VRM Options History — January 2026

In January 2026, VRM traded between $20.14 and $23.62. ATM implied volatility averaged 342.8%, placing in the 72.3% IV rank vs the trailing year. The 30-day expected move averaged 98.3%. IV traded above realized volatility by 192.2% (HV 20d: 150.6%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 0 of 11 trading days.

Notable Days

  • 2026-01-13: Largest IV drop — 100.0% change
  • 2026-01-12: Highest IV Rank — 100.0%
  • 2026-01-12: Largest Expected Move — 139.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.70$20.14$23.62$20.14$20.14
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV342.8%259.0%487.9%259.0%487.9%
Expected Move98.3%74.3%139.9%74.3%139.9%
HV 20d150.6%130.8%161.9%130.8%159.9%
HV 60d110.8%105.0%114.2%105.0%114.2%
IV Rank72.3%50.4%100.0%50.4%100.0%
IV Percentile98.5%97.6%100.0%98.0%100.0%
Bid-Ask Spread %0.260.230.270.270.27
Net GEX00000
Net DEX-12.2M-14.0M-11.9M-11.9M-11.9M
Net VEX-8-8-8-8-8
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI8,0778,0778,0778,0778,077

Daily Data (11 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-01-02$20.14$0.50259.0%74.3%130.8%50.4%0.0%0.0%0.0%0-11.9M-80.000.27N/AN/A005,9082,169
2026-01-05$23.62$0.50309.0%88.6%141.6%64.9%0.0%0.0%0.0%0-14.0M-80.000.23N/AN/A005,9082,169
2026-01-06$20.14$0.50307.4%88.1%154.2%64.4%0.0%0.0%0.0%0-11.9M-80.000.27N/AN/A005,9082,169
2026-01-07$20.14$0.50324.3%93.0%153.8%69.3%0.0%0.0%0.0%0-11.9M-80.000.27N/AN/A005,9082,169
2026-01-08$20.14$0.50344.2%98.7%153.8%75.1%0.0%0.0%0.0%0-11.9M-80.000.27N/AN/A005,9082,169
2026-01-09$20.14$0.50368.2%105.6%148.8%82.0%0.0%0.0%0.0%0-11.9M-80.000.27N/AN/A005,9082,169
2026-01-12$20.14$0.50487.9%139.9%148.7%100.0%0.0%0.0%0.0%0-11.9M-80.000.27N/AN/A005,9082,169
2026-01-13$20.14$0.500.0%0.0%148.3%0.0%0.0%0.0%0.0%0-11.9M-80.000.27N/AN/A005,9082,169
2026-01-14$22.85$0.500.0%0.0%155.2%0.0%0.0%0.0%0.0%0-13.5M-80.000.23N/AN/A005,9082,169
2026-01-15$20.14$0.500.0%0.0%161.9%0.0%0.0%0.0%0.0%0-11.9M-80.000.27N/AN/A005,9082,169
2026-01-16$20.14$0.500.0%0.0%159.9%0.0%0.0%0.0%0.0%0-11.9M-80.000.27N/AN/A005,9082,169