VRM Options History — October 2025

In October 2025, VRM traded between $22.40 and $27.98. ATM implied volatility averaged 229.6%, placing in the 91.2% IV rank vs the trailing year. The 30-day expected move averaged 65.8%. IV traded above realized volatility by 86.7% (HV 20d: 142.9%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 16 of 22 trading days.

Notable Days

  • 2025-10-31: Largest IV spike — 3.0% change
  • 2025-10-31: Highest IV Rank — 94.6%
  • 2025-10-31: Largest Expected Move — 67.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.46$22.40$27.98$24.35$24.39
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV229.6%224.7%234.9%224.7%234.9%
Expected Move65.8%64.4%67.4%64.4%67.4%
HV 20d142.9%98.6%173.7%163.0%98.6%
HV 60d194.1%180.2%215.0%212.1%180.2%
IV Rank91.2%88.1%94.6%88.1%94.6%
IV Percentile97.7%93.3%98.8%96.0%98.8%
Skew 25d-2.8%-6.1%2.3%-0.9%-4.3%
Skew 10d-2.8%-6.1%2.3%-0.9%-4.4%
Call IV 25d229.9%225.1%233.1%225.1%233.1%
Put IV 25d227.1%223.8%232.1%224.2%228.7%
Bid-Ask Spread %0.210.190.240.220.22
Gamma HHI0.310.310.310.310.31
Net GEX1030415690
Net DEX-15.0M-16.5M-13.2M-14.4M-14.4M
Net VEX-264-444-8-346-8
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI8,0778,0778,0778,0778,077

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-10-01$24.35$0.50224.7%64.4%163.0%88.1%0.0%-0.9%0.0%69-14.4M-3460.000.22N/AN/A005,9082,169
2025-10-02$27.55$0.50226.9%65.1%168.1%89.5%0.0%-6.1%0.0%72-16.3M-3590.000.19N/AN/A005,9082,169
2025-10-03$27.55$0.50225.7%64.7%166.8%88.7%0.0%0.0%0.0%404-16.3M-3080.000.19N/AN/A005,9082,169
2025-10-06$24.35$0.50225.9%64.8%172.2%88.9%0.0%-1.8%0.0%96-14.4M-4400.000.22N/AN/A005,9082,169
2025-10-07$25.08$0.50229.0%65.7%172.7%90.9%0.0%-1.9%0.0%99-14.8M-4440.000.21N/AN/A005,9082,169
2025-10-08$24.95$0.50224.8%64.5%167.3%88.2%0.0%-2.1%0.0%87-14.7M-4010.000.21N/AN/A005,9082,169
2025-10-09$27.98$0.50228.0%65.4%172.3%90.2%0.0%-2.5%0.0%69-16.5M-3330.000.19N/AN/A005,9082,169
2025-10-10$27.98$0.50229.2%65.7%172.1%91.0%0.0%-2.6%0.0%71-16.5M-3400.000.19N/AN/A005,9082,169
2025-10-13$26.20$0.50228.7%65.6%173.7%90.6%0.0%-3.3%0.0%79-15.5M-3650.000.20N/AN/A005,9082,169
2025-10-14$26.70$0.50231.3%66.3%166.3%92.3%0.0%-3.5%0.0%81-15.8M-3710.000.20N/AN/A005,9082,169
2025-10-15$27.79$0.50228.8%65.6%138.6%90.7%0.0%-4.1%0.0%355-16.4M-2350.000.19N/AN/A005,9082,169
2025-10-16$27.79$0.50230.1%66.0%138.6%91.5%0.0%-4.2%0.0%62-16.4M-2960.000.19N/AN/A005,9082,169
2025-10-17$24.35$0.50228.5%65.5%120.7%90.6%0.0%-3.1%0.0%92-14.4M-4000.000.22N/AN/A005,9082,169
2025-10-21$24.35$0.50231.0%66.2%120.6%92.1%0.0%2.3%0.0%103-14.4M-4260.000.22N/AN/A005,9082,169
2025-10-22$22.40$0.50229.5%65.8%123.4%91.1%0.0%-4.2%0.0%109-13.2M-4440.000.24N/AN/A005,9082,169
2025-10-23$22.40$0.50230.9%66.2%123.4%92.0%0.0%-4.3%0.0%415-13.2M-2580.000.24N/AN/A005,9082,169
2025-10-24$24.95$0.50233.6%67.0%130.7%93.7%0.0%0.0%0.0%0-14.7M-80.000.21N/AN/A005,9082,169
2025-10-27$25.05$0.50234.8%67.3%130.7%94.5%0.0%0.0%0.0%0-14.8M-80.000.21N/AN/A005,9082,169
2025-10-28$25.05$0.50232.2%66.6%107.5%92.9%0.0%0.0%0.0%0-14.8M-80.000.21N/AN/A005,9082,169
2025-10-29$25.05$0.50233.8%67.0%107.5%93.8%0.0%0.0%0.0%0-14.8M-80.000.21N/AN/A005,9082,169
2025-10-30$23.95$0.50228.1%65.4%108.6%90.2%0.0%0.0%0.0%0-14.1M-80.000.22N/AN/A005,9082,169
2025-10-31$24.39$0.50234.9%67.4%98.6%94.6%0.0%0.0%0.0%0-14.4M-80.000.22N/AN/A005,9082,169