VZ Options History — March 2021 In March 2021, VZ traded between $54.64 and $58.88. ATM implied volatility averaged 19.0%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded below realized volatility by 4.1% (HV 20d: 23.1%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.41.
Notable Days 2021-03-11 : Highest Volume — 130,406 contracts2021-03-16 : Largest IV drop — 7.6% change2021-03-29 : Highest IV Rank — 14.3%2021-03-04 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $56.50 $54.64 $58.88 $55.43 $58.16 Max Pain $55.00 $55.00 $55.00 $55.00 $55.00 ATM IV 19.0% 16.1% 21.3% 19.5% 16.1% Expected Move 5.3% 4.2% 6.0% 5.3% 4.2% HV 20d 23.1% 19.0% 28.5% 22.9% 19.7% HV 60d 19.7% 18.1% 20.4% 18.3% 20.2% IV Rank 11.3% 8.0% 14.3% 10.4% 8.0% IV Percentile 39.8% 9.9% 65.1% 45.2% 9.9% Term Structure 0.2% -2.1% 2.8% 2.4% -0.1% VWIV 18.7% 15.2% 22.4% 19.1% 15.2% Skew 25d 2.0% -0.1% 10.5% 0.7% 0.9% Skew 10d 3.2% -1.9% 18.6% 5.0% 0.2% Call IV 25d 18.8% 16.3% 20.9% 19.1% 16.3% Put IV 25d 20.8% 17.2% 29.2% 19.8% 17.2% Bid-Ask Spread % 7.92 2.57 17.03 8.70 14.28 Gamma HHI 0.15 0.10 0.51 0.12 0.17 Net GEX 64.1M 16.8M 246.6M 36.4M 83.3M Net DEX -416.7M -950.8M 19.7M -171.5M -725.6M Net VEX -5.5M -6.1M -4.9M -5.7M -4.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.41 0.22 0.77 0.53 0.57 Total Volume 62,142.261 32,217 130,406 63,687 32,217 Total OI 766,636.783 690,795 840,094 720,252 737,623
Daily Data (23 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 2021-03-01 $55.43 $55.00 19.5% 5.3% 22.9% 10.4% 19.1% 0.7% 2.4% 36.4M -171.5M -5.7M 0.53 8.70 N/A N/A 41,699 21,988 507,250 213,002 2021-03-02 $55.16 $55.00 19.1% 5.3% 22.9% 9.7% 18.5% 1.9% 2.8% 28.3M -97.9M -5.6M 0.61 3.72 N/A N/A 27,783 16,822 524,241 225,232 2021-03-03 $55.59 $55.00 20.5% 5.8% 23.0% 12.2% 21.1% 2.2% 2.1% 40.1M -207.1M -5.9M 0.41 4.22 N/A N/A 43,113 17,761 526,336 235,218 2021-03-04 $54.64 $55.00 21.3% 6.0% 23.8% 13.8% 22.4% 4.0% 0.7% 16.8M 19.7M -5.6M 0.77 5.93 N/A N/A 39,501 30,249 531,762 239,252 2021-03-05 $56.06 $55.00 19.9% 5.9% 25.5% 11.1% 20.5% 1.4% 1.3% 81.4M -349.9M -5.9M 0.27 4.69 N/A N/A 67,190 17,949 540,439 253,018 2021-03-08 $57.02 $55.00 21.2% 5.8% 26.1% 13.5% 20.4% 1.9% -1.1% 74.5M -606.7M -6.1M 0.31 4.17 N/A N/A 55,130 17,061 525,170 232,291 2021-03-09 $56.40 $55.00 