VZ Options History — April 2021 In April 2021, VZ traded between $56.33 and $59.06. ATM implied volatility averaged 15.3%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 1.0% (HV 20d: 14.3%). Max pain ranged from $55.00 to $57.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.42.
Notable Days 2021-04-07 : Highest Volume — 267,638 contracts2021-04-21 : Largest IV drop — 17.8% change2021-04-20 : Highest IV Rank — 15.3%2021-04-20 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $57.79 $56.33 $59.06 $58.27 $57.66 Max Pain $57.38 $55.00 $57.50 $55.00 $57.50 ATM IV 15.3% 13.8% 16.8% 15.8% 14.1% Expected Move 4.3% 4.0% 4.8% 4.2% 4.0% HV 20d 14.3% 12.7% 18.3% 18.3% 14.3% HV 60d 19.9% 18.8% 20.5% 20.2% 19.1% IV Rank 7.6% 0.0% 15.3% 7.1% 2.7% IV Percentile 7.6% 0.0% 18.3% 8.7% 1.6% Term Structure -0.1% -1.0% 0.9% -0.3% -0.2% VWIV 15.2% 14.1% 16.7% 14.8% 14.5% Skew 25d 1.3% -0.1% 2.1% 0.3% 1.3% Skew 10d 2.9% -0.8% 5.9% -0.2% 3.5% Call IV 25d 15.2% 13.7% 16.5% 16.3% 14.2% Put IV 25d 16.6% 15.1% 17.9% 16.6% 15.5% Bid-Ask Spread % 10.37 2.93 38.59 3.76 3.10 Gamma HHI 0.17 0.11 0.24 0.18 0.16 Net GEX 48.5M 11.4M 129.2M 85.2M 54.2M Net DEX -396.6M -925.4M -22.3M -766.6M -439.0M Net VEX -5.2M -5.8M -4.7M -4.9M -5.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.05 0.61 0.35 0.26 Total Volume 61,837.286 27,905 267,638 59,577 94,734 Total OI 719,255.238 629,548 762,134 745,845 762,134
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 2021-04-01 $58.27 $55.00 15.8% 4.2% 18.3% 7.1% 14.8% 0.3% -0.3% 85.2M -766.6M -4.9M 0.35 3.76 N/A N/A 44,143 15,434 497,527 248,318 2021-04-05 $58.91 $57.50 16.1% 4.3% 16.6% 8.1% 15.4% 0.5% -0.8% 97.6M -925.4M -4.8M 0.17 35.13 N/A N/A 26,336 4,573 490,478 238,957 2021-04-06 $58.94 $57.50 15.4% 4.4% 15.7% 6.2% 15.5% 0.1% -0.0% 106.2M -903.1M -4.7M 0.36 38.59 N/A N/A 36,248 12,949 495,536 243,089 2021-04-07 $59.06 $57.50 15.2% 4.1% 15.0% 6.9% 14.7% -0.1% -0.2% 129.2M -908.2M -4.7M 0.05 20.01 N/A N/A 255,817 11,821 508,142 248,528 2021-04-08 $57.60 $57.50 15.9% 4.4% 17.2% 10.7% 15.7% 2.0% 0.9% 33.0M -257.3M -5.2M 0.55 12.26 N/A N/A 34,877 19,100 460,216 250,637 2021-04-09 $57.56 $57.50 15.6% 4.3% 13.7% 8.7% 16.2% 2.1% -0.2% 29.3M -228.6M -5.2M 0.61 27.87 N/A N/A 24,898 15,143 472,534 258,512 2021-04-12 $57.49 $57.50 16.3% 4.5% 13.7% 13.0% 15.8% 1.7% -0.9% 30.7M -227.3M -5.2M 0.45 14.24 N/A N/A 19,259 8,646 462,010 254,585 2021-04-13 $57.59 $57.50 16.1% 4.6% 13.4% 11.9% 16.1% 1.3% -0.1% 33.4M -268.4M -5.2M 0.59 3.79 N/A N/A 20,921 12,240 466,235 258,985 2021-04-14 $57.69 $57.50 16.4% 4.7% 13.4% 13.2% 16.3% 1.5% 0.0% 38.1M -292.4M -5.3M 0.49 13.72 N/A N/A 23,972 11,866 471,021 263,426 2021-04-15 $57.89 $57.50 16.0% 4.6% 13.4% 11.1% 16.1% 1.9% -0.0% 43.5M -335.6M -5.3M 0.59 3.26 N/A N/A 21,256 12,531 474,830 269,228 2021-04-16 $58.40 $57.50 15.9% 4.5% 13.3% 10.7% 15.0% 1.8% -0.2% 56.0M -483.3M -5.3M 0.32 3.03 N/A N/A 39,440 12,721 481,079 274,093 2021-04-19 $58.33 $57.50 16.5% 4.7% 13.3% 13.9% 16.6% 1.6% -0.1% 47.6M -450.1M -5.4M 0.54 4.02 N/A N/A 29,918 16,015 402,115 227,433 2021-04-20 $58.41 $57.50 16.8% 4.8% 13.2% 15.3% 16.7% 1.5% -1.0% 52.6M -480.1M -5.5M 0.60 10.71 N/A N/A 30,829 18,608 416,626 237,617 2021-04-21 $58.16 $57.50 13.8% 4.0% 13.2% 0.0% 14.3% 1.3% 0.6% 50.2M -396.1M -5.3M 0.44 3.05 N/A N/A 32,678 14,382 427,629 248,950 2021-04-22 $57.31 $57.50 14.4% 4.1% 14.3% 4.3% 14.8% 1.6% 0.1% 18.7M -208.4M -5.4M 0.57 4.19 N/A N/A 41,799 23,880 436,168 253,326 2021-04-23 $57.36 $57.50 13.9% 4.0% 14.1% 0.9% 14.9% 1.4% 0.4% 24.1M -214.3M -5.4M 0.51 3.78 N/A N/A 36,082 18,305 445,498 263,760 2021-04-26 $56.91 $57.50 14.2% 4.1% 13.9% 3.5% 14.3% 1.7% -0.2% 13.1M -131.5M -5.2M 0.24 3.27 N/A N/A 62,893 15,017 425,173 251,344 2021-04-27 $56.33 $57.50 14.3% 4.1% 12.8% 4.1% 14.3% 1.6% 0.0% 11.4M -22.3M -5.2M 0.38 3.03 N/A N/A 50,694 19,039 458,420 261,222 2021-04-28 $56.43 $57.50 14.2% 4.0% 12.7% 3.6% 14.1% 1.4% 0.5% 17.4M -64.7M -5.4M 0.49 2.93 N/A N/A 24,149 11,898 475,464 269,919 2021-04-29 $57.33 $57.50 14.2% 4.0% 14.1% 3.4% 14.2% 1.4% -0.6% 47.2M -325.8M -5.6M 0.26 3.93 N/A N/A 58,241 15,231 479,014 274,582 2021-04-30 $57.66 $57.50 14.1% 4.0% 14.3% 2.7% 14.5% 1.3% -0.2% 54.2M -439.0M -5.8M 0.26 3.10 N/A N/A 74,903 19,831 481,639 280,495
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