VSCO Options History — March 2026

In March 2026, VSCO traded between $42.12 and $61.77. ATM implied volatility averaged 74.3%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded below realized volatility by 6.0% (HV 20d: 80.3%). Max pain ranged from $40.00 to $65.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.93.

Notable Days

  • 2026-03-05: Highest Volume — 9,215 contracts
  • 2026-03-05: Largest IV drop — 24.0% change
  • 2026-03-04: Highest IV Rank — 53.9%
  • 2026-03-04: Largest Expected Move — 29.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.22$42.12$61.77$60.87$42.12
Max Pain$44.47$40.00$65.00$50.00$40.00
ATM IV74.3%63.5%101.1%96.0%75.8%
Expected Move20.9%18.3%29.0%27.5%21.7%
HV 20d80.3%55.0%88.2%59.0%82.6%
HV 60d64.3%58.8%67.8%58.9%67.5%
IV Rank25.6%14.2%53.9%48.5%27.2%
IV Percentile60.0%40.1%96.0%95.2%66.7%
Term Structure-2.4%-26.2%7.5%-20.4%-5.2%
VWIV74.0%65.5%102.7%95.2%79.3%
Skew 25d4.7%0.7%11.5%6.6%8.0%
Skew 10d7.5%-1.3%19.3%10.3%6.5%
Call IV 25d71.3%62.3%96.4%93.3%69.0%
Put IV 25d76.0%68.0%107.8%99.9%77.0%
Bid-Ask Spread %44.3524.4777.4377.4335.13
Gamma HHI0.360.150.540.150.34
Net GEX406.3K38.0K748.0K642.9K385.3K
Net DEX4.3M-33.8M18.5M17.3M-28.9M
Net VEX-4.1K-225.5K32.9K31.7K-218.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.115.001.955.00
Total Volume2,591.0533219,2159631,363
Total OI37,224.36826,81745,30130,32028,188

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$60.87$50.0096.0%27.5%59.0%48.5%95.2%6.6%-20.4%642.9K17.3M31.7K1.9577.43N/AN/A32663717,90312,417
2026-03-03$61.77$50.00100.3%28.8%57.6%53.0%102.0%9.9%-23.3%660.3K18.5M29.5K1.6477.28N/AN/A1,1071,81818,13212,946
2026-03-04$60.53$50.00101.1%29.0%55.0%53.9%102.7%11.5%-26.2%748.0K17.4M32.9K1.3273.47N/AN/A1,7342,28318,98313,987
2026-03-05$50.33$65.0076.8%19.6%85.6%28.3%70.9%5.2%2.3%38.0K-650.4K3.3K0.9646.04N/AN/A4,6994,51619,92815,665
2026-03-06$46.84$45.0075.7%19.8%88.2%27.1%68.5%0.7%3.8%104.3K161.8K8.5K0.3950.04N/AN/A5,3362,05721,66316,782
2026-03-09$47.51$45.0081.5%18.7%84.0%33.2%66.3%1.8%5.4%220.0K3.0M14.1K0.3965.80N/AN/A1,44756226,77516,956
2026-03-10$47.53$45.0069.3%19.4%84.1%20.3%69.1%3.0%1.8%235.1K4.8M16.8K0.2364.13N/AN/A1,54135927,04616,631
2026-03-11$45.27$45.0068.9%19.7%84.7%19.9%69.0%1.5%1.2%289.8K4.8M20.2K0.2656.97N/AN/A1,96150827,54816,677
2026-03-12$44.78$45.0070.8%21.6%83.5%21.8%71.3%0.7%0.3%314.0K5.4M21.8K0.6134.60N/AN/A89354327,00016,561
2026-03-13$44.63$45.0068.2%19.7%83.5%19.2%69.2%4.0%5.2%322.8K5.2M21.9K0.1338.85N/AN/A4,05952827,67916,743
2026-03-16$45.26$40.0066.7%18.8%82.4%17.6%66.0%4.1%7.5%358.9K7.8M21.9K0.1130.52N/AN/A1,88620228,12616,792
2026-03-18$47.32$40.0065.6%18.8%83.8%16.4%66.7%3.3%4.0%435.2K12.3M24.3K0.3429.79N/AN/A1,54352929,10916,190
2026-03-19$48.66$40.0063.5%18.3%83.3%14.2%69.4%5.8%1.1%430.5K13.5M23.5K2.3829.67N/AN/A34281329,00816,293
2026-03-20$45.05$40.0065.0%18.8%86.4%15.8%65.5%5.3%0.5%499.8K9.0M24.9K1.0524.47N/AN/A83087128,98816,288
2026-03-23$45.91$40.0066.2%18.9%84.9%17.0%65.9%3.7%-1.3%504.4K10.4M23.9K0.1126.84N/AN/A1,04211317,9778,840
2026-03-24$43.36$40.0066.8%19.1%85.4%17.7%68.5%3.8%-0.2%538.0K7.1M24.2K0.2726.26N/AN/A1,25633318,4438,916
2026-03-25$44.91$40.0066.1%19.1%85.8%16.9%71.6%4.5%-0.3%573.4K9.0M23.8K0.2128.69N/AN/A72215018,9669,035
2026-03-26$43.62$40.0067.4%19.3%85.7%18.3%69.4%5.1%-1.1%419.2K-33.8M-225.5K0.3226.67N/AN/A2447719,0109,072
2026-03-27$42.12$40.0075.8%21.7%82.6%27.2%79.3%8.0%-5.2%385.3K-28.9M-218.5K5.0035.13N/AN/A2271,13619,1009,088