VRT implied volatility

VRT implied volatility: the term structure across expirations and the front expiry's smile by strike.

• VRT options traded $2.48M in premium on 2026-11-02: $1.11M in calls and $1.37M in puts, a net bearish lean of $1.84M.
• Put/call ratio 1.24, implied volatility 63.4%.
• Options price a move of about ±$20.88 by 2026-11-06.
• Max pain for 2026-11-06 is $207.5.

Updated 2026-11-02 17:14 UTC