20.6% 5.6% 26.2% 12.5% 19.5% 2.0% -2.1% 64.4M -399.5M -5.7M 0.43 3.45 N/A N/A 29,628 12,613 528,229 237,730 2021-03-10 $57.15 $55.00 20.7% 5.7% 26.6% 12.6% 19.9% 0.8% -1.4% 86.6M -633.8M -5.9M 0.25 3.43 N/A N/A 44,455 11,232 536,593 242,634 2021-03-11 $55.58 $55.00 21.1% 5.8% 28.5% 13.4% 21.0% 0.5% -0.1% 30.7M -147.9M -5.5M 0.27 3.91 N/A N/A 102,804 27,602 537,820 247,824 2021-03-12 $55.74 $55.00 20.2% 5.6% 28.5% 11.7% 19.8% -0.1% -0.6% 41.1M -190.5M -5.7M 0.32 6.19 N/A N/A 63,301 20,369 578,455 261,639 2021-03-15 $55.41 $55.00 20.0% 5.7% 28.4% 11.3% 20.4% 0.7% 1.0% 29.7M -147.9M -5.4M 0.22 2.57 N/A N/A 57,370 12,855 537,678 241,541 2021-03-16 $55.59 $55.00 18.5% 5.3% 28.3% 8.5% 18.7% 1.0% 0.6% 33.8M -204.8M -5.3M 0.46 4.31 N/A N/A 28,972 13,301 560,444 246,598 2021-03-17 $55.80 $55.00 18.9% 5.4% 20.5% 9.3% 19.2% 10.5% 0.2% 46.6M -290.8M -5.4M 0.28 13.28 N/A N/A 40,210 11,155 565,686 249,617 2021-03-18 $56.33 $55.00 19.1% 5.4% 20.8% 9.6% 19.0% 1.1% 1.4% 76.1M -447.9M -5.5M 0.44 4.16 N/A N/A 32,494 14,213 571,161 252,237 2021-03-19 $56.15 $55.00 18.3% 5.2% 20.7% 10.5% 18.4% 8.3% 0.2% 48.0M -417.6M -5.3M 0.34 3.38 N/A N/A 41,719 14,282 571,677 254,572 2021-03-22 $56.49 $55.00 17.1% 4.7% 20.8% 8.4% 16.0% 0.9% 0.1% 40.6M -371.6M -5.1M 0.44 12.93 N/A N/A 49,715 21,697 470,691 220,104 2021-03-23 $56.91 $55.00 18.2% 4.8% 20.5% 12.6% 17.2% 1.1% -0.6% 53.9M -482.3M -5.3M 0.51 17.03 N/A N/A 44,998 22,849 489,371 230,070 2021-03-24 $57.09 $55.00 17.8% 4.8% 20.5% 11.9% 17.1% 1.4% 0.2% 62.2M -531.4M -5.3M 0.32 13.59 N/A N/A 42,248 13,610 499,369 237,680 2021-03-25 $57.41 $55.00 18.0% 4.8% 19.8% 12.7% 17.3% 1.0% -0.2% 77.4M -629.4M -5.4M 0.37 14.04 N/A N/A 29,442 10,894 510,048 243,522 2021-03-26 $57.97 $55.00 17.4% 4.7% 19.0% 10.9% 16.5% 1.3% -0.8% 246.6M -786.1M -5.2M 0.29 4.25 N/A N/A 65,382 19,052 514,308 249,137 2021-03-29 $58.88 $55.00 17.8% 4.8% 19.5% 14.3% 16.7% 0.8% -0.3% 89.5M -950.8M -5.2M 0.43 15.78 N/A N/A 45,872 19,939 487,979 237,211 2021-03-30 $58.45 $55.00 16.9% 4.5% 19.6% 11.1% 15.9% 0.6% -0.2% 85.9M -813.3M -5.1M 0.56 14.05 N/A N/A 23,457 13,079 490,225 239,962 2021-03-31 $58.16 $55.00 16.1% 4.2% 19.7% 8.0% 15.2% 0.9% -0.1% 83.3M -725.6M -4.9M 0.57 14.28 N/A N/A 20,505 11,712 493,330 244,293
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