Information Technology

Vicor Corporation (VICR) options and signal

Figures as of 28 Sep 2026

VICR is Vicor Corporation, an Information Technology name the model ranks every trading day. The options figures are from the close on 28 Sep 2026. The model's figures are from 25 Sep 2026, one trading day behind the latest, as the Free plan shows them. Every model figure is paper trading.

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At a glance

FigureValueDate
IV rank69 of 10028 Sep
At the money IV85.1%28 Sep
Priced move to 16 Oct17.9% down, 19.2% up28 Sep
Call wall and put wall300 and 22028 Sep
Signal and the desk's viewNo signal, view bearish25 Sep
Last close285.1028 Sep
Next report20 Oct 202628 Sep

Options Snapshot

VICR's IV rank is 69 of 100 on 28 Sep 2026.

FigureValue
IV rank69 of 100
At the money IV85.1%, near month, 18 days
Put/call ratio, open interest0.67
Call open interest, strikes captured near the price10,300 contracts
Put open interest, strikes captured near the price6,890 contracts
Cost to trade at the moneyFair, 19.8% of the option's mid price

IV rank is where the at the money IV sits among VICR's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, VICR options priced a move of 17.9 percent down and 19.2 percent up by 16 Oct 2026.

ExpiryDaysDownUpRange
16 Oct 20261817.9%19.2%234.00 to 339.70
20 Nov 20265333.1%34.9%190.70 to 384.50
15 Jan 202710944.9%48.8%157.10 to 424.10
16 Apr 202720060.7%65.9%112.10 to 473.10

The range is one standard deviation either side of the close of 285.10, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Gamma Map

On 28 Sep 2026, VICR's call wall is the 300 strike and its put wall is the 220 strike.

FigureValue
Call wall, most open call gamma300
Put wall, most open put gamma220
Net dollar gamma, calls minus puts$1.75 million
Total dollar gamma, both sides$4.6 million
Close285.10

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

Net gamma changes sign at 3 strikes, so no single flip strike is named.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility History

On 28 Sep 2026, VICR's at the money IV is 85.1 percent against 20 day realized volatility of 105.4 percent.

FigureValue
At the money IV85.1%
Realized volatility, 20 trading days105.4%
Realized volatility, 60 trading days97.5%
IV against its own weekly recordIn the middle
Weekly readings on record811, from 8 Jan 2010
Weeks the price moved more than the one week priced move29.5% of 227 weeks

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Weather

On 28 Sep 2026, VICR's at the money IV runs from 85.1 percent at 18 days to 87.3 percent at 200 days.

Days to expiryAt the money IV
1885.1%
5392.5%
10984.3%
20087.3%

Far expiries price more volatility than near ones, an upward sloping term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Smile

On 28 Sep 2026, at the 53 day expiry, VICR's IV ten percent below the price sits 1.1 points above at the money IV.

Strike areaImplied volatilityAgainst at the money
10% below the price93.6%+1.1 points
At the money92.5%0.0 points
10% above the price173.8%+81.3 points

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, VICR's surface spans 4 expiries out to 200 days, with IV from 82.2 to 173.8 percent near the price.

FigureValue
Expiries captured4
Nearest expiry16 Oct 2026, 18 days
Farthest expiry16 Apr 2027, 200 days
Points within 10% of the price, 7 days out or more24
Lowest IV among them82.2%
Highest IV among them173.8%

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Expiry Ladder

On 28 Sep 2026, VICR has 4 captured expiries, from 16 Oct 2026 to 16 Apr 2027.

ExpiryDaysAt the money IVCall open interestPut open interest
16 Oct 20261885.1%4,8734,103
20 Nov 20265392.5%2,8201,681
15 Jan 202710984.3%2,1921,032
16 Apr 202720087.3%44973

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, VICR's largest open interest sits at the 220 strike, with 2,269 contracts across the captured expiries.

StrikeCall open interestPut open interestTotal
2203861,8832,269
3001,238481,286
2407813471,128
250729185914
260385517902
35087624900

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, VICR's at the money IV moved from 83.0 percent to 85.1 percent.

Figure25 Sep28 SepChange
At the money IV83.0%85.1%+2.1 points
Open interest, strikes captured near the price16,91517,223+308
Put/call ratio, open interest0.700.67-0.03

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Changed Hands

On 28 Sep 2026, 2,043 VICR option contracts traded, 0.5 times its own recent average.

