VNET Options History — October 2024 In October 2024, VNET traded between $3.24 and $4.29. ATM implied volatility averaged 83.7%, placing in the 24.8% IV rank vs the trailing year. The 30-day expected move averaged 23.8%. IV traded below realized volatility by 16.8% (HV 20d: 100.5%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.18.
Notable Days 2024-10-01 : Highest Volume — 8,788 contracts2024-10-31 : Largest IV spike — 40.9% change2024-10-07 : Highest IV Rank — 41.5%2024-10-07 : Largest Expected Move — 28.5%Monthly Statistics Metric Avg Min Max Open Close Price $3.72 $3.24 $4.29 $4.17 $3.30 Max Pain $3.00 $3.00 $3.00 $3.00 $3.00 ATM IV 83.7% 48.5% 105.9% 94.0% 68.4% Expected Move 23.8% 13.9% 28.5% 27.0% 19.6% HV 20d 100.5% 77.2% 118.5% 77.2% 112.2% HV 60d 91.3% 82.4% 99.0% 82.7% 97.8% IV Rank 24.8% 0.0% 41.5% 32.5% 14.8% IV Percentile 32.0% 0.0% 74.6% 57.5% 4.0% Term Structure 0.3% -10.6% 45.1% 0.0% -0.0% VWIV 85.6% 46.6% 105.2% 88.3% 46.6% Skew 25d -6.0% -54.7% 27.6% 27.6% -54.7% Skew 10d 50.3% -10.9% 153.3% 12.2% 59.9% Call IV 25d 86.5% 54.5% 109.0% 60.1% 109.0% Put IV 25d 80.4% 51.4% 119.7% 87.7% 54.4% Bid-Ask Spread % 59.61 38.46 78.79 49.57 57.57 Gamma HHI 0.44 0.33 0.77 0.77 0.34 Net GEX 32.1K 7.0K 62.4K 43.3K 7.0K Net DEX -3.7M -6.5M -1.2M -5.7M -1.2M Net VEX -19.4K -27.4K -13.0K -22.7K -13.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.18 0.00 1.03 0.00 0.34 Total Volume 1,366.696 11 8,788 8,788 79 Total OI 31,817.609 26,217 36,079 32,000 26,275
Daily Data (23 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 2024-10-01 $4.17 $3.00 94.0% 27.0% 77.2% 32.5% 88.3% 27.6% 0.0% 43.3K -5.7M -22.7K 0.00 49.57 N/A N/A 8,787 1 23,554 8,446 2024-10-02 $4.29 $3.00 96.0% 27.5% 77.2% 34.0% 102.8% 12.4% -2.9% 62.4K -6.5M -27.4K 0.00 52.03 N/A N/A 4,013 1 27,521 8,445 2024-10-03 $3.98 $3.00 93.0% 26.4% 84.5% 31.7% 95.4% 3.9% -1.0% 42.0K -5.0M -22.0K 0.12 61.70 N/A N/A 282 35 23,898 8,445 2024-10-04 $4.24 $3.00 93.4% 26.7% 85.1% 32.0% 102.3% -4.3% -3.2% 39.8K -5.9M -22.9K 0.12 53.23 N/A N/A 842 103 23,879 8,480 2024-10-07 $4.12 $3.00 105.9% 28.5% 86.7% 41.5% 105.2% -5.5% -10.6% 46.1K -5.4M -22.4K 0.00 55.75 N/A N/A 2,080 0 24,408 8,583 2024-10-08 $3.95 $3.00 95.0% 25.3% 84.0% 33.2% 90.5% -6.2% -1.2% 40.3K -4.6M -20.3K 0.72 55.99 N/A N/A 141 102 23,344 8,583 2024-10-09 $4.03 $3.00 88.5% 25.4% 82.5% 28.2% 89.0% -0.6% -6.3% 34.8K -4.9M -19.8K 0.01 56.80 N/A N/A 2,216 25 23,340 8,682 2024-10-10 $3.90 $3.00 86.0% 24.6% 81.1% 26.3% 89.0% -2.5% -3.3% 41.6K -4.7M -21.6K 0.00 56.37 N/A N/A 138 0 25,138 8,684 2024-10-11 $3.84 $3.00 87.1% 25.0% 81.5% 27.2% 79.1% -2.2% -0.4% 40.6K -4.6M -21.2K 0.00 53.87 N/A N/A 251 1 25,130 8,684 2024-10-14 $4.01 $3.00 84.9% 24.3% 78.2% 25.5% 58.1% -1.5% 0.9% 38.1K -5.2M -21.0K 0.00 38.46 N/A N/A 251 0 25,205 8,684 2024-10-15 $3.24 $3.00 85.4% 24.5% 108.4% 25.8% 87.3% -8.5% -4.0% 48.3K -2.5M -17.9K 0.33 52.58 N/A N/A 827 274 25,290 8,684 2024-10-16 $3.71 $3.00 87.8% 25.2% 118.0% 27.7% 81.0% -5.3% -4.4% 30.7K -4.1M -19.8K 0.04 66.86 N/A N/A 1,228 51 25,431 8,742 2024-10-17 $3.54 $3.00 90.6% 26.0% 117.7% 29.9% 0.0% 5.2% -5.9% 27.9K -3.8M -19.8K 0.00 67.88 N/A N/A 526 0 26,533 8,744 2024-10-18 $3.56 $3.00 83.0% 23.8% 117.1% 24.0% 0.0% -17.2% 1.3% 31.6K -3.9M -20.6K 0.00 63.18 N/A N/A 11 0 27,335 8,744 2024-10-21 $3.50 $3.00 65.2% 18.7% 116.0% 10.5% 79.9% -24.1% -0.3% 28.4K -2.6M -19.8K 0.10 66.60 N/A N/A 94 9 23,445 8,559 2024-10-22 $3.42 $3.00 81.9% 23.5% 114.3% 23.2% 86.8% -5.1% 0.6% 27.3K -2.4M -19.1K 1.03 67.03 N/A N/A 65 67 23,500 8,550 2024-10-23 $3.63 $3.00 85.9% 24.6% 114.3% 26.2% 87.2% 16.1% -3.7% 32.2K -2.9M -19.7K 0.09 66.62 N/A N/A 75 7 23,532 8,608 2024-10-24 $3.31 $3.00 80.1% 23.0% 118.5% 21.8% 86.2% -12.6% 7.7% 23.2K -2.2M -18.7K 0.02 63.74 N/A N/A 5,508 103 23,507 8,608 2024-10-25 $3.37 $3.00 68.8% 19.7% 112.9% 13.2% 80.1% -29.2% -3.5% 12.8K -1.7M -14.6K 0.72 78.79 N/A N/A 25 18 18,390 8,683 2024-10-28 $3.59 $3.00 91.7% 26.3% 114.9% 30.7% 91.7% -23.4% -2.7% 17.7K -2.2M -14.8K 0.00 66.74 N/A N/A 1,578 0 18,375 8,701 2024-10-29 $3.48 $3.00 64.1% 18.4% 114.7% 9.6% 0.0% 0.5% 4.5% 10.8K -1.7M -14.0K 0.00 67.02 N/A N/A 1,524 3 17,516 8,701 2024-10-30 $3.46 $3.00 48.5% 13.9% 113.9% 0.0% 46.6% -1.8% 45.1% 10.4K -1.6M -13.8K 0.37 52.60 N/A N/A 68 25 17,515 8,704 2024-10-31 $3.30 $3.00 68.4% 19.6% 112.2% 14.8% 0.0% -54.7% -0.0% 7.0K -1.2M -13.0K 0.34 57.57 N/A N/A 59 20 17,546 8,729
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