VNET Options History — April 2024 In April 2024, VNET traded between $1.48 and $1.87. ATM implied volatility averaged 92.3%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 27.4%. IV traded above realized volatility by 10.7% (HV 20d: 81.6%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.51.
Notable Days 2024-04-04 : Highest Volume — 6,461 contracts2024-04-10 : Largest IV spike — 37.6% change2024-04-16 : Highest IV Rank — 43.9%2024-04-16 : Largest Expected Move — 33.0%Monthly Statistics Metric Avg Min Max Open Close Price $1.65 $1.48 $1.87 $1.67 $1.67 Max Pain $1.64 $1.00 $2.00 $1.00 $1.50 ATM IV 92.3% 58.9% 115.0% 103.2% 58.9% Expected Move 27.4% 16.9% 33.0% 29.6% 16.9% HV 20d 81.6% 68.6% 92.3% 87.9% 75.2% HV 60d 81.3% 76.5% 87.7% 85.6% 78.8% IV Rank 25.2% 0.0% 43.9% 34.1% 0.0% IV Percentile 50.4% 0.0% 88.9% 77.0% 0.0% Term Structure 13.3% -8.1% 51.4% 4.9% 44.4% VWIV 96.2% 69.1% 121.4% 119.8% 69.1% Skew 25d 3.0% -53.6% 56.2% -14.2% -3.6% Skew 10d 10.0% -17.0% 78.8% 2.6% 16.6% Call IV 25d 90.6% 61.5% 127.9% 119.0% 74.5% Put IV 25d 93.6% 70.9% 122.2% 104.8% 70.9% Bid-Ask Spread % 67.10 35.23 86.35 78.43 84.57 Gamma HHI 0.30 0.27 0.34 0.27 0.29 Net GEX 13.5K 6.5K 21.3K 19.7K 10.1K Net DEX -699.3K -1.6M -168.6K -1.0M -443.4K Net VEX -6.3K -8.2K -4.5K -7.2K -5.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.00 4.11 0.71 0.38 Total Volume 496.864 4 6,461 256 30 Total OI 26,075.682 24,101 28,717 28,480 24,618
Daily Data (22 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 2024-04-01 $1.67 $1.00 103.2% 29.6% 87.9% 34.1% 119.8% -14.2% 4.9% 19.7K -1.0M -7.2K 0.71 78.43 N/A N/A 150 106 23,522 4,958 2024-04-02 $1.81 $1.00 77.7% 22.3% 91.8% 12.9% 0.0% 21.5% 51.4% 21.1K -1.4M -8.1K 1.65 80.95 N/A N/A 63 104 23,564 5,064 2024-04-03 $1.85 $1.00 77.0% 22.1% 91.7% 12.4% 80.1% 18.2% 49.1% 21.0K -1.6M -8.2K 4.11 86.35 N/A N/A 27 111 23,549 5,168 2024-04-04 $1.81 $1.50 93.0% 29.6% 92.3% 25.6% 88.7% -24.1% 4.1% 21.3K -1.5M -8.0K 0.00 52.69 N/A N/A 6,461 0 23,543 5,063 2024-04-05 $1.77 $1.50 76.9% 30.9% 90.3% 12.3% 0.0% -2.6% -2.0% 15.7K -981.1K -7.5K 0.00 35.23 N/A N/A 12 0 21,178 5,063 2024-04-08 $1.79 $1.50 92.0% 29.2% 90.1% 24.8% 121.4% -18.2% -4.5% 16.0K -965.1K -7.5K 0.00 48.60 N/A N/A 37 0 21,190 5,063 2024-04-09 $1.87 $1.50 78.8% 28.3% 85.5% 13.9% 0.0% -53.6% 16.0% 16.9K -1.2M -7.6K 0.00 42.71 N/A N/A 95 0 21,203 5,063 2024-04-10 $1.79 $1.50 108.5% 31.1% 85.7% 38.5% 0.0% 24.4% -7.8% 15.4K -953.1K -7.2K 0.01 56.53 N/A N/A 101 1 21,298 5,063 2024-04-11 $1.73 $1.50 99.1% 28.4% 79.3% 30.8% 0.0% 18.4% 11.5% 14.7K -872.5K -6.9K 0.73 62.33 N/A N/A 11 8 21,221 5,063 2024-04-12 $1.62 $1.50 101.9% 29.2% 82.1% 33.1% 0.0% -3.6% 9.4% 14.2K -663.6K -6.2K 1.27 59.05 N/A N/A 71 90 21,232 5,070 2024-04-15 $1.58 $1.50 96.2% 27.6% 81.1% 28.3% 96.8% 56.2% 10.9% 13.9K -543.9K -5.9K 0.06 55.29 N/A N/A 113 7 21,213 5,129 2024-04-16 $1.52 $1.50 115.0% 33.0% 81.8% 43.9% 108.4% 25.1% -8.1% 14.5K -450.2K -5.5K 0.01 68.36 N/A N/A 2,413 21 21,308 5,130 2024-04-17 $1.48 $2.00 102.9% 29.5% 80.1% 33.9% 102.8% 4.4% 9.2% 13.6K -293.5K -5.0K 0.35 66.91 N/A N/A 155 55 21,305 5,152 2024-04-18 $1.48 $2.00 104.7% 30.0% 77.7% 35.4% 0.0% 4.0% 8.4% 12.3K -340.4K -5.3K 0.02 67.52 N/A N/A 43 1 21,251 5,168 2024-04-19 $1.48 $2.00 99.2% 28.4% 77.2% 30.8% 0.0% 5.6% -7.6% 6.5K -200.6K -4.8K 0.20 76.14 N/A N/A 10 2 21,214 5,168 2024-04-22 $1.48 $2.00 104.9% 30.1% 77.4% 35.6% 104.6% 6.3% 0.6% 6.7K -230.0K -5.0K 0.06 66.02 N/A N/A 47 3 19,088 5,013 2024-04-23 $1.48 $2.00 98.7% 28.3% 76.8% 30.4% 0.0% 8.0% 13.2% 6.8K -168.6K -4.5K 0.80 82.83 N/A N/A 25 20 19,106 5,016 2024-04-24 $1.56 $2.00 89.4% 25.6% 71.2% 22.6% 0.0% 10.4% 24.3% 8.0K -303.4K -5.3K 0.00 76.59 N/A N/A 27 0 19,126 5,026 2024-04-25 $1.65 $2.00 88.8% 25.5% 72.0% 22.2% 72.7% 0.7% 38.0% 9.9K -449.8K -5.7K 0.33 68.69 N/A N/A 3 1 19,138 5,026 2024-04-26 $1.54 $2.00 94.7% 27.1% 68.6% 27.0% 94.2% 9.8% 3.0% 7.2K -253.2K -5.0K 0.00 78.11 N/A N/A 15 0 19,139 5,027 2024-04-29 $1.75 $2.00 69.9% 20.0% 79.0% 6.4% 69.1% -26.0% 24.9% 10.6K -590.9K -5.9K 0.38 82.25 N/A N/A 357 135 19,139 5,027 2024-04-30 $1.67 $1.50 58.9% 16.9% 75.2% 0.0% 0.0% -3.6% 44.4% 10.1K -443.4K -5.6K 0.00 84.57 N/A N/A 0 30 19,456 5,162
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