VRM Options History — May 2025

In May 2025, VRM traded between $23.55 and $40.97. ATM implied volatility averaged 204.1%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 58.5%. IV traded below realized volatility by 4.4% (HV 20d: 208.5%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 21 of 21 trading days.

Notable Days

  • 2025-05-22: Largest IV spike — 33.9% change
  • 2025-05-01: Highest IV Rank — 22.8%
  • 2025-05-01: Largest Expected Move — 62.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.13$23.55$40.97$40.97$26.25
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV204.1%161.5%217.5%217.5%216.7%
Expected Move58.5%46.3%62.3%62.3%62.1%
HV 20d208.5%154.6%310.4%310.4%186.6%
HV 60d341.7%226.3%428.7%418.2%231.5%
IV Rank20.5%13.2%22.8%22.8%22.6%
IV Percentile65.9%43.3%77.4%71.8%72.6%
Skew 25d7.9%-2.0%109.6%-2.0%-1.0%
Skew 10d7.9%-2.0%109.6%-2.0%-1.0%
Call IV 25d208.4%106.7%218.5%218.5%217.2%
Put IV 25d216.3%215.9%217.0%216.5%216.2%
Bid-Ask Spread %7.786.9511.318.427.73
Gamma HHI0.320.300.320.300.32
Net GEX85519671893
Net DEX-17.1M-24.2M-13.8M-24.2M-15.4M
Net VEX-1.6K-2.2K-24-24-1.5K
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
2025-05-01$40.97$0.50217.5%62.3%310.4%22.8%0.0%-2.0%0.0%1-24.2M-240.008.42N/AN/A005,9082,169
2025-05-02$29.98$0.50216.8%62.2%293.8%22.7%0.0%-1.7%0.0%889-17.6M-1.8K0.0011.31N/AN/A005,9082,169
2025-05-05$30.16$0.50217.0%62.2%242.1%22.7%0.0%-1.7%0.0%879-17.7M-1.7K0.007.04N/AN/A005,9082,169
2025-05-06$34.44$0.50163.7%46.9%245.1%13.5%0.0%0.0%0.0%850-20.3M-1.7K0.007.82N/AN/A005,9082,169
2025-05-07$29.98$0.50163.5%46.9%238.9%13.5%0.0%0.0%0.0%907-17.6M-1.8K0.007.04N/AN/A005,9082,169
2025-05-08$29.24$0.50216.8%62.2%239.1%22.7%0.0%-1.8%0.0%905-17.2M-1.8K0.006.98N/AN/A005,9082,169
2025-05-09$34.44$0.50216.9%62.2%246.0%22.7%0.0%0.0%0.0%821-20.3M-1.6K0.007.86N/AN/A005,9082,169
2025-05-12$32.50$0.50217.1%62.2%244.4%22.7%0.0%-0.5%0.0%837-19.1M-1.7K0.007.83N/AN/A005,9082,169
2025-05-13$28.81$0.50163.3%46.8%236.6%13.5%0.0%0.0%0.0%906-16.9M-1.8K0.007.08N/AN/A005,9082,169
2025-05-14$28.81$0.50216.5%62.1%207.9%22.6%0.0%0.0%0.0%923-16.9M-1.9K0.007.27N/AN/A005,9082,169
2025-05-15$28.66$0.50163.5%46.9%161.1%13.5%0.0%0.0%0.0%947-16.8M-2.2K0.007.35N/AN/A005,9082,169
2025-05-16$26.90$0.50217.1%62.3%162.1%22.7%0.0%-0.5%0.0%904-15.8M-1.6K0.006.95N/AN/A005,9082,169
2025-05-19$24.88$0.50216.9%62.2%162.2%22.7%0.0%-1.9%0.0%931-14.6M-1.7K0.0011.24N/AN/A005,9082,169
2025-05-20$25.38$0.50216.9%62.2%154.6%22.7%0.0%-1.9%0.0%922-14.9M-1.7K0.006.96N/AN/A005,9082,169
2025-05-21$26.13$0.50161.5%46.3%155.7%13.2%0.0%109.6%0.0%933-15.4M-1.7K0.007.06N/AN/A005,9082,169
2025-05-22$31.09$0.50216.3%62.0%170.2%22.6%0.0%0.0%0.0%841-18.3M-1.6K0.008.25N/AN/A005,9082,169
2025-05-23$26.63$0.50217.0%62.2%177.4%22.7%0.0%-0.8%0.0%891-15.7M-1.5K0.007.36N/AN/A005,9082,169
2025-05-27$26.63$0.50217.4%62.3%177.0%22.8%0.0%-0.8%0.0%894-15.7M-1.6K0.007.39N/AN/A005,9082,169
2025-05-28$23.55$0.50216.2%62.0%180.1%22.6%0.0%0.0%0.0%967-13.8M-1.9K0.006.97N/AN/A005,9082,169
2025-05-29$26.27$0.50217.0%62.2%186.5%22.7%0.0%0.0%0.0%917-15.4M-1.7K0.007.48N/AN/A005,9082,169
2025-05-30$26.25$0.50216.7%62.1%186.6%22.6%0.0%-1.0%0.0%893-15.4M-1.5K0.007.73N/AN/A005,9082,169