SGOV Options History — June 2025

In June 2025, SGOV traded between $100.38 and $100.69. ATM implied volatility averaged 4.9%. The 30-day expected move averaged 1.4%. IV traded above realized volatility by 3.7% (HV 20d: 1.3%). Max pain ranged from $100.00 to $100.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.31.

Notable Days

  • 2025-06-20: Highest Volume — 201 contracts
  • 2025-06-13: Largest IV spike — 719.2% change
  • 2025-06-26: Largest Expected Move — 3.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$100.53$100.38$100.69$100.38$100.69
Max Pain$100.00$100.00$100.00$100.00$100.00
ATM IV4.9%1.2%13.5%2.9%2.1%
Expected Move1.4%0.3%3.9%0.8%0.6%
HV 20d1.3%1.3%1.3%1.3%1.3%
HV 60d1.3%1.0%1.4%1.4%1.0%
Term Structure-1.7%-7.9%6.9%-2.1%0.7%
VWIV8.4%1.0%16.2%6.2%16.2%
Skew 25d1.3%-1.6%9.5%1.6%0.7%
Skew 10d2.6%-9.1%12.5%9.3%-9.1%
Call IV 25d10.1%1.5%14.5%1.5%5.8%
Put IV 25d11.4%1.9%15.3%3.1%6.6%
Bid-Ask Spread %142.58136.26157.31157.31137.27
Gamma HHI0.830.640.930.930.90
Net GEX1.2M166.1K2.5M1.2M517.5K
Net DEX-1.8M-2.6M-718.6K-1.9M-922.5K
Net VEX-5.2K-6.7K-3.1K-5.8K-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.003.110.170.10
Total Volume33.4120110122
Total OI501.1219676489283

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$100.38$100.002.9%0.8%1.3%0.0%6.2%1.6%-2.1%1.2M-1.9M-5.8K0.17157.31N/AN/A861545633
2025-06-03$100.38$100.001.2%0.3%1.3%0.0%1.0%6.8%1.7%884.0K-2.2M-6.5K0.00144.31N/AN/A46049537
2025-06-04$100.40$100.001.4%0.4%1.3%0.0%1.5%0.3%6.9%1.5M-2.2M-6.6K0.00151.61N/AN/A20053537
2025-06-05$100.41$100.001.5%0.3%1.3%0.0%5.7%-0.1%-4.6%1.1M-2.4M-6.7K0.50142.62N/AN/A4253837
2025-06-06$100.44$100.001.5%0.3%1.3%0.0%4.7%-0.1%-5.1%1.2M-2.4M-6.7K0.14141.95N/AN/A35554438
2025-06-09$100.45$100.001.8%0.3%1.3%0.0%0.0%-0.1%-7.9%1.5M-2.4M-6.3K0.26143.22N/AN/A19556041
2025-06-10$100.47$100.001.8%0.3%1.3%0.0%0.0%-0.1%-5.5%1.1M-2.6M-6.5K0.00144.77N/AN/A10057846
2025-06-11$100.47$100.001.2%0.3%1.3%0.0%0.0%0.3%-5.6%1.4M-2.5M-6.3K0.00144.34N/AN/A20058346
2025-06-12$100.48$100.001.2%0.3%1.3%0.0%0.0%0.8%-5.7%1.6M-2.4M-6.1K0.00140.62N/AN/A1058646
2025-06-13$100.53$100.009.8%2.8%1.3%0.0%2.7%0.6%1.7%2.1M-2.3M-5.9K0.64140.75N/AN/A11758746
2025-06-16$100.53$100.0010.2%2.9%1.3%0.0%0.0%9.5%-0.8%2.4M-1.6M-4.2K0.08138.26N/AN/A36359250
2025-06-17$100.55$100.0010.4%3.0%1.3%0.0%0.0%0.9%-5.6%1.9M-2.3M-5.7K0.20144.33N/AN/A10261353
2025-06-18$100.56$100.0010.6%3.0%1.3%0.0%0.0%1.0%4.7%2.0M-2.3M-5.6K0.14144.19N/AN/A7162053
2025-06-20$100.60$100.005.1%1.5%1.3%0.0%13.0%1.2%-4.2%2.5M-1.9M-4.4K0.05139.68N/AN/A192962254
2025-06-23$100.62$100.003.9%1.1%1.3%0.0%0.0%1.3%-4.8%438.8K-718.6K-3.2K0.00139.37N/AN/A4020118
2025-06-24$100.63$100.004.2%1.2%1.3%0.0%11.8%0.9%-1.1%166.1K-1.1M-4.1K3.11141.69N/AN/A92820218
2025-06-25$100.65$100.009.6%2.8%1.3%0.0%0.0%0.9%2.9%336.9K-719.8K-3.3K0.00136.26N/AN/A8021147
2025-06-26$100.66$100.0013.5%3.9%1.3%0.0%15.7%-1.6%1.8%368.3K-737.3K-3.2K0.75137.69N/AN/A4321447
2025-06-27$100.69$100.004.9%1.4%1.3%0.0%14.1%0.8%-0.7%435.6K-753.8K-3.1K0.07141.29N/AN/A41321144
2025-06-30$100.69$100.002.1%0.6%1.3%0.0%16.2%0.7%0.7%517.5K-922.5K-3.3K0.10137.27N/AN/A20223845