VSCO Options History — February 2023

In February 2023, VSCO traded between $39.18 and $46.16. ATM implied volatility averaged 59.9%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 1.9% (HV 20d: 57.9%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 3.19.

Notable Days

  • 2023-02-01: Highest Volume — 11,895 contracts
  • 2023-02-08: Largest IV spike — 24.2% change
  • 2023-02-28: Highest IV Rank — 33.9%
  • 2023-02-28: Largest Expected Move — 19.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.94$39.18$46.16$46.16$39.83
Max Pain$39.74$35.00$40.00$35.00$40.00
ATM IV59.9%47.5%68.8%49.8%68.8%
Expected Move17.8%14.3%19.7%14.3%19.7%
HV 20d57.9%51.0%71.2%70.6%52.4%
HV 60d62.1%58.5%67.8%67.7%58.6%
IV Rank19.9%0.3%33.9%4.0%33.9%
IV Percentile32.1%0.8%63.9%3.2%63.9%
Term Structure-7.7%-17.0%9.3%9.3%-17.0%
VWIV62.1%49.6%68.0%49.6%67.2%
Skew 25d8.3%6.6%10.4%6.6%8.3%
Skew 10d15.6%10.3%24.3%10.3%16.3%
Call IV 25d57.9%46.4%65.4%46.4%64.4%
Put IV 25d66.2%53.0%72.7%53.0%72.7%
Bid-Ask Spread %45.7026.3859.8055.4052.72
Gamma HHI0.340.320.480.480.34
Net GEX2.1M352.3K2.7M352.3K2.6M
Net DEX-10.9M-22.8M11.8M11.8M-18.3M
Net VEX107.0K7.9K134.6K7.9K89.5K
P/C Ratio3.190.1125.849.350.91
Total Volume1,428.05315611,89511,895388
Total OI61,259.94744,85865,82644,85860,123

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$46.16$35.0049.8%14.3%70.6%4.0%49.6%6.6%9.3%352.3K11.8M7.9K9.3555.40N/AN/A1,14910,74610,08234,776
2023-02-02$45.78$40.0050.2%17.1%71.2%4.6%59.9%8.5%-5.3%1.3M-6.3M99.8K2.7234.88N/AN/A27274111,66346,078
2023-02-03$45.59$40.0048.7%16.7%66.0%2.3%59.9%7.0%-5.1%1.4M-6.0M97.8K0.1952.91N/AN/A2,17741811,66246,725
2023-02-06$43.88$40.0051.4%17.3%68.9%6.5%64.7%8.5%-6.6%1.7M-6.0M115.1K25.8438.30N/AN/A1032,66113,75246,990
2023-02-07$43.48$40.0047.5%16.9%69.4%0.3%59.1%9.3%-6.1%1.7M-7.7M116.3K0.1126.38N/AN/A2,13422713,76248,106
2023-02-08$42.59$40.0059.0%16.9%70.1%18.4%63.0%9.6%-5.4%2.0M-7.0M130.7K3.2335.41N/AN/A14145515,74048,272
2023-02-09$41.81$40.0061.4%17.6%53.3%22.2%57.6%8.6%-5.8%2.1M-10.3M128.8K0.1946.20N/AN/A1,39426115,79348,343
2023-02-10$40.81$40.0061.4%17.6%53.0%22.3%61.1%8.0%-5.8%2.2M-13.2M134.6K7.7352.20N/AN/A5643316,98648,433
2023-02-13$41.69$40.0063.5%18.2%53.2%25.5%65.0%8.8%-7.6%2.2M-9.0M126.3K1.2653.96N/AN/A19324417,00048,441
2023-02-14$42.01$40.0062.3%17.9%53.1%23.7%61.1%9.2%-7.2%2.3M-7.7M121.5K0.6539.75N/AN/A20513417,12248,574
2023-02-15$42.02$40.0060.3%17.3%53.1%20.6%60.7%8.5%-4.8%2.2M-7.0M120.1K0.5633.96N/AN/A1568717,22148,605
2023-02-16$41.49$40.0062.3%17.9%52.9%23.7%61.4%8.3%-8.2%2.4M-9.0M113.8K0.4647.15N/AN/A1074917,28948,309
2023-02-17$41.49$40.0061.5%17.6%51.0%22.4%61.2%8.5%-8.1%2.4M-10.9M116.8K0.6648.13N/AN/A19512917,30148,337
2023-02-21$39.84$40.0067.1%19.2%52.9%31.3%63.1%8.9%-12.9%2.4M-18.7M109.8K0.2458.53N/AN/A42610413,22345,905
2023-02-22$39.63$40.0066.5%19.1%52.6%30.3%64.4%8.0%-12.0%2.5M-20.4M107.6K0.7259.80N/AN/A15211013,50945,997
2023-02-23$40.01$40.0064.5%18.5%52.6%27.2%67.6%10.4%-12.6%2.6M-17.9M103.2K2.4047.64N/AN/A20649513,62846,040
2023-02-24$39.51$40.0064.3%18.4%52.3%26.9%65.7%6.6%-11.4%2.7M-19.9M100.4K2.2139.59N/AN/A5311713,85646,219
2023-02-27$39.18$40.0067.2%19.3%52.2%31.5%68.0%7.0%-13.7%2.7M-22.8M92.6K1.1345.32N/AN/A10111413,85646,221
2023-02-28$39.83$40.0068.8%19.7%52.4%33.9%67.2%8.3%-17.0%2.6M-18.3M89.5K0.9152.72N/AN/A20318513,85346,270