VRM Options History — August 2025

In August 2025, VRM traded between $21.50 and $38.36. ATM implied volatility averaged 207.6%, placing in the 31.0% IV rank vs the trailing year. The 30-day expected move averaged 59.5%. IV traded below realized volatility by 25.4% (HV 20d: 233.0%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 21 of 21 trading days.

Notable Days

  • 2025-08-04: Largest IV spike — 35.5% change
  • 2025-08-18: Highest IV Rank — 34.7%
  • 2025-08-18: Largest Expected Move — 63.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.08$21.50$38.36$30.97$29.40
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV207.6%162.7%222.3%162.7%221.2%
Expected Move59.5%46.6%63.7%46.6%63.4%
HV 20d233.0%202.7%258.0%235.8%241.2%
HV 60d184.2%163.9%202.3%170.9%201.0%
IV Rank31.0%19.7%34.7%19.7%34.5%
IV Percentile80.4%44.0%94.0%44.0%92.5%
Skew 25d20.0%-3.4%107.2%106.1%-0.5%
Skew 10d20.0%-3.4%107.2%106.1%-0.5%
Call IV 25d199.8%111.9%223.5%113.4%221.5%
Put IV 25d219.8%218.1%221.4%219.5%221.0%
Bid-Ask Spread %8.675.5211.539.706.32
Gamma HHI0.310.300.320.310.30
Net GEX4031789264228
Net DEX-17.2M-22.7M-12.6M-18.3M-17.4M
Net VEX-528-1.1K-130-780-190
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
2025-08-01$30.97$0.50162.7%46.6%235.8%19.7%0.0%0.0%0.0%642-18.3M-7800.009.70N/AN/A005,9082,169
2025-08-04$32.67$0.50220.4%63.2%223.9%34.3%0.0%0.0%0.0%609-19.3M-7060.0010.41N/AN/A005,9082,169
2025-08-05$31.75$0.50166.4%47.7%222.6%20.6%0.0%106.1%0.0%633-18.7M-7810.0010.41N/AN/A005,9082,169
2025-08-06$33.72$0.50221.3%63.5%223.3%34.5%0.0%-1.2%0.0%19-19.9M-1480.0011.24N/AN/A005,9082,169
2025-08-07$29.43$0.50219.7%63.0%229.4%34.1%0.0%-1.2%0.0%650-17.4M-7540.009.70N/AN/A005,9082,169
2025-08-08$28.32$0.50219.6%63.0%230.0%34.1%0.0%0.0%0.0%683-16.7M-7760.009.51N/AN/A005,9082,169
2025-08-11$28.18$0.50220.2%63.1%211.8%34.2%0.0%-1.5%0.0%666-16.6M-7580.0010.21N/AN/A005,9082,169
2025-08-12$21.75$0.50165.5%47.4%229.6%20.4%0.0%107.2%0.0%837-12.8M-9910.007.70N/AN/A005,9082,169
2025-08-13$28.56$0.50219.8%63.0%236.3%34.1%0.0%-1.7%0.0%20-16.9M-1480.0010.42N/AN/A005,9082,169
2025-08-14$30.30$0.50221.4%63.5%220.7%34.5%0.0%-1.8%0.0%581-17.9M-6410.0011.26N/AN/A005,9082,169
2025-08-15$31.38$0.50221.3%63.5%202.7%34.5%0.0%-2.1%0.0%22-18.5M-1640.0011.53N/AN/A005,9082,169
2025-08-18$38.36$0.50222.3%63.7%213.7%34.7%0.0%-2.6%0.0%17-22.7M-1300.007.36N/AN/A005,9082,169
2025-08-19$30.30$0.50167.6%48.0%232.0%20.9%0.0%0.0%0.0%706-17.9M-8790.005.52N/AN/A005,9082,169
2025-08-20$21.50$0.50166.1%47.6%244.5%20.6%0.0%107.1%0.0%892-12.6M-1.1K0.008.28N/AN/A005,9082,169
2025-08-21$21.50$0.50219.1%62.8%244.5%33.9%0.0%-2.1%0.0%764-12.7M-7990.008.43N/AN/A005,9082,169
2025-08-22$24.35$0.50220.1%63.1%250.0%34.2%0.0%-2.1%0.0%25-14.4M-1780.009.73N/AN/A005,9082,169
2025-08-25$29.40$0.50221.1%63.4%258.0%34.4%0.0%0.0%0.0%28-17.4M-1930.005.90N/AN/A005,9082,169
2025-08-26$29.40$0.50221.9%63.6%258.0%34.6%0.0%0.0%0.0%578-17.3M-6130.005.90N/AN/A005,9082,169
2025-08-27$29.40$0.50221.1%63.4%243.8%34.4%0.0%-3.4%0.0%27-17.4M-1860.006.32N/AN/A005,9082,169
2025-08-28$30.00$0.50221.6%63.5%241.1%34.6%0.0%-0.5%0.0%27-17.7M-1860.006.32N/AN/A005,9082,169
2025-08-29$29.40$0.50221.2%63.4%241.2%34.5%0.0%-0.5%0.0%28-17.4M-1900.006.32N/AN/A005,9082,169