VSCO Options History — November 2025

In November 2025, VSCO traded between $34.17 and $41.41. ATM implied volatility averaged 72.4%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 20.3% (HV 20d: 52.1%). Max pain ranged from $22.50 to $29.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.30.

Notable Days

  • 2025-11-05: Highest Volume — 2,721 contracts
  • 2025-11-12: Largest IV spike — 20.0% change
  • 2025-11-28: Highest IV Rank — 36.0%
  • 2025-11-28: Largest Expected Move — 24.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.29$34.17$41.41$35.90$41.41
Max Pain$23.63$22.50$29.00$28.00$24.00
ATM IV72.4%55.2%83.7%64.1%83.7%
Expected Move21.3%15.8%24.0%18.4%24.0%
HV 20d52.1%47.9%56.7%48.3%51.5%
HV 60d52.6%49.9%54.1%50.6%49.9%
IV Rank24.1%6.2%36.0%15.5%36.0%
IV Percentile61.5%15.1%83.3%45.2%83.3%
Term Structure-5.5%-18.6%8.6%7.9%-11.4%
VWIV75.2%56.4%97.7%61.6%83.2%
Skew 25d4.5%0.7%10.5%5.3%7.4%
Skew 10d7.8%-6.0%28.1%-6.0%2.3%
Call IV 25d74.0%62.5%82.1%62.5%78.8%
Put IV 25d78.5%64.4%90.4%67.8%86.2%
Bid-Ask Spread %66.0946.7473.1755.1773.17
Gamma HHI0.090.070.120.090.12
Net GEX345.4K179.5K422.8K187.9K417.1K
Net DEX24.6M6.3M38.4M6.6M38.4M
Net VEX24.0K5.3K37.3K6.3K21.2K
P/C Ratio0.300.040.870.430.53
Total Volume1,019.4741932,7211,330503
Total OI49,86146,10050,93250,06947,969

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-11-03$35.90$28.0064.1%18.4%48.3%15.5%61.6%5.3%7.9%187.9K6.6M6.3K0.4355.17N/AN/A92740331,19918,870
2025-11-04$35.48$29.0065.2%18.7%47.9%16.7%65.1%1.8%8.6%218.8K6.3M6.9K0.2846.74N/AN/A44612631,71019,087
2025-11-05$37.91$29.0055.2%15.8%50.0%6.2%62.8%0.7%8.3%179.5K8.0M5.3K0.1047.91N/AN/A2,48323831,55319,101
2025-11-06$36.31$22.5064.1%21.0%52.2%15.5%77.1%6.5%-3.1%336.3K27.9M32.4K0.1565.81N/AN/A6439531,28019,244
2025-11-07$35.34$22.5064.5%21.0%52.0%15.9%56.4%6.7%-3.3%372.1K26.4M37.3K0.1166.07N/AN/A1,00811431,59119,249
2025-11-10$35.12$22.5064.3%20.7%51.6%15.7%76.3%2.6%-4.9%368.0K26.5M31.6K0.1068.12N/AN/A7867831,65419,278
2025-11-11$34.99$22.5061.7%20.6%51.6%12.9%70.4%0.7%-4.4%357.6K26.9M27.7K0.1372.10N/AN/A3594531,86318,797
2025-11-12$35.64$22.5074.0%21.2%50.8%25.9%76.4%4.3%-5.8%348.5K28.3M26.9K0.3669.40N/AN/A54319331,90218,808
2025-11-13$34.90$22.5076.1%21.8%51.2%28.1%97.7%2.9%-8.8%408.2K25.8M35.0K0.0464.66N/AN/A1,3565931,90718,977
2025-11-14$35.86$22.5074.1%21.2%51.6%26.0%73.7%3.1%-6.7%376.8K26.5M29.2K0.1468.93N/AN/A3925631,51218,993
2025-11-17$34.81$22.5076.3%21.9%52.2%28.2%78.9%4.8%-6.2%373.1K24.7M27.4K0.6068.94N/AN/A51731231,30818,953
2025-11-18$34.55$22.5078.0%22.4%52.2%30.0%78.1%5.2%-7.7%379.3K24.5M27.4K0.8769.59N/AN/A1039031,29519,146
2025-11-19$34.73$22.5077.8%22.3%52.1%29.9%72.9%2.4%-18.6%372.9K25.0M25.8K0.6270.94N/AN/A32420131,31319,202
2025-11-20$34.17$22.5079.6%22.8%50.5%31.7%77.2%10.5%-9.1%378.4K22.5M31.0K0.2169.87N/AN/A3948231,16719,359
2025-11-21$36.89$22.5076.2%21.9%56.7%28.2%76.0%6.8%-7.2%359.4K28.2M22.2K0.0869.96N/AN/A2,00015531,25719,345
2025-11-24$36.97$22.5079.1%22.7%54.8%31.2%83.0%7.7%-9.3%343.6K28.5M19.6K0.1772.50N/AN/A72112328,58717,513
2025-11-25$38.19$22.5079.1%22.7%55.5%31.2%79.2%4.3%-8.5%361.9K31.1M19.7K0.4669.83N/AN/A1,44867328,96617,603
2025-11-26$40.33$24.0081.7%23.4%56.6%33.9%83.1%1.9%-14.7%422.8K35.4M23.6K0.2865.97N/AN/A1,07130329,66318,138
2025-11-28$41.41$24.0083.7%24.0%51.5%36.0%83.2%7.4%-11.4%417.1K38.4M21.2K0.5373.17N/AN/A32817529,77418,195