VZ Options History — November 2024

In November 2024, VZ traded between $40.45 and $44.44. ATM implied volatility averaged 17.6%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded below realized volatility by 3.9% (HV 20d: 21.6%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.50.

Notable Days

  • 2024-11-22: Highest Volume — 80,373 contracts
  • 2024-11-06: Largest IV drop — 9.3% change
  • 2024-11-01: Highest IV Rank — 43.8%
  • 2024-11-01: Largest Expected Move — 6.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.99$40.45$44.44$41.39$44.44
Max Pain$42.00$42.00$42.00$42.00$42.00
ATM IV17.6%15.8%19.9%19.9%16.2%
Expected Move5.2%4.7%6.3%6.3%4.7%
HV 20d21.6%16.5%25.3%25.3%16.5%
HV 60d21.0%20.1%21.7%21.1%20.1%
IV Rank25.8%11.2%43.8%43.8%14.8%
IV Percentile32.3%8.7%62.3%62.3%12.7%
Term Structure-0.1%-1.3%0.9%-0.5%0.3%
VWIV18.0%16.4%21.9%21.9%16.8%
Skew 25d1.6%0.6%2.6%2.1%1.5%
Skew 10d3.8%1.8%8.5%4.8%2.1%
Call IV 25d16.9%15.2%19.0%19.0%15.2%
Put IV 25d18.5%16.5%21.4%21.1%16.7%
Bid-Ask Spread %27.8716.4837.3535.4037.35
Gamma HHI0.100.070.200.070.16
Net GEX26.1M-7.2M81.7M10.4M80.7M
Net DEX-258.5M-881.5M115.4M-69.9M-838.4M
Net VEX-4.6M-4.9M-4.4M-4.9M-4.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.161.130.670.31
Total Volume42,822.117,76480,37339,08125,197
Total OI973,867.4921,6071,018,199974,7021,018,199

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$41.39$42.0019.9%6.3%25.3%43.8%21.9%2.1%-0.5%10.4M-69.9M-4.9M0.6735.40N/AN/A23,46815,613531,216443,486
2024-11-04$41.06$42.0019.9%5.7%25.3%43.7%20.9%2.6%-0.3%7.1M-5.5M-4.7M0.9622.05N/AN/A19,96319,149513,911436,650
2024-11-05$41.11$42.0019.4%5.6%25.1%39.7%19.5%2.3%0.2%7.9M-6.3M-4.8M0.3221.32N/AN/A18,7496,076522,928447,905
2024-11-06$41.25$42.0017.6%5.1%25.2%25.4%17.4%2.5%0.0%10.0M-57.1M-4.7M0.4916.48N/AN/A25,15612,386528,475449,905
2024-11-07$40.66$42.0017.3%4.9%23.9%23.3%17.3%1.7%0.8%-3.1M101.9M-4.7M0.3926.94N/AN/A24,8829,802533,661456,114
2024-11-08$40.47$42.0016.2%5.0%23.9%14.6%17.3%1.2%-0.7%-7.2M96.1M-4.4M0.5929.26N/AN/A18,16610,678537,606452,504
2024-11-11$40.45$42.0017.3%5.1%23.7%23.4%17.0%1.5%0.2%-5.6M115.4M-4.4M0.6323.84N/AN/A19,35212,246517,227448,988
2024-11-12$40.53$42.0017.0%5.0%23.0%21.1%17.8%1.4%0.3%-3.3M90.9M-4.4M0.8725.15N/AN/A17,25514,993524,851452,911
2024-11-13$41.00$42.0017.8%5.1%23.5%27.0%17.7%2.0%-0.3%4.6M-19.5M-4.5M0.4219.76N/AN/A25,30010,734531,432459,495
2024-11-14$40.94$42.0017.5%5.1%23.5%24.5%17.4%0.6%0.0%3.6M-8.1M-4.5M1.1333.68N/AN/A9,91111,199536,754460,748
2024-11-15$41.75$42.0017.9%5.2%24.7%28.0%18.6%1.8%0.8%17.4M-208.8M-4.6M0.4328.22N/AN/A35,33315,186539,253465,117
2024-11-18$42.20$42.0017.3%5.0%25.0%23.6%17.4%1.3%-0.6%27.4M-317.8M-4.5M0.4529.46N/AN/A34,27515,505483,064438,543
2024-11-19$41.89$42.0017.8%5.1%19.2%27.2%18.1%1.6%0.1%23.7M-238.1M-4.5M0.6829.26N/AN/A10,5587,206492,398443,249
2024-11-20$42.20$42.0018.6%5.3%17.5%33.6%18.1%1.9%-1.0%29.2M-308.1M-4.6M0.2626.63N/AN/A29,6957,861492,967444,066
2024-11-21$42.52$42.0017.8%5.1%16.6%26.7%17.8%1.1%-0.3%45.7M-414.1M-4.6M0.3023.73N/AN/A45,71513,688506,511447,102
2024-11-22$43.09$42.0017.7%5.2%16.5%26.0%17.6%1.2%-1.3%61.7M-580.5M-4.6M0.3031.75N/AN/A61,69418,679515,350451,071
2024-11-25$44.00$42.0016.8%5.0%17.8%19.4%17.8%0.9%0.0%58.4M-764.6M-4.5M0.2427.11N/AN/A60,17914,543513,562451,085
2024-11-26$44.38$42.0016.7%4.9%17.6%18.4%17.6%1.2%-0.0%71.3M-856.0M-4.5M0.1633.70N/AN/A66,90210,584525,298457,358
2024-11-27$44.44$42.0015.8%4.7%17.5%11.2%16.4%1.3%0.9%81.7M-881.5M-4.4M0.4436.35N/AN/A40,61117,953543,585462,803
2024-11-29$44.44$42.0016.2%4.7%16.5%14.8%16.8%1.5%0.3%80.7M-838.4M-4.4M0.3137.35N/AN/A19,2315,966545,177473,022