VSCO Options History — September 2025

In September 2025, VSCO traded between $22.21 and $27.95. ATM implied volatility averaged 56.8%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded below realized volatility by 1.7% (HV 20d: 58.4%). Max pain ranged from $19.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.33.

Notable Days

  • 2025-09-04: Highest Volume — 14,554 contracts
  • 2025-09-10: Largest IV drop — 8.1% change
  • 2025-09-02: Highest IV Rank — 14.4%
  • 2025-09-02: Largest Expected Move — 17.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.94$22.21$27.95$22.21$27.00
Max Pain$19.90$19.00$20.00$19.00$20.00
ATM IV56.8%53.3%60.7%60.7%57.1%
Expected Move16.1%15.3%17.4%17.4%16.4%
HV 20d58.4%45.4%64.3%47.1%59.7%
HV 60d59.6%56.8%62.7%60.3%58.8%
IV Rank8.1%4.2%14.4%14.4%8.2%
IV Percentile23.4%13.5%37.7%37.7%23.4%
Term Structure1.6%-2.9%5.3%-2.7%-1.1%
VWIV57.5%50.3%63.6%63.6%61.2%
Skew 25d2.6%0.1%17.1%1.2%1.1%
Skew 10d6.0%-4.3%32.6%11.2%0.7%
Call IV 25d55.6%40.5%62.5%62.5%57.7%
Put IV 25d58.2%55.3%63.7%63.7%58.8%
Bid-Ask Spread %43.9924.4961.2956.7148.46
Gamma HHI0.240.120.400.120.20
Net GEX767.4K426.0K1.7M1.6M822.6K
Net DEX26.3M18.9M32.8M28.0M27.1M
Net VEX32.3K22.1K49.6K49.6K22.1K
P/C Ratio0.330.071.910.650.15
Total Volume2,902.23836114,5541,5863,185
Total OI78,557.90550,87693,86090,41454,863

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$22.21$19.0060.7%17.4%47.1%14.4%63.6%1.2%-2.7%1.6M28.0M49.6K0.6556.71N/AN/A96162556,48333,931
2025-09-03$22.76$19.0060.0%17.2%45.4%13.7%60.3%2.0%-2.9%1.7M32.8M46.5K0.0849.48N/AN/A2,18117857,16834,088
2025-09-04$25.44$20.0059.7%16.2%58.2%13.3%60.8%4.2%3.7%426.0K18.9M30.0K0.0728.09N/AN/A13,60694856,18034,089
2025-09-05$26.24$20.0058.4%15.7%55.3%9.5%56.0%17.1%4.2%450.1K26.7M30.9K0.2261.29N/AN/A4,25292454,94334,239
2025-09-08$25.73$20.0058.4%15.8%54.5%9.5%55.9%2.3%5.3%534.7K26.5M34.4K0.6745.92N/AN/A1,8691,25955,91934,588
2025-09-09$25.37$20.0059.6%16.0%55.1%10.7%56.1%3.7%3.0%625.2K26.1M37.4K0.3943.43N/AN/A1,25249056,46034,495
2025-09-10$25.73$20.0054.8%15.7%53.9%5.7%54.9%3.3%4.4%639.3K28.2M37.7K0.3946.10N/AN/A43917056,55934,305
2025-09-11$26.96$20.0053.3%15.3%55.4%4.2%58.0%2.5%4.3%593.3K32.4M34.2K0.1045.52N/AN/A4,85549856,54534,330
2025-09-12$26.32$20.0054.0%15.5%56.0%4.9%54.9%1.4%4.8%614.7K26.9M33.5K0.1753.37N/AN/A1,10918856,09634,393
2025-09-15$27.95$20.0057.1%16.4%58.8%8.2%50.3%3.3%4.2%531.4K32.2M28.5K0.1128.74N/AN/A6,13866356,42934,443
2025-09-16$26.50$20.0055.9%16.0%63.0%6.9%55.6%2.5%4.7%621.3K24.5M30.9K0.4031.61N/AN/A1,45358256,58934,504
2025-09-17$26.99$20.0055.9%16.0%62.2%6.9%56.5%1.2%4.4%613.4K26.2M30.2K0.1945.24N/AN/A2,00937957,49634,779
2025-09-18$27.66$20.0055.5%15.9%62.1%6.5%56.0%0.8%1.2%612.1K28.2M28.5K0.1524.49N/AN/A88613358,87234,988
2025-09-19$26.59$20.0054.8%15.7%62.3%5.7%56.4%1.0%-0.1%681.4K25.0M29.7K0.1544.11N/AN/A2,04931058,66934,994
2025-09-22$25.57$20.0056.9%16.3%64.3%7.9%57.4%0.9%-0.7%768.2K22.4M30.2K0.3932.65N/AN/A1,89372934,19916,677
2025-09-23$25.66$20.0056.6%16.2%64.1%7.7%58.7%1.5%0.3%820.0K23.3M31.5K1.9144.58N/AN/A17132635,60417,098
2025-09-24$25.63$20.0055.9%16.0%64.1%6.9%58.5%1.4%-0.6%841.5K23.2M30.8K0.3048.08N/AN/A89627135,64217,357
2025-09-25$25.73$20.0056.2%16.1%61.8%7.2%56.6%2.8%-1.1%862.9K23.1M30.3K0.2451.54N/AN/A2926936,42817,558
2025-09-26$26.08$20.0054.0%15.5%61.8%4.9%61.5%0.1%0.3%866.2K25.3M27.4K0.1048.80N/AN/A1,03710036,48317,594
2025-09-29$26.59$20.0057.0%16.4%62.0%8.1%57.8%0.6%-1.6%854.5K25.5M24.6K0.0745.60N/AN/A1,47210035,99417,645
2025-09-30$27.00$20.0057.1%16.4%59.7%8.2%61.2%1.1%-1.1%822.6K27.1M22.1K0.1548.46N/AN/A2,75942637,14217,721