VNET Options History — November 2024 In November 2024, VNET traded between $3.29 and $4.31. ATM implied volatility averaged 82.8%, placing in the 35.9% IV rank vs the trailing year. The 30-day expected move averaged 24.1%. IV traded below realized volatility by 26.7% (HV 20d: 109.4%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.36.
Notable Days 2024-11-21 : Highest Volume — 2,430 contracts2024-11-07 : Largest IV spike — 58.6% change2024-11-20 : Highest IV Rank — 60.3%2024-11-20 : Largest Expected Move — 27.8%Monthly Statistics Metric Avg Min Max Open Close Price $3.62 $3.29 $4.31 $3.40 $3.92 Max Pain $3.00 $3.00 $3.00 $3.00 $3.00 ATM IV 82.8% 63.9% 104.6% 87.4% 72.1% Expected Move 24.1% 19.9% 27.8% 25.1% 20.7% HV 20d 109.4% 94.0% 133.6% 109.9% 112.3% HV 60d 101.0% 94.9% 104.5% 97.8% 103.6% IV Rank 35.9% 11.5% 60.3% 29.1% 29.5% IV Percentile 30.3% 2.4% 74.6% 37.7% 7.5% Term Structure -6.2% -24.0% 6.9% 0.1% 3.6% VWIV 83.4% 56.9% 99.9% 91.5% 70.6% Skew 25d 5.7% -26.9% 24.8% -16.9% 0.8% Skew 10d 36.4% -45.7% 203.6% 203.6% 0.3% Call IV 25d 76.3% 51.3% 105.7% 105.7% 59.0% Put IV 25d 82.0% 52.6% 101.4% 88.7% 59.8% Bid-Ask Spread % 69.29 51.03 86.76 56.00 79.74 Gamma HHI 0.33 0.31 0.36 0.34 0.35 Net GEX 16.2K 7.8K 42.4K 10.1K 32.5K Net DEX -2.1M -4.1M -1.2M -1.5M -3.1M Net VEX -12.6K -14.3K -10.6K -13.7K -11.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.00 4.33 0.00 0.00 Total Volume 401.95 1 2,430 1 1,343 Total OI 26,421.25 25,732 26,981 26,302 26,287
Daily Data (20 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 2024-11-01 $3.40 $3.00 87.4% 25.1% 109.9% 29.1% 0.0% -16.9% 0.1% 10.1K -1.5M -13.7K 0.00 56.00 N/A N/A 1 0 17,573 8,729 2024-11-04 $3.34 $3.00 63.9% 24.7% 109.8% 11.5% 91.5% -10.2% -6.5% 8.1K -1.4M -13.2K 0.00 60.51 N/A N/A 119 0 17,574 8,729 2024-11-05 $3.63 $3.00 91.6% 24.4% 113.9% 32.1% 85.2% 23.0% -6.8% 15.8K -2.0M -13.9K 0.40 61.85 N/A N/A 5 2 17,682 8,729 2024-11-06 $3.29 $3.00 66.0% 25.1% 118.3% 13.0% 88.8% 10.0% -7.7% 7.8K -1.2M -12.7K 4.33 63.94 N/A N/A 126 546 17,680 8,727 2024-11-07 $3.81 $3.00 104.6% 25.4% 130.3% 41.9% 56.9% 8.2% -12.2% 19.9K -2.5M -14.3K 0.03 79.14 N/A N/A 132 4 17,560 9,041 2024-11-08 $3.50 $3.00 78.6% 26.4% 133.6% 31.1% 91.1% 21.0% -12.7% 10.9K -1.7M -13.4K 0.01 71.99 N/A N/A 541 8 17,594 9,039 2024-11-11 $3.56 $3.00 95.2% 25.8% 132.6% 48.2% 88.6% 24.8% -12.8% 12.0K -1.9M -13.5K 0.05 60.71 N/A N/A 412 20 17,726 9,044 2024-11-12 $3.49 $3.00 92.6% 24.9% 108.0% 45.5% 84.5% 14.6% -5.5% 11.7K -1.7M -12.9K 0.00 67.44 N/A N/A 86 0 17,921 9,059 2024-11-13 $3.45 $3.00 87.5% 25.1% 96.2% 40.3% 88.7% 14.0% -12.2% 10.3K -1.6M -12.9K 0.28 51.03 N/A N/A 57 16 17,903 9,059 2024-11-14 $3.42 $3.00 85.8% 24.6% 94.9% 38.5% 85.9% 9.6% -0.5% 9.5K -1.6M -12.7K 0.52 70.84 N/A N/A 25 13 17,915 9,064 2024-11-15 $3.45 $3.00 84.5% 24.2% 94.9% 37.2% 89.2% 6.7% -6.2% 8.7K -1.7M -12.5K 0.69 72.77 N/A N/A 161 111 17,919 9,062 2024-11-18 $3.51 $3.00 88.5% 25.4% 95.0% 49.9% 99.0% 12.9% -7.2% 9.7K -1.9M -12.3K 0.16 72.19 N/A N/A 225 35 16,812 8,920 2024-11-19 $3.69 $3.00 88.0% 25.2% 96.1% 49.2% 99.9% 10.0% -8.8% 17.5K -2.1M -13.0K 0.51 63.56 N/A N/A 164 84 16,828 8,943 2024-11-20 $3.75 $3.00 96.8% 27.8% 94.0% 60.3% 95.3% -10.9% -15.6% 17.9K -2.5M -13.1K 0.02 61.33 N/A N/A 450 9 16,872 9,027 2024-11-21 $4.31 $3.00 77.5% 22.2% 99.1% 36.1% 80.8% -0.4% -24.0% 42.4K -4.1M -13.1K 0.02 67.93 N/A N/A 2,375 55 17,279 9,030 2024-11-22 $3.75 $3.00 75.9% 21.8% 112.8% 34.2% 72.3% 22.2% -1.9% 20.2K -2.5M -11.8K 0.13 76.82 N/A N/A 396 51 17,114 9,043 2024-11-25 $3.63 $3.00 73.5% 21.1% 111.4% 31.2% 71.3% 15.8% 6.9% 15.7K -2.3M -11.0K 0.01 82.31 N/A N/A 135 2 17,272 9,079 2024-11-26 $3.59 $3.00 69.5% 19.9% 110.9% 26.1% 69.2% -14.6% 4.1% 13.5K -2.2M -10.6K 0.00 86.76 N/A N/A 19 0 17,218 9,079 2024-11-27 $3.88 $3.00 75.4% 21.6% 114.1% 33.6% 75.6% -26.9% 2.5% 28.9K -2.9M -11.0K 0.01 78.99 N/A N/A 309 2 17,222 9,071 2024-11-29 $3.92 $3.00 72.1% 20.7% 112.3% 29.5% 70.6% 0.8% 3.6% 32.5K -3.1M -11.2K 0.00 79.74 N/A N/A 1,342 1 17,215 9,072
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