VSCO Options History — June 2024 In June 2024, VSCO traded between $17.52 and $23.46. ATM implied volatility averaged 55.4%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded below realized volatility by 8.6% (HV 20d: 64.0%). Max pain ranged from $18.00 to $21.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 1.35.
Notable Days 2024-06-10 : Highest Volume — 15,028 contracts2024-06-06 : Largest IV drop — 46.2% change2024-06-05 : Highest IV Rank — 45.3%2024-06-05 : Largest Expected Move — 26.1%Monthly Statistics Metric Avg Min Max Open Close Price $19.13 $17.52 $23.46 $23.46 $17.76 Max Pain $18.47 $18.00 $21.00 $21.00 $18.00 ATM IV 55.4% 45.1% 91.0% 86.4% 48.0% Expected Move 16.0% 13.4% 26.1% 24.8% 13.8% HV 20d 64.0% 52.5% 72.4% 52.5% 66.1% HV 60d 56.2% 51.9% 59.5% 52.2% 55.8% IV Rank 12.5% 2.9% 45.3% 41.0% 5.6% IV Percentile 22.1% 2.4% 96.4% 94.4% 6.7% Term Structure 0.9% -23.1% 9.8% -19.4% 0.9% VWIV 56.6% 45.2% 93.8% 86.4% 49.0% Skew 25d 0.7% -1.4% 3.0% 2.0% -1.4% Skew 10d -0.0% -7.5% 3.7% 0.7% -0.9% Call IV 25d 56.5% 46.3% 90.8% 87.1% 50.4% Put IV 25d 57.3% 47.4% 93.9% 89.1% 49.1% Bid-Ask Spread % 39.51 22.50 53.02 47.81 40.84 Gamma HHI 0.25 0.11 0.36 0.12 0.29 Net GEX 459.6K 170.1K 914.3K 777.8K 598.5K Net DEX 2.1M -526.2K 10.2M 10.2M -526.2K Net VEX 19.0K 10.5K 39.0K 34.8K 17.4K P/C Ratio 1.35 0.16 6.20 0.72 0.43 Total Volume 5,454.053 556 15,028 9,610 617 Total OI 66,289.053 43,856 76,702 61,468 50,207
Daily Data (19 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 2024-06-03 $23.46 $21.00 86.4% 24.8% 52.5% 41.0% 86.4% 2.0% -19.4% 777.8K 10.2M 34.8K 0.72 47.81 N/A N/A 5,589 4,021 29,849 31,619 2024-06-04 $22.45 $21.00 90.5% 26.0% 56.4% 44.9% 91.6% 2.4% -20.8% 896.2K 6.4M 39.0K 1.05 46.89 N/A N/A 3,418 3,586 32,232 32,994 2024-06-05 $22.57 $21.00 91.0% 26.1% 56.5% 45.3% 93.8% 3.0% -23.1% 914.3K 6.9M 38.2K 2.01 42.66 N/A N/A 4,110 8,263 33,328 33,704 2024-06-06 $21.13 $18.00 48.9% 14.6% 62.6% 6.5% 52.1% -0.0% 7.7% 170.1K 2.1M 10.5K 1.37 22.50 N/A N/A 4,894 6,684 36,264 38,325 2024-06-07 $20.41 $18.00 45.1% 14.2% 63.3% 2.9% 45.2% 0.7% 8.5% 192.2K 2.3M 11.2K 0.85 32.93 N/A N/A 3,467 2,947 37,757 38,506 2024-06-10 $18.29 $18.00 50.0% 14.9% 72.4% 7.5% 52.2% 2.2% 6.1% 209.5K 872.1K 11.7K 0.46 35.20 N/A N/A 10,262 4,766 39,228 37,361 2024-06-11 $18.30 $18.00 51.4% 14.6% 60.9% 8.8% 51.0% 0.9% 7.8% 268.1K 1.6M 14.6K 2.46 34.37 N/A N/A 2,410 5,921 39,321 37,381 2024-06-12 $17.88 $18.00 49.9% 14.3% 60.2% 7.3% 50.3% 2.0% 8.2% 294.2K 1.6M 15.1K 3.24 42.58 N/A N/A 1,105 3,578 41,150 30,532 2024-06-13 $17.52 $18.00 50.1% 14.4% 60.1% 7.5% 50.7% -1.0% 8.3% 299.1K 791.2K 15.6K 0.16 40.76 N/A N/A 5,854 962 41,337 30,814 2024-06-14 $17.84 $18.00 49.6% 14.2% 60.7% 7.1% 50.6% -1.4% 8.6% 346.8K 1.3M 17.0K 0.68 41.34 N/A N/A 2,489 1,700 43,953 30,838 2024-06-17 $19.41 $18.00 51.6% 14.8% 68.7% 9.0% 52.4% 0.1% 7.3% 386.3K 4.1M 18.5K 0.36 40.65 N/A N/A 2,560 910 43,817 31,856 2024-06-18 $18.77 $18.00 48.9% 14.0% 68.7% 6.4% 49.6% 0.8% 9.8% 397.1K 2.2M 16.9K 0.69 33.11 N/A N/A 602 414 43,878 32,347 2024-06-20 $18.20 $18.00 51.2% 14.7% 68.1% 8.6% 52.0% -0.3% 1.8% 416.3K 1.2M 17.2K 1.15 40.93 N/A N/A 743 858 44,121 32,122 2024-06-21 $17.77 $18.00 49.2% 14.1% 68.2% 6.7% 50.5% -0.6% 1.5% 402.2K -65.9K 15.7K 0.70 41.06 N/A N/A 1,581 1,101 44,285 30,968 2024-06-24 $17.64 $18.00 48.6% 13.9% 68.0% 6.2% 52.3% 1.3% 0.4% 449.5K -467.1K 14.9K 1.98 24.65 N/A N/A 1,124 2,229 25,588 18,268 2024-06-25 $17.91 $18.00 46.8% 13.4% 67.4% 4.5% 50.2% -0.3% 1.7% 520.2K -254.7K 16.8K 6.20 43.59 N/A N/A 419 2,599 26,143 20,431 2024-06-26 $18.16 $18.00 47.2% 13.5% 67.7% 4.9% 46.4% 1.1% 2.0% 597.2K 26.7K 17.3K 0.25 45.76 N/A N/A 1,028 260 26,219 22,790 2024-06-27 $18.01 $18.00 48.8% 14.0% 67.6% 6.4% 49.9% 2.5% 0.3% 596.6K 154.8K 18.7K 0.86 53.02 N/A N/A 299 257 26,969 22,990 2024-06-28 $17.76 $18.00 48.0% 13.8% 66.1% 5.6% 49.0% -1.4% 0.9% 598.5K -526.2K 17.4K 0.43 40.84 N/A N/A 431 186 27,098 23,109
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