VZ Options History — December 2024

In December 2024, VZ traded between $39.67 and $43.75. ATM implied volatility averaged 21.0%, placing in the 52.3% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 2.7% (HV 20d: 18.3%). Max pain ranged from $41.00 to $42.50. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.54.

Notable Days

  • 2024-12-16: Highest Volume — 77,366 contracts
  • 2024-12-09: Largest IV spike — 10.7% change
  • 2024-12-19: Highest IV Rank — 75.1%
  • 2024-12-19: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.32$39.67$43.75$43.75$39.82
Max Pain$41.19$41.00$42.50$42.00$41.00
ATM IV21.0%16.0%23.9%16.5%23.4%
Expected Move5.8%4.9%6.7%4.9%5.7%
HV 20d18.3%15.4%21.1%15.8%16.3%
HV 60d19.7%18.9%20.4%20.4%20.0%
IV Rank52.3%12.9%75.1%17.0%71.0%
IV Percentile67.6%9.5%93.3%14.3%90.1%
Term Structure0.7%-3.8%4.0%2.6%-3.8%
VWIV20.0%17.2%22.8%17.3%18.7%
Skew 25d1.8%1.0%3.0%1.2%1.7%
Skew 10d2.0%-4.6%4.2%2.3%2.1%
Call IV 25d19.7%15.3%22.3%15.3%22.2%
Put IV 25d21.5%16.5%24.3%16.5%23.8%
Bid-Ask Spread %14.743.7132.0925.3930.44
Gamma HHI0.110.080.160.130.12
Net GEX8.2M-18.2M46.6M45.6M-3.0M
Net DEX-48.1M-613.7M264.7M-613.6M181.1M
Net VEX-4.0M-4.4M-3.6M-4.4M-3.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.310.910.860.47
Total Volume38,772.47621,10877,36639,62748,529
Total OI995,471907,0221,058,217977,311971,036

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$43.75$42.0016.5%4.9%15.8%17.0%17.3%1.2%2.6%45.6M-613.6M-4.4M0.8625.39N/AN/A21,33518,292514,973462,338
2024-12-03$43.75$42.5016.0%4.9%15.4%12.9%17.2%1.5%3.4%46.6M-613.7M-4.4M0.5632.09N/AN/A16,5639,269523,320471,017
2024-12-04$42.53$42.5016.9%5.4%19.0%20.1%19.0%1.5%2.8%23.0M-270.2M-4.3M0.5128.36N/AN/A27,30314,030526,544474,013
2024-12-05$42.59$41.0017.5%5.7%19.0%24.9%20.0%1.0%2.8%25.6M-290.3M-4.4M0.5418.43N/AN/A16,1078,674533,966476,064
2024-12-06$42.31$41.0018.9%6.0%18.3%35.3%20.1%1.3%4.0%18.7M-228.0M-4.3M0.5912.22N/AN/A30,30117,959535,950477,579
2024-12-09$42.47$41.0020.9%6.0%18.1%51.2%20.4%1.4%-1.8%22.5M-280.7M-4.2M0.459.19N/AN/A30,90213,823520,925473,156
2024-12-10$42.41$41.0021.5%6.0%18.2%56.2%20.5%1.2%-1.1%23.0M-255.6M-4.3M0.364.14N/AN/A21,5017,788530,334478,408
2024-12-11$42.02$41.0021.9%6.0%18.6%59.6%20.9%1.9%-1.1%12.2M-138.3M-4.2M0.913.71N/AN/A16,22014,707534,096481,743
2024-12-12$42.05$41.0021.5%6.0%18.3%56.3%20.4%2.1%-0.9%11.6M-152.1M-4.1M0.539.73N/AN/A13,7907,318537,358482,568
2024-12-13$42.27$41.0021.0%5.9%18.3%52.5%19.2%1.2%-1.1%19.8M-214.3M-4.1M0.424.62N/AN/A16,9477,095540,331482,284
2024-12-16$40.83$41.0022.8%6.4%21.1%66.6%22.1%2.1%2.4%-7.7M100.0M-3.9M0.404.56N/AN/A55,35422,012527,317473,621
2024-12-17$40.86$41.0022.0%6.3%20.7%59.9%22.1%1.6%2.5%-8.1M94.7M-4.0M0.705.12N/AN/A17,68012,341537,681482,058
2024-12-18$40.55$41.0022.6%6.5%20.7%64.6%22.8%2.5%2.3%-14.2M177.0M-4.0M0.6323.54N/AN/A30,94119,494546,640489,400
2024-12-19$40.17$41.0023.9%6.7%20.6%75.1%22.7%3.0%2.1%-18.2M264.7M-4.0M0.735.95N/AN/A20,74615,241556,744494,429
2024-12-20$40.23$41.0021.6%5.9%20.3%57.5%20.4%2.9%3.0%-14.0M225.9M-3.8M0.3317.57N/AN/A37,23912,179565,515492,702
2024-12-23$39.86$41.0022.5%5.7%19.5%64.1%19.4%1.8%-0.9%-4.5M214.7M-3.6M0.4325.65N/AN/A31,25913,536474,742432,280
2024-12-24$39.88$41.0021.8%5.4%17.3%58.7%19.5%2.4%-1.0%-2.0M194.8M-3.7M0.3117.34N/AN/A40,66912,661491,240435,803
2024-12-26$39.82$41.0022.5%5.4%16.6%63.9%19.4%2.5%-0.3%-432.6K190.7M-3.7M0.3913.26N/AN/A19,5467,672513,506439,846
2024-12-27$39.85$41.0022.5%5.5%16.5%64.0%19.0%1.7%-1.5%-134.4K182.9M-3.7M0.6213.48N/AN/A21,75013,540521,971443,162
2024-12-30$39.67$41.0022.8%5.8%16.4%66.1%19.7%1.4%-0.1%-5.0M219.4M-3.6M0.664.84N/AN/A19,20812,701513,722444,509
2024-12-31$39.82$41.0023.4%5.7%16.3%71.0%18.7%1.7%-3.8%-3.0M181.1M-3.7M0.4730.44N/AN/A32,94215,587521,126449,910