VSCO Options History — April 2024

In April 2024, VSCO traded between $16.86 and $19.73. ATM implied volatility averaged 51.9%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded below realized volatility by 19.8% (HV 20d: 71.6%). Max pain ranged from $18.00 to $19.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 1.00.

Notable Days

  • 2024-04-12: Highest Volume — 12,393 contracts
  • 2024-04-12: Largest IV spike — 10.4% change
  • 2024-04-15: Highest IV Rank — 14.4%
  • 2024-04-15: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.80$16.86$19.73$18.56$17.71
Max Pain$18.41$18.00$19.00$19.00$18.00
ATM IV51.9%46.4%57.5%46.4%51.6%
Expected Move14.9%13.3%16.5%13.3%14.8%
HV 20d71.6%47.0%138.7%138.7%47.0%
HV 60d89.5%88.0%90.3%88.0%89.6%
IV Rank9.2%4.1%14.4%4.1%8.9%
IV Percentile14.2%7.1%29.8%7.1%11.1%
Term Structure8.6%-0.3%13.8%0.6%13.8%
VWIV52.7%48.6%56.9%48.6%51.9%
Skew 25d1.6%-2.0%4.0%-2.0%-1.2%
Skew 10d4.0%-1.6%13.6%-0.8%-0.6%
Call IV 25d52.0%48.1%56.0%48.9%52.9%
Put IV 25d53.6%46.9%58.3%46.9%51.7%
Bid-Ask Spread %51.7117.6171.8817.6170.26
Gamma HHI0.230.180.270.210.24
Net GEX372.1K150.8K682.4K682.4K524.8K
Net DEX-266.0K-1.9M1.9M1.9M861.2K
Net VEX13.3K9.1K17.4K16.7K12.8K
P/C Ratio1.000.083.620.370.49
Total Volume2,579.95530612,393993501
Total OI68,497.40959,22483,07967,45060,824

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$18.56$19.0046.4%13.3%138.7%4.1%48.6%-2.0%0.6%682.4K1.9M16.7K0.3717.61N/AN/A72626734,38133,069
2024-04-02$17.46$19.0048.4%13.9%137.9%6.0%49.6%-0.5%0.1%552.4K-1.5M13.5K0.7529.34N/AN/A1,12483934,87933,092
2024-04-03$17.38$19.0049.1%14.1%137.1%6.6%50.3%2.3%-0.3%555.1K-1.9M12.2K1.5218.32N/AN/A44968235,45633,397
2024-04-04$18.12$19.0050.3%14.5%138.3%7.7%50.7%0.9%10.3%150.8K-696.5K9.1K0.7052.52N/AN/A84158635,67533,243
2024-04-05$18.51$19.0047.8%14.1%58.5%5.5%49.8%0.7%9.3%168.9K-597.0K9.8K0.4455.00N/AN/A63727935,74633,289
2024-04-08$19.73$19.0050.3%14.8%62.4%7.7%52.0%1.2%10.1%172.0K418.1K9.6K0.1637.10N/AN/A3,80562535,79833,331
2024-04-09$19.02$19.0050.7%14.9%60.6%8.1%52.0%2.8%9.3%179.0K-158.9K9.6K1.0541.11N/AN/A51053534,44933,358
2024-04-10$18.52$19.0052.0%14.9%60.5%9.3%52.9%2.2%9.7%170.8K-573.1K9.2K1.7244.37N/AN/A1,4462,48934,32533,366
2024-04-11$18.87$19.0051.1%14.6%58.8%8.4%53.8%1.9%9.8%179.5K-240.8K9.2K0.1333.75N/AN/A3,21541334,75535,090
2024-04-12$17.91$18.0056.4%16.2%60.5%13.3%56.8%2.9%6.7%203.3K304.0K11.0K3.6250.91N/AN/A2,6839,71035,30335,299
2024-04-15$17.45$18.0057.5%16.5%60.7%14.4%56.9%1.3%6.0%337.1K-779.7K16.5K0.7744.26N/AN/A63348837,24141,385
2024-04-16$17.09$18.0056.0%16.1%61.0%13.0%55.9%2.0%7.9%327.5K-1.5M15.6K1.1363.43N/AN/A1,2181,37837,45741,194
2024-04-17$16.86$18.0055.5%15.9%60.6%12.5%56.1%1.4%8.1%341.8K-1.5M15.7K0.8862.04N/AN/A3,6763,24138,24540,747
2024-04-18$17.20$18.0054.2%15.5%58.0%11.3%55.5%1.6%10.4%399.2K376.2K17.4K0.5063.52N/AN/A2,9361,46339,57140,790
2024-04-19$17.27$18.0055.0%15.8%57.0%12.1%55.0%1.2%9.0%406.7K385.7K17.3K1.0363.31N/AN/A76579141,22941,850
2024-04-22$16.99$18.0054.2%15.5%57.1%11.3%53.7%1.7%9.3%425.1K-734.6K15.5K0.1464.40N/AN/A1,92327628,27730,947
2024-04-23$17.48$18.0052.4%15.0%52.0%9.7%53.7%4.0%10.5%473.3K559.0K16.0K0.5961.89N/AN/A48128628,50531,085
2024-04-24$17.54$18.0049.7%14.2%51.8%7.2%49.0%4.0%12.8%484.8K466.5K15.6K0.0866.16N/AN/A1,1148928,45431,119
2024-04-25$16.89$18.0051.1%14.7%52.6%8.5%54.2%2.3%11.6%434.1K-1.3M13.3K2.8960.29N/AN/A7762,24228,11031,186
2024-04-26$17.38$18.0049.8%14.3%53.2%7.3%50.2%3.2%12.4%502.9K-140.4K14.4K0.8971.88N/AN/A16714828,37232,278
2024-04-29$17.59$18.0051.5%14.8%51.7%8.8%51.6%1.3%12.1%515.5K531.9K13.1K2.1566.23N/AN/A9720928,36732,409
2024-04-30$17.71$18.0051.6%14.8%47.0%8.9%51.9%-1.2%13.8%524.8K861.2K12.8K0.4970.26N/AN/A33716428,39732,427