VSCO Options History — June 2025

In June 2025, VSCO traded between $18.12 and $23.03. ATM implied volatility averaged 70.6%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 3.3% (HV 20d: 67.4%). Max pain ranged from $16.00 to $19.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.70.

Notable Days

  • 2025-06-03: Highest Volume — 31,787 contracts
  • 2025-06-11: Largest IV drop — 43.6% change
  • 2025-06-02: Highest IV Rank — 59.1%
  • 2025-06-02: Largest Expected Move — 29.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.88$18.12$23.03$20.84$18.68
Max Pain$18.15$16.00$19.00$18.00$18.00
ATM IV70.6%55.5%104.0%104.0%61.1%
Expected Move18.9%15.9%29.8%29.8%17.5%
HV 20d67.4%61.4%73.6%69.3%62.3%
HV 60d97.9%96.4%100.6%100.6%97.2%
IV Rank24.9%9.1%59.1%59.1%14.7%
IV Percentile60.5%31.7%97.2%97.2%47.2%
Term Structure-1.1%-26.1%7.2%-26.1%-4.1%
VWIV65.9%50.5%105.2%105.2%60.3%
Skew 25d5.0%0.4%8.2%3.7%5.0%
Skew 10d8.4%-6.6%15.7%10.6%9.0%
Call IV 25d64.0%53.2%104.2%104.2%58.0%
Put IV 25d69.0%58.9%107.9%107.9%63.0%
Bid-Ask Spread %48.2719.0472.8371.6951.65
Gamma HHI0.150.130.190.130.16
Net GEX1.0M364.3K2.9M2.4M1.1M
Net DEX12.9M4.1M51.2M51.2M7.8M
Net VEX45.8K28.2K125.8K125.8K32.6K
P/C Ratio0.700.142.091.300.31
Total Volume6,852.694531,7873,3654,260
Total OI123,317.7568,955155,903137,27378,130

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$20.84$18.00104.0%29.8%69.3%59.1%105.2%3.7%-26.1%2.4M51.2M125.8K1.3071.69N/AN/A1,4651,90096,38240,891
2025-06-03$20.27$18.0082.0%23.5%70.2%37.0%81.1%3.1%-11.8%2.8M38.8M105.5K0.8668.93N/AN/A17,06914,71897,40242,311
2025-06-04$20.51$19.0076.4%21.9%69.8%31.5%78.4%6.4%-7.6%2.9M40.6M97.8K0.1672.83N/AN/A9,9091,59093,40942,663
2025-06-05$20.68$19.0090.3%20.2%69.7%45.4%71.1%4.9%-0.4%364.3K5.4M30.8K0.5321.65N/AN/A4,4632,37096,47743,290
2025-06-06$22.01$19.0088.9%19.9%72.5%44.0%69.0%5.0%-1.1%365.1K8.0M30.5K1.4919.04N/AN/A4,3286,42896,42143,406
2025-06-09$23.03$19.0094.3%19.8%73.6%49.3%69.3%6.1%-1.6%368.2K10.4M28.3K0.2624.49N/AN/A4,8451,26096,01845,384
2025-06-10$22.08$19.0099.6%20.0%61.4%54.7%70.0%4.8%-2.3%386.0K8.4M28.9K0.6028.03N/AN/A5,9023,55394,71745,411
2025-06-11$21.23$19.0056.2%16.1%61.8%11.1%57.4%4.1%7.1%480.4K6.5M28.2K0.3637.38N/AN/A9,5573,43495,68747,221
2025-06-12$19.91$19.0058.0%16.6%65.0%11.6%50.5%4.3%7.2%543.9K6.5M32.2K0.3343.23N/AN/A6,9222,27998,51647,844
2025-06-13$18.12$16.0062.1%17.8%71.9%15.8%64.7%1.2%6.1%560.0K4.1M33.2K2.0943.44N/AN/A1,2592,628100,70347,832
2025-06-16$18.56$16.0066.3%19.0%71.6%20.1%66.2%0.4%1.1%603.7K6.0M35.1K0.7455.88N/AN/A4,0192,971101,37949,215
2025-06-17$18.55$18.0062.6%18.0%70.0%16.3%62.5%5.2%4.2%763.2K6.4M42.2K0.9451.27N/AN/A917865103,95251,287
2025-06-18$18.55$18.0062.5%17.9%66.7%16.2%60.9%5.6%2.4%779.1K6.0M41.0K0.9846.96N/AN/A1,4121,384104,32751,576
2025-06-20$18.80$18.0061.0%17.5%65.6%14.7%60.3%5.2%-1.1%835.4K7.2M39.9K0.7544.98N/AN/A857643104,75848,483
2025-06-23$18.75$18.0059.6%17.1%64.5%13.2%60.5%5.5%0.1%888.1K6.3M36.6K0.5853.06N/AN/A1,72499640,94328,012
2025-06-24$19.66$18.0058.3%16.7%67.0%11.9%57.4%7.9%0.8%1.0M11.7M39.0K0.1456.68N/AN/A3,18144942,43128,920
2025-06-25$18.94$18.0058.6%16.8%67.3%12.2%59.2%8.2%-0.7%991.6K7.8M36.6K0.9163.29N/AN/A97388243,62329,018
2025-06-26$19.02$18.0055.7%16.0%63.3%9.3%56.0%5.7%1.8%1.0M8.8M36.5K0.4161.43N/AN/A67127444,22829,722
2025-06-27$19.36$18.0055.5%15.9%63.7%9.1%58.6%6.7%4.5%1.1M10.1M34.9K0.2449.55N/AN/A3,77392244,47229,894
2025-06-30$18.68$18.0061.1%17.5%62.3%14.7%60.3%5.0%-4.1%1.1M7.8M32.6K0.3151.65N/AN/A3,2401,02047,56230,568