VRM Options History — August 2023 In August 2023, VRM traded between $86.40 and $190.40. ATM implied volatility averaged 128.2%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 37.1%. IV traded below realized volatility by 36.8% (HV 20d: 165.0%). Max pain ranged from $120.00 to $160.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.57.
Notable Days 2023-08-09 : Highest Volume — 296 contracts2023-08-09 : Largest IV drop — 20.0% change2023-08-01 : Highest IV Rank — 48.6%2023-08-02 : Largest Expected Move — 55.3%Monthly Statistics Metric Avg Min Max Open Close Price $119.86 $86.40 $190.40 $190.40 $106.40 Max Pain $144.35 $120.00 $160.00 $160.00 $120.00 ATM IV 128.2% 109.7% 161.9% 161.9% 110.6% Expected Move 37.1% 30.8% 55.3% 55.0% 35.4% HV 20d 165.0% 148.9% 197.8% 173.7% 157.8% HV 60d 142.6% 123.6% 151.8% 128.8% 151.6% IV Rank 32.8% 23.7% 48.6% 48.6% 24.2% IV Percentile 46.1% 25.0% 81.3% 81.3% 25.8% Term Structure 3.7% -23.8% 86.2% -2.9% 0.2% VWIV 132.4% 98.7% 202.4% 202.4% 123.1% Skew 25d -9.4% -26.2% 30.7% -19.4% -2.9% Skew 10d -21.1% -49.9% 80.1% -38.3% -15.2% Call IV 25d 141.7% 111.4% 208.0% 208.0% 137.1% Put IV 25d 132.3% 108.5% 201.4% 188.6% 134.2% Bid-Ask Spread % 5.58 3.18 15.85 3.95 4.11 Gamma HHI 0.16 0.12 0.20 0.17 0.19 Net GEX 23.9K 7.2K 56.3K 56.3K 31.5K Net DEX -3.2M -10.5M -395.4K -10.5M -3.0M Net VEX -28.9K -44.3K -20.9K -44.3K -25.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.06 2.80 0.61 0.12 Total Volume 76.217 35 296 105 59 Total OI 1,665.522 1,417 1,901 1,584 1,486
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 2023-08-01 $190.40 $160.00 161.9% 55.0% 173.7% 48.6% 202.4% -19.4% -2.9% 56.3K -10.5M -44.3K 0.61 3.95 N/A N/A 65 40 1,172 412 2023-08-02 $180.80 $160.00 160.3% 55.3% 174.0% 47.8% 191.8% -17.7% -1.0% 46.2K -9.4M -43.7K 1.11 4.91 N/A N/A 31 35 1,201 438 2023-08-03 $180.00 $160.00 156.7% 43.1% 169.4% 46.0% 153.4% -16.9% -3.6% 42.6K -9.1M -42.7K 0.47 7.24 N/A N/A 88 41 1,200 459 2023-08-04 $164.00 $160.00 160.1% 43.2% 164.9% 47.7% 154.0% 30.7% -8.3% 32.8K -7.1M -40.2K 0.51 8.12 N/A N/A 48 24 1,213 475 2023-08-07 $158.40 $160.00 154.4% 42.7% 160.8% 44.8% 148.4% -10.0% -3.5% 28.5K -6.4M -38.3K 0.43 5.58 N/A N/A 81 35 1,211 488 2023-08-08 $160.00 $160.00 160.9% 44.3% 157.9% 48.1% 160.3% -22.5% -6.2% 29.1K -6.7M -39.1K 0.64 15.85 N/A N/A 61 39 1,240 514 2023-08-09 $110.40 $160.00 128.7% 36.1% 197.8% 31.9% 130.9% -14.9% -23.8% 7.2K -812.1K -26.8K 0.38 13.10 N/A N/A 214 82 1,281 539 2023-08-10 $112.00 $160.00 120.9% 37.3% 196.0% 29.7% 142.8% -26.2% 13.4% 15.0K -818.3K -27.6K 0.20 4.39 N/A N/A 105 21 1,352 540 2023-08-11 $113.60 $160.00 126.5% 36.3% 188.1% 32.7% 139.2% -23.3% -5.3% 16.0K -977.5K -28.4K 0.25 3.94 N/A N/A 62 16 1,356 545 2023-08-14 $113.60 $160.00 127.8% 36.0% 181.8% 33.4% 129.9% -3.2% 9.3% 15.8K -1.7M -28.7K 0.37 4.08 N/A N/A 34 13 1,342 529 2023-08-15 $110.40 $160.00 120.3% 34.4% 178.7% 29.4% 129.4% -3.9% 8.2% 16.0K -1.2M -27.2K 0.38 4.97 N/A N/A 30 11 1,347 533 2023-08-16 $101.60 $160.00 119.9% 34.4% 159.8% 29.2% 119.7% -9.5% -2.6% 17.5K -395.4K -24.9K 1.03 3.90 N/A N/A 31 32 1,361 534 2023-08-17 $95.20 $160.00 109.7% 31.1% 150.4% 23.7% 113.6% -22.7% 8.9% 15.4K -589.4K -23.3K 0.30 3.42 N/A N/A 28 9 1,373 508 2023-08-18 $98.40 $160.00 109.7% 31.1% 152.1% 23.7% 117.5% -15.3% 3.3% 17.1K -1.1M -24.8K 0.71 3.58 N/A N/A 23 16 1,389 471 2023-08-21 $95.20 $120.00 115.7% 32.6% 152.0% 26.9% 116.8% -7.0% 3.7% 18.5K -1.5M -23.7K 0.22 3.80 N/A N/A 29 6 1,120 381 2023-08-22 $86.40 $120.00 111.9% 32.2% 148.9% 24.9% 113.5% -19.1% 0.6% 16.2K -836.4K -20.9K 0.13 8.85 N/A N/A 43 6 1,140 385 2023-08-23 $95.20 $120.00 116.1% 33.3% 156.4% 27.1% 116.1% -1.0% 2.0% 20.1K -2.0M -22.8K 0.75 3.74 N/A N/A 36 26 1,162 310 2023-08-24 $88.00 $120.00 113.7% 31.8% 155.6% 25.8% 106.0% -1.3% 3.0% 15.9K -1.6M -20.9K 1.34 4.44 N/A N/A 17 23 1,166 329 2023-08-25 $90.40 $120.00 113.8% 32.4% 153.7% 25.9% 113.4% 2.7% -0.8% 17.1K -1.7M -21.4K 2.80 4.96 N/A N/A 17 47 1,167 315 2023-08-28 $98.40 $120.00 114.5% 32.1% 154.0% 26.3% 113.3% -5.8% 12.6% 21.5K -2.1M -22.6K 0.10 3.18 N/A N/A 39 4 1,125 292 2023-08-29 $100.00 $120.00 117.3% 30.8% 153.4% 27.7% 98.7% -6.6% -8.1% 23.4K -2.3M -22.9K 0.10 3.73 N/A N/A 33 3 1,149 293 2023-08-30 $108.00 $120.00 117.6% 32.3% 157.9% 27.9% 112.0% -0.4% 86.2% 29.6K -2.8M -24.8K 0.06 4.43 N/A N/A 47 3 1,171 293 2023-08-31 $106.40 $120.00 110.6% 35.4% 157.8% 24.2% 123.1% -2.9% 0.2% 31.5K -3.0M -25.4K 0.12 4.11 N/A N/A 53 6 1,194 292
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