $3.00 79.8% 24.2% 84.3% 15.7% 0.0% 15.5% 4.4% -84.5K 5.1M -8.6K 0.25 82.42 N/A N/A 12 3 7,096 43,239 2024-02-02 $1.48 $3.00 85.6% 25.0% 91.0% 19.5% 62.2% 22.6% -6.6% -50.5K 5.1M -5.7K 3.11 80.20 N/A N/A 162 504 7,108 42,192 2024-02-05 $1.44 $3.00 106.0% 26.1% 91.0% 36.4% 68.4% 15.1% -2.2% -43.4K 4.9M -5.3K 1.14 82.76 N/A N/A 536 612 7,219 40,960 2024-02-06 $1.58 $3.00 105.8% 24.9% 100.6% 36.3% 0.0% -15.1% 5.4% -62.2K 4.9M -6.7K 0.00 81.81 N/A N/A 247 0 7,750 40,674 2024-02-07 $1.56 $3.00 82.5% 23.6% 100.6% 16.9% 50.9% 19.2% 7.8% -60.7K 5.0M -6.0K 0.14 82.68 N/A N/A 5,014 697 7,894 40,597 2024-02-08 $1.54 $3.00 91.7% 26.3% 96.8% 24.6% 61.4% 20.8% 1.1% -51.2K 4.6M -7.7K 50.50 81.72 N/A N/A 6 303 12,905 39,759 2024-02-09 $1.50 $3.00 88.0% 25.2% 79.4% 21.5% 77.3% 26.7% 5.6% -46.4K 4.5M -7.1K 0.25 89.58 N/A N/A 12 3 12,910 38,695 2024-02-12 $1.56 $3.00 82.7% 23.7% 81.9% 17.1% 48.8% 13.2% -1.6% -49.9K 4.8M -6.8K 40.00 87.82 N/A N/A 9 360 12,918 38,698 2024-02-13 $1.50 $3.00 86.7% 24.9% 80.8% 20.4% 100.9% 19.7% 8.7% -42.3K 4.7M -5.9K 0.50 89.22 N/A N/A 2 1 12,923 38,447 2024-02-14 $1.56 $3.00 99.4% 28.5% 83.8% 30.9% 0.0% 55.0% 0.3% -50.9K 4.5M -7.2K 0.00 76.83 N/A N/A 1 0 12,925 38,448 2024-02-15 $1.60 $3.00 83.0% 23.8% 85.4% 17.4% 83.0% 26.4% 0.0% -57.9K 4.7M -7.2K 2.85 80.73 N/A N/A 100 285 12,926 38,218 2024-02-16 $1.58 $3.00 84.8% 24.3% 82.9% 18.9% 61.2% 131.0% 2.9% -57.4K 4.5M -7.0K 0.11 92.73 N/A N/A 53 6 13,027 37,930 2024-02-20 $1.48 $3.00 98.8% 28.3% 72.6% 30.5% 60.2% 23.0% -14.3% -41.7K 4.4M -5.8K 0.06 83.84 N/A N/A 33 2 11,264 37,083 2024-02-21 $1.44 $3.00 92.9% 26.6% 72.2% 25.6% 96.9% 30.8% -7.2% -36.1K 4.5M -4.8K 0.00 72.96 N/A N/A 1,832 3 11,297 37,085 2024-02-22 $1.56 $3.00 89.6% 25.7% 79.6% 22.9% 89.8% 29.7% 3.2% -51.2K 4.5M -6.8K 0.10 85.77 N/A N/A 20 2 13,124 36,930 2024-02-23 $1.52 $3.00 85.8% 24.6% 79.2% 19.7% 78.2% 119.7% 7.2% -43.1K 4.6M -5.8K 0.20 89.24 N/A N/A 5 1 13,139 36,928 2024-02-26 $1.56 $3.00 90.1% 25.8% 80.1% 23.3% 0.0% 15.3% -11.0% -48.2K 4.6M -6.0K 0.00 84.46 N/A N/A 144 0 13,144 36,927 2024-02-27 $1.67 $3.00 106.2% 30.4% 84.5% 36.6% 80.5% 32.0% -8.8% -69.0K 4.2M -8.1K 0.00 82.73 N/A N/A 127 0 13,288 36,927 2024-02-28 $1.56 $3.00 96.7% 27.7% 83.3% 28.7% 91.9% 55.4% -6.4% -44.5K 4.7M -5.7K 0.34 87.06 N/A N/A 982 331 13,175 36,927 2024-02-29 $1.56 $3.00 98.8% 28.3% 83.3% 30.5% 0.0% 32.9% -1.9% -46.4K 4.6M -5.7K 0.00 91.35 N/A N/A 2 0 13,989 36,870
« Jan 2024 | All History | Mar 2024 » Home VNET History February 2024