VSCO Options History — July 2025

In July 2025, VSCO traded between $17.61 and $21.63. ATM implied volatility averaged 64.8%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded above realized volatility by 6.9% (HV 20d: 57.8%). Max pain ranged from $16.00 to $18.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.26.

Notable Days

2025-07-03: Highest Volume — 15,623 contracts
2025-07-07: Largest IV spike — 28.2% change
2025-07-07: Highest IV Rank — 33.1%
2025-07-31: Largest Expected Move — 21.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.81	$17.61	$21.63	$19.53	$18.66
Max Pain	$16.45	$16.00	$18.00	$18.00	$18.00
ATM IV	64.8%	58.6%	79.1%	58.6%	73.5%
Expected Move	18.2%	16.8%	21.1%	16.8%	21.1%
HV 20d	57.8%	46.2%	65.1%	64.1%	59.3%
HV 60d	64.3%	59.3%	81.4%	81.4%	63.7%
IV Rank	18.5%	12.2%	33.1%	12.2%	27.4%
IV Percentile	53.8%	39.3%	80.6%	40.5%	72.2%
Term Structure	5.0%	-2.4%	8.9%	-1.5%	2.8%
VWIV	64.0%	51.9%	73.8%	61.7%	73.3%
Skew 25d	2.1%	-2.5%	6.1%	3.5%	-2.5%
Skew 10d	8.8%	-10.6%	59.2%	11.7%	-10.6%
Call IV 25d	63.2%	56.9%	76.0%	57.9%	75.5%
Put IV 25d	65.3%	60.5%	73.9%	61.4%	73.0%
Bid-Ask Spread %	42.18	22.79	55.98	50.37	55.98
Gamma HHI	0.21	0.15	0.36	0.17	0.18
Net GEX	767.2K	251.4K	1.2M	1.2M	1.2M
Net DEX	18.0M	6.8M	29.0M	15.5M	15.2M
Net VEX	32.4K	17.3K	41.7K	34.3K	36.7K
P/C Ratio	0.26	0.04	0.76	0.06	0.08
Total Volume	6,328.045	990	15,623	11,231	6,414
Total OI	90,291.409	70,266	109,711	81,755	91,327

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2025-07-01	$19.53	$18.00	58.6%	16.8%	64.1%	12.2%	61.7%	3.5%	-1.5%	1.2M	15.5M	34.3K	0.06	50.37	N/A	N/A	10,642	589	50,735	31,020
2025-07-02	$20.00	$18.00	62.0%	17.8%	64.1%	15.7%	61.8%	5.0%	-2.4%	1.2M	17.6M	34.2K	0.32	52.88	N/A	N/A	2,421	766	51,781	31,170
2025-07-03	$20.68	$16.00	61.7%	16.9%	65.1%	15.4%	60.1%	3.6%	2.9%	251.4K	6.8M	17.3K	0.04	48.96	N/A	N/A	14,973	650	61,196	31,716
2025-07-07	$20.68	$16.00	79.1%	18.1%	65.1%	33.1%	51.9%	6.1%	4.0%	326.3K	9.9M	24.0K	0.10	47.47	N/A	N/A	13,097	1,259	61,893	31,363
2025-07-08	$19.84	$16.00	69.2%	17.4%	62.3%	23.0%	66.1%	5.9%	6.2%	414.0K	13.5M	27.1K	0.35	43.82	N/A	N/A	2,723	957	65,082	32,233
2025-07-09	$19.88	$16.00	60.2%	17.3%	59.4%	13.9%	60.1%	5.2%	4.4%	451.7K	15.1M	27.6K	0.13	49.03	N/A	N/A	875	115	66,354	32,773
2025-07-10	$20.26	$16.00	58.7%	16.8%	58.6%	12.4%	62.3%	3.9%	7.0%	459.7K	16.2M	27.2K	0.08	36.62	N/A	N/A	2,091	176	66,707	32,823
2025-07-11	$19.13	$16.00	60.4%	17.3%	60.4%	14.1%	61.6%	1.4%	5.9%	481.2K	13.7M	28.4K	0.46	37.93	N/A	N/A	3,924	1,795	67,151	32,851
2025-07-14	$18.80	$16.00	60.4%	17.3%	56.5%	14.1%	61.8%	3.0%	7.8%	578.0K	15.0M	31.8K	0.65	44.56	N/A	N/A	1,971	1,289	71,038	34,168
2025-07-15	$18.29	$16.00	61.9%	17.7%	46.2%	15.6%	61.5%	2.4%	6.3%	592.9K	12.8M	31.0K	0.26	39.81	N/A	N/A	3,921	1,013	71,977	35,237
2025-07-16	$17.61	$16.00	63.0%	18.1%	47.2%	16.7%	63.2%	-0.1%	8.1%	650.0K	11.9M	33.9K	0.05	45.65	N/A	N/A	9,210	475	74,607	35,104
2025-07-17	$18.48	$16.00	64.3%	18.4%	50.6%	18.0%	63.1%	5.2%	6.1%	768.7K	17.7M	38.6K	0.11	43.78	N/A	N/A	5,543	589	74,344	34,971
2025-07-18	$18.98	$16.00	61.4%	17.6%	51.5%	15.0%	64.1%	1.4%	8.9%	784.1K	20.6M	37.8K	0.76	44.69	N/A	N/A	2,178	1,648	73,240	34,610
2025-07-21	$19.82	$16.00	61.9%	17.7%	53.5%	15.6%	62.8%	4.4%	7.8%	823.6K	24.5M	36.1K	0.68	43.53	N/A	N/A	3,265	2,213	47,256	23,288
2025-07-22	$21.34	$16.00	63.9%	18.3%	59.1%	17.6%	61.2%	1.8%	5.8%	745.9K	29.0M	32.5K	0.16	37.66	N/A	N/A	7,356	1,212	46,163	24,940
2025-07-23	$21.63	$16.00	63.3%	18.1%	57.2%	17.0%	64.1%	0.3%	5.8%	739.2K	25.1M	31.0K	0.24	22.79	N/A	N/A	3,237	779	44,618	25,648
2025-07-24	$20.82	$16.00	62.8%	18.0%	57.2%	16.5%	63.3%	-0.4%	7.6%	791.8K	21.8M	30.2K	0.43	34.57	N/A	N/A	2,270	984	45,330	25,237
2025-07-25	$21.35	$16.00	64.2%	18.4%	57.7%	17.9%	65.3%	-0.7%	8.1%	844.4K	25.3M	31.8K	0.20	33.88	N/A	N/A	7,123	1,449	46,806	26,063
2025-07-28	$20.73	$16.00	70.9%	20.3%	58.8%	24.7%	71.6%	-0.9%	2.9%	1.1M	27.5M	40.2K	0.22	31.90	N/A	N/A	7,432	1,658	52,843	27,238
2025-07-29	$19.76	$18.00	72.2%	20.7%	60.0%	26.1%	73.8%	-2.1%	1.6%	1.2M	21.9M	41.7K	0.05	27.63	N/A	N/A	5,660	287	56,435	28,597
2025-07-30	$19.45	$18.00	71.4%	20.5%	58.3%	25.2%	73.6%	-0.6%	4.8%	1.2M	19.5M	38.8K	0.34	54.43	N/A	N/A	2,233	755	59,762	28,716
2025-07-31	$18.66	$18.00	73.5%	21.1%	59.3%	27.4%	73.3%	-2.5%	2.8%	1.2M	15.2M	36.7K	0.08	55.98	N/A	N/A	5,914	500	61,952	29,375