VNET Options History — August 2024

In August 2024, VNET traded between $1.73 and $2.75. ATM implied volatility averaged 90.5%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded above realized volatility by 12.6% (HV 20d: 77.9%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.04.

Notable Days

  • 2024-08-23: Highest Volume — 9,638 contracts
  • 2024-08-09: Largest IV spike — 39.4% change
  • 2024-08-26: Highest IV Rank — 58.9%
  • 2024-08-26: Largest Expected Move — 36.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.96$1.73$2.75$1.98$2.75
Max Pain$2.00$2.00$2.00$2.00$2.00
ATM IV90.5%61.3%128.7%85.4%92.0%
Expected Move27.0%22.0%36.9%24.5%26.4%
HV 20d77.9%61.2%97.8%62.4%97.8%
HV 60d73.9%67.9%80.0%67.9%80.0%
IV Rank29.8%7.4%58.9%25.9%30.9%
IV Percentile42.4%1.2%96.8%29.0%49.6%
Term Structure-4.7%-38.8%44.8%0.0%-17.1%
VWIV100.1%76.8%137.1%94.9%86.4%
Skew 25d19.7%-54.3%214.5%28.9%23.9%
Skew 10d46.5%-38.7%297.5%46.5%25.9%
Call IV 25d84.3%63.9%142.5%86.5%63.9%
Put IV 25d104.0%64.8%303.9%115.3%87.7%
Bid-Ask Spread %62.9015.3490.2669.7132.68
Gamma HHI0.450.360.580.540.54
Net GEX24.8K7.3K98.2K19.6K98.2K
Net DEX-846.3K-3.6M-243.6K-651.1K-3.6M
Net VEX-3.3K-6.6K-1.8K-3.5K-6.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.040.000.210.000.04
Total Volume893.13609,63803,342
Total OI18,929.13616,52926,39416,81426,394

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$1.98$2.0085.4%24.5%62.4%25.9%0.0%28.9%0.0%19.6K-651.1K-3.5K0.0069.71N/AN/A0015,3401,474
2024-08-02$1.87$2.0083.7%24.0%64.8%24.5%0.0%214.5%4.9%16.3K-525.7K-3.3K0.0090.26N/AN/A0215,3401,466
2024-08-05$1.75$2.0073.9%24.2%66.4%17.1%0.0%32.6%44.8%9.0K-272.7K-2.1K0.0084.40N/AN/A0315,3401,466
2024-08-06$1.81$2.0087.5%25.8%65.0%27.5%94.9%30.3%-0.2%12.9K-403.5K-2.7K0.0059.07N/AN/A03015,3401,465
2024-08-07$1.77$2.0061.3%26.1%61.2%7.4%0.0%18.2%-18.9%12.4K-333.3K-2.4K0.0078.02N/AN/A44015,3401,495
2024-08-08$1.83$2.0071.4%29.4%61.8%15.2%100.6%31.2%-24.8%15.3K-524.1K-3.1K0.0075.21N/AN/A01915,3861,498
2024-08-09$2.04$2.0099.5%26.5%74.9%36.7%0.0%19.2%2.7%19.8K-653.2K-3.3K0.0067.94N/AN/A1015,3861,508
2024-08-12$1.87$2.0087.0%26.5%77.8%27.1%0.0%42.8%-5.8%14.6K-438.9K-2.6K0.0067.07N/AN/A0015,3871,508
2024-08-13$1.79$2.0089.4%27.8%77.4%28.9%0.0%13.5%-5.8%11.3K-355.6K-2.4K0.0064.05N/AN/A0015,3871,508
2024-08-14$1.73$2.0080.3%23.0%77.7%22.0%0.0%19.3%33.1%7.3K-243.6K-1.8K0.0080.26N/AN/A0015,3871,508
2024-08-15$1.77$2.0093.0%26.7%78.4%31.6%94.4%8.3%-38.8%9.3K-289.3K-2.1K0.0366.28N/AN/A38115,3871,508
2024-08-16$1.79$2.0089.8%25.7%78.7%29.2%0.0%14.9%17.7%9.3K-303.4K-2.0K0.0076.88N/AN/A03015,4071,449
2024-08-19$1.85$2.0091.0%26.1%79.5%30.1%88.8%34.5%-3.5%12.2K-382.7K-2.2K0.0073.46N/AN/A44015,0891,440
2024-08-20$1.79$2.0090.6%26.0%79.3%29.9%90.7%25.0%-12.4%10.1K-334.1K-2.0K0.0074.25N/AN/A2015,1081,440
2024-08-21$1.90$2.0076.8%22.0%82.1%19.3%76.8%0.3%2.0%9.7K-338.7K-1.8K0.0173.76N/AN/A467415,1071,440
2024-08-22$1.94$2.0090.1%25.8%82.5%29.4%90.1%-0.5%-9.5%15.5K-470.2K-2.3K0.0065.02N/AN/A1015,5711,472
2024-08-23$2.08$2.00115.7%33.2%86.1%49.0%131.5%-41.1%-21.3%23.4K-962.2K-3.5K0.0129.96N/AN/A9,49614215,5711,472
2024-08-26$2.08$2.00128.7%36.9%86.1%58.9%137.1%0.6%-31.2%39.6K-1.5M-5.3K0.0633.72N/AN/A4192624,1031,544
2024-08-27$2.02$2.00115.9%33.2%83.6%49.2%126.9%-54.3%-3.5%37.7K-1.4M-5.1K0.2141.31N/AN/A4479624,3971,547
2024-08-28$2.35$2.00100.4%28.8%95.1%37.3%101.5%-13.7%-15.4%62.6K-2.1M-5.7K0.0815.34N/AN/A1,45311224,7101,610
2024-08-29$2.46$2.0087.4%25.1%95.0%27.4%81.6%-15.7%-0.5%78.7K-2.5M-5.9K0.0265.09N/AN/A3,3547624,5641,582
2024-08-30$2.75$2.0092.0%26.4%97.8%30.9%86.4%23.9%-17.1%98.2K-3.6M-6.6K0.0432.68N/AN/A3,21113124,7911,603