VNET Options History — March 2024

In March 2024, VNET traded between $1.50 and $1.98. ATM implied volatility averaged 110.0%, placing in the 39.8% IV rank vs the trailing year. The 30-day expected move averaged 30.0%. IV traded above realized volatility by 36.0% (HV 20d: 74.0%). Max pain ranged from $1.00 to $3.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.63.

Notable Days

  • 2024-03-11: Highest Volume — 5,112 contracts
  • 2024-03-28: Largest IV drop — 29.8% change
  • 2024-03-27: Highest IV Rank — 54.4%
  • 2024-03-27: Largest Expected Move — 36.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.73$1.50$1.98$1.56$1.56
Max Pain$1.10$1.00$3.00$3.00$1.00
ATM IV110.0%89.5%127.6%102.5%89.5%
Expected Move30.0%25.7%36.6%29.4%25.7%
HV 20d74.0%62.4%84.5%83.2%84.5%
HV 60d78.2%73.1%84.2%74.3%84.2%
IV Rank39.8%22.8%54.4%33.5%22.8%
IV Percentile83.0%42.5%95.2%79.4%42.5%
Term Structure-8.0%-25.2%7.9%-2.4%0.6%
VWIV104.5%76.1%125.2%107.6%90.1%
Skew 25d13.3%-10.5%49.2%33.5%40.4%
Skew 10d47.5%-11.8%145.1%-11.8%48.1%
Call IV 25d94.9%61.2%122.7%77.7%61.2%
Put IV 25d108.1%82.7%139.7%111.2%101.5%
Bid-Ask Spread %66.6439.4092.6692.6683.97
Gamma HHI0.530.240.950.820.27
Net GEX-41.4K-411.7K23.3K-46.1K17.9K
Net DEX1.8M-1.9M5.1M4.6M-849.3K
Net VEX-6.8K-8.8K-4.0K-5.8K-7.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.630.0022.950.660.04
Total Volume1,004.755,112207555
Total OI40,458.1520,50960,83050,86128,082

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$1.56$3.00102.5%29.4%83.2%33.5%107.6%33.5%-2.4%-46.1K4.6M-5.8K0.6692.66N/AN/A1258213,99136,870
2024-03-04$1.54$1.00117.4%26.7%70.9%45.9%93.9%-0.1%3.6%-44.1K4.5M-5.5K0.0563.61N/AN/A79414,11436,952
2024-03-05$1.58$1.00105.0%26.2%70.5%35.6%91.7%-8.8%-1.7%-45.9K4.7M-5.3K0.6364.60N/AN/A161014,17836,951
2024-03-06$1.58$1.00112.0%26.6%62.4%41.4%0.0%3.7%-4.9%-44.5K4.7M-5.1K0.0054.39N/AN/A174014,19236,961
2024-03-07$1.50$1.0099.1%28.1%64.9%30.7%95.5%-2.3%-25.2%-16.5K4.9M-4.0K0.5940.25N/AN/A734314,33636,961
2024-03-08$1.54$1.00116.9%27.9%65.5%45.5%0.0%0.2%-5.3%-33.7K4.8M-4.3K0.0039.40N/AN/A10014,39337,000
2024-03-11$1.69$1.00120.1%28.6%72.5%48.2%105.6%20.7%6.6%-74.7K4.6M-5.7K0.0055.84N/AN/A5,108414,40036,396
2024-03-12$1.77$1.00108.1%28.0%73.0%38.2%97.3%32.1%-2.4%11.8K5.1M-6.3K0.0558.17N/AN/A1871019,24736,395
2024-03-13$1.94$1.0095.2%27.3%76.8%27.5%109.7%7.8%7.9%-333.1K3.4M-8.6K0.0072.50N/AN/A4,0261119,41736,410
2024-03-14$1.94$1.00112.3%32.2%76.3%41.7%76.1%0.3%0.0%-411.7K3.2M-8.8K1.2475.75N/AN/A8131,01223,26536,406
2024-03-15$1.85$1.00104.0%29.8%78.8%34.8%105.4%3.4%-6.5%19.4K4.7M-7.8K2.6369.67N/AN/A16042124,39836,432
2024-03-18$1.83$1.00119.4%34.2%78.8%47.6%125.2%-4.0%-15.2%19.1K-1.6M-7.7K0.0161.73N/AN/A2,3442918,8751,634
2024-03-19$1.90$1.00109.8%31.5%74.5%39.6%121.3%9.8%-21.3%21.8K-1.8M-8.2K0.5472.09N/AN/A372021,9531,657
2024-03-20$1.98$1.0099.5%28.5%73.6%31.0%110.6%-10.5%-19.5%23.3K-1.9M-8.3K0.0080.81N/AN/A1,064021,9881,676
2024-03-21$1.90$1.00113.4%32.5%72.2%42.6%120.4%1.9%-15.6%22.8K-1.8M-8.2K2.6768.06N/AN/A277222,9731,676
2024-03-22$1.88$1.00108.7%31.2%71.4%38.7%0.0%39.1%-10.3%23.0K-1.7M-8.1K0.2569.04N/AN/A4122,9991,723
2024-03-25$1.81$1.00127.2%36.5%73.1%54.1%90.8%43.2%-22.1%21.3K-1.9M-7.9K0.1375.55N/AN/A791023,0011,723
2024-03-26$1.63$1.00111.6%32.0%79.6%41.1%113.7%5.5%-9.8%20.4K-1.2M-6.6K0.1973.52N/AN/A701323,0261,733
2024-03-27$1.71$1.00127.6%36.6%77.2%54.4%121.2%49.2%-8.3%21.1K-1.4M-7.3K22.9561.16N/AN/A1423,25923,0461,733
2024-03-28$1.56$1.0089.5%25.7%84.5%22.8%90.1%40.4%0.6%17.9K-849.3K-7.1K0.0483.97N/AN/A5361923,1344,948