VSCO Options History — January 2025

In January 2025, VSCO traded between $35.28 and $41.81. ATM implied volatility averaged 55.8%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 6.3% (HV 20d: 49.5%). Max pain ranged from $35.00 to $42.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.55.

Notable Days

  • 2025-01-13: Highest Volume — 3,275 contracts
  • 2025-01-15: Largest IV drop — 22.7% change
  • 2025-01-13: Highest IV Rank — 24.4%
  • 2025-01-02: Largest Expected Move — 16.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.77$35.28$41.81$40.41$36.14
Max Pain$36.85$35.00$42.00$35.00$35.00
ATM IV55.8%49.4%68.3%56.5%52.4%
Expected Move15.3%14.1%16.2%16.2%15.0%
HV 20d49.5%40.3%62.0%60.0%44.9%
HV 60d52.5%50.3%54.0%50.3%52.5%
IV Rank12.8%6.9%24.4%13.5%9.6%
IV Percentile44.4%11.5%78.6%50.0%33.7%
Term Structure8.1%-2.4%11.5%-2.4%11.3%
VWIV53.8%50.3%59.6%59.6%52.1%
Skew 25d2.6%0.3%3.7%2.2%3.4%
Skew 10d6.0%3.1%10.5%5.3%6.3%
Call IV 25d52.9%48.5%56.0%56.0%51.7%
Put IV 25d55.4%51.4%58.2%58.2%55.0%
Bid-Ask Spread %34.6223.6553.4840.7753.48
Gamma HHI0.260.070.590.170.29
Net GEX358.5K49.2K1.5M1.3M434.4K
Net DEX4.8M-817.1K22.4M17.4M3.9M
Net VEX12.1K3.4K31.3K31.0K12.9K
P/C Ratio1.550.079.633.950.12
Total Volume1,2713283,2751,169924
Total OI34,538.1522,78844,96040,63125,337

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$40.41$35.0056.5%16.2%60.0%13.5%59.6%2.2%-2.4%1.3M17.4M31.0K3.9540.77N/AN/A23693322,61418,017
2025-01-03$41.81$35.0055.3%15.8%59.4%12.3%55.8%2.2%-0.2%1.5M22.4M31.3K0.6745.67N/AN/A27918722,64218,455
2025-01-06$39.69$42.0060.5%15.6%62.0%17.2%54.7%2.2%6.8%49.2K-142.6K3.4K1.7123.65N/AN/A1,0971,87622,57218,518
2025-01-07$39.25$41.0061.1%15.9%48.8%17.7%55.6%1.9%7.3%60.2K-106.8K4.1K1.9324.18N/AN/A13826623,04819,917
2025-01-08$38.37$41.0060.7%15.7%48.8%17.3%55.9%2.2%7.8%61.3K-294.0K4.1K0.5624.57N/AN/A23413123,05019,956
2025-01-10$37.84$42.0060.7%15.6%48.4%17.3%54.5%2.8%8.4%63.0K-457.0K4.0K9.6329.00N/AN/A2162,08123,20219,913
2025-01-13$35.28$41.0068.3%16.0%51.5%24.4%55.7%3.4%7.9%56.5K-817.1K3.4K6.8031.65N/AN/A4202,85523,33418,687
2025-01-14$35.59$40.0067.3%15.8%52.1%23.4%55.3%3.0%8.1%64.1K-780.9K3.7K0.0732.15N/AN/A2,56016823,41919,391
2025-01-15$36.36$35.0052.0%14.9%51.7%9.3%52.2%2.6%8.9%241.1K4.1M12.8K0.6637.93N/AN/A79151925,70319,257
2025-01-16$36.74$35.0051.1%14.7%50.4%8.5%52.1%3.4%9.1%240.3K4.2M12.4K1.2737.95N/AN/A73092825,69519,094
2025-01-17$37.38$35.0049.4%14.1%51.0%6.9%50.3%3.7%10.6%243.4K4.5M11.8K0.3037.41N/AN/A58717625,78818,897
2025-01-21$38.59$35.0049.5%14.2%52.3%7.0%50.4%2.6%9.5%234.8K5.0M10.2K0.2133.94N/AN/A64513712,52510,263
2025-01-22$38.36$35.0051.8%14.9%52.2%9.2%51.6%0.3%9.9%239.3K4.7M10.4K0.0826.82N/AN/A1,78114212,55810,375
2025-01-23$38.17$35.0052.7%15.1%46.4%10.0%52.8%2.7%9.4%376.3K6.6M15.9K1.3433.60N/AN/A18524713,94910,449
2025-01-24$38.05$35.0052.4%15.0%40.3%9.7%52.3%1.7%10.1%389.3K6.4M15.7K0.2733.64N/AN/A42611413,99210,530
2025-01-27$37.39$35.0054.8%15.7%40.6%11.8%55.0%3.1%8.4%389.1K5.5M14.7K0.1538.16N/AN/A3124614,04410,600
2025-01-28$37.72$35.0053.8%15.4%40.8%11.0%54.2%1.5%8.8%402.0K5.9M14.1K0.2033.58N/AN/A1,27225514,07510,625
2025-01-29$35.76$35.0053.5%15.3%43.8%10.7%53.5%3.5%9.9%395.8K3.7M13.3K0.9448.35N/AN/A61758114,27810,740
2025-01-30$36.50$35.0052.8%15.1%44.9%10.1%52.2%3.1%11.5%431.5K4.3M13.5K0.1425.83N/AN/A2874114,38710,867
2025-01-31$36.14$35.0052.4%15.0%44.9%9.6%52.1%3.4%11.3%434.4K3.9M12.9K0.1253.48N/AN/A8269814,45410,883