VNET Options History — January 2025

In January 2025, VNET traded between $4.99 and $7.50. ATM implied volatility averaged 80.8%, placing in the 40.2% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded below realized volatility by 14.1% (HV 20d: 94.9%). Max pain ranged from $4.00 to $7.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.71.

Notable Days

  • 2025-01-29: Highest Volume — 19,633 contracts
  • 2025-01-13: Largest IV spike — 39.7% change
  • 2025-01-13: Highest IV Rank — 55.1%
  • 2025-01-29: Largest Expected Move — 26.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.07$4.99$7.50$4.99$7.06
Max Pain$5.20$4.00$7.00$4.00$7.00
ATM IV80.8%66.3%92.7%74.3%91.3%
Expected Move22.6%20.6%26.4%21.3%26.2%
HV 20d94.9%75.0%103.0%99.7%75.0%
HV 60d99.7%95.3%107.9%107.3%96.1%
IV Rank40.2%22.2%55.1%32.2%53.4%
IV Percentile31.9%4.4%63.9%13.1%61.5%
Term Structure0.6%-5.9%7.7%1.8%-0.2%
VWIV79.6%67.7%97.4%75.5%94.5%
Skew 25d-10.5%-26.1%20.2%-18.0%-10.8%
Skew 10d-19.7%-46.8%25.8%-16.0%-17.7%
Call IV 25d84.7%49.6%103.7%83.5%103.7%
Put IV 25d74.2%61.7%92.8%65.6%92.8%
Bid-Ask Spread %47.9540.6262.2747.4061.68
Gamma HHI0.400.260.600.600.26
Net GEX71.6K-14.7K161.5K89.2K126.3K
Net DEX-5.7M-11.3M-3.6M-4.2M-8.7M
Net VEX-14.8K-34.2K-8.8K-13.5K-33.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.004.660.790.36
Total Volume3,451.158219,6331,6841,313
Total OI23,292.7517,79748,22017,93548,135

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$4.99$4.0074.3%21.3%99.7%32.2%75.5%-18.0%1.8%89.2K-4.2M-13.5K0.7947.40N/AN/A94274215,9302,005
2025-01-03$5.00$4.0077.0%22.1%94.2%35.5%76.2%-24.4%-1.1%90.5K-4.0M-13.4K0.0247.72N/AN/A366715,9012,195
2025-01-06$5.16$4.0079.2%21.8%94.5%38.2%67.7%-10.9%-0.8%94.7K-4.6M-13.2K4.6647.47N/AN/A5692,65315,8082,195
2025-01-07$5.55$4.0083.1%22.4%96.8%43.1%78.7%-2.6%-1.5%85.7K-5.6M-13.9K0.0652.91N/AN/A2,91917615,7874,426
2025-01-08$5.75$4.0088.1%21.9%96.8%49.4%74.8%-6.7%1.7%79.5K-5.7M-12.8K0.7640.62N/AN/A88367514,8454,441
2025-01-10$5.50$5.0066.3%20.6%96.7%22.2%72.3%-16.0%7.7%80.8K-4.9M-13.0K0.1143.93N/AN/A5185914,7825,107
2025-01-13$5.09$5.0092.7%21.8%101.8%55.1%85.4%-8.6%3.8%83.4K-3.6M-12.7K0.0147.28N/AN/A364515,1005,137
2025-01-14$5.38$5.0085.1%21.9%103.0%45.6%83.7%-13.7%3.3%84.0K-4.5M-12.3K0.0045.90N/AN/A230114,8725,137
2025-01-15$5.53$5.0074.7%21.4%102.4%32.6%75.8%-8.0%2.4%72.3K-4.9M-12.1K0.0445.81N/AN/A112414,8785,137
2025-01-16$5.64$5.0073.6%21.1%100.4%31.2%74.8%-4.2%2.2%64.3K-5.3M-11.7K0.1443.51N/AN/A721014,8935,135
2025-01-17$5.62$5.0073.8%21.2%100.7%31.6%73.9%20.2%1.8%63.9K-5.1M-11.7K1.0252.64N/AN/A18218614,9405,145
2025-01-21$6.28$5.0075.3%21.6%93.5%33.4%78.5%-11.1%1.2%67.9K-5.9M-10.2K0.0144.08N/AN/A1,251912,8754,922
2025-01-22$6.33$5.0074.9%21.5%93.6%32.9%74.8%-6.5%-0.4%68.0K-6.0M-10.2K0.5646.35N/AN/A6,5923,70812,9644,921
2025-01-23$6.80$6.0078.6%22.5%94.2%37.5%71.4%-11.3%-1.7%5.2K-4.4M-8.8K4.0842.68N/AN/A4871,9879,3388,777
2025-01-24$7.01$6.0077.6%22.3%94.1%36.3%75.8%-14.6%1.5%-10.8K-4.7M-9.2K0.1749.90N/AN/A1,4252429,56310,729
2025-01-27$6.75$6.0079.2%22.7%97.2%38.2%78.9%-9.9%3.0%-14.7K-4.1M-11.1K0.9345.31N/AN/A70965910,23110,893
2025-01-28$7.09$6.0088.1%25.3%93.1%49.4%88.6%-10.6%-5.9%-4.0K-4.9M-11.2K0.0242.64N/AN/A16,95426510,45911,485
2025-01-29$7.50$6.0091.9%26.4%93.7%54.2%93.9%-15.7%-4.9%144.4K-10.8M-27.0K0.2748.91N/AN/A15,5084,12526,84111,706
2025-01-30$7.42$7.0090.3%25.9%76.2%52.1%97.4%-26.1%-1.0%161.5K-11.3M-34.2K0.0962.27N/AN/A1,94716732,88315,337
2025-01-31$7.06$7.0091.3%26.2%75.0%53.4%94.5%-10.8%-0.2%126.3K-8.7M-33.3K0.3661.68N/AN/A96335032,67315,462