VSCO Options History — February 2025

In February 2025, VSCO traded between $26.66 and $35.05. ATM implied volatility averaged 69.4%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded above realized volatility by 31.4% (HV 20d: 38.0%). Max pain ranged from $25.00 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 1.63.

Notable Days

  • 2025-02-21: Highest Volume — 13,836 contracts
  • 2025-02-12: Largest IV spike — 34.2% change
  • 2025-02-28: Highest IV Rank — 48.6%
  • 2025-02-28: Largest Expected Move — 27.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.01$26.66$35.05$35.05$26.66
Max Pain$29.47$25.00$35.00$35.00$25.00
ATM IV69.4%49.9%94.6%53.4%94.6%
Expected Move20.8%14.6%27.1%15.3%27.1%
HV 20d38.0%33.0%45.1%45.1%37.2%
HV 60d50.7%49.4%52.8%52.5%51.1%
IV Rank25.4%7.3%48.6%10.6%48.6%
IV Percentile66.0%15.1%97.2%41.3%97.2%
Term Structure-8.9%-23.0%13.2%11.8%-21.0%
VWIV73.0%53.7%96.4%53.7%96.4%
Skew 25d4.4%2.3%6.0%5.5%5.2%
Skew 10d7.6%0.5%13.9%2.0%13.3%
Call IV 25d70.6%51.3%93.2%53.3%93.2%
Put IV 25d75.0%54.0%98.4%58.8%98.4%
Bid-Ask Spread %49.9731.1469.0552.7252.41
Gamma HHI0.240.110.500.320.25
Net GEX561.1K331.7K943.8K422.2K887.0K
Net DEX5.8M595.4K17.6M2.6M11.5M
Net VEX32.1K9.0K53.8K11.3K48.1K
P/C Ratio1.630.0710.710.981.77
Total Volume2,599.15817413,8364548,602
Total OI32,460.21125,98441,44025,98441,303

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$35.05$35.0053.4%15.3%45.1%10.6%53.7%5.5%11.8%422.2K2.6M11.3K0.9852.72N/AN/A22922515,01110,973
2025-02-04$34.22$35.0052.8%15.2%42.7%10.1%54.5%5.1%11.2%386.2K1.2M9.7K0.4363.52N/AN/A1,05544915,11611,046
2025-02-05$34.02$35.0050.9%14.6%39.7%8.3%54.3%2.6%13.2%403.5K669.4K9.0K1.4169.05N/AN/A9213015,85111,259
2025-02-06$33.67$30.0051.0%18.3%39.7%8.4%65.4%3.7%-4.6%338.7K2.4M25.9K2.3931.14N/AN/A8921315,89711,232
2025-02-07$32.27$30.0051.4%18.7%41.3%8.8%64.2%4.3%-6.4%331.7K952.3K25.0K0.6142.34N/AN/A51231315,89311,151
2025-02-10$32.52$30.0051.1%18.9%41.6%8.5%69.9%4.5%-6.2%348.4K1.2M24.9K10.7143.75N/AN/A1151,23216,08611,117
2025-02-11$32.72$30.0049.9%18.9%34.6%7.3%66.2%6.0%-7.0%346.8K1.4M24.2K9.6549.33N/AN/A1161,11916,12512,057
2025-02-12$32.34$30.0066.9%19.2%34.4%23.1%64.9%5.4%-8.0%345.2K973.7K23.5K0.5048.05N/AN/A20810516,15013,104
2025-02-13$32.31$30.0067.0%19.2%33.0%23.1%68.1%4.9%-7.5%346.3K946.0K23.0K0.1647.05N/AN/A73111716,24713,131
2025-02-14$32.73$30.0066.6%19.1%33.2%22.8%66.6%5.9%-7.9%383.6K2.7M24.7K0.7948.43N/AN/A977716,89613,111
2025-02-18$31.06$30.0071.5%20.5%35.9%27.3%71.1%5.1%-10.9%370.3K769.1K22.6K0.2954.30N/AN/A93927016,91313,118
2025-02-19$29.86$30.0078.3%22.5%33.9%33.6%78.1%5.8%-15.5%373.9K595.4K23.9K0.1853.85N/AN/A8,6501,55617,76612,937
2025-02-20$29.31$30.0079.3%22.7%33.9%34.5%79.1%3.8%-12.9%839.3K11.2M52.0K0.3650.39N/AN/A1,92670125,86813,852
2025-02-21$27.87$30.0080.0%22.9%36.1%35.1%80.3%2.7%-16.3%868.4K8.6M52.8K0.0755.28N/AN/A12,90093627,61013,830
2025-02-24$28.84$25.0084.2%24.1%40.1%39.1%83.9%3.0%-17.9%928.0K17.6M53.8K0.1647.32N/AN/A1,21720026,37712,039
2025-02-25$28.49$25.0086.8%24.9%40.1%41.5%86.8%2.3%-19.1%943.8K16.9M53.8K0.1446.59N/AN/A1,13616326,99512,155
2025-02-26$28.39$25.0089.8%25.8%39.4%44.2%90.0%4.5%-23.0%928.5K16.2M51.8K0.3144.66N/AN/A51216026,92112,244
2025-02-27$26.92$25.0093.0%26.7%39.4%47.2%93.1%3.3%-21.5%869.2K11.9M49.1K0.1149.29N/AN/A2,05823427,16412,199
2025-02-28$26.66$25.0094.6%27.1%37.2%48.6%96.4%5.2%-21.0%887.0K11.5M48.1K1.7752.41N/AN/A3,1075,49529,03412,269