VSCO Options History — May 2024 In May 2024, VSCO traded between $17.63 and $22.80. ATM implied volatility averaged 64.1%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 18.6% (HV 20d: 45.6%). Max pain ranged from $18.00 to $21.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 2.04.
Notable Days 2024-05-13 : Highest Volume — 8,267 contracts2024-05-13 : Largest IV spike — 42.8% change2024-05-31 : Highest IV Rank — 36.6%2024-05-31 : Largest Expected Move — 23.4%Monthly Statistics Metric Avg Min Max Open Close Price $20.21 $17.63 $22.80 $17.63 $22.80 Max Pain $20.09 $18.00 $21.00 $18.00 $21.00 ATM IV 64.1% 46.5% 81.6% 51.2% 81.6% Expected Move 19.2% 13.3% 23.4% 14.7% 23.4% HV 20d 45.6% 33.8% 52.4% 47.0% 52.4% HV 60d 89.8% 87.3% 90.9% 89.6% 89.7% IV Rank 20.5% 4.2% 36.6% 8.6% 36.6% IV Percentile 49.5% 3.6% 90.9% 10.3% 90.9% Term Structure -3.2% -13.7% 18.5% 13.2% -13.7% VWIV 68.0% 46.3% 82.8% 51.3% 82.8% Skew 25d 0.2% -3.1% 4.6% -1.4% 3.7% Skew 10d -1.8% -30.2% 8.0% -1.1% -0.6% Call IV 25d 68.1% 46.7% 81.2% 52.4% 81.2% Put IV 25d 68.3% 46.9% 84.9% 51.0% 84.9% Bid-Ask Spread % 55.23 44.80 71.58 67.69 48.49 Gamma HHI 0.15 0.10 0.28 0.25 0.11 Net GEX 587.1K 397.0K 754.4K 535.5K 723.5K Net DEX 3.2M -2.7M 9.2M 573.7K 9.2M Net VEX 34.7K 9.0K 46.2K 12.2K 35.6K P/C Ratio 2.04 0.32 7.82 1.02 0.73 Total Volume 2,644.227 456 8,267 946 4,103 Total OI 60,644.955 56,255 69,043 60,982 60,782
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 2024-05-01 $17.63 $18.00 51.2% 14.7% 47.0% 8.6% 51.3% -1.4% 13.2% 535.5K 573.7K 12.2K 1.02 67.69 N/A N/A 469 477 28,481 32,501 2024-05-02 $17.63 $18.00 50.3% 14.4% 44.4% 7.7% 50.8% 1.1% 15.0% 540.8K 583.0K 11.4K 5.88 71.58 N/A N/A 277 1,630 28,630 32,479 2024-05-03 $17.63 $18.00 46.5% 13.3% 43.6% 4.2% 46.3% 0.2% 18.5% 495.9K 911.5K 9.0K 0.34 66.29 N/A N/A 473 163 28,650 31,332 2024-05-06 $17.87 $20.00 51.2% 19.5% 36.6% 8.5% 67.9% 2.9% -3.3% 397.0K -2.7M 34.8K 3.00 61.26 N/A N/A 1,251 3,750 28,792 31,206 2024-05-07 $18.05 $20.00 51.3% 19.7% 34.9% 8.7% 68.5% 2.4% -3.3% 398.5K -2.5M 33.9K 0.76 59.18 N/A N/A 406 308 28,813 28,504 2024-05-08 $17.95 $20.00 49.9% 19.9% 33.8% 7.3% 69.0% 2.9% -4.5% 403.1K -2.7M 33.9K 3.80 54.08 N/A N/A 117 445 28,817 28,693 2024-05-09 $18.63 $20.00 47.8% 19.8% 35.8% 5.4% 68.9% 4.6% -5.2% 421.1K -1.5M 34.7K 0.43 51.08 N/A N/A 602 261 28,851 28,896 2024-05-10 $19.66 $20.00 51.1% 18.2% 35.3% 8.5% 64.5% 2.8% 0.2% 430.9K 621.8K 32.6K 1.50 56.06 N/A N/A 3,154 4,736 28,837 29,017 2024-05-13 $21.76 $20.00 73.1% 18.5% 47.5% 28.7% 65.5% 1.3% -2.5% 455.5K 5.8M 32.4K 0.57 48.83 N/A N/A 5,253 3,014 29,933 30,051 2024-05-14 $22.18 $20.00 77.2% 18.4% 46.1% 32.6% 66.4% -0.5% -1.9% 535.2K 7.1M 39.9K 0.32 44.80 N/A N/A 5,032 1,631 32,168 32,552 2024-05-15 $21.63 $19.00 64.7% 18.5% 47.1% 21.0% 64.9% -2.7% -2.5% 605.5K 8.7M 41.9K 5.16 54.13 N/A N/A 401 2,068 34,116 33,697 2024-05-16 $21.73 $20.00 65.2% 18.7% 47.1% 21.5% 65.7% -1.4% -3.0% 636.7K 8.3M 43.3K 7.82 57.58 N/A N/A 171 1,338 34,294 33,621 2024-05-17 $22.16 $20.00 69.3% 19.9% 47.1% 25.3% 69.9% -3.1% -7.4% 640.1K 8.6M 46.2K 0.44 52.83 N/A N/A 3,776 1,655 34,331 34,712 2024-05-20 $21.41 $21.00 70.5% 20.2% 49.0% 26.4% 74.2% -2.2% -6.8% 680.6K 5.8M 44.4K 1.92 48.12 N/A N/A 947 1,819 27,826 28,429 2024-05-21 $20.54 $21.00 69.2% 19.8% 52.0% 25.2% 71.3% -2.0% -6.6% 737.5K 2.5M 45.5K 1.57 51.18 N/A N/A 632 993 28,098 29,608 2024-05-22 $20.69 $21.00 71.8% 20.6% 51.9% 27.6% 72.1% -0.9% -8.3% 673.0K 3.5M 41.0K 0.84 52.02 N/A N/A 1,696 1,421 28,374 29,536 2024-05-23 $20.30 $21.00 70.3% 20.2% 50.1% 26.2% 72.9% -0.7% -7.0% 706.4K 1.5M 41.0K 2.50 56.52 N/A N/A 161 402 29,378 30,251 2024-05-24 $20.84 $21.00 69.8% 20.0% 50.0% 25.7% 71.2% -0.1% -8.1% 727.1K 2.8M 41.3K 2.45 51.17 N/A N/A 132 324 29,455 30,166 2024-05-28 $20.93 $21.00 74.7% 21.4% 50.0% 30.2% 76.1% -0.7% -10.1% 703.3K 3.5M 36.5K 0.96 51.49 N/A N/A 276 264 29,501 30,309 2024-05-29 $20.98 $21.00 76.8% 22.0% 50.1% 32.2% 77.5% -2.2% -11.4% 715.0K 3.8M 35.6K 2.07 56.33 N/A N/A 210 435 29,668 30,520 2024-05-30 $21.63 $21.00 77.9% 22.3% 50.4% 33.2% 79.1% 0.3% -12.0% 754.4K 5.8M 36.2K 0.84 54.42 N/A N/A 817 683 29,675 30,639 2024-05-31 $22.80 $21.00 81.6% 23.4% 52.4% 36.6% 82.8% 3.7% -13.7% 723.5K 9.2M 35.6K 0.73 48.49 N/A N/A 2,365 1,738 29,877 30,905
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