VSCO Options History — April 2022

In April 2022, VSCO traded between $45.88 and $52.25. ATM implied volatility averaged 60.4%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 1.6% (HV 20d: 58.8%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 1.94.

Notable Days

  • 2022-04-07: Highest Volume — 8,579 contracts
  • 2022-04-11: Largest IV spike — 29.6% change
  • 2022-04-11: Highest IV Rank — 44.1%
  • 2022-04-26: Largest Expected Move — 19.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.46$45.88$52.25$50.02$47.16
Max Pain$47.00$45.00$55.00$55.00$45.00
ATM IV60.4%52.0%69.7%52.0%68.2%
Expected Move17.2%15.6%19.7%16.1%19.6%
HV 20d58.8%53.5%78.5%78.5%57.7%
HV 60d63.0%61.7%64.7%62.3%64.7%
IV Rank22.4%2.9%44.1%2.9%40.7%
IV Percentile48.6%4.3%79.9%4.3%77.1%
Term Structure1.3%-1.7%4.2%3.3%2.6%
VWIV60.3%53.7%74.2%55.0%68.8%
Skew 25d6.1%3.3%9.8%4.8%4.7%
Skew 10d10.7%1.4%24.0%10.4%12.0%
Call IV 25d57.5%51.6%66.5%51.6%66.3%
Put IV 25d63.6%56.4%71.5%56.4%71.0%
Bid-Ask Spread %59.7444.7871.9455.3256.53
Gamma HHI0.360.200.480.210.34
Net GEX373.5K29.3K611.8K29.3K611.8K
Net DEX7.9M-578.3K13.8M-233.7K8.9M
Net VEX19.0K2.2K26.7K2.2K25.3K
P/C Ratio1.940.135.551.211.72
Total Volume1,923.35748,5791,8891,257
Total OI13,470.210,14516,96512,99114,198

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$50.02$55.0052.0%16.1%78.5%2.9%55.0%4.8%3.3%29.3K-233.7K2.2K1.2155.32N/AN/A8531,0368,5544,437
2022-04-04$52.25$55.0055.8%15.7%53.5%11.7%54.2%5.4%3.0%33.4K-102.0K2.4K1.1560.17N/AN/A9131,0468,5884,526
2022-04-05$49.91$55.0054.2%15.6%55.7%8.1%57.5%4.4%4.2%39.6K-88.0K2.9K1.2062.51N/AN/A8811,0549,1704,524
2022-04-06$47.04$50.0060.9%17.3%59.5%23.6%60.6%3.4%-0.7%36.1K-304.5K2.6K1.1662.06N/AN/A1,0571,2269,1854,543
2022-04-07$46.49$50.0057.7%16.9%59.1%16.1%59.3%9.2%-0.6%53.5K-578.3K3.7K0.1367.26N/AN/A7,6019789,2564,769
2022-04-08$48.27$45.0053.8%16.0%60.6%7.0%55.8%5.3%1.8%391.5K10.7M26.7K1.1965.85N/AN/A8391,00211,9104,808
2022-04-11$48.32$45.0069.7%16.8%60.5%44.1%62.5%9.8%0.3%393.3K10.7M25.7K2.6361.09N/AN/A37999711,9244,863
2022-04-12$47.24$45.0063.7%17.2%61.0%30.2%57.9%7.0%1.8%400.8K9.9M25.3K2.3765.09N/AN/A34381412,0054,885
2022-04-13$49.79$45.0055.2%15.8%57.0%10.4%58.5%5.6%3.9%428.5K12.0M24.8K2.7157.93N/AN/A33590812,0534,912
2022-04-14$49.02$45.0055.8%16.0%56.9%11.7%56.2%4.5%3.3%425.9K11.6M24.2K3.5358.81N/AN/A3461,22012,0664,829
2022-04-18$48.99$45.0056.1%16.1%56.6%12.5%54.4%8.5%2.4%459.1K11.2M23.8K1.3744.78N/AN/A5507546,9943,151
2022-04-19$50.73$45.0055.9%16.0%58.1%11.9%53.7%9.3%2.7%469.5K13.5M23.6K1.6261.01N/AN/A4697617,2703,175
2022-04-20$50.68$45.0057.5%16.5%57.5%15.6%55.9%6.0%0.5%479.5K13.8M23.8K2.1949.47N/AN/A3607877,4363,174
2022-04-21$48.71$45.0060.3%17.3%57.5%22.3%58.3%4.7%-1.7%501.3K11.3M24.3K2.0563.69N/AN/A3717617,4693,224
2022-04-22$46.05$45.0061.4%17.6%59.3%24.9%64.6%5.6%1.4%494.8K8.2M23.3K4.5971.94N/AN/A4131,8977,5043,242
2022-04-25$46.59$45.0066.1%18.9%58.4%35.7%64.4%6.2%-0.7%546.5K8.2M24.2K1.5146.36N/AN/A5217887,5474,329
2022-04-26$45.88$45.0068.9%19.7%58.4%42.2%68.2%4.9%-1.4%542.6K7.7M24.4K0.4360.51N/AN/A1,8087817,6984,349
2022-04-27$46.62$45.0068.7%19.7%54.2%41.7%66.8%3.3%-0.9%559.3K8.7M24.2K0.4860.18N/AN/A50249,0744,340
2022-04-28$49.39$45.0065.5%18.8%56.3%34.5%74.2%9.3%0.9%574.3K12.2M23.3K5.5564.20N/AN/A3491,9389,0644,359
2022-04-29$47.16$45.0068.2%19.6%57.7%40.7%68.8%4.7%2.6%611.8K8.9M25.3K1.7256.53N/AN/A4627959,1465,052