SGOV Options History — August 2025

In August 2025, SGOV traded between $100.40 and $100.72. ATM implied volatility averaged 3.6%. The 30-day expected move averaged 0.9%. IV traded above realized volatility by 2.4% (HV 20d: 1.1%). Max pain ranged from $100.00 to $108.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.62.

Notable Days

  • 2025-08-06: Highest Volume — 547 contracts
  • 2025-08-20: Largest IV spike — 116.1% change
  • 2025-08-29: Largest Expected Move — 1.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$100.55$100.40$100.72$100.40$100.72
Max Pain$100.38$100.00$108.00$108.00$100.00
ATM IV3.6%1.4%6.3%1.4%6.3%
Expected Move0.9%0.3%1.8%0.4%1.8%
HV 20d1.1%0.2%1.2%1.2%0.2%
HV 60d1.2%1.0%1.2%1.2%1.0%
Term Structure0.8%-10.4%5.6%-0.5%5.6%
VWIV6.2%1.4%12.4%1.4%7.5%
Skew 25d1.6%0.1%5.5%0.3%0.1%
Skew 10d2.1%-3.4%17.7%0.9%-3.4%
Call IV 25d7.5%1.2%25.9%1.2%3.0%
Put IV 25d9.2%1.6%26.4%1.6%3.1%
Bid-Ask Spread %120.6599.73147.26101.58108.50
Gamma HHI0.480.390.580.480.45
Net GEX486.0K197.1K991.0K479.4K285.2K
Net DEX-2.2M-3.1M-1.3M-1.3M-1.9M
Net VEX-9.9K-11.7K-7.5K-7.5K-11.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.053.800.192.33
Total Volume129.23816547241110
Total OI692.571509862513786

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$100.40$108.001.4%0.4%1.2%0.0%1.4%0.3%-0.5%479.4K-1.3M-7.5K0.19101.58N/AN/A20239336177
2025-08-04$100.41$100.002.5%0.3%1.2%0.0%0.0%0.7%-5.4%348.2K-1.4M-8.5K0.05147.15N/AN/A925373144
2025-08-05$100.41$100.002.5%0.4%1.2%0.0%0.0%0.7%-5.5%376.5K-1.7M-8.9K0.12147.26N/AN/A10012410148
2025-08-06$100.43$100.001.8%0.4%1.2%0.0%3.7%2.7%-4.6%403.7K-1.9M-8.9K0.07124.80N/AN/A50938428157
2025-08-07$100.44$100.001.6%0.3%1.2%0.0%2.4%2.7%-5.7%722.7K-2.7M-9.6K0.11129.64N/AN/A11412546169
2025-08-08$100.47$100.002.3%0.4%1.2%0.0%5.3%2.3%-5.4%612.4K-2.8M-10.3K0.06126.82N/AN/A17610581172
2025-08-11$100.48$100.004.6%0.4%1.2%0.0%1.7%2.8%2.4%991.0K-3.1M-9.6K0.34103.52N/AN/A9833594173
2025-08-12$100.50$100.003.7%0.4%1.2%0.0%5.1%4.0%-10.4%876.8K-3.0M-9.4K0.21130.19N/AN/A11424596199
2025-08-13$100.52$100.003.2%0.9%1.2%0.0%9.1%0.4%2.9%701.8K-2.8M-9.7K0.09119.22N/AN/A656600214
2025-08-14$100.53$100.003.8%1.1%1.2%0.0%4.6%0.5%3.4%818.6K-2.9M-9.7K0.60100.63N/AN/A4728617216
2025-08-15$100.56$100.004.3%1.2%1.2%0.0%7.6%0.3%1.7%609.0K-3.0M-9.6K0.34105.54N/AN/A7626627235
2025-08-18$100.57$100.002.8%0.8%1.2%0.0%4.3%5.5%2.7%197.1K-1.4M-9.3K0.14100.76N/AN/A13318354155
2025-08-19$100.59$100.002.7%0.8%1.2%0.0%8.0%0.5%1.1%200.8K-1.9M-9.9K0.11100.79N/AN/A9110436170
2025-08-20$100.59$100.005.8%1.7%1.2%0.0%8.9%1.7%1.1%319.4K-1.9M-10.1K0.8399.73N/AN/A9478436172
2025-08-21$100.60$100.005.4%1.6%1.2%0.0%5.4%2.0%5.5%357.3K-2.0M-10.0K1.29127.68N/AN/A79456194
2025-08-22$100.63$100.002.6%0.8%1.2%0.0%11.7%0.2%4.7%274.9K-2.0M-10.3K0.39136.45N/AN/A8232463203
2025-08-25$100.66$100.003.1%0.9%1.2%0.0%3.1%0.2%5.5%287.1K-2.1M-10.5K1.19139.81N/AN/A2732495233
2025-08-26$100.66$100.004.2%1.2%1.2%0.0%12.4%0.2%5.5%503.4K-2.2M-11.0K0.79133.74N/AN/A4334521262
2025-08-27$100.68$100.004.5%1.3%1.2%0.0%5.9%1.3%5.5%487.8K-2.2M-10.9K0.07135.16N/AN/A151505235
2025-08-28$100.69$100.005.8%1.7%1.2%0.0%10.2%5.1%5.6%352.5K-2.1M-11.5K3.80114.63N/AN/A1557520236
2025-08-29$100.72$100.006.3%1.8%0.2%0.0%7.5%0.1%5.6%285.2K-1.9M-11.7K2.33108.50N/AN/A3377524262