SGOV Options History — July 2025

In July 2025, SGOV traded between $100.37 and $100.72. ATM implied volatility averaged 6.4%. The 30-day expected move averaged 2.0%. IV traded above realized volatility by 5.3% (HV 20d: 1.1%). Max pain ranged from $100.00 to $100.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.86.

Notable Days

  • 2025-07-31: Highest Volume — 173 contracts
  • 2025-07-09: Largest IV spike — 441.8% change
  • 2025-07-23: Largest Expected Move — 3.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$100.55$100.37$100.72$100.37$100.72
Max Pain$100.00$100.00$100.00$100.00$100.00
ATM IV6.4%1.3%12.0%1.7%3.7%
Expected Move2.0%0.4%3.5%0.5%1.1%
HV 20d1.1%0.2%1.2%1.2%0.2%
HV 60d1.2%1.0%1.2%1.2%1.0%
Term Structure0.7%-6.9%7.1%7.1%0.6%
VWIV5.4%0.5%11.6%3.1%10.2%
Skew 25d1.9%-6.9%7.2%1.8%6.1%
Skew 10d3.8%1.1%10.9%6.8%9.7%
Call IV 25d8.6%1.6%14.0%1.8%1.8%
Put IV 25d10.5%3.6%15.4%3.6%7.9%
Bid-Ask Spread %136.57113.23144.19140.96115.17
Gamma HHI0.650.450.940.800.46
Net GEX381.9K196.5K780.8K290.9K196.5K
Net DEX-1.8M-3.1M-869.5K-1.1M-1.7M
Net VEX-7.3K-9.8K-4.7K-4.9K-9.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.005.502.000.35
Total Volume50.955217318173
Total OI448.364275700275545

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-07-01$100.37$100.001.7%0.5%1.2%0.0%3.1%1.8%7.1%290.9K-1.1M-4.9K2.00140.96N/AN/A61223243
2025-07-02$100.38$100.001.3%0.4%1.2%0.0%3.8%7.2%-0.6%231.7K-1.1M-5.0K0.50137.51N/AN/A4223652
2025-07-03$100.43$100.001.4%0.5%1.2%0.0%1.9%0.4%-3.8%283.2K-1.1M-4.9K0.00142.51N/AN/A0524053
2025-07-07$100.44$100.001.6%2.6%1.2%0.0%0.0%0.6%-4.3%278.4K-1.1M-4.7K2.50144.19N/AN/A82024053
2025-07-08$100.44$100.001.7%2.6%1.2%0.0%0.0%0.6%-6.9%262.2K-869.5K-5.0K1.50144.01N/AN/A4624468
2025-07-09$100.45$100.009.2%2.6%1.2%0.0%0.0%2.1%5.0%330.5K-1.1M-4.9K0.76143.43N/AN/A211624772
2025-07-10$100.47$100.009.3%2.7%1.2%0.0%0.0%0.5%-4.7%372.5K-1.1M-5.1K0.01140.65N/AN/A87125888
2025-07-11$100.50$100.009.3%2.7%1.2%0.0%0.5%0.5%5.1%780.8K-1.6M-5.2K5.50139.31N/AN/A42234289
2025-07-14$100.52$100.0010.2%2.9%1.2%0.0%11.6%0.8%3.9%718.2K-1.6M-5.4K1.53138.41N/AN/A1929343111
2025-07-15$100.53$100.0010.3%3.0%1.2%0.0%0.0%0.2%3.7%677.3K-1.5M-5.9K0.00137.91N/AN/A1180348140
2025-07-16$100.55$100.009.2%2.6%1.2%0.0%0.0%-6.9%3.7%660.0K-2.4M-8.0K0.00140.07N/AN/A940461140
2025-07-17$100.56$100.0010.7%3.1%1.2%0.0%8.7%0.8%-1.0%582.5K-2.8M-9.0K0.04140.50N/AN/A572526140
2025-07-18$100.59$100.002.7%0.8%1.2%0.0%0.0%2.1%0.4%472.4K-3.1M-9.1K0.29139.25N/AN/A11935559141
2025-07-21$100.59$100.0011.5%3.3%1.2%0.0%1.2%4.3%-0.0%261.1K-2.0M-9.0K0.14139.25N/AN/A7136288
2025-07-22$100.62$100.0011.6%3.3%1.2%0.0%5.5%0.9%4.1%267.1K-2.1M-9.0K1.00138.54N/AN/A1136988
2025-07-23$100.63$100.0012.0%3.5%1.2%0.0%0.0%0.9%-0.7%265.7K-2.1M-9.0K0.00141.08N/AN/A51036889
2025-07-24$100.63$100.004.1%1.2%1.2%0.0%1.0%-0.7%4.9%271.1K-2.1M-9.3K0.23138.90N/AN/A13338389
2025-07-25$100.66$100.004.3%1.2%1.2%0.0%4.3%2.2%-0.8%283.2K-2.2M-9.4K0.15138.07N/AN/A13239592
2025-07-28$100.69$100.007.9%2.3%1.2%0.0%7.9%6.2%-0.9%347.0K-2.3M-9.4K0.05133.80N/AN/A37240294
2025-07-29$100.69$100.003.4%1.0%1.2%0.0%7.9%5.6%0.6%249.8K-2.1M-9.8K0.00117.81N/AN/A01641296
2025-07-30$100.70$100.003.5%1.0%0.2%0.0%7.8%5.8%0.6%320.4K-2.2M-9.5K0.64113.23N/AN/A6743412114
2025-07-31$100.72$100.003.7%1.1%0.2%0.0%10.2%6.1%0.6%196.5K-1.7M-9.8K0.35115.17N/AN/A12845402143