VSCO Options History — October 2024 In October 2024, VSCO traded between $24.01 and $30.25. ATM implied volatility averaged 59.9%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 16.9% (HV 20d: 43.1%). Max pain ranged from $23.00 to $27.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 0.69.
Notable Days 2024-10-15 : Highest Volume — 19,671 contracts2024-10-09 : Largest IV drop — 10.1% change2024-10-31 : Highest IV Rank — 24.4%2024-10-31 : Largest Expected Move — 19.6%Monthly Statistics Metric Avg Min Max Open Close Price $26.97 $24.01 $30.25 $25.38 $30.25 Max Pain $26.39 $23.00 $27.00 $23.00 $27.00 ATM IV 59.9% 55.0% 68.3% 58.8% 68.3% Expected Move 17.0% 15.8% 19.6% 16.9% 19.6% HV 20d 43.1% 36.6% 57.2% 57.2% 37.4% HV 60d 60.9% 58.5% 63.7% 63.1% 59.0% IV Rank 16.6% 12.1% 24.4% 15.6% 24.4% IV Percentile 60.1% 42.1% 78.6% 56.3% 78.6% Term Structure 3.3% -1.5% 6.8% -1.4% 2.4% VWIV 59.6% 55.6% 68.6% 58.3% 68.6% Skew 25d 3.0% -0.2% 4.2% -0.2% 0.9% Skew 10d 7.3% 3.3% 11.9% 11.9% 3.3% Call IV 25d 57.7% 53.3% 67.4% 59.5% 67.4% Put IV 25d 60.7% 56.9% 68.3% 59.2% 68.3% Bid-Ask Spread % 32.31 19.72 47.22 47.22 28.81 Gamma HHI 0.22 0.17 0.32 0.20 0.17 Net GEX 466.7K 141.2K 2.1M 2.0M 402.5K Net DEX 2.8M -1.9M 21.1M 21.1M 4.5M Net VEX 16.8K 9.0K 55.7K 55.7K 11.4K P/C Ratio 0.69 0.04 2.94 2.94 0.21 Total Volume 3,370.087 274 19,671 2,961 1,033 Total OI 59,134.739 37,776 84,304 67,099 39,433
Daily Data (23 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 2024-10-01 $25.38 $23.00 58.8% 16.9% 57.2% 15.6% 58.3% -0.2% -1.4% 2.0M 21.1M 55.7K 2.94 47.22 N/A N/A 752 2,209 36,200 30,899 2024-10-02 $25.19 $23.00 58.2% 16.7% 54.7% 15.0% 61.5% 1.5% -1.5% 2.1M 19.4M 55.3K 0.21 40.16 N/A N/A 1,980 411 36,633 32,280 2024-10-03 $24.19 $27.00 60.6% 16.7% 54.3% 17.3% 57.3% 3.8% 3.1% 148.8K -1.9M 10.2K 0.40 23.77 N/A N/A 2,316 915 36,373 32,260 2024-10-04 $24.16 $27.00 60.9% 16.7% 54.0% 17.5% 56.6% 3.4% 2.5% 141.2K -1.3M 9.4K 0.66 23.71 N/A N/A 1,770 1,162 37,217 31,856 2024-10-07 $24.01 $27.00 65.4% 17.1% 52.3% 21.6% 60.2% 4.2% 2.5% 144.2K -1.4M 9.0K 0.81 29.00 N/A N/A 1,793 1,446 36,888 32,253 2024-10-08 $24.61 $25.00 65.0% 16.8% 46.3% 21.3% 58.7% 4.1% 3.1% 155.1K 1.0M 9.6K 0.36 19.72 N/A N/A 1,824 