VRM Options History — February 2025

In February 2025, VRM traded between $24.01 and $30.50. ATM implied volatility averaged 184.6%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 52.9%. IV traded below realized volatility by 450.2% (HV 20d: 634.8%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 5 of 6 trading days.

Notable Days

  • 2025-02-24: Largest IV spike — 155.1% change
  • 2025-02-24: Highest IV Rank — 22.5%
  • 2025-02-24: Largest Expected Move — 61.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.38$24.01$30.50$30.50$25.07
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV184.6%84.6%215.8%84.6%214.8%
Expected Move52.9%24.3%61.9%24.3%61.6%
HV 20d634.8%628.9%637.5%628.9%636.3%
HV 60d384.6%382.5%385.2%382.5%385.0%
IV Rank17.1%0.0%22.5%0.0%22.3%
IV Percentile51.6%0.0%65.5%0.0%64.3%
Skew 25d26.2%-1.5%108.4%-0.4%-1.5%
Skew 10d26.2%-1.5%108.4%-0.4%-1.5%
Call IV 25d189.0%107.0%216.5%216.0%216.5%
Put IV 25d215.3%215.0%215.6%215.6%215.0%
Bid-Ask Spread %5.910.177.300.176.99
Gamma HHI0.310.310.310.310.31
Net GEX79809660961
Net DEX-15.5M-18.0M-14.1M-18.0M-14.7M
Net VEX-2.2K-2.7K-8-8-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI8,0778,0778,0778,0778,077

Daily Data (6 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-21$30.50$0.5084.6%24.3%628.9%0.0%0.0%0.0%0.0%0-18.0M-80.000.17N/AN/A005,9082,169
2025-02-24$25.00$0.50215.8%61.9%636.3%22.5%0.0%-0.4%0.0%960-14.7M-2.6K0.006.89N/AN/A005,9082,169
2025-02-25$24.01$0.50161.2%46.2%637.5%13.1%0.0%108.4%0.0%966-14.1M-2.6K0.006.81N/AN/A005,9082,169
2025-02-26$26.95$0.50215.7%61.8%636.1%22.5%0.0%-1.5%0.0%950-15.8M-2.5K0.007.30N/AN/A005,9082,169
2025-02-27$26.75$0.50215.7%61.9%634.0%22.5%0.0%-1.5%0.0%948-15.7M-2.7K0.007.30N/AN/A005,9082,169
2025-02-28$25.07$0.50214.8%61.6%636.3%22.3%0.0%0.0%0.0%961-14.7M-2.6K0.006.99N/AN/A005,9082,169