VNET Options History — December 2024

In December 2024, VNET traded between $3.54 and $5.04. ATM implied volatility averaged 76.7%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded below realized volatility by 17.9% (HV 20d: 94.6%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.20.

Notable Days

  • 2024-12-30: Highest Volume — 4,073 contracts
  • 2024-12-03: Largest IV drop — 11.5% change
  • 2024-12-02: Highest IV Rank — 47.5%
  • 2024-12-02: Largest Expected Move — 24.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.06$3.54$5.04$4.22$4.75
Max Pain$3.86$3.00$4.00$3.00$4.00
ATM IV76.7%67.5%86.6%86.6%73.8%
Expected Move21.8%19.4%24.8%24.8%21.1%
HV 20d94.6%71.5%115.3%114.5%98.5%
HV 60d102.7%99.6%107.1%104.4%107.1%
IV Rank35.1%23.7%47.5%47.5%31.5%
IV Percentile15.4%4.8%39.3%39.3%11.1%
Term Structure-2.1%-24.8%4.5%-9.5%3.7%
VWIV75.3%51.7%97.8%85.1%76.7%
Skew 25d-4.1%-33.1%17.6%1.5%-5.1%
Skew 10d10.5%-40.7%109.2%-27.5%36.0%
Call IV 25d79.0%58.0%88.1%82.0%87.4%
Put IV 25d74.9%50.1%97.0%83.5%82.3%
Bid-Ask Spread %50.7216.1982.5276.8347.69
Gamma HHI0.490.360.610.390.61
Net GEX52.0K33.8K87.8K43.7K84.0K
Net DEX-3.2M-4.5M-1.1M-3.9M-3.5M
Net VEX-10.9K-14.5K-7.8K-12.1K-13.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.001.790.011.79
Total Volume722114,0731,357854
Total OI25,516.8115,84329,66527,10517,516

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$4.22$3.0086.6%24.8%114.5%47.5%85.1%1.5%-9.5%43.7K-3.9M-12.1K0.0176.83N/AN/A1,3411618,0329,073
2024-12-03$4.29$3.0076.6%22.0%114.0%35.1%81.2%-6.2%-3.9%55.3K-4.3M-12.8K0.2882.52N/AN/A2166119,0949,089
2024-12-04$3.96$3.0078.9%22.6%115.3%37.9%76.6%17.6%-4.5%41.4K-3.4M-11.8K0.0879.85N/AN/A2922219,1459,140
2024-12-05$4.03$4.0084.5%22.2%108.8%44.8%0.0%2.8%-0.7%44.6K-3.6M-11.7K0.0051.83N/AN/A92019,3619,150
2024-12-06$4.13$4.0076.4%22.0%96.3%34.7%71.8%2.4%-0.7%52.7K-3.9M-12.0K0.2748.64N/AN/A2617019,4479,150
2024-12-09$4.28$4.0082.6%23.1%90.9%42.6%82.7%-14.4%-7.6%58.0K-4.3M-12.2K0.0051.96N/AN/A1,207019,5009,180
2024-12-10$4.09$4.0082.8%22.0%93.0%42.8%51.7%-13.2%2.7%52.9K-4.0M-11.8K0.0852.50N/AN/A5925019,8389,180
2024-12-11$4.04$4.0073.6%21.1%92.7%31.3%72.3%4.2%3.2%53.8K-3.8M-11.2K0.0116.19N/AN/A925920,3009,217
2024-12-12$4.10$4.0075.9%21.8%92.5%34.2%75.1%-12.3%-1.1%56.8K-3.9M-11.7K0.0233.48N/AN/A44120,1309,225
2024-12-13$4.03$4.0075.7%21.7%92.8%33.9%76.6%2.7%-1.1%56.4K-3.7M-11.1K0.3534.84N/AN/A602120,1429,501
2024-12-16$3.88$4.0074.8%21.4%94.2%32.8%74.8%-0.6%0.1%51.4K-3.3M-10.0K0.2542.00N/AN/A1042620,1649,501
2024-12-17$3.96$4.0075.7%21.7%94.3%33.9%75.8%-16.2%-0.6%56.6K-3.5M-10.6K0.2356.65N/AN/A1282920,1169,476
2024-12-18$3.54$4.0075.1%21.5%101.5%33.2%76.8%-7.3%0.1%33.8K-2.6M-8.3K0.1073.63N/AN/A1221220,1359,464
2024-12-19$3.58$4.0079.6%22.8%101.4%38.8%86.6%-12.0%-24.8%35.6K-2.6M-8.2K0.2234.61N/AN/A9220,1519,473
2024-12-20$3.58$4.0074.1%21.2%86.6%31.9%97.8%-33.1%-0.2%35.1K-2.6M-8.0K0.0738.90N/AN/A2241520,1609,474
2024-12-23$3.67$4.0073.0%20.9%72.4%30.6%57.6%-14.0%-0.7%37.3K-1.1M-7.9K0.0554.81N/AN/A1,0135014,847996
2024-12-24$3.71$4.0073.8%21.2%71.5%31.5%65.1%-8.3%-4.7%38.8K-1.2M-7.8K0.0066.13N/AN/A218014,8681,016
2024-12-26$4.13$4.0067.5%19.4%80.6%23.7%71.0%-5.0%4.5%54.0K-2.0M-10.2K0.2217.40N/AN/A1,94942715,0281,016
2024-12-27$4.22$4.0073.1%20.9%76.4%30.6%72.9%16.1%2.0%62.6K-2.3M-11.5K0.0371.66N/AN/A6101716,2051,362
2024-12-30$5.04$4.0076.0%21.8%98.2%34.2%78.6%13.2%0.7%87.8K-4.5M-14.5K0.0733.04N/AN/A3,80127216,6311,360
2024-12-31$4.75$4.0073.8%21.1%98.5%31.5%76.7%-5.1%3.7%84.0K-3.5M-13.1K1.7947.69N/AN/A30654815,9731,543