VSCO Options History — May 2023 In May 2023, VSCO traded between $20.53 and $30.23. ATM implied volatility averaged 74.9%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 32.6% (HV 20d: 42.3%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 5.23.
Notable Days 2023-05-02 : Highest Volume — 23,950 contracts2023-05-03 : Largest IV spike — 49.1% change2023-05-31 : Highest IV Rank — 90.2%2023-05-31 : Largest Expected Move — 29.8%Monthly Statistics Metric Avg Min Max Open Close Price $25.30 $20.53 $30.23 $30.23 $20.53 Max Pain $28.64 $25.00 $30.00 $30.00 $25.00 ATM IV 74.9% 49.0% 104.0% 49.0% 104.0% Expected Move 21.9% 14.0% 29.8% 14.0% 29.8% HV 20d 42.3% 35.8% 48.2% 35.8% 48.2% HV 60d 38.8% 34.5% 42.2% 34.5% 41.0% IV Rank 47.6% 9.7% 90.2% 9.7% 90.2% IV Percentile 74.1% 10.3% 99.6% 10.3% 99.6% Term Structure -13.1% -32.2% 9.4% 9.4% -30.3% VWIV 75.3% 45.5% 109.2% 45.5% 109.2% Skew 25d 7.0% -3.1% 14.5% 9.0% -3.1% Skew 10d 11.9% -16.2% 21.2% 15.1% -16.2% Call IV 25d 73.0% 45.7% 112.9% 45.7% 112.9% Put IV 25d 80.0% 54.8% 109.8% 54.8% 109.8% Bid-Ask Spread % 50.36 25.34 68.83 61.69 34.41 Gamma HHI 0.43 0.31 0.88 0.83 0.31 Net GEX 654.2K 274.8K 1.6M 1.6M 690.5K Net DEX -6.5M -18.5M -361.1K -12.4M -12.0M Net VEX 34.5K 7.1K 61.4K 37.7K 33.9K P/C Ratio 5.23 0.20 74.91 0.76 0.81 Total Volume 4,524.636 321 23,950 1,945 16,989 Total OI 57,739.545 48,270 74,555 48,270 74,555
Daily Data (22 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 2023-05-01 $30.23 $30.00 49.0% 14.0% 35.8% 9.7% 45.5% 9.0% 9.4% 1.6M -12.4M 37.7K 0.76 61.69 N/A N/A 1,106 839 19,989 28,281 2023-05-02 $29.20 $30.00 51.7% 14.8% 36.0% 13.7% 51.7% 9.0% 8.3% 1.5M -16.8M 34.8K 10.25 59.21 N/A N/A 2,129 21,821 20,113 28,926 2023-05-03 $27.34 $30.00 77.0% 22.1% 41.3% 50.8% 63.0% 14.5% -23.9% 274.8K -1.9M 7.1K 1.27 68.83 N/A N/A 850 1,078 21,783 29,170 2023-05-04 $26.76 $30.00 63.9% 20.0% 38.3% 31.6% 64.7% 10.9% -7.2% 826.6K -18.5M 61.4K 74.91 63.84 N/A N/A 227 17,004 22,071 29,741 2023-05-05 $27.84 $30.00 50.7% 17.6% 42.0% 12.2% 63.0% 8.4% -5.3% 536.3K -2.9M 38.1K 0.23 67.23 N/A N/A 785 177 22,137 30,611 2023-05-08 $27.02 $30.00 63.0% 19.5% 40.3% 30.2% 64.3% 6.9% -7.0% 492.6K -3.9M 34.7K 0.57 54.78 N/A N/A 205 116 22,657 30,608 2023-05-09 $26.11 $30.00 59.0% 19.6% 39.3% 24.3% 68.4% 6.7% -7.4% 439.3K -5.4M 30.5K 0.20 44.54 N/A N/A 1,259 251 22,717 30,670 2023-05-10 $25.61 $30.00 70.0% 20.1% 38.9% 40.4% 69.9% 6.9% -7.7% 438.3K -4.9M 30.3K 0.29 39.89 N/A N/A 1,942 563 23,922 30,808 2023-05-11 $25.63 $30.00 70.5% 20.2% 39.1% 41.2% 71.2% 9.7% -8.6% 509.6K -2.8M 34.8K 0.43 25.34 N/A N/A 577 247 25,633 31,165 2023-05-12 $25.39 $30.00 71.7% 20.6% 37.1% 42.9% 72.8% 7.7% -9.8% 514.9K -2.4M 35.9K 0.52 51.41 N/A N/A 544 284 26,162 31,369 2023-05-15 $25.66 $30.00 73.3% 21.0% 38.1% 45.3% 71.8% 7.6% -11.2% 556.6K -1.5M 36.0K 2.48 53.18 N/A N/A 185 458 26,581 31,515 2023-05-16 $24.95 $30.00 74.2% 21.3% 38.5% 46.5% 74.7% 7.3% -13.3% 516.9K -3.3M 32.7K 1.87 41.81 N/A N/A 168 314 27,478 31,639 2023-05-17 $26.29 $30.00 76.1% 21.8% 45.0% 49.4% 74.2% 9.2% -14.8% 618.9K -1.2M 36.7K 0.94 65.69 N/A N/A 397 373 27,735 32,330 2023-05-18 $26.58 $30.00 74.7% 21.4% 45.2% 47.3% 74.4% 10.3% -12.3% 647.8K -361.1K 39.0K 5.73 40.86 N/A N/A 304 1,743 27,827 32,506 2023-05-19 $25.47 $30.00 75.1% 21.5% 45.6% 48.0% 77.2% 10.3% -12.5% 634.8K -4.2M 38.6K 1.24 42.74 N/A N/A 1,269 1,570 27,928 33,899 2023-05-22 $24.98 $30.00 78.7% 22.6% 45.6% 53.2% 78.7% 9.6% -16.0% 671.4K -5.4M 35.4K 0.34 36.43 N/A N/A 990 334 23,355 32,312 2023-05-23 $23.67 $25.00 86.5% 24.8% 45.7% 64.6% 83.4% 8.6% -19.0% 609.6K -7.1M 33.1K 1.06 45.89 N/A N/A 604 639 24,190 32,612 2023-05-24 $22.84 $25.00 96.8% 27.7% 46.2% 79.6% 95.0% 8.5% -24.0% 559.7K -7.1M 34.4K 0.93 49.72 N/A N/A 1,265 1,171 25,166 33,168 2023-05-25 $21.61 $25.00 89.9% 25.8% 47.9% 69.5% 91.0% -0.3% -19.3% 586.6K -8.7M 33.0K 7.50 65.01 N/A N/A 1,299 9,736 28,449 33,804 2023-05-26 $21.63 $25.00 91.3% 26.2% 48.1% 71.7% 90.8% -0.6% -24.8% 605.9K -9.2M 31.5K 2.16 59.69 N/A N/A 577 1,245 30,031 36,083 2023-05-30 $21.32 $25.00 100.1% 28.7% 48.0% 84.5% 101.5% -2.5% -32.2% 621.1K -10.3M 29.7K 0.52 35.78 N/A N/A 3,876 2,032 31,526 37,048 2023-05-31 $20.53 $25.00 104.0% 29.8% 48.2% 90.2% 109.2% -3.1% -30.3% 690.5K -12.0M 33.9K 0.81 34.41 N/A N/A 9,375 7,614 35,297 39,258
« Apr 2023 | All History | Jun 2023 » Home VSCO History May 2023