VNET Options History — September 2024

In September 2024, VNET traded between $2.69 and $4.08. ATM implied volatility averaged 83.3%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 23.8%. IV traded below realized volatility by 4.2% (HV 20d: 87.5%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.33.

Notable Days

  • 2024-09-30: Highest Volume — 11,620 contracts
  • 2024-09-26: Largest IV spike — 17.2% change
  • 2024-09-30: Highest IV Rank — 32.3%
  • 2024-09-30: Largest Expected Move — 26.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.16$2.69$4.08$2.73$4.08
Max Pain$2.30$2.00$3.00$2.00$3.00
ATM IV83.3%70.9%93.8%86.0%93.8%
Expected Move23.8%20.3%26.9%24.6%26.9%
HV 20d87.5%77.9%93.1%93.1%77.9%
HV 60d81.0%79.7%83.8%80.0%82.7%
IV Rank24.3%14.8%32.3%26.3%32.3%
IV Percentile25.8%3.6%57.1%32.9%57.1%
Term Structure-2.1%-14.5%27.7%6.3%-1.0%
VWIV81.0%53.5%103.4%80.7%103.4%
Skew 25d1.0%-27.9%51.5%16.2%-27.9%
Skew 10d5.2%-44.7%92.0%-20.8%-24.5%
Call IV 25d76.7%42.8%106.5%80.7%106.5%
Put IV 25d77.7%54.9%117.4%96.9%78.6%
Bid-Ask Spread %52.3931.8076.9559.9250.58
Gamma HHI0.690.450.970.570.54
Net GEX104.3K28.2K218.0K108.2K61.6K
Net DEX-4.8M-8.7M-2.4M-3.6M-5.9M
Net VEX-7.5K-18.8K-4.2K-6.4K-18.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.006.120.006.12
Total Volume2,690.12911,6202,14311,620
Total OI26,221.159,79835,81527,44923,588

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$2.73$2.0086.0%24.6%93.1%26.3%80.7%16.2%6.3%108.2K-3.6M-6.4K0.0059.92N/AN/A2,141225,7401,709
2024-09-04$2.76$2.0090.3%25.9%93.0%29.6%90.4%11.0%-14.5%114.7K-3.9M-6.9K0.0167.93N/AN/A75126,9201,708
2024-09-05$2.83$2.0085.1%23.0%91.6%25.6%62.4%1.2%-6.9%123.2K-4.3M-6.8K0.0038.43N/AN/A939026,9451,708
2024-09-06$2.79$2.0080.0%25.1%92.5%21.7%53.5%3.5%-9.0%129.3K-4.1M-6.9K0.0038.65N/AN/A8,072727,5011,708
2024-09-09$2.79$2.0080.6%24.0%86.7%22.2%96.4%-23.9%-1.4%148.9K-4.5M-8.5K0.0252.06N/AN/A56131,4471,712
2024-09-10$3.08$2.0092.2%23.7%82.5%31.1%83.2%-8.6%-10.3%145.6K-6.6M-8.7K0.0048.67N/AN/A6,5931531,4591,713
2024-09-11$2.99$2.0079.1%22.7%81.1%21.1%78.9%-10.9%0.4%189.1K-6.5M-8.9K0.0038.52N/AN/A29034,0971,718
2024-09-12$2.85$2.0087.7%25.1%82.6%27.6%86.9%-21.3%-11.1%146.3K-4.8M-8.0K0.0038.17N/AN/A3,183130,0831,718
2024-09-13$2.83$2.0085.2%24.4%83.4%25.7%99.4%-21.0%3.4%139.6K-4.8M-7.7K0.0262.10N/AN/A249429,8471,715
2024-09-16$2.69$2.0081.5%23.4%87.4%22.9%81.6%-1.6%-12.4%142.4K-3.6M-6.3K0.0460.23N/AN/A4971830,0451,719
2024-09-17$2.98$2.0083.0%23.8%92.1%24.0%80.3%18.4%-6.4%161.0K-5.7M-7.1K0.0060.61N/AN/A229130,4071,719
2024-09-18$3.00$2.0076.9%22.1%89.9%19.4%76.9%31.2%-1.7%218.0K-5.9M-6.7K0.0073.61N/AN/A156030,4181,719
2024-09-19$3.21$2.0086.3%24.7%90.3%26.5%80.9%36.0%27.7%39.4K-8.3M-5.9K0.0564.61N/AN/A7093230,5031,719
2024-09-20$3.33$2.0080.8%23.2%90.4%22.4%57.7%51.5%-10.3%40.5K-8.7M-6.0K0.2976.95N/AN/A43412530,5131,747
2024-09-23$3.50$3.0080.9%23.2%89.4%22.4%85.4%5.5%1.3%38.9K-3.1M-5.8K0.0248.20N/AN/A4,0247412,142347
2024-09-24$3.70$3.0074.4%21.3%89.4%17.5%72.9%-13.6%4.5%33.5K-2.9M-4.3K0.0036.38N/AN/A231110,204416
2024-09-25$3.48$3.0070.9%20.3%92.8%14.8%79.7%-19.7%-0.1%31.0K-2.4M-4.2K0.0045.27N/AN/A9609,381417
2024-09-26$3.59$3.0083.1%23.8%80.5%24.1%81.5%-13.9%1.9%28.2K-2.5M-4.2K0.0055.09N/AN/A8,399409,427417
2024-09-27$3.95$3.0088.8%25.4%84.4%28.4%87.3%8.4%-2.0%46.6K-4.5M-12.8K0.0131.80N/AN/A5,6688017,683444
2024-09-30$4.08$3.0093.8%26.9%77.9%32.3%103.4%-27.9%-1.0%61.6K-5.9M-18.8K6.1250.58N/AN/A1,6319,98923,079509