650 37,336 31,824 2024-10-09 $24.30 $25.00 58.4% 16.7% 45.4% 15.2% 57.3% 3.8% 3.0% 167.3K 761.5K 10.0K 0.80 22.93 N/A N/A 5,946 4,752 37,001 31,966 2024-10-10 $24.90 $25.00 57.6% 16.5% 42.5% 14.4% 57.4% 3.6% 3.3% 178.5K 1.2M 10.3K 1.56 33.30 N/A N/A 1,517 2,363 36,564 32,057 2024-10-11 $26.09 $27.00 57.0% 16.4% 39.1% 14.0% 61.8% 3.3% 4.3% 261.3K 430.9K 14.6K 0.93 30.67 N/A N/A 1,118 1,035 36,303 33,317 2024-10-14 $26.55 $27.00 57.6% 16.5% 39.4% 14.4% 57.3% 3.9% 4.5% 265.6K -30.4K 13.4K 0.21 29.23 N/A N/A 3,048 646 35,837 33,931 2024-10-15 $26.80 $27.00 58.7% 16.8% 39.1% 15.5% 59.0% 4.2% 5.1% 274.2K 206.3K 13.9K 0.04 37.31 N/A N/A 18,867 804 37,177 34,382 2024-10-16 $27.98 $27.00 59.3% 17.0% 40.7% 16.1% 61.1% 3.7% 2.2% 287.1K 720.1K 14.3K 0.54 31.13 N/A N/A 4,524 2,447 49,323 34,760 2024-10-17 $27.55 $27.00 55.0% 15.8% 39.9% 12.1% 56.8% 3.4% 5.5% 352.5K 46.6K 15.8K 0.88 27.12 N/A N/A 1,220 1,073 47,895 35,375 2024-10-18 $27.56 $27.00 55.6% 15.9% 38.8% 12.6% 55.6% 3.6% 3.7% 388.3K 62.0K 16.7K 0.14 31.76 N/A N/A 2,071 292 48,117 36,187 2024-10-21 $28.64 $27.00 57.2% 16.4% 39.7% 14.1% 58.5% 3.6% 3.8% 382.7K 2.0M 15.4K 1.02 20.45 N/A N/A 845 864 19,476 18,300 2024-10-22 $29.45 $27.00 59.0% 16.9% 39.2% 15.8% 60.7% 2.3% 2.9% 378.6K 3.2M 15.0K 1.61 37.03 N/A N/A 797 1,285 19,752 18,316 2024-10-23 $29.05 $27.00 60.1% 17.2% 36.6% 16.8% 59.8% 2.8% 3.3% 405.8K 2.6M 15.6K 0.47 45.45 N/A N/A 412 194 19,852 18,551 2024-10-24 $28.36 $27.00 59.4% 17.0% 37.7% 16.2% 59.1% 3.9% 4.4% 434.8K 1.6M 15.9K 0.51 35.66 N/A N/A 654 333 19,937 18,613 2024-10-25 $28.30 $27.00 58.1% 16.7% 37.7% 15.0% 57.9% 3.2% 6.8% 458.7K 1.5M 15.5K 0.41 35.18 N/A N/A 195 79 19,904 18,695 2024-10-28 $29.35 $27.00 62.0% 17.8% 39.2% 18.5% 61.2% 2.9% 3.8% 426.4K 3.2M 13.4K 0.45 39.06 N/A N/A 651 296 20,025 18,721 2024-10-29 $28.66 $27.00 62.2% 17.8% 39.8% 18.7% 62.0% 2.0% 3.7% 452.8K 2.0M 13.3K 0.38 38.31 N/A N/A 442 166 20,071 18,925 2024-10-30 $28.95 $27.00 63.9% 18.3% 39.5% 20.3% 64.2% 1.2% 5.1% 463.7K 2.5M 13.3K 0.25 36.06 N/A N/A 253 62 20,279 19,038 2024-10-31 $30.25 $27.00 68.3% 19.6% 37.4% 24.4% 68.6% 0.9% 2.4% 402.5K 4.5M 11.4K 0.21 28.81 N/A N/A 852 181 20,374 19,059
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