VRM Options History — July 2025

In July 2025, VRM traded between $25.38 and $35.59. ATM implied volatility averaged 213.4%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 61.2%. IV traded above realized volatility by 47.7% (HV 20d: 165.7%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 21 of 21 trading days.

Notable Days

  • 2025-07-08: Largest IV spike — 33.0% change
  • 2025-07-29: Highest IV Rank — 34.4%
  • 2025-07-29: Largest Expected Move — 63.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.98$25.38$35.59$33.31$30.91
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV213.4%163.3%220.8%218.6%163.3%
Expected Move61.2%46.8%63.3%62.7%46.8%
HV 20d165.7%101.1%235.8%106.7%235.8%
HV 60d172.2%152.5%197.9%197.9%170.9%
IV Rank28.2%13.6%34.4%23.0%19.9%
IV Percentile82.8%45.6%90.9%84.5%45.6%
Skew 25d7.8%-2.1%112.7%0.4%112.7%
Skew 10d7.8%-2.1%112.7%0.4%112.7%
Call IV 25d210.5%107.0%220.5%217.6%107.0%
Put IV 25d218.3%216.8%220.4%218.1%219.7%
Bid-Ask Spread %10.207.3612.3212.299.50
Gamma HHI0.310.300.320.320.32
Net GEX4557860748674
Net DEX-17.7M-21.0M-14.9M-19.6M-18.2M
Net VEX-643-1.3K-69-1.1K-827
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
2025-07-01$33.31$0.50218.6%62.7%106.7%23.0%0.0%0.0%0.0%748-19.6M-1.1K0.0012.29N/AN/A005,9082,169
2025-07-02$33.31$0.50217.2%62.3%105.5%22.7%0.0%0.0%0.0%739-19.6M-1.1K0.007.36N/AN/A005,9082,169
2025-07-03$27.10$0.50163.9%47.0%109.0%13.6%0.0%0.0%0.0%832-16.0M-1.2K0.0010.88N/AN/A005,9082,169
2025-07-08$25.38$0.50217.9%62.5%110.5%22.9%0.0%0.0%0.0%860-14.9M-1.3K0.0010.23N/AN/A005,9082,169
2025-07-09$26.10$0.50217.9%62.5%101.3%24.4%0.0%0.4%0.0%7-15.4M-700.0010.88N/AN/A005,9082,169
2025-07-10$26.10$0.50217.5%62.4%101.1%25.2%0.0%-1.5%0.0%7-15.4M-690.0010.96N/AN/A005,9082,169
2025-07-11$26.10$0.50218.1%62.5%101.1%25.3%0.0%-1.6%0.0%7-15.4M-700.0011.13N/AN/A005,9082,169
2025-07-14$33.31$0.50218.8%62.7%132.4%25.4%0.0%-2.0%0.0%644-19.6M-8540.008.36N/AN/A005,9082,169
2025-07-15$33.31$0.50219.4%62.9%132.4%25.6%0.0%-2.1%0.0%644-19.6M-8520.008.36N/AN/A005,9082,169
2025-07-16$26.10$0.50218.3%62.6%156.5%25.3%0.0%0.1%0.0%812-15.4M-1.1K0.0011.92N/AN/A005,9082,169
2025-07-17$33.16$0.50219.3%62.9%179.6%34.0%0.0%0.0%0.0%640-19.6M-8480.008.73N/AN/A005,9082,169
2025-07-18$26.10$0.50218.4%62.6%198.5%33.8%0.0%-1.4%0.0%8-15.4M-790.0012.01N/AN/A005,9082,169
2025-07-21$26.10$0.50218.4%62.6%198.5%33.7%0.0%-1.7%0.0%760-15.4M-9710.0012.32N/AN/A005,9082,169
2025-07-22$25.62$0.50219.0%62.8%198.5%33.9%0.0%0.2%0.0%772-15.1M-9600.0012.01N/AN/A005,9082,169
2025-07-23$33.05$0.50219.2%62.8%215.6%34.0%0.0%-2.1%0.0%12-19.5M-1110.009.07N/AN/A005,9082,169
2025-07-24$32.91$0.50218.5%62.6%215.2%33.8%0.0%0.0%0.0%12-19.4M-1110.009.49N/AN/A005,9082,169
2025-07-25$32.68$0.50218.7%62.7%215.2%33.8%0.0%0.2%0.0%13-19.3M-1130.009.49N/AN/A005,9082,169
2025-07-28$35.59$0.50220.5%63.2%216.8%34.3%0.0%-0.0%0.0%13-21.0M-1110.0010.40N/AN/A005,9082,169
2025-07-29$35.37$0.50220.8%63.3%216.6%34.4%0.0%0.0%0.0%656-20.9M-8320.0010.40N/AN/A005,9082,169
2025-07-30$27.95$0.50218.4%62.6%232.6%33.7%0.0%0.0%0.0%690-16.5M-8160.008.38N/AN/A005,9082,169
2025-07-31$30.91$0.50163.3%46.8%235.8%19.9%0.0%112.7%0.0%674-18.2M-8270.009.50N/AN/A005,9082,169