VZ Options History — October 2021

In October 2021, VZ traded between $51.16 and $54.62. ATM implied volatility averaged 13.8%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 1.1% (HV 20d: 12.7%). Max pain ranged from $52.50 to $55.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.55.

Notable Days

  • 2021-10-11: Highest Volume — 257,267 contracts
  • 2021-10-20: Largest IV drop — 14.1% change
  • 2021-10-12: Highest IV Rank — 54.7%
  • 2021-10-12: Largest Expected Move — 5.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.96$51.16$54.62$54.40$52.98
Max Pain$53.45$52.50$55.00$55.00$52.50
ATM IV13.8%11.8%17.6%14.1%12.2%
Expected Move4.0%3.4%5.2%4.0%3.6%
HV 20d12.7%5.9%17.6%7.3%17.5%
HV 60d9.4%7.1%11.4%7.3%11.4%
IV Rank22.8%6.1%54.7%25.8%9.3%
IV Percentile23.0%2.4%67.5%21.0%8.7%
Term Structure-0.0%-0.9%0.9%-0.3%0.7%
VWIV14.3%12.1%17.2%14.3%12.8%
Skew 25d2.2%0.5%3.0%1.0%2.4%
Skew 10d5.7%1.6%10.3%1.6%6.6%
Call IV 25d13.6%11.6%17.0%14.2%11.8%
Put IV 25d15.8%13.2%19.8%15.3%14.2%
Bid-Ask Spread %4.261.6332.742.504.11
Gamma HHI0.150.100.260.100.13
Net GEX-4.9M-77.9M42.6M5.3M42.6M
Net DEX207.9M-317.9M925.1M17.1M-35.4M
Net VEX-6.4M-7.0M-5.7M-6.0M-6.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.301.071.010.41
Total Volume89,677.09540,527257,26754,44259,214
Total OI1,002,660.381935,3961,147,752961,3871,024,063

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$54.40$55.0014.1%4.0%7.3%25.8%14.3%1.0%-0.3%5.3M17.1M-6.0M1.012.50N/AN/A27,02227,420533,426427,961
2021-10-04$54.62$55.0013.3%4.3%7.2%18.8%15.6%1.8%0.0%2.6M-39.0M-6.0M0.382.10N/AN/A36,47013,935516,059419,337
2021-10-05$54.60$55.0014.0%4.0%5.9%24.3%14.5%0.5%0.1%1.7M-77.3M-5.9M0.442.07N/AN/A34,79115,305519,998429,235
2021-10-06$54.55$55.0013.8%4.1%5.9%23.0%14.8%1.6%-0.1%23.5M-67.6M-5.8M0.301.94N/AN/A100,99030,738533,883435,161
2021-10-07$53.91$55.0014.2%4.0%6.9%26.5%15.4%2.9%-0.1%-26.7M190.4M-6.6M1.072.10N/AN/A26,70128,679543,546441,475
2021-10-08$53.31$55.0015.0%4.5%7.8%33.1%14.9%3.0%-0.1%-55.3M460.1M-6.4M0.661.77N/AN/A58,44438,733530,648457,717
2021-10-11$52.25$55.0016.0%4.5%10.0%41.3%15.8%2.7%-0.4%-77.9M675.3M-6.0M1.001.63N/AN/A128,640128,627513,395440,283
2021-10-12$51.16$55.0017.6%5.2%12.0%54.7%17.2%2.9%0.9%-61.0M925.1M-5.7M0.671.86N/AN/A84,24856,691537,937448,944
2021-10-13$51.28$52.5017.1%4.7%12.1%50.9%16.5%3.0%-0.9%-43.2M870.8M-6.3M0.632.22N/AN/A82,72352,329589,425469,448
2021-10-14$51.82$52.5015.3%4.3%13.0%35.9%15.7%2.4%-0.3%-33.5M703.5M-6.6M0.301.94N/AN/A78,46323,913622,192494,301
2021-10-15$52.22$52.5014.0%4.0%13.5%24.9%14.3%2.1%-0.6%-21.8M459.6M-6.6M0.341.79N/AN/A76,00325,548655,558492,194
2021-10-18$51.92$52.5014.3%4.1%13.6%27.0%14.6%3.0%-0.7%-6.8M314.8M-6.7M0.453.09N/AN/A36,02116,069571,129409,234
2021-10-19$52.25$52.5014.1%4.1%13.9%25.8%14.0%2.2%-0.7%-2.3M222.8M-6.7M0.482.96N/AN/A37,99818,401573,664414,346
2021-10-20$53.53$52.5012.2%3.5%16.7%9.0%13.3%1.9%-0.4%37.6M-317.9M-7.0M0.593.00N/AN/A129,54576,301600,537425,615
2021-10-21$53.38$52.5011.8%3.4%16.5%6.1%12.1%1.6%0.3%31.2M-187.8M-6.7M0.4911.40N/AN/A53,34525,980595,455417,797
2021-10-22$53.00$52.5012.1%3.5%16.7%8.2%12.8%1.7%-0.1%34.0M-34.9M-6.7M0.442.40N/AN/A46,76120,761600,223420,840
2021-10-25$52.55$52.5012.1%3.6%16.8%8.6%12.8%3.0%0.4%1.5M158.8M-6.4M0.462.72N/AN/A33,40615,479563,823396,644
2021-10-26$53.14$52.5012.1%3.5%17.4%8.9%12.9%1.8%0.2%20.1M-48.1M-6.7M0.4532.74N/AN/A35,02115,883576,187404,390
2021-10-27$52.61$52.5012.2%3.7%17.6%9.4%13.2%1.8%0.4%10.1M113.7M-6.6M0.542.37N/AN/A26,38614,141589,405407,749
2021-10-28$52.77$52.5012.0%3.6%17.6%7.8%12.6%3.0%0.9%16.2M62.1M-6.6M0.312.83N/AN/A35,21410,880598,545414,099
2021-10-29$52.98$52.5012.2%3.6%17.5%9.3%12.8%2.4%0.7%42.6M-35.4M-6.7M0.414.11N/AN/A41,85917,355607,665416,398