VZ Options History — March 2024 In March 2024, VZ traded between $39.14 and $42.06. ATM implied volatility averaged 20.8%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 5.9% (HV 20d: 14.9%). Max pain ranged from $38.00 to $40.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.62.
Notable Days 2024-03-08 : Highest Volume — 62,562 contracts2024-03-25 : Largest IV spike — 8.2% change2024-03-26 : Highest IV Rank — 43.4%2024-03-07 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $40.25 $39.14 $42.06 $40.22 $42.06 Max Pain $38.10 $38.00 $40.00 $40.00 $38.00 ATM IV 20.8% 18.5% 22.5% 18.7% 22.1% Expected Move 5.8% 4.9% 6.5% 5.4% 4.9% HV 20d 14.9% 13.4% 16.1% 16.1% 15.5% HV 60d 22.9% 22.5% 23.2% 23.2% 22.7% IV Rank 34.2% 21.8% 43.4% 23.0% 41.7% IV Percentile 54.7% 27.0% 75.8% 27.8% 74.2% Term Structure 1.3% -2.2% 5.0% -0.6% -0.4% VWIV 19.9% 17.2% 22.0% 18.9% 17.2% Skew 25d 1.4% 0.3% 2.6% 0.9% 1.0% Skew 10d 2.2% 1.2% 3.5% 3.1% 1.3% Call IV 25d 19.8% 16.7% 22.6% 18.6% 22.1% Put IV 25d 21.2% 18.8% 24.1% 19.5% 23.0% Bid-Ask Spread % 18.71 2.40 38.97 19.67 8.13 Gamma HHI 0.16 0.11 0.29 0.14 0.29 Net GEX 29.9M 1.7M 61.6M 21.3M 61.6M Net DEX -561.6M -1.10B -249.5M -518.8M -1.10B Net VEX -5.5M -5.7M -5.1M -5.6M -5.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.38 1.02 0.63 0.42 Total Volume 41,985.15 23,947 62,562 35,641 51,915 Total OI 974,335.45 916,164 1,040,045 963,659 981,900
Daily Data (20 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 2024-03-01 $40.22 $40.00 18.7% 5.4% 16.1% 23.0% 18.9% 0.9% -0.6% 21.3M -518.8M -5.6M 0.63 19.67 N/A N/A 21,878 13,763 556,604 407,055 2024-03-04 $40.23 $38.00 19.4% 6.0% 16.1% 26.5% 21.1% 0.6% 2.1% 22.7M -520.4M -5.6M 0.87 2.40 N/A N/A 15,581 13,605 541,414 398,847 2024-03-05 $40.28 $38.00 20.3% 6.3% 14.9% 31.5% 21.9% 0.8% 3.0% 23.4M -535.7M -5.6M 0.57 27.21 N/A N/A 28,997 16,528 547,359 406,062 2024-03-06 $39.91 $38.00 19.9% 6.3% 14.9% 29.2% 21.4% 0.3% 2.6% 14.7M -423.0M -5.5M 0.63 19.61 N/A N/A 28,714 17,945 554,251 414,908 2024-03-07 $39.50 $38.00 21.2% 6.5% 14.3% 36.6% 22.0% 1.7% 3.6% 12.8M -314.7M -5.7M 0.40 13.06 N/A N/A 41,701 16,522 566,522 417,893 2024-03-08 $39.50 $38.00 21.9% 6.4% 13.4% 40.2% 21.9% 0.9% 5.0% 33.6M -345.2M -5.7M 0.43 13.93 N/A N/A 43,715 18,847 587,728 420,510 2024-03-11 $40.08 $38.00 22.0% 6.1% 14.3% 40.8% 21.4% 0.5% -2.2% 26.3M -516.3M -5.6M 1.02 29.68 N/A N/A 19,440 19,892 581,751 413,007 2024-03-12 $40.19 $38.00 21.2% 6.0% 13.7% 36.7% 20.3% 2.1% -0.7% 27.6M -541.2M -5.6M 0.99 14.99 N/A N/A 14,520 14,330 586,443 421,029 2024-03-13 $40.22 $38.00 21.9% 6.0% 13.6% 40.2% 20.3% 1.6% -1.3% 29.6M -560.1M -5.5M 0.38 15.51 N/A N/A 25,562 9,666 591,937 421,178 2024-03-14 $39.61 $38.00 21.7% 6.0% 14.6% 39.5% 20.8% 1.9% -1.1% 15.0M -374.0M -5.5M 0.54 13.83 N/A N/A 28,236 15,384 603,936 422,119 2024-03-15 $39.14 $38.00 21.9% 6.1% 14.4% 40.4% 20.9% 0.9% -1.2% 1.7M -249.5M -5.5M 0.61 14.86 N/A N/A 30,654 18,691 613,148 426,897 2024-03-18 $39.86 $38.00 20.1% 5.7% 16.1% 30.7% 19.5% 2.2% 3.2% 24.5M -485.6M -5.4M 0.48 22.19 N/A N/A 26,401 12,715 524,327 391,837 2024-03-19 $40.02 $38.00 19.3% 5.5% 16.1% 25.9% 19.3% 2.3% 3.1% 27.9M -520.2M -5.4M 0.43 24.93 N/A N/A 23,833 10,186 532,316 398,073 2024-03-20 $40.08 $38.00 18.5% 5.3% 15.2% 21.8% 17.3% 2.6% 3.8% 30.4M -547.6M -5.3M 0.49 38.97 N/A N/A 24,876 12,104 542,779 402,949 2024-03-21 $40.58 $38.00 19.2% 5.4% 15.7% 25.4% 18.7% 1.7% 3.2% 45.7M -689.1M -5.3M 0.63 21.47 N/A N/A 23,740 14,872 550,906 406,356 2024-03-22 $40.31 $38.00 20.1% 5.4% 15.9% 30.4% 17.9% 1.7% 4.0% 34.5M -608.1M -5.4M 0.72 17.85 N/A N/A 32,155 23,033 557,139 412,297 2024-03-25 $40.78 $38.00 21.7% 5.6% 14.1% 39.4% 19.9% 1.4% 0.0% 40.7M -709.5M -5.4M 0.65 23.94 N/A N/A 22,767 14,893 541,284 407,959 2024-03-26 $40.86 $38.00 22.5% 5.4% 14.0% 43.4% 19.1% 1.5% 0.2% 44.7M -739.8M -5.3M 0.90 16.81 N/A N/A 12,597 11,350 549,963 412,633 2024-03-27 $41.50 $38.00 22.1% 5.0% 14.9% 41.2% 17.7% 1.7% 0.2% 59.2M -935.3M -5.2M 0.57 15.13 N/A N/A 30,592 17,503 555,062 418,331 2024-03-28 $42.06 $38.00 22.1% 4.9% 15.5% 41.7% 17.2% 1.0% -0.4% 61.6M -1.10B -5.1M 0.42 8.13 N/A N/A 36,504 15,411 557,722 424,178
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