VSCO Options History — February 2024

In February 2024, VSCO traded between $26.30 and $30.45. ATM implied volatility averaged 72.3%, placing in the 48.5% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded above realized volatility by 29.4% (HV 20d: 42.9%). Max pain ranged from $22.50 to $28.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.79.

Notable Days

  • 2024-02-23: Highest Volume — 10,189 contracts
  • 2024-02-07: Largest IV spike — 13.2% change
  • 2024-02-28: Highest IV Rank — 86.6%
  • 2024-02-28: Largest Expected Move — 27.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.52$26.30$30.45$26.84$28.41
Max Pain$23.90$22.50$28.00$22.50$28.00
ATM IV72.3%54.5%95.8%55.0%95.7%
Expected Move21.2%18.3%27.5%18.5%27.4%
HV 20d42.9%31.8%47.7%40.3%47.4%
HV 60d58.6%50.3%61.6%61.6%50.3%
IV Rank48.5%19.8%86.6%20.6%86.5%
IV Percentile67.5%17.9%98.8%19.8%98.4%
Term Structure-11.7%-28.2%-3.1%-5.3%-28.2%
VWIV74.7%64.0%96.7%65.8%96.7%
Skew 25d1.2%-2.1%3.2%3.2%-1.8%
Skew 10d5.8%-1.3%26.5%15.8%-1.3%
Call IV 25d74.5%62.8%97.8%63.9%97.8%
Put IV 25d75.7%65.1%96.2%67.2%96.0%
Bid-Ask Spread %44.6322.5857.6157.6145.24
Gamma HHI0.100.080.160.090.11
Net GEX326.2K154.9K790.0K154.9K662.1K
Net DEX6.7M3.8M10.3M4.1M5.4M
Net VEX16.8K10.5K34.0K12.3K26.2K
P/C Ratio0.790.092.911.980.80
Total Volume2,189.0513910,1894,593402
Total OI37,816.628,83242,56435,78040,605

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$26.84$22.5055.0%18.5%40.3%20.6%65.8%3.2%-5.3%154.9K4.1M12.3K1.9857.61N/AN/A1,5393,05417,01918,761
2024-02-02$26.91$22.5054.5%18.3%39.7%19.8%64.5%2.3%-3.9%159.3K4.2M12.1K0.3035.54N/AN/A68420816,39919,754
2024-02-05$26.98$22.5056.8%18.6%39.3%23.4%65.2%3.2%-5.2%161.7K4.2M11.4K2.9149.07N/AN/A4931,43416,48319,888
2024-02-06$26.34$22.5056.4%18.4%40.5%22.7%65.0%2.6%-3.8%167.7K3.8M11.5K0.2040.04N/AN/A2014016,86921,939
2024-02-07$26.30$22.5063.8%18.3%31.8%34.8%64.0%2.3%-3.1%170.5K3.8M11.4K0.0953.17N/AN/A1271216,95721,942
2024-02-08$27.78$22.5063.8%18.3%36.0%34.8%64.8%1.8%-4.7%163.9K4.9M10.5K1.0848.81N/AN/A56361017,00421,942
2024-02-09$29.11$22.5064.2%18.4%38.6%35.4%67.2%2.4%-4.7%170.3K5.7M11.0K0.5140.00N/AN/A2,4181,23416,85022,035
2024-02-12$30.45$22.5068.5%19.6%38.8%42.3%67.9%2.3%-8.0%178.8K8.3M11.4K0.2027.24N/AN/A1,47329717,17523,099
2024-02-13$28.80$22.5070.0%20.1%45.1%44.9%70.0%1.8%-8.6%246.8K7.3M15.3K0.3731.14N/AN/A1,35449918,12923,342
2024-02-14$29.10$22.5070.0%20.1%44.2%44.9%70.4%1.9%-8.6%272.3K8.0M16.0K0.3655.71N/AN/A73026518,38323,492
2024-02-15$30.01$24.0069.8%20.0%44.7%44.6%71.1%2.2%-5.9%268.2K8.9M15.4K0.5850.39N/AN/A21312418,45323,645
2024-02-16$29.55$24.0070.7%20.3%45.8%46.0%71.5%1.2%-9.5%277.1K8.3M15.6K0.3042.42N/AN/A77223318,26223,714
2024-02-20$29.07$24.0075.4%21.6%45.8%53.7%76.9%0.6%-12.0%292.9K8.1M14.9K1.1722.58N/AN/A46654414,23214,600
2024-02-21$28.97$24.0075.9%21.8%45.5%54.5%76.2%-0.3%-12.9%322.5K7.6M15.8K0.5246.14N/AN/A1859614,48615,064
2024-02-22$28.43$24.0079.1%22.7%46.3%59.5%79.5%0.9%-15.9%318.4K7.0M15.4K0.6848.71N/AN/A1,6851,14414,61115,137
2024-02-23$29.52$24.0081.2%23.3%47.4%62.9%81.5%-1.1%-18.2%341.9K8.4M16.2K0.9949.16N/AN/A5,1275,06216,02016,071
2024-02-26$29.04$27.0086.3%24.7%46.0%71.2%87.6%-2.1%-21.9%782.6K8.4M33.7K1.3051.22N/AN/A48262820,85420,932
2024-02-27$29.86$27.0092.3%26.5%46.3%81.1%92.9%0.4%-26.1%790.0K10.3M34.0K0.8352.00N/AN/A4,0713,38621,16221,402
2024-02-28$28.99$27.0095.8%27.5%47.7%86.6%95.5%-0.7%-28.2%622.7K7.3M26.2K0.7146.49N/AN/A1,12979720,15119,469
2024-02-29$28.41$28.0095.7%27.4%47.4%86.5%96.7%-1.8%-28.2%662.1K5.4M26.2K0.8045.24N/AN/A22317920,52020,085