VSCO Options History — March 2025

In March 2025, VSCO traded between $16.54 and $24.11. ATM implied volatility averaged 80.7%, placing in the 43.4% IV rank vs the trailing year. The 30-day expected move averaged 23.2%. IV traded above realized volatility by 8.3% (HV 20d: 72.3%). Max pain ranged from $16.00 to $25.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.41.

Notable Days

  • 2025-03-05: Highest Volume — 54,786 contracts
  • 2025-03-06: Largest IV drop — 32.9% change
  • 2025-03-03: Highest IV Rank — 72.7%
  • 2025-03-03: Largest Expected Move — 34.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.88$16.54$24.11$24.11$18.35
Max Pain$20.55$16.00$25.00$25.00$21.00
ATM IV80.7%66.3%120.7%120.7%75.4%
Expected Move23.2%18.2%34.6%34.6%20.1%
HV 20d72.3%47.8%87.4%47.8%81.5%
HV 60d56.6%49.9%61.3%51.8%60.0%
IV Rank43.4%28.3%72.7%72.7%41.8%
IV Percentile85.7%72.6%98.8%98.8%85.7%
Term Structure-6.3%-36.1%0.1%-36.1%-5.9%
VWIV79.7%51.0%119.1%119.1%69.5%
Skew 25d5.8%2.8%21.9%21.9%5.3%
Skew 10d10.9%5.0%18.1%16.0%10.1%
Call IV 25d75.4%64.4%115.3%113.1%72.1%
Put IV 25d81.2%67.8%135.0%135.0%77.4%
Bid-Ask Spread %44.8316.7287.4749.6725.81
Gamma HHI0.190.100.600.200.12
Net GEX526.3K01.4M721.9K20.3K
Net DEX2.4M-12.8M34.9M3.7M-40.2K
Net VEX31.9K0127.2K42.3K1.7K
P/C Ratio0.410.051.020.130.66
Total Volume16,804.0481,27054,78614,2191,270
Total OI107,865.23846,090150,58546,090105,807

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$24.11$25.00120.7%34.6%47.8%72.7%119.1%21.9%-36.1%721.9K3.7M42.3K0.1349.67N/AN/A12,5841,63530,85015,240
2025-03-04$23.39$25.00119.0%34.1%47.8%71.1%116.7%8.1%-31.7%886.1K5.7M48.1K0.1944.49N/AN/A8,5081,61138,98415,344
2025-03-05$21.80$25.00114.4%32.8%51.0%66.9%114.4%3.8%-10.1%757.0K234.4K37.6K0.3640.84N/AN/A40,17614,61039,50115,676
2025-03-06$20.21$23.0076.7%22.0%53.9%32.1%76.0%3.4%0.1%1.1M-10.1M35.1K0.7746.33N/AN/A11,9249,16757,79627,770
2025-03-07$18.91$23.0072.6%20.8%55.4%28.3%72.9%5.3%-0.2%763.7K-12.8M21.7K0.1055.26N/AN/A36,2813,76356,32724,111
2025-03-10$16.91$19.0093.7%26.9%62.6%47.8%93.2%5.8%-7.5%652.2K-11.9M18.3K0.0749.15N/AN/A29,9332,16965,86623,674
2025-03-11$16.54$19.0084.5%27.4%61.0%54.1%94.4%8.3%-6.6%699.1K-10.2M17.7K0.4768.67N/AN/A17,0277,93780,70323,533
2025-03-12$17.15$19.0080.1%25.7%64.4%48.5%88.1%6.2%-3.7%911.2K-6.6M19.9K0.3365.39N/AN/A18,7756,15190,45129,924
2025-03-13$17.63$18.0080.2%25.6%67.5%48.6%88.1%8.1%-3.1%1.1M-3.0M21.2K0.4359.76N/AN/A10,3754,50598,07934,516
2025-03-14$18.36$19.0079.4%24.6%71.4%47.6%86.0%2.8%-2.6%1.4M2.1M22.8K0.1969.44N/AN/A15,1292,889104,16037,761
2025-03-17$20.13$16.0073.9%20.8%82.2%40.6%72.5%4.7%-1.0%658.2K28.1M125.6K0.0551.88N/AN/A19,281901108,88939,486
2025-03-18$20.30$16.0071.9%20.6%82.3%38.1%71.5%4.6%-0.0%672.1K28.9M125.3K1.0255.31N/AN/A2,5682,608110,20238,921
2025-03-19$21.63$16.0070.8%20.3%87.2%36.6%70.7%5.1%-0.2%689.5K34.9M127.2K0.6449.37N/AN/A10,8106,910110,41640,169
2025-03-20$21.63$0.0069.9%18.2%87.4%35.6%51.0%3.4%-6.8%0000.4787.47N/AN/A22,84710,699110,24435,551
2025-03-21$20.90$22.0068.2%19.1%86.7%33.4%66.4%3.8%-1.9%3.6K60.6K3580.9419.46N/AN/A1,9451,829112,55936,536
2025-03-24$21.17$21.0067.1%18.3%85.5%32.0%63.6%4.4%-2.4%9.3K135.8K8630.2022.23N/AN/A2,78456372,58125,915
2025-03-25$20.64$21.0066.3%18.3%85.5%31.0%64.3%3.5%-2.8%12.4K159.6K1.1K0.1420.98N/AN/A3,13443273,46226,258
2025-03-26$19.69$21.0068.7%18.6%86.1%34.0%64.1%3.4%-4.2%12.5K55.8K1.1K0.3422.45N/AN/A2,21575874,84126,563
2025-03-27$19.59$21.0067.6%18.7%85.2%31.7%65.2%6.0%-2.9%16.8K34.7K1.5K0.6420.65N/AN/A1,6991,08075,68127,046
2025-03-28$18.35$21.0072.6%19.7%86.9%38.1%66.5%3.8%-2.8%15.1K-96.6K1.4K0.4916.72N/AN/A2,2841,11975,93527,842
2025-03-31$18.35$21.0075.4%20.1%81.5%41.8%69.5%5.3%-5.9%20.3K-40.2K1.7K0.6625.81N/AN/A76350777,23728,570