VSCO Options History — August 2025

In August 2025, VSCO traded between $18.49 and $23.06. ATM implied volatility averaged 76.7%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded above realized volatility by 12.5% (HV 20d: 64.2%). Max pain ranged from $16.00 to $19.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.44.

Notable Days

2025-08-27: Highest Volume — 21,131 contracts
2025-08-28: Largest IV drop — 29.9% change
2025-08-11: Highest IV Rank — 40.7%
2025-08-27: Largest Expected Move — 23.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.72	$18.49	$23.06	$18.49	$23.06
Max Pain	$16.33	$16.00	$19.00	$18.00	$19.00
ATM IV	76.7%	55.6%	86.6%	78.1%	55.6%
Expected Move	21.8%	15.9%	23.7%	22.4%	15.9%
HV 20d	64.2%	56.0%	72.9%	57.7%	56.0%
HV 60d	62.7%	59.5%	67.4%	63.6%	59.8%
IV Rank	30.7%	9.2%	40.7%	32.1%	9.2%
IV Percentile	73.0%	21.4%	86.9%	79.0%	21.4%
Term Structure	-6.8%	-15.3%	1.7%	1.7%	0.1%
VWIV	77.4%	57.1%	81.8%	79.2%	57.1%
Skew 25d	1.8%	-0.9%	4.3%	-0.8%	1.5%
Skew 10d	4.5%	-18.9%	16.1%	6.4%	6.6%
Call IV 25d	76.6%	56.7%	81.3%	81.3%	56.7%
Put IV 25d	78.4%	58.2%	84.5%	80.5%	58.2%
Bid-Ask Spread %	61.80	45.62	85.36	45.62	53.75
Gamma HHI	0.12	0.11	0.21	0.21	0.12
Net GEX	893.3K	627.7K	1.6M	1.3M	1.6M
Net DEX	29.7M	16.6M	37.5M	16.6M	34.0M
Net VEX	58.0K	39.4K	64.2K	39.4K	53.4K
P/C Ratio	0.44	0.03	2.08	0.21	0.47
Total Volume	5,664.952	503	21,131	1,970	4,274
Total OI	86,833.429	65,679	101,766	96,302	89,438

Daily Data (21 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
2025-08-01	$18.49	$18.00	78.1%	22.4%	57.7%	32.1%	79.2%	-0.8%	1.7%	1.3M	16.6M	39.4K	0.21	45.62	N/A	N/A	1,633	337	66,581	29,721
2025-08-04	$20.48	$16.00	78.9%	22.1%	69.3%	32.9%	78.2%	2.9%	-4.9%	627.7K	21.9M	63.5K	0.08	64.01	N/A	N/A	10,233	861	68,785	29,826
2025-08-05	$19.80	$16.00	77.8%	22.0%	68.7%	31.8%	80.6%	4.3%	-5.4%	629.0K	19.5M	64.2K	0.98	61.94	N/A	N/A	1,214	1,195	69,083	30,328
2025-08-06	$20.41	$16.00	73.9%	22.1%	69.6%	27.8%	77.0%	2.1%	-6.7%	642.4K	22.1M	62.3K	0.09	63.42	N/A	N/A	2,826	244	69,508	30,478
2025-08-07	$21.77	$16.00	75.1%	22.1%	72.9%	29.0%	81.6%	1.0%	-6.7%	642.6K	27.7M	61.3K	0.38	59.04	N/A	N/A	4,941	1,866	69,465	30,590
2025-08-08	$21.14	$16.00	78.2%	21.9%	70.4%	32.2%	76.8%	2.7%	-4.9%	640.5K	24.1M	59.4K	0.34	50.99	N/A	N/A	376	127	67,806	31,742
2025-08-11	$21.27	$16.00	86.6%	22.0%	69.9%	40.7%	77.4%	1.4%	-7.1%	651.6K	24.8M	55.2K	0.14	60.66	N/A	N/A	1,975	276	67,848	31,764
2025-08-12	$22.16	$16.00	84.1%	22.0%	69.8%	38.2%	77.8%	1.7%	-7.8%	643.0K	28.0M	53.6K	0.09	62.56	N/A	N/A	13,501	1,224	67,073	31,863
2025-08-13	$22.71	$16.00	75.9%	21.8%	67.6%	29.9%	78.9%	2.2%	-6.8%	738.2K	34.3M	60.1K	0.03	57.33	N/A	N/A	6,576	196	69,044	32,018
2025-08-14	$22.37	$16.00	79.0%	22.7%	66.9%	33.0%	79.9%	0.5%	-6.3%	770.4K	33.6M	61.7K	0.15	64.67	N/A	N/A	2,839	423	68,089	32,008
2025-08-15	$22.37	$16.00	77.6%	22.3%	66.7%	31.6%	78.7%	1.7%	-7.8%	821.6K	34.0M	63.2K	0.19	59.61	N/A	N/A	2,484	484	69,460	32,306
2025-08-18	$22.78	$16.00	78.7%	22.6%	65.5%	32.7%	79.9%	-0.9%	-8.2%	832.1K	37.5M	59.0K	0.42	61.20	N/A	N/A	1,135	481	41,761	23,918
2025-08-19	$22.33	$16.00	78.1%	22.4%	61.2%	32.1%	80.6%	1.8%	-9.6%	896.7K	35.4M	61.1K	1.64	64.76	N/A	N/A	884	1,452	42,574	24,263
2025-08-20	$22.16	$16.00	79.4%	22.8%	61.1%	33.4%	80.7%	1.5%	-8.6%	931.0K	34.4M	63.1K	0.19	67.46	N/A	N/A	767	142	43,085	25,532
2025-08-21	$21.34	$16.00	80.2%	23.0%	61.1%	34.2%	80.1%	2.0%	-9.0%	944.9K	30.5M	61.0K	2.08	66.57	N/A	N/A	310	645	43,562	25,555
2025-08-22	$21.99	$16.00	76.8%	22.0%	61.3%	30.8%	80.6%	0.7%	-8.6%	990.7K	33.5M	60.3K	0.38	62.86	N/A	N/A	2,165	824	43,579	25,734
2025-08-25	$21.87	$16.00	77.6%	22.2%	60.3%	31.6%	78.4%	2.1%	-8.9%	981.2K	30.3M	54.4K	0.31	66.67	N/A	N/A	888	272	42,350	26,380
2025-08-26	$21.80	$16.00	78.8%	22.6%	57.4%	32.8%	79.6%	2.5%	-10.8%	972.6K	30.1M	52.6K	0.17	71.55	N/A	N/A	8,611	1,477	42,604	26,466
2025-08-27	$22.99	$16.00	82.7%	23.7%	59.2%	36.7%	81.8%	3.5%	-15.3%	992.3K	35.0M	52.3K	0.60	85.36	N/A	N/A	13,204	7,927	47,407	27,679
2025-08-28	$22.91	$18.00	57.9%	16.6%	56.5%	11.5%	59.6%	3.6%	-0.5%	1.6M	37.2M	56.7K	0.22	47.82	N/A	N/A	14,521	3,154	52,895	33,334
2025-08-29	$23.06	$19.00	55.6%	15.9%	56.0%	9.2%	57.1%	1.5%	0.1%	1.6M	34.0M	53.4K	0.47	53.75	N/A	N/A	2,900	1,374	55,871	33,567