VSCO Options History — February 2022

Name: VSCO Options Analytics - February 2022
Creator: Options Analysis Suite

In February 2022, VSCO traded between $52.79 and $63.05. ATM implied volatility averaged 62.0%. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 19.7% (HV 20d: 42.4%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.65.

Notable Days

2022-02-08: Highest Volume — 3,950 contracts
2022-02-09: Largest IV spike — 15.2% change
2022-02-28: Largest Expected Move — 21.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$58.45	$52.79	$63.05	$57.45	$52.79
Max Pain	$50.26	$50.00	$55.00	$50.00	$55.00
ATM IV	62.0%	52.0%	76.0%	54.3%	76.0%
Expected Move	18.3%	15.5%	21.8%	15.6%	21.8%
HV 20d	42.4%	38.2%	49.3%	48.0%	43.8%
HV 60d	52.6%	47.2%	57.0%	56.0%	48.5%
Term Structure	-4.3%	-12.1%	7.7%	7.2%	-12.1%
VWIV	64.1%	52.4%	77.1%	53.4%	77.1%
Skew 25d	5.3%	2.5%	8.2%	2.5%	8.2%
Skew 10d	10.5%	3.1%	17.4%	3.1%	11.0%
Call IV 25d	61.4%	51.8%	73.2%	51.8%	73.2%
Put IV 25d	66.7%	54.3%	81.4%	54.3%	81.4%
Bid-Ask Spread %	46.45	23.11	63.46	48.29	57.61
Gamma HHI	0.24	0.20	0.38	0.38	0.26
Net GEX	779.6K	629.9K	925.1K	629.9K	849.1K
Net DEX	10.7M	1.9M	19.7M	19.7M	1.9M
Net VEX	40.3K	15.4K	49.5K	15.7K	32.2K
P/C Ratio	0.65	0.14	2.31	0.23	0.68
Total Volume	1,703.474	817	3,950	2,256	1,340
Total OI	15,659.737	12,172	20,625	17,335	13,231

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-02-01	$57.45	$50.00	54.3%	15.6%	48.0%	0.0%	53.4%	2.5%	7.2%	629.9K	19.7M	15.7K	0.23	48.29	N/A	N/A	1,833	423	11,858	5,477
2022-02-02	$56.22	$50.00	54.2%	15.5%	48.1%	0.0%	52.4%	2.5%	7.7%	669.9K	18.6M	15.4K	0.35	63.46	N/A	N/A	1,060	372	12,096	5,425
2022-02-03	$55.98	$50.00	54.9%	17.9%	47.8%	0.0%	62.6%	3.0%	-3.6%	677.8K	6.4M	49.1K	0.27	36.84	N/A	N/A	1,342	363	12,083	5,430
2022-02-04	$57.32	$50.00	52.8%	17.7%	48.3%	0.0%	61.1%	2.8%	-2.9%	701.3K	7.9M	49.5K	0.35	41.56	N/A	N/A	1,448	504	12,036	5,418
2022-02-07	$58.94	$50.00	53.3%	17.8%	49.3%	0.0%	62.0%	3.3%	-4.0%	725.8K	10.0M	48.9K	0.23	41.93	N/A	N/A	1,937	449	11,846	5,337
2022-02-08	$61.96	$50.00	52.0%	17.3%	41.7%	0.0%	59.9%	5.2%	-2.9%	750.2K	14.2M	47.3K	0.14	23.11	N/A	N/A	3,480	470	11,348	5,312
2022-02-09	$61.70	$50.00	59.9%	17.2%	39.1%	0.0%	61.2%	6.1%	-3.0%	794.0K	14.3M	48.8K	0.29	42.99	N/A	N/A	1,620	477	10,786	5,311
2022-02-10	$63.05	$50.00	58.8%	16.9%	39.4%	0.0%	62.3%	5.5%	-2.1%	802.9K	16.1M	48.2K	0.51	41.41	N/A	N/A	1,436	732	10,558	5,378
2022-02-11	$61.98	$50.00	61.9%	17.8%	40.2%	0.0%	60.4%	5.3%	-3.5%	783.3K	14.1M	47.3K	0.90	38.17	N/A	N/A	472	423	9,893	5,430
2022-02-14	$60.51	$50.00	63.6%	18.2%	41.2%	0.0%	63.2%	5.5%	-4.8%	777.0K	12.1M	44.6K	0.64	44.40	N/A	N/A	686	441	9,872	5,456
2022-02-15	$59.60	$50.00	61.9%	17.7%	39.8%	0.0%	64.4%	6.7%	-3.9%	778.5K	10.8M	41.9K	0.98	41.12	N/A	N/A	635	621	9,853	5,437
2022-02-16	$60.29	$50.00	61.8%	17.7%	39.2%	0.0%	66.8%	5.4%	-4.2%	790.5K	11.9M	40.5K	2.31	41.37	N/A	N/A	485	1,118	9,892	5,402
2022-02-17	$58.71	$50.00	64.0%	18.4%	38.4%	0.0%	64.5%	5.9%	-4.9%	820.3K	8.8M	43.5K	1.06	50.85	N/A	N/A	396	421	9,930	6,022
2022-02-18	$59.19	$50.00	66.0%	18.9%	38.4%	0.0%	65.3%	7.1%	-5.7%	822.7K	9.4M	42.3K	0.32	53.20	N/A	N/A	1,553	498	14,625	6,000
2022-02-22	$58.19	$50.00	69.8%	20.0%	38.2%	0.0%	71.4%	5.3%	-8.8%	827.0K	8.1M	38.8K	0.94	42.45	N/A	N/A	963	901	7,668	4,504
2022-02-23	$55.33	$50.00	70.6%	20.2%	42.6%	0.0%	70.2%	4.7%	-8.9%	826.3K	5.3M	37.1K	0.58	57.09	N/A	N/A	813	468	8,108	4,454
2022-02-24	$55.31	$50.00	71.3%	20.4%	42.4%	0.0%	71.0%	7.4%	-10.5%	860.8K	5.9M	37.7K	0.81	62.91	N/A	N/A	607	492	8,460	4,458
2022-02-25	$56.06	$50.00	71.2%	20.4%	39.0%	0.0%	69.0%	8.0%	-11.0%	925.1K	7.9M	37.5K	0.84	53.76	N/A	N/A	591	496	8,658	4,483
2022-02-28	$52.79	$55.00	76.0%	21.8%	43.8%	0.0%	77.1%	8.2%	-12.1%	849.1K	1.9M	32.2K	0.68	57.61	N/A	N/A	799	541	8,658	4,573