VNET Options History — July 2024

In July 2024, VNET traded between $1.88 and $2.40. ATM implied volatility averaged 82.5%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 12.5% (HV 20d: 69.9%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 4.03.

Notable Days

  • 2024-07-09: Highest Volume — 4,762 contracts
  • 2024-07-10: Largest IV spike — 34.4% change
  • 2024-07-15: Highest IV Rank — 34.4%
  • 2024-07-15: Largest Expected Move — 27.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.15$1.88$2.40$2.05$2.04
Max Pain$2.14$2.00$3.00$2.00$2.00
ATM IV82.5%63.6%96.5%79.8%73.0%
Expected Move24.4%20.2%27.7%22.9%20.9%
HV 20d69.9%56.7%79.2%73.3%64.3%
HV 60d72.4%65.5%74.9%73.1%67.6%
IV Rank23.6%9.2%34.4%21.6%16.4%
IV Percentile27.1%1.6%58.3%15.1%5.6%
Term Structure-2.4%-15.2%16.2%2.7%15.1%
VWIV84.9%73.0%96.9%81.2%73.0%
Skew 25d49.9%-25.7%184.3%11.2%24.5%
Skew 10d118.9%-1.2%265.8%35.1%50.0%
Call IV 25d74.1%51.7%114.8%86.4%76.4%
Put IV 25d124.0%61.8%275.7%97.6%100.9%
Bid-Ask Spread %78.5559.1290.2774.6477.21
Gamma HHI0.610.470.740.470.55
Net GEX20.0K12.2K27.4K12.2K20.8K
Net DEX-877.3K-1.4M-439.0K-723.0K-689.8K
Net VEX-4.0K-5.8K-2.7K-3.4K-3.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.030.0025.0012.580.01
Total Volume403.81804,762163876
Total OI14,196.86410,04415,97110,09315,971

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$2.05$2.0079.8%22.9%73.3%21.6%0.0%11.2%2.7%12.2K-723.0K-3.4K12.5874.64N/AN/A121519,224869
2024-07-02$2.17$2.0080.5%23.1%70.0%22.1%81.2%-25.7%-2.0%13.8K-774.7K-3.6K0.0188.73N/AN/A9019,2321,021
2024-07-03$2.27$2.0070.4%20.2%71.4%14.4%0.0%-18.6%-8.7%15.0K-906.7K-3.8K0.5874.58N/AN/A43259,1421,021
2024-07-05$2.23$3.0066.4%22.7%70.8%11.4%0.0%46.7%-0.2%14.2K-882.6K-3.7K0.0090.27N/AN/A02009,1531,046
2024-07-08$2.29$3.0063.9%24.5%71.5%9.5%0.0%48.7%-9.7%14.9K-911.6K-3.7K0.0179.63N/AN/A1,06079,153891
2024-07-09$2.40$3.0063.6%24.9%73.2%9.2%87.5%-0.4%-1.1%17.7K-1.2M-4.3K0.0159.12N/AN/A4,7382410,144897
2024-07-10$2.23$2.0085.4%24.5%76.4%25.9%85.4%51.6%-8.2%24.2K-1.3M-5.8K0.0962.04N/AN/A45414,679919
2024-07-11$2.29$2.0086.3%24.8%77.0%26.6%80.5%41.8%-3.1%26.2K-1.4M-5.8K4.8864.02N/AN/A4120014,702923
2024-07-12$2.31$2.0087.7%25.1%77.0%27.6%87.4%34.7%-3.9%27.4K-1.3M-5.4K0.0070.74N/AN/A26014,5831,088
2024-07-15$2.17$2.0096.5%27.7%79.2%34.4%96.9%14.1%-7.3%23.4K-1.0M-4.7K0.0082.23N/AN/A20014,5791,088
2024-07-16$2.24$2.0080.9%23.2%78.1%22.4%0.0%32.9%3.4%26.8K-971.3K-4.5K0.0086.83N/AN/A3014,5621,087
2024-07-17$2.19$2.0091.3%26.2%76.8%30.4%0.0%58.3%-5.7%24.8K-947.6K-4.4K0.0089.07N/AN/A02014,5621,087
2024-07-18$2.13$2.0093.6%26.8%75.0%32.1%93.6%83.4%-15.2%21.7K-819.7K-4.0K25.0082.41N/AN/A25014,5621,081
2024-07-19$2.13$2.0090.9%26.0%75.0%30.0%0.0%88.7%-9.9%22.6K-781.8K-4.0K0.0785.44N/AN/A1401014,5621,128
2024-07-22$2.17$2.0092.2%26.4%74.9%31.1%0.0%73.9%-5.3%24.8K-836.9K-4.0K0.0080.39N/AN/A0014,439905
2024-07-23$2.09$2.0093.8%26.9%61.2%32.3%0.0%20.5%-4.2%21.5K-793.3K-3.8K7.4769.81N/AN/A1511214,439905
2024-07-24$2.02$2.0086.4%24.8%60.1%26.6%0.0%28.7%0.5%19.8K-739.2K-3.8K0.0085.23N/AN/A015414,4541,017
2024-07-25$2.01$2.0075.6%21.7%59.3%18.4%76.3%120.7%16.2%18.6K-687.7K-3.5K1.6579.70N/AN/A21535414,4541,130
2024-07-26$1.98$2.0078.8%22.6%56.7%20.8%78.7%24.7%3.8%17.4K-573.6K-3.2K17.5072.54N/AN/A1017514,4721,277
2024-07-29$2.00$2.0085.0%24.4%56.7%25.6%85.0%152.4%-1.7%18.4K-603.7K-3.4K0.0087.30N/AN/A25014,4791,450
2024-07-30$1.88$2.0092.5%26.5%60.5%31.3%92.7%184.3%-9.1%13.5K-439.0K-2.7K2.6086.23N/AN/A102614,5041,450
2024-07-31$2.04$2.0073.0%20.9%64.3%16.4%73.0%24.5%15.1%20.8K-689.8K-3.5K0.0177.21N/AN/A8661014,5061,465