FigureValue
Calls traded785
Puts traded1,258
Against its recent average0.5 times
Busier than7 of its last 20 trading days
Open interest, whole chain21,933 contracts
Volume to open interest0.09
Unusual volume flagNo

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 33 trading days of VICR's option positioning, from 11 Aug 2026 to 28 Sep 2026.

DateCloseNet dollar gammaTop call strikeTop put strike
11 Aug 2026210.88minus $777,179220220
21 Sep 2026223.90minus $116,746240195
28 Sep 2026285.10$1.75 million300220

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Read-out

On 25 Sep 2026 the desk's view of VICR was bearish, paper trading.

FigureValue
SideBearish at 45 trading days, no signal
Level above the close382.65, the swing high of 30 Jun 2026, a close past it runs against the view
Level below the close206.79, the swing low of 27 Aug 2026
The chartSits against the view
Strategy familyBear call spread (sell a call spread above the price)
Price targetNone. The desk has no price model.

The levels are prices the shares turned at on the chart, with the date of each.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Rank by Timeframe

On 25 Sep 2026 VICR sat at the 9th percentile of the model's 45 trading day ranking, paper trading.

TimeframePercentileSide
10 trading days11 of 100Bearish
20 trading days7 of 100Bearish
45 trading days9 of 100Bearish

100 is the top of the ranking. A name in the middle three fifths is neutral.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Timeframe Agreement

On 25 Sep 2026, 3 of 3 timeframes put VICR on the bearish side, paper trading.

GroupTimeframesSideOn that side
Near10 day, 20 dayBearish2 of 2
Long45 dayBearish1 of 1

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Signal History

On 25 Sep 2026 VICR had carried no signal for 2 trading days, paper trading.

Trading daySignal45 day percentile
25 Sep 2026None9 of 100
24 Sep 2026None11 of 100
23 Sep 2026Bearish2 of 100
22 Sep 2026None13 of 100
21 Sep 2026None39 of 100
18 Sep 2026None43 of 100
17 Sep 2026None77 of 100
16 Sep 2026None39 of 100

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Sector Split

On 25 Sep 2026, 80 of 187 Information Technology names were bullish and 61 were bearish, paper trading.

SectorNamesBullishBearishNeutral
Information Technology187806146

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Price Chart

VICR closed at 285.10 on 28 Sep 2026.

FigureValue
Last close285.10
Change over 5 trading days+27.3%
Change over 21 trading days+40.0%
Change over 63 trading days-22.3%
Change over 252 trading days+446.8%
52 week high382.65
52 week low47.56
20 day moving average213.80
50 day moving average213.55
200 day moving average212.42
RSI, 14 days71

Worked out from the desk's own daily bars, adjusted for share splits.

From the daily bars through 28 Sep 2026. Current on every plan.

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Earnings Radar

VICR reports next on 20 Oct 2026, a date confirmed by the company.

FigureValue
Next report20 Oct 2026, before the open
DateConfirmed by the company
Move after the report of 21 Jul 2026-7.0%
Move after the report of 22 Apr 2026-1.8%
Move after the report of 20 Jan 2026+3.0%
Move after the report of 29 Apr 2025-23.1%

Earnings calendar as of 28 Sep 2026. Current on every plan.

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Seasonality

In the 23 Septembers on record, VICR's average change was minus 2.6 percent, and it rose in 47.8 percent of them.

MonthAverage changeMiddle changeShare of years upYears
September-2.6%-2.7%47.8%23
October+5.5%+4.6%60.9%23
November+2.2%+2.1%52.2%23

Each figure is a month end to month end change in past years. A past month says nothing certain about the next one.

Monthly history through 28 Sep 2026. Current on every plan.

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Questions

What is VICR's IV rank?
VICR's IV rank is 69 of 100 on 28 Sep 2026.
What move are VICR options pricing?
On 28 Sep 2026, VICR options priced a move of 17.9 percent down and 19.2 percent up by 16 Oct 2026.
Where are VICR's call wall and put wall?
On 28 Sep 2026, VICR's call wall is the 300 strike and its put wall is the 220 strike.
What was the desk's latest view of VICR on the Free plan?
On 25 Sep 2026 the desk's view of VICR was bearish, paper trading.
When does VICR report earnings next?
VICR reports next on 20 Oct 2026, a date confirmed by the company.

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