VNET Options History — June 2024

In June 2024, VNET traded between $2.04 and $2.37. ATM implied volatility averaged 84.0%, placing in the 21.6% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded above realized volatility by 8.8% (HV 20d: 75.1%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 3.95.

Notable Days

2024-06-21: Highest Volume — 1,659 contracts
2024-06-10: Largest IV spike — 77.2% change
2024-06-10: Highest IV Rank — 38.9%
2024-06-03: Largest Expected Move — 30.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.21	$2.04	$2.37	$2.15	$2.08
Max Pain	$2.00	$2.00	$2.00	$2.00	$2.00
ATM IV	84.0%	51.5%	107.0%	104.5%	73.7%
Expected Move	23.6%	14.8%	30.0%	30.0%	21.1%
HV 20d	75.1%	70.1%	88.0%	71.2%	75.3%
HV 60d	76.3%	73.2%	80.5%	80.5%	73.2%
IV Rank	21.6%	0.0%	38.9%	36.9%	16.9%
IV Percentile	28.6%	0.0%	75.8%	70.2%	5.6%
Term Structure	1.0%	-25.8%	39.3%	-16.1%	0.9%
VWIV	89.4%	52.6%	155.8%	100.7%	73.7%
Skew 25d	12.9%	-84.6%	107.0%	18.0%	22.1%
Skew 10d	77.6%	-95.7%	208.6%	49.1%	47.9%
Call IV 25d	90.9%	64.5%	210.3%	97.1%	68.4%
Put IV 25d	103.8%	54.9%	173.0%	115.1%	90.5%
Bid-Ask Spread %	71.64	44.13	86.20	73.79	74.01
Gamma HHI	0.47	0.38	0.63	0.38	0.46
Net GEX	24.5K	12.0K	38.5K	22.3K	12.0K
Net DEX	-1.3M	-1.8M	-736.9K	-1.4M	-758.7K
Net VEX	-4.6K	-5.6K	-3.4K	-5.6K	-3.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.95	0.00	61.00	0.01	0.60
Total Volume	177.263	0	1,659	134	16
Total OI	20,040.158	9,905	23,864	23,564	10,088

Daily Data (19 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
2024-06-03	$2.15	$2.00	104.5%	30.0%	71.2%	36.9%	100.7%	18.0%	-16.1%	22.3K	-1.4M	-5.6K	0.01	73.79	N/A	N/A	133	1	18,275	5,289
2024-06-04	$2.20	$2.00	100.6%	28.8%	71.4%	33.8%	155.8%	2.6%	-1.1%	23.9K	-1.4M	-5.6K	0.23	57.93	N/A	N/A	22	5	18,216	5,290
2024-06-05	$2.27	$2.00	87.3%	25.0%	71.4%	23.0%	80.4%	30.3%	-2.7%	26.7K	-1.6M	-5.6K	0.17	64.59	N/A	N/A	52	9	18,226	5,285
2024-06-06	$2.27	$2.00	93.1%	25.8%	71.4%	27.7%	0.0%	15.1%	-0.5%	27.2K	-1.6M	-5.5K	0.04	71.28	N/A	N/A	45	2	18,262	5,284
2024-06-07	$2.25	$2.00	60.4%	25.4%	70.3%	1.2%	0.0%	17.7%	1.5%	27.9K	-1.5M	-5.3K	0.00	69.24	N/A	N/A	1	0	18,271	5,284
2024-06-10	$2.35	$2.00	107.0%	21.3%	70.1%	38.9%	101.7%	-24.3%	-1.4%	28.1K	-1.7M	-5.3K	0.17	63.05	N/A	N/A	30	5	18,271	5,284
2024-06-11	$2.33	$2.00	101.7%	22.2%	70.5%	34.6%	0.0%	-11.2%	10.8%	28.4K	-1.7M	-5.3K	0.00	74.76	N/A	N/A	312	0	18,305	5,288
2024-06-12	$2.30	$2.00	85.9%	24.6%	70.5%	21.8%	86.2%	-10.4%	-2.2%	27.3K	-1.6M	-5.0K	0.35	79.13	N/A	N/A	245	86	18,068	5,293
2024-06-13	$2.37	$2.00	82.1%	23.5%	70.5%	18.8%	94.4%	-5.8%	8.9%	29.2K	-1.8M	-5.0K	0.00	86.20	N/A	N/A	13	0	18,248	5,379
2024-06-14	$2.25	$2.00	77.5%	22.2%	73.6%	15.1%	0.0%	1.9%	4.0%	28.6K	-1.6M	-4.7K	4.26	74.22	N/A	N/A	47	200	18,242	5,378
2024-06-17	$2.15	$2.00	88.8%	25.5%	75.7%	24.2%	0.0%	80.6%	-3.6%	35.1K	-1.4M	-4.5K	0.00	81.90	N/A	N/A	4	0	18,286	5,578
2024-06-18	$2.04	$2.00	85.0%	24.4%	75.9%	21.1%	85.0%	56.1%	-6.3%	38.5K	-1.0M	-4.1K	0.07	76.61	N/A	N/A	14	1	18,290	5,500
2024-06-20	$2.04	$2.00	76.6%	22.0%	74.9%	14.4%	76.6%	24.1%	-25.8%	38.5K	-1.0M	-4.0K	0.00	70.03	N/A	N/A	43	0	18,303	5,501
2024-06-21	$2.08	$2.00	82.4%	23.6%	75.1%	19.1%	82.5%	107.0%	3.5%	14.9K	-1.3M	-3.9K	0.09	85.57	N/A	N/A	1,525	134	18,301	5,501
2024-06-24	$2.35	$2.00	51.5%	14.8%	81.9%	0.0%	52.6%	-42.2%	39.3%	15.6K	-1.1M	-4.2K	0.20	44.13	N/A	N/A	200	40	9,311	647
2024-06-25	$2.24	$2.00	82.5%	23.7%	84.6%	23.7%	0.0%	-84.6%	-1.2%	15.1K	-822.1K	-3.6K	0.00	71.68	N/A	N/A	0	121	9,218	687
2024-06-26	$2.17	$2.00	83.0%	23.8%	85.5%	24.0%	83.2%	26.6%	1.8%	14.0K	-828.2K	-3.7K	61.00	68.40	N/A	N/A	1	61	9,218	808
2024-06-27	$2.06	$2.00	72.3%	20.7%	88.0%	15.8%	0.0%	21.2%	10.3%	12.4K	-736.9K	-3.4K	0.00	74.66	N/A	N/A	0	0	9,219	869
2024-06-28	$2.08	$2.00	73.7%	21.1%	75.3%	16.9%	73.7%	22.1%	0.9%	12.0K	-758.7K	-3.7K	0.60	74.01	N/A	N/A	10	6	9,219	869