VSCO Options History — April 2025

In April 2025, VSCO traded between $14.89 and $19.94. ATM implied volatility averaged 89.8%, placing in the 48.3% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded below realized volatility by 45.4% (HV 20d: 135.2%). Max pain ranged from $15.00 to $21.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.87.

Notable Days

  • 2025-04-03: Highest Volume — 25,507 contracts
  • 2025-04-09: Largest IV drop — 41.6% change
  • 2025-04-04: Highest IV Rank — 100.0%
  • 2025-04-08: Largest Expected Move — 33.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.47$14.89$19.94$18.30$18.92
Max Pain$15.86$15.00$21.00$21.00$15.00
ATM IV89.8%70.3%144.7%74.6%72.6%
Expected Move24.4%19.8%33.0%20.1%20.8%
HV 20d135.2%81.3%150.0%81.3%144.8%
HV 60d91.6%59.9%99.6%59.9%99.1%
IV Rank48.3%25.4%100.0%40.7%27.6%
IV Percentile88.2%71.0%100.0%84.1%75.4%
Term Structure4.6%-5.4%12.0%-4.6%11.1%
VWIV86.1%67.7%114.0%71.2%76.0%
Skew 25d14.1%4.6%25.0%7.0%9.3%
Skew 10d30.4%11.5%61.4%11.5%15.3%
Call IV 25d78.2%65.5%98.7%70.8%68.6%
Put IV 25d92.3%72.0%123.7%77.9%77.9%
Bid-Ask Spread %48.9822.5365.4933.9961.48
Gamma HHI0.310.110.480.110.25
Net GEX253.6K12.8K637.2K21.5K595.9K
Net DEX6.2M-321.4K13.1M-48.9K13.1M
Net VEX14.0K1.2K28.0K1.8K20.2K
P/C Ratio0.870.044.990.260.82
Total Volume7,154.33346225,5075,3871,763
Total OI119,101101,571137,776106,492131,018

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$18.30$21.0074.6%20.1%81.3%40.7%71.2%7.0%-4.6%21.5K-48.9K1.8K0.2633.99N/AN/A4,2851,10277,58728,905
2025-04-02$19.29$21.0074.0%19.8%81.4%38.2%67.7%6.5%5.8%26.7K103.4K2.2K0.4536.06N/AN/A1,12550276,54028,562
2025-04-03$14.89$21.0093.1%23.7%119.3%63.6%82.7%9.9%2.2%12.8K-321.4K1.2K0.4634.93N/AN/A17,4668,04176,33428,841
2025-04-04$17.14$15.00121.6%29.5%129.7%100.0%106.4%13.1%-1.3%65.9K2.5M7.9K0.4634.58N/AN/A10,2734,74576,83329,940
2025-04-07$17.08$15.00133.4%30.0%123.5%100.0%108.4%19.1%-1.2%81.1K3.3M9.4K0.5122.53N/AN/A6,1673,12582,37933,295
2025-04-08$16.49$15.00144.7%33.0%123.9%100.0%114.0%25.0%-5.4%89.2K3.5M10.6K0.5327.62N/AN/A3,7992,02981,14835,153
2025-04-09$19.94$15.0084.5%24.2%140.7%39.6%81.0%21.8%6.2%98.9K6.3M9.8K0.6140.38N/AN/A4,8022,93683,54935,291
2025-04-10$17.31$15.0093.5%26.8%150.0%48.6%92.8%18.7%-2.7%119.7K4.6M11.2K2.3439.97N/AN/A2,9826,98183,77336,907
2025-04-11$17.09$15.0095.9%27.5%149.2%51.0%100.6%20.7%2.2%136.1K4.8M12.6K0.1243.66N/AN/A9,4871,16685,52139,933
2025-04-14$16.37$15.0092.7%26.6%145.4%47.8%91.5%17.6%2.4%169.2K5.2M13.5K0.1055.45N/AN/A7,44173290,68640,305
2025-04-15$15.87$15.0088.6%25.4%145.4%43.7%86.0%18.2%4.7%186.3K5.0M14.2K2.3955.31N/AN/A1,0332,46896,27040,233
2025-04-16$15.63$15.0092.6%26.6%142.6%47.7%88.9%16.7%4.8%182.4K4.7M14.4K0.5355.47N/AN/A1,02454296,54941,227
2025-04-17$16.16$15.0085.7%24.6%143.6%40.8%92.1%17.8%6.6%212.5K5.6M14.8K0.5053.59N/AN/A4,0652,04096,84139,894
2025-04-21$16.34$15.0093.9%26.9%143.7%49.0%91.0%17.3%3.5%241.3K6.4M15.4K0.2954.84N/AN/A1,31737665,95835,613
2025-04-22$17.38$15.0084.8%24.3%145.9%39.9%82.8%14.9%6.1%253.4K8.6M14.8K0.3359.12N/AN/A4,5551,50066,67135,746
2025-04-23$18.06$15.0076.2%21.9%146.7%31.3%81.8%11.0%10.3%363.2K10.7M18.2K4.9963.90N/AN/A2,22911,11968,41336,913
2025-04-24$18.67$15.0071.7%20.5%146.6%26.7%71.5%10.3%11.7%579.7K10.8M27.5K0.1464.73N/AN/A4,31860069,62346,628
2025-04-25$18.52$15.0070.3%20.2%146.6%25.4%75.4%8.3%12.0%626.6K10.7M28.0K0.0463.91N/AN/A10,33343673,38947,030
2025-04-28$18.75$15.0071.6%20.5%144.8%26.6%73.7%7.6%10.3%637.2K11.8M24.6K0.7561.59N/AN/A50137483,25647,399
2025-04-29$18.74$15.0070.6%20.2%144.8%25.6%73.1%4.6%11.0%626.9K12.3M22.1K1.7065.49N/AN/A17129183,37147,597
2025-04-30$18.92$15.0072.6%20.8%144.8%27.6%76.0%9.3%11.1%595.9K13.1M20.2K0.8261.48N/AN/A97079383,34247,676