VRM Options History — March 2024

Name: VRM Options Analytics - March 2024
Creator: Options Analysis Suite

In March 2024, VRM traded between $10.27 and $19.66. ATM implied volatility averaged 365.4%, placing in the 70.3% IV rank vs the trailing year. The 30-day expected move averaged 130.7%. IV traded above realized volatility by 118.4% (HV 20d: 247.1%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 20 of 20 trading days. Put/call ratio averaged 0.15.

Notable Days

2024-03-14: Highest Volume — 566 contracts
2024-03-12: Largest IV spike — 100.8% change
2024-03-12: Highest IV Rank — 100.0%
2024-03-12: Largest Expected Move — 142.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.73	$10.27	$19.66	$12.00	$13.22
Max Pain	$0.50	$0.50	$0.50	$0.50	$0.50
ATM IV	365.4%	245.4%	497.5%	444.4%	263.3%
Expected Move	130.7%	109.3%	142.6%	130.2%	142.1%
HV 20d	247.1%	190.2%	298.0%	196.0%	259.8%
HV 60d	203.6%	174.7%	225.4%	174.7%	224.0%
IV Rank	70.3%	41.9%	100.0%	90.1%	46.0%
IV Percentile	94.2%	90.1%	100.0%	96.8%	90.1%
VWIV	410.8%	410.8%	410.8%	410.8%	410.8%
Bid-Ask Spread %	126.78	102.25	179.18	136.50	116.59
Gamma HHI	0.60	0.55	0.65	0.58	0.63
Net GEX	737	23	1.8K	857	367
Net DEX	-51.7M	-82.9M	-39.4M	-52.0M	-50.4M
Net VEX	-327	-715	-58	-409	-173
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.15	0.00	1.27	0.00	0.00
Total Volume	89.75	0	566	323	131
Total OI	47,913.05	45,420	50,719	50,677	45,420

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
2024-03-01	$12.00	$0.50	444.4%	0.0%	196.0%	90.1%	0.0%	0.0%	0.0%	857	-52.0M	-409	0.00	136.50	N/A	N/A	323	0	43,334	7,343
2024-03-04	$10.64	$0.50	454.0%	130.2%	197.8%	92.4%	0.0%	0.0%	0.0%	1.6K	-44.9M	-715	0.00	102.39	N/A	N/A	1	0	42,224	7,342
2024-03-05	$10.93	$0.50	463.4%	132.9%	193.2%	94.6%	0.0%	0.0%	0.0%	1.4K	-46.1M	-602	0.00	102.25	N/A	N/A	17	0	42,223	7,342
2024-03-06	$11.54	$0.50	471.8%	135.3%	190.2%	96.6%	0.0%	0.0%	0.0%	1.0K	-48.7M	-423	0.25	116.21	N/A	N/A	4	1	42,207	7,342
2024-03-07	$12.75	$0.50	480.7%	137.8%	194.3%	98.7%	0.0%	0.0%	0.0%	574	-53.8M	-272	0.00	116.33	N/A	N/A	1	0	42,204	7,343
2024-03-08	$12.59	$0.50	381.1%	109.3%	194.3%	75.1%	410.8%	0.0%	0.0%	614	-53.1M	-275	1.27	122.13	N/A	N/A	33	42	42,203	7,343
2024-03-11	$13.20	$0.50	247.7%	0.0%	195.4%	43.6%	0.0%	0.0%	0.0%	447	-55.6M	-220	0.00	116.46	N/A	N/A	15	0	42,147	7,342
2024-03-12	$11.44	$0.50	497.5%	142.6%	199.6%	100.0%	0.0%	0.0%	0.0%	1.0K	-48.2M	-419	0.04	116.59	N/A	N/A	27	1	42,147	7,342
2024-03-13	$19.66	$0.50	264.4%	0.0%	279.2%	46.3%	0.0%	0.0%	0.0%	23	-82.9M	-58	0.08	126.79	N/A	N/A	232	19	42,159	7,343
2024-03-14	$15.59	$0.50	245.4%	0.0%	291.5%	41.9%	0.0%	0.0%	0.0%	136	-67.6M	-107	0.00	179.18	N/A	N/A	565	1	43,362	7,357
2024-03-15	$12.84	$0.50	416.2%	119.3%	298.0%	81.3%	0.0%	0.0%	0.0%	505	-55.7M	-227	0.00	154.26	N/A	N/A	25	0	43,348	7,356
2024-03-18	$11.25	$0.50	249.3%	0.0%	293.1%	42.8%	0.0%	0.0%	0.0%	1.1K	-43.1M	-470	0.00	126.90	N/A	N/A	26	0	38,319	7,315
2024-03-19	$10.27	$0.50	431.5%	123.7%	294.8%	84.8%	0.0%	0.0%	0.0%	1.8K	-39.4M	-688	0.00	131.53	N/A	N/A	0	1	38,345	7,315
2024-03-20	$11.05	$0.50	254.5%	0.0%	295.7%	44.0%	0.0%	0.0%	0.0%	1.2K	-42.4M	-473	0.00	126.69	N/A	N/A	22	0	38,345	7,314
2024-03-21	$13.52	$0.50	467.6%	134.0%	294.9%	93.1%	0.0%	0.0%	0.0%	348	-51.8M	-175	0.00	147.58	N/A	N/A	112	0	38,323	7,314
2024-03-22	$13.00	$0.50	256.2%	0.0%	289.4%	44.4%	0.0%	0.0%	0.0%	440	-49.8M	-213	0.00	116.59	N/A	N/A	1	0	38,296	7,314
2024-03-25	$13.05	$0.50	495.6%	142.1%	263.6%	99.6%	0.0%	0.0%	0.0%	414	-49.7M	-209	1.00	147.57	N/A	N/A	1	1	38,121	7,314
2024-03-26	$12.96	$0.50	260.4%	0.0%	260.6%	45.4%	0.0%	0.0%	0.0%	429	-49.4M	-208	0.06	116.59	N/A	N/A	182	11	38,120	7,313
2024-03-27	$13.02	$0.50	263.6%	0.0%	259.9%	46.1%	0.0%	0.0%	0.0%	411	-49.6M	-208	0.00	116.46	N/A	N/A	0	0	38,118	7,302
2024-03-28	$13.22	$0.50	263.3%	0.0%	259.8%	46.0%	0.0%	0.0%	0.0%	367	-50.4M	-173	0.00	116.59	N/A	N/A	131	0	38,118	7,302