VSCO Options History — January 2024

In January 2024, VSCO traded between $23.02 and $26.80. ATM implied volatility averaged 57.7%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 4.0% (HV 20d: 53.7%). Max pain ranged from $22.00 to $26.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.96.

Notable Days

  • 2024-01-03: Highest Volume — 11,729 contracts
  • 2024-01-10: Largest IV drop — 4.6% change
  • 2024-01-04: Highest IV Rank — 29.5%
  • 2024-01-03: Largest Expected Move — 17.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.61$23.02$26.80$26.79$26.14
Max Pain$23.00$22.00$26.00$22.50$26.00
ATM IV57.7%54.9%60.5%59.9%54.9%
Expected Move16.5%15.7%17.2%17.2%15.7%
HV 20d53.7%44.4%62.2%56.9%47.9%
HV 60d66.7%61.6%71.7%69.6%61.6%
IV Rank25.0%20.3%29.5%28.4%20.3%
IV Percentile32.1%19.4%44.4%41.7%19.4%
Term Structure4.4%-2.0%8.6%-2.0%8.6%
VWIV58.0%52.3%61.1%60.1%56.0%
Skew 25d2.3%0.8%4.3%1.0%1.2%
Skew 10d5.2%-3.7%9.4%4.7%1.8%
Call IV 25d57.4%55.0%61.0%61.0%55.7%
Put IV 25d59.7%56.8%62.8%62.0%56.8%
Bid-Ask Spread %42.7614.7673.6073.6057.50
Gamma HHI0.230.120.320.190.26
Net GEX339.7K37.8K1.4M1.4M694.8K
Net DEX3.9M46.0K22.6M22.6M3.0M
Net VEX11.4K2.6K39.6K39.6K17.2K
P/C Ratio0.960.074.011.790.53
Total Volume1,883.85720411,729981204
Total OI49,281.23828,19264,23453,06435,749

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$26.79$22.5059.9%17.2%56.9%28.4%60.1%1.0%-2.0%1.4M22.6M39.6K1.7973.60N/AN/A35163031,90121,163
2024-01-03$24.87$22.5060.0%17.2%59.7%28.6%59.9%2.1%0.0%1.2M11.1M33.3K0.1173.43N/AN/A10,6101,11931,87721,675
2024-01-04$24.52$25.0060.5%16.9%58.0%29.5%60.3%2.7%3.1%37.8K46.0K2.6K0.3621.40N/AN/A39714435,80321,262
2024-01-05$25.02$25.0058.9%16.7%58.5%26.8%59.3%2.6%5.3%42.0K116.5K2.8K0.2328.38N/AN/A48411136,42421,317
2024-01-08$24.99$25.0059.1%16.5%57.6%27.2%61.1%2.9%5.4%44.7K101.1K2.8K0.0931.62N/AN/A1,11310036,55221,305
2024-01-09$23.42$22.0059.9%16.6%61.6%28.5%57.3%3.5%3.6%75.3K1.0M4.5K2.1133.30N/AN/A46297537,41821,306
2024-01-10$23.87$22.0057.2%16.4%62.2%24.0%57.7%2.5%3.6%79.7K1.2M4.7K0.6228.33N/AN/A1,47791138,89821,731
2024-01-11$24.13$22.0055.9%16.0%61.3%21.9%59.5%4.1%4.5%126.5K2.3M7.0K1.0539.34N/AN/A68471740,74421,739
2024-01-12$23.63$22.0056.4%16.2%58.4%22.9%57.0%2.2%5.6%141.1K2.2M7.8K1.5750.99N/AN/A36857641,06122,269
2024-01-16$23.34$22.0058.1%16.7%58.3%25.5%57.9%1.8%4.7%161.9K1.7M8.1K0.7849.05N/AN/A59646341,18522,576
2024-01-17$23.02$22.0058.5%16.8%57.1%26.1%57.9%2.8%5.2%166.4K1.4M8.1K0.7449.16N/AN/A16212041,28422,570
2024-01-18$23.34$22.0057.7%16.6%56.8%25.0%57.7%4.3%4.3%173.1K1.6M8.0K4.0151.71N/AN/A23594241,29322,448
2024-01-19$23.59$22.0056.4%16.2%48.2%22.8%58.0%1.7%5.2%206.0K1.7M9.1K0.1345.90N/AN/A1,77322441,40822,826
2024-01-22$24.45$22.0057.2%16.4%49.9%24.1%57.8%1.8%5.4%249.7K4.0M10.0K1.3641.11N/AN/A9151,24213,81114,381
2024-01-23$24.20$22.0057.0%16.3%45.3%23.8%57.6%1.6%4.7%273.8K3.8M10.5K0.2740.28N/AN/A57215614,50215,242
2024-01-24$24.09$22.0057.5%16.5%44.9%24.6%58.0%2.9%4.8%284.9K3.7M10.4K0.8752.96N/AN/A15013014,90615,341
2024-01-25$24.55$22.0057.9%16.6%44.4%25.1%60.3%0.8%3.5%285.1K4.3M10.2K0.1842.42N/AN/A4608114,97315,415
2024-01-26$25.73$22.0055.9%16.0%46.5%22.0%55.9%1.0%5.9%256.0K5.5M8.4K0.5133.53N/AN/A4,9892,52014,79015,443
2024-01-29$26.33$25.0056.6%16.2%47.0%23.2%56.8%2.5%5.7%574.9K5.0M16.7K2.7114.76N/AN/A4471,21316,80817,747
2024-01-30$26.80$26.0057.1%16.4%47.1%23.9%52.3%2.7%6.0%651.9K5.3M17.6K0.0739.23N/AN/A6924617,04118,722
2024-01-31$26.14$26.0054.9%15.7%47.9%20.3%56.0%1.2%8.6%694.8K3.0M17.2K0.5357.50N/AN/A1337117,01818,731