SPY Options History — April 2025

In April 2025, SPY traded between $491.03 and $565.16. ATM implied volatility averaged 27.6%, placing in the 55.1% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded below realized volatility by 17.3% (HV 20d: 44.9%). Max pain ranged from $545.00 to $575.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.29.

Notable Days

  • 2025-04-04: Highest Volume — 14,569,801 contracts
  • 2025-04-10: Largest IV spike — 43.7% change
  • 2025-04-04: Highest IV Rank — 100.0%
  • 2025-04-08: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$534.41$491.03$565.16$560.29$551.85
Max Pain$552.24$545.00$575.00$575.00$545.00
ATM IV27.6%18.4%46.1%18.9%22.1%
Expected Move7.8%5.1%12.4%5.3%6.6%
HV 20d44.9%21.9%53.7%21.9%53.1%
HV 60d28.6%16.5%33.3%16.6%33.3%
IV Rank55.1%31.9%100.0%46.7%34.2%
IV Percentile96.2%90.5%100.0%93.7%92.5%
Term Structure-0.8%-2.6%0.3%0.3%0.1%
VWIV29.6%19.8%44.0%20.1%26.7%
Skew 25d9.9%5.9%18.3%5.9%7.7%
Skew 10d20.3%11.9%38.7%11.9%14.2%
Call IV 25d22.5%15.1%36.6%15.5%18.1%
Put IV 25d32.4%21.2%54.9%21.4%25.8%
Bid-Ask Spread %2.191.394.611.391.78
Gamma HHI0.030.020.040.030.02
Net GEX-6.39B-15.87B2.40B-5.76B-2.72B
Net DEX89.40B-10.00B247.67B54.03B5.35B
Net VEX-844.1M-942.6M-793.4M-793.4M-853.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.291.111.641.181.27
Total Volume10,443,536.3818,482,90014,569,8019,379,7279,573,139
Total OI17,973,004.71416,108,50220,424,19116,254,77017,723,834

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$560.29$575.0018.9%5.3%21.9%46.7%20.1%5.9%0.3%-5.76B54.03B-793.4M1.181.39N/AN/A4,308,9075,070,8205,948,70910,306,061
2025-04-02$565.16$575.0018.4%5.1%22.1%43.9%19.8%6.1%-0.3%-3.63B31.05B-802.9M1.281.62N/AN/A3,720,8714,762,0295,981,09110,453,662
2025-04-03$538.62$575.0024.7%6.8%26.9%76.1%24.1%7.9%-0.8%-15.87B166.68B-806.1M1.471.61N/AN/A4,991,7227,338,7046,105,02110,742,840
2025-04-04$512.69$565.0034.0%9.2%31.4%100.0%33.5%13.1%-1.6%-11.80B233.80B-804.3M1.644.61N/AN/A5,525,9919,043,8106,491,60310,920,472
2025-04-07$501.94$555.0040.7%10.8%30.9%100.0%39.8%15.4%-2.3%-11.76B234.45B-807.0M1.473.66N/AN/A4,008,6755,873,5336,815,67611,020,898
2025-04-08$491.03$555.0046.1%12.4%31.4%100.0%44.0%18.3%-2.6%-9.77B247.67B-798.4M1.522.95N/AN/A4,894,6147,436,7357,041,00311,262,593
2025-04-09$541.50$551.0026.5%7.4%48.6%46.3%31.7%11.1%-0.9%-5.66B56.85B-909.5M1.223.79N/AN/A5,740,7126,986,7067,229,04511,743,856
2025-04-10$520.00$550.0038.1%10.5%50.3%78.2%39.9%17.5%-1.8%-9.43B154.10B-938.3M1.383.73N/AN/A5,785,2128,000,2397,552,18712,220,898
2025-04-11$534.40$550.0031.6%8.9%50.8%60.2%33.7%13.6%-1.0%-7.42B87.47B-942.6M1.192.38N/AN/A4,483,2715,323,9967,760,80612,663,385
2025-04-14$541.58$548.0025.5%7.3%50.8%43.5%28.0%10.4%-0.4%-7.07B56.01B-876.6M1.281.95N/AN/A4,135,3335,284,8437,391,88612,148,852
2025-04-15$537.80$547.0025.1%7.2%50.7%42.2%27.9%9.8%-0.3%-9.01B74.72B-863.8M1.331.50N/AN/A3,808,2935,073,5937,414,58012,216,243
2025-04-16$522.97$546.0029.1%8.3%51.0%53.3%30.4%9.8%-0.7%-11.97B137.39B-849.7M1.351.77N/AN/A4,320,5505,829,1247,464,87412,179,957
2025-04-17$527.62$545.0026.4%7.6%51.2%45.9%27.9%8.8%-0.3%-9.53B102.90B-842.2M1.331.58N/AN/A4,224,0945,617,7397,732,61311,962,536
2025-04-21$512.23$545.0030.3%8.9%52.1%56.8%32.1%7.8%-1.0%-9.18B131.95B-797.4M1.211.71N/AN/A4,382,8295,316,1156,243,7869,864,716
2025-04-22$526.79$545.0027.5%8.0%52.6%49.0%29.1%7.5%-0.8%-4.41B70.07B-830.4M1.131.61N/AN/A4,823,7675,446,5276,564,00910,077,507
2025-04-23$535.06$545.0025.8%7.6%53.0%44.3%28.6%7.5%-0.6%-2.56B43.23B-839.0M1.301.81N/AN/A5,111,3136,621,7896,583,69110,203,998
2025-04-24$546.42$545.0023.4%6.9%53.7%37.8%27.0%7.6%-0.5%868.0M4.08B-856.0M1.281.51N/AN/A4,051,4615,204,6466,742,63210,566,138
2025-04-25$549.44$545.0022.0%6.4%53.7%33.8%26.0%7.5%-0.3%2.40B-2.98B-841.9M1.111.72N/AN/A4,506,2574,994,8336,864,48210,816,551
2025-04-28$551.04$545.0021.9%6.5%53.1%33.6%26.5%7.1%-0.0%-732.6M-1.46B-832.3M1.151.63N/AN/A4,108,3064,713,2706,583,88510,448,132
2025-04-29$554.13$545.0021.3%6.3%53.0%31.9%25.1%7.3%0.1%796.9M-10.00B-841.0M1.111.67N/AN/A4,213,3784,656,5186,650,71510,727,676
2025-04-30$551.85$545.0022.1%6.6%53.1%34.2%26.7%7.7%0.1%-2.72B5.35B-853.2M1.271.78N/AN/A4,223,3675,349,7726,705,97711,017,857