VRM Options History — March 2025

In March 2025, VRM traded between $18.74 and $28.65. ATM implied volatility averaged 203.0%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 58.2%. IV traded below realized volatility by 279.5% (HV 20d: 482.5%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 21 of 21 trading days.

Notable Days

  • 2025-03-21: Largest IV spike — 34.0% change
  • 2025-03-24: Highest IV Rank — 22.6%
  • 2025-03-24: Largest Expected Move — 62.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.07$18.74$28.65$25.07$22.00
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV203.0%161.1%216.5%216.0%215.7%
Expected Move58.2%46.2%62.1%61.9%61.8%
HV 20d482.5%161.4%649.7%636.2%170.2%
HV 60d388.8%384.6%395.7%385.0%395.6%
IV Rank20.3%13.1%22.6%22.5%22.5%
IV Percentile59.2%43.3%65.5%65.5%61.1%
Skew 25d15.0%-2.3%105.7%-0.5%-1.6%
Skew 10d15.0%-2.3%105.7%-0.5%-1.6%
Call IV 25d200.1%109.8%217.2%216.3%216.5%
Put IV 25d215.2%214.6%215.8%215.7%214.9%
Bid-Ask Spread %7.516.558.747.207.68
Gamma HHI0.310.310.320.310.31
Net GEX9749281.0K9671.0K
Net DEX-14.1M-16.8M-11.0M-14.7M-12.9M
Net VEX-2.5K-2.6K-2.2K-2.5K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI8,0778,0778,0778,0778,077

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$25.07$0.50216.0%61.9%636.2%22.5%0.0%-0.5%0.0%967-14.7M-2.5K0.007.20N/AN/A005,9082,169
2025-03-04$25.07$0.50162.3%46.5%636.2%13.3%0.0%105.1%0.0%966-14.7M-2.6K0.007.22N/AN/A005,9082,169
2025-03-05$23.00$0.50215.9%61.9%638.3%22.5%0.0%0.0%0.0%979-13.5M-2.6K0.006.90N/AN/A005,9082,169
2025-03-06$23.50$0.50216.1%61.9%638.1%22.5%0.0%-2.0%0.0%974-13.8M-2.5K0.006.98N/AN/A005,9082,169
2025-03-07$24.00$0.50215.6%61.8%637.8%22.4%0.0%-0.9%0.0%971-14.1M-2.5K0.007.02N/AN/A005,9082,169
2025-03-10$24.15$0.50215.7%61.8%637.7%22.5%0.0%0.0%0.0%973-14.2M-2.6K0.007.30N/AN/A005,9082,169
2025-03-11$24.15$0.50162.6%46.6%637.7%13.4%0.0%105.7%0.0%975-14.2M-2.6K0.007.30N/AN/A005,9082,169
2025-03-12$23.50$0.50215.8%61.9%638.2%22.5%0.0%0.0%0.0%979-13.8M-2.5K0.007.22N/AN/A005,9082,169
2025-03-13$25.41$0.50215.6%61.8%637.6%22.4%0.0%-1.0%0.0%965-14.9M-2.4K0.007.66N/AN/A005,9082,169
2025-03-14$24.37$0.50215.8%61.9%638.4%22.5%0.0%-2.2%0.0%973-14.3M-2.6K0.007.35N/AN/A005,9082,169
2025-03-17$19.37$0.50162.3%46.5%647.2%13.3%0.0%0.0%0.0%1.0K-11.3M-2.6K0.006.58N/AN/A005,9082,169
2025-03-18$18.74$0.50215.8%61.9%647.8%22.5%0.0%-2.3%0.0%1.0K-11.0M-2.6K0.006.55N/AN/A005,9082,169
2025-03-19$22.00$0.50216.0%61.9%648.2%22.5%0.0%-1.0%0.0%993-12.9M-2.4K0.007.22N/AN/A005,9082,169
2025-03-20$27.42$0.50161.1%46.2%649.7%13.1%0.0%0.0%0.0%949-16.1M-2.4K0.008.27N/AN/A005,9082,169
2025-03-21$24.66$0.50215.9%61.9%168.0%22.5%0.0%-1.1%0.0%973-14.5M-2.4K0.007.77N/AN/A005,9082,169
2025-03-24$28.65$0.50216.5%62.1%161.7%22.6%0.0%-1.4%0.0%928-16.8M-2.2K0.008.73N/AN/A005,9082,169
2025-03-25$26.00$0.50161.3%46.2%165.1%13.1%0.0%0.0%0.0%961-15.3M-2.4K0.008.19N/AN/A005,9082,169
2025-03-26$27.70$0.50215.8%61.9%161.4%22.5%0.0%0.0%0.0%935-16.3M-2.2K0.008.74N/AN/A005,9082,169
2025-03-27$24.65$0.50215.2%61.7%166.8%22.4%0.0%0.0%0.0%972-14.5M-2.4K0.008.15N/AN/A005,9082,169
2025-03-28$21.96$0.50215.7%61.8%170.1%22.5%0.0%-1.4%0.0%998-12.9M-2.4K0.007.64N/AN/A005,9082,169
2025-03-31$22.00$0.50215.7%61.8%170.2%22.5%0.0%-1.6%0.0%1.0K-12.9M-2.5K0.007.68N/AN/A005,9082,169