VRM Options History — June 2025

In June 2025, VRM traded between $24.86 and $37.48. ATM implied volatility averaged 215.0%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 61.6%. IV traded above realized volatility by 76.2% (HV 20d: 138.8%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 20 of 20 trading days.

Notable Days

  • 2025-06-04: Largest IV spike — 34.1% change
  • 2025-06-24: Highest IV Rank — 23.1%
  • 2025-06-24: Largest Expected Move — 62.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.95$24.86$37.48$25.65$33.31
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV215.0%162.0%219.1%217.0%218.7%
Expected Move61.6%46.4%62.8%62.2%62.7%
HV 20d138.8%107.3%162.2%152.0%107.3%
HV 60d227.1%216.9%236.4%231.5%216.9%
IV Rank22.3%13.3%23.1%22.7%23.0%
IV Percentile79.6%44.0%85.7%75.8%84.9%
Skew 25d-1.0%-2.8%0.2%-1.1%-1.3%
Skew 10d-1.0%-2.8%0.2%-1.1%-1.3%
Call IV 25d218.5%217.5%220.1%217.5%219.3%
Put IV 25d217.6%216.4%218.7%216.4%218.0%
Bid-Ask Spread %10.387.3412.387.7312.29
Gamma HHI0.310.300.320.320.30
Net GEX36539428994
Net DEX-19.4M-22.1M-14.6M-15.1M-19.7M
Net VEX-630-1.7K-39-1.6K-52
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI8,0778,0778,0778,0778,077

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$25.65$0.50217.0%62.2%152.0%22.7%0.0%-1.1%0.0%899-15.1M-1.6K0.007.73N/AN/A005,9082,169
2025-06-03$24.86$0.50162.0%46.4%152.1%13.3%0.0%0.0%0.0%942-14.6M-1.7K0.007.40N/AN/A005,9082,169
2025-06-04$30.40$0.50217.1%62.2%162.2%22.7%0.0%-1.3%0.0%829-17.9M-1.4K0.008.89N/AN/A005,9082,169
2025-06-05$29.26$0.50216.6%62.1%155.1%22.6%0.0%0.0%0.0%866-17.2M-1.5K0.008.73N/AN/A005,9082,169
2025-06-06$32.91$0.50217.8%62.4%160.4%22.8%0.0%0.2%0.0%3-19.4M-420.009.56N/AN/A005,9082,169
2025-06-09$33.27$0.50217.3%62.3%149.2%22.7%0.0%0.0%0.0%781-19.6M-1.3K0.0010.20N/AN/A005,9082,169
2025-06-10$33.27$0.50217.8%62.4%147.7%22.8%0.0%-1.6%0.0%3-19.7M-420.0010.20N/AN/A005,9082,169
2025-06-11$36.18$0.50217.9%62.5%143.1%22.8%0.0%0.1%0.0%3-21.4M-390.0011.10N/AN/A005,9082,169
2025-06-12$36.27$0.50217.6%62.4%143.1%22.8%0.0%0.0%0.0%730-21.4M-1.2K0.0011.18N/AN/A005,9082,169
2025-06-13$34.16$0.50218.0%62.5%145.3%22.9%0.0%-0.2%0.0%3-20.2M-430.0010.85N/AN/A005,9082,169
2025-06-16$32.55$0.50217.1%62.2%144.4%22.7%0.0%0.0%0.0%770-19.2M-1.2K0.0010.42N/AN/A005,9082,169
2025-06-17$33.31$0.50218.0%62.5%140.6%22.9%0.0%0.0%0.0%3-19.7M-450.0010.93N/AN/A005,9082,169
2025-06-18$33.31$0.50217.6%62.4%140.7%22.8%0.0%-0.3%0.0%4-19.7M-450.0010.93N/AN/A005,9082,169
2025-06-20$33.31$0.50216.7%62.1%140.7%22.6%0.0%0.0%0.0%751-19.6M-1.1K0.0011.18N/AN/A005,9082,169
2025-06-23$37.48$0.50218.3%62.6%133.4%22.9%0.0%0.0%0.0%690-22.1M-1.1K0.007.34N/AN/A005,9082,169
2025-06-24$35.96$0.50219.1%62.8%120.3%23.1%0.0%-0.9%0.0%4-21.2M-460.0012.28N/AN/A005,9082,169
2025-06-25$35.96$0.50218.8%62.7%120.3%23.0%0.0%-2.8%0.0%4-21.2M-450.0012.38N/AN/A005,9082,169
2025-06-26$34.20$0.50217.7%62.4%111.7%22.8%0.0%-1.0%0.0%4-20.2M-490.0012.07N/AN/A005,9082,169
2025-06-27$33.31$0.50218.9%62.8%107.4%23.0%0.0%-1.2%0.0%4-19.7M-520.0011.98N/AN/A005,9082,169
2025-06-30$33.31$0.50218.7%62.7%107.3%23.0%0.0%-1.3%0.0%4-19.7M-520.0012.29N/AN/A005,9082,169