VRM Options History — December 2024

In December 2024, VRM traded between $5.22 and $5.22. ATM implied volatility averaged 147.0%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 42.1%. IV traded below realized volatility by 0.8% (HV 20d: 147.8%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 14 of 14 trading days. Term structure was in contango for 0 of 14 days.

Notable Days

  • 2024-12-19: Largest IV spike — 32.5% change
  • 2024-12-06: Highest IV Rank — 15.9%
  • 2024-12-19: Largest Expected Move — 48.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.22$5.22$5.22$5.22$5.22
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV147.0%126.8%169.4%127.0%128.1%
Expected Move42.1%36.4%48.6%36.4%36.7%
HV 20d147.8%47.1%188.9%188.6%47.1%
HV 60d127.0%119.4%132.1%132.1%119.4%
IV Rank10.9%4.8%15.9%9.6%4.8%
IV Percentile32.2%7.9%56.3%9.5%9.1%
Term Structure-66.5%-110.8%-26.7%-27.1%-27.6%
Skew 25d-255.0%-296.0%-209.8%-219.9%-209.8%
Skew 10d-200.0%-240.8%-155.7%-168.8%-155.7%
Call IV 25d283.1%243.5%326.9%244.3%244.0%
Put IV 25d28.2%22.5%34.2%24.4%34.2%
Bid-Ask Spread %12.3810.8813.8413.8412.33
Gamma HHI0.160.160.160.160.16
Net GEX16.9K15.3K18.7K16.3K18.7K
Net DEX-13.7M-13.8M-13.7M-13.7M-13.8M
Net VEX-7.9K-8.7K-7.0K-8.6K-7.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI32,85432,85432,85432,85432,854

Daily Data (14 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-03$5.22$0.50127.0%36.4%188.6%9.6%0.0%-219.9%-27.1%16.3K-13.7M-8.6K0.0013.84N/AN/A0028,4544,400
2024-12-04$5.22$0.50164.2%47.1%188.9%15.8%0.0%-296.0%-102.4%15.3K-13.7M-8.7K0.0012.18N/AN/A0028,4544,400
2024-12-05$5.22$0.50126.8%36.4%185.8%9.6%0.0%-218.3%-27.2%16.6K-13.7M-8.4K0.0013.73N/AN/A0028,4544,400
2024-12-06$5.22$0.50164.7%47.2%185.4%15.9%0.0%-295.8%-102.6%15.5K-13.7M-8.4K0.0012.14N/AN/A0028,4544,400
2024-12-09$5.22$0.50127.4%36.5%185.7%9.7%0.0%-217.1%-28.3%17.1K-13.7M-8.0K0.0013.34N/AN/A0028,4544,400
2024-12-10$5.22$0.50166.1%47.6%185.7%15.1%0.0%-295.8%-105.2%16.0K-13.7M-8.2K0.0011.73N/AN/A0028,4544,400
2024-12-11$5.22$0.50127.1%36.4%185.9%8.5%0.0%-215.0%-26.8%17.4K-13.7M-7.9K0.0013.19N/AN/A0028,4544,400
2024-12-12$5.22$0.50166.1%47.6%186.0%15.1%0.0%-293.3%-104.5%16.9K-13.7M-7.8K0.0012.23N/AN/A0028,4544,400
2024-12-13$5.22$0.50166.7%47.8%133.0%15.2%0.0%-294.9%-105.2%16.5K-13.7M-8.1K0.0011.49N/AN/A0028,4544,400
2024-12-16$5.22$0.50127.7%36.6%119.9%4.8%0.0%-212.6%-27.4%18.1K-13.7M-7.3K0.0012.61N/AN/A0028,4544,400
2024-12-17$5.22$0.50168.6%48.3%115.8%12.0%0.0%-295.2%-108.7%16.9K-13.7M-7.5K0.0011.10N/AN/A0028,4544,400
2024-12-18$5.22$0.50127.8%36.6%86.4%4.8%0.0%-211.1%-26.7%18.4K-13.8M-7.1K0.0012.49N/AN/A0028,4544,400
2024-12-19$5.22$0.50169.4%48.6%74.7%12.1%0.0%-295.0%-110.8%17.2K-13.7M-7.3K0.0010.88N/AN/A0028,4544,400
2024-12-20$5.22$0.50128.1%36.7%47.1%4.8%0.0%-209.8%-27.6%18.7K-13.8M-7.0K0.0012.33N/AN/A0028,4544,400