SPY Options History — August 2025

In August 2025, SPY traded between $621.89 and $649.16. ATM implied volatility averaged 12.7%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 2.2% (HV 20d: 10.5%). Max pain ranged from $610.00 to $625.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.17.

Notable Days

  • 2025-08-01: Highest Volume — 9,958,253 contracts
  • 2025-08-22: Largest IV drop — 16.8% change
  • 2025-08-01: Highest IV Rank — 19.0%
  • 2025-08-01: Largest Expected Move — 4.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$639.24$621.89$649.16$621.89$644.74
Max Pain$618.38$610.00$625.00$620.00$625.00
ATM IV12.7%11.3%16.6%16.6%11.9%
Expected Move3.7%3.3%4.9%4.9%3.5%
HV 20d10.5%9.1%12.0%9.1%9.9%
HV 60d10.5%9.5%12.0%11.8%10.0%
IV Rank8.4%4.3%19.0%19.0%6.1%
IV Percentile22.7%6.3%71.8%71.8%13.1%
Term Structure0.0%-0.3%0.7%-0.3%-0.2%
VWIV15.8%13.8%18.9%18.9%15.6%
Skew 25d4.7%3.9%7.0%7.0%4.9%
Skew 10d10.3%8.3%15.2%15.2%11.3%
Call IV 25d10.8%9.9%13.4%13.4%10.3%
Put IV 25d15.5%13.9%20.4%20.4%15.3%
Bid-Ask Spread %1.871.442.292.181.92
Gamma HHI0.040.020.080.030.03
Net GEX-255.6M-13.15B10.33B-13.15B-8.23B
Net DEX-61.08B-103.09B20.98B20.98B-51.69B
Net VEX-807.5M-885.5M-766.6M-885.5M-820.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.170.901.511.261.01
Total Volume7,332,071.8574,520,8439,958,2539,958,2537,245,244
Total OI17,823,052.90516,236,16419,565,50817,590,04218,313,625

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$621.89$620.0016.6%4.9%9.1%19.0%18.9%7.0%-0.3%-13.15B20.98B-885.5M1.262.18N/AN/A4,411,6695,546,5845,099,36312,490,679
2025-08-04$630.37$610.0014.1%4.1%9.6%12.1%18.0%5.6%0.1%193.9M-46.79B-830.8M1.401.57N/AN/A2,916,5284,095,2455,093,57012,010,275
2025-08-05$628.49$610.0014.5%4.1%9.7%13.3%17.6%5.7%0.0%-7.08B-31.16B-839.3M1.221.52N/AN/A3,827,9184,675,7255,086,21012,316,307
2025-08-06$632.88$615.0013.4%3.9%9.8%10.2%17.4%5.1%0.1%3.58B-63.15B-813.4M1.341.67N/AN/A3,035,5504,057,7065,171,77612,878,686
2025-08-07$631.48$615.0013.8%4.1%9.7%11.3%17.0%5.0%0.1%-2.93B-46.29B-831.4M0.901.44N/AN/A4,482,4044,025,1215,189,77413,111,171
2025-08-08$636.39$615.0012.7%3.8%10.0%8.1%16.1%4.4%0.2%6.79B-78.64B-803.1M1.351.67N/AN/A3,052,2514,121,4945,287,78513,254,544
2025-08-11$635.88$615.0013.1%3.9%10.0%9.2%15.5%4.7%0.4%-5.81B-60.50B-795.5M1.061.77N/AN/A3,234,8183,414,7384,972,39513,328,878
2025-08-12$642.18$615.0012.0%3.6%10.4%6.3%15.1%4.0%0.7%10.33B-100.83B-766.6M1.312.01N/AN/A3,414,1474,462,9305,105,42813,389,935
2025-08-13$644.20$618.0011.6%3.4%10.4%5.1%14.9%3.9%0.3%9.54B-103.09B-784.0M0.992.10N/AN/A3,746,4923,710,5465,122,26613,973,142
2025-08-14$645.28$620.0011.7%3.5%10.3%5.5%14.7%4.0%0.5%7.49B-101.88B-800.8M1.311.96N/AN/A3,074,8444,023,0735,220,02814,214,520
2025-08-15$644.00$620.0011.9%3.5%10.4%6.0%14.7%4.1%0.3%2.18B-92.89B-790.7M1.042.08N/AN/A3,253,4233,395,5595,207,74714,357,761
2025-08-18$643.64$620.0012.0%3.5%10.4%6.4%15.1%4.3%-0.0%-1.83B-61.01B-789.5M0.971.83N/AN/A2,799,1282,724,8694,645,34711,590,817
2025-08-19$639.34$620.0012.8%3.7%10.7%8.7%16.0%5.1%-0.1%-8.54B-36.45B-813.9M1.041.73N/AN/A3,786,3713,921,2014,682,90711,743,761
2025-08-20$638.90$620.0013.0%3.7%10.6%9.0%16.2%5.1%-0.1%-5.93B-37.61B-814.3M1.261.81N/AN/A4,166,4105,253,3414,797,42211,890,878
2025-08-21$635.34$620.0014.1%4.1%10.8%12.2%16.3%5.4%-0.3%-9.13B-18.96B-843.2M1.131.63N/AN/A3,578,1384,053,9254,869,91312,122,542
2025-08-22$644.99$620.0011.8%3.4%12.0%5.7%15.4%3.9%-0.1%8.81B-82.47B-786.1M1.512.05N/AN/A3,745,7195,657,8254,980,14812,293,822
2025-08-25$643.56$620.0011.7%3.4%12.0%5.5%13.8%4.5%-0.2%-4.20B-58.82B-795.0M1.101.93N/AN/A2,895,0753,171,7164,963,57612,370,163
2025-08-26$644.12$622.0011.9%3.5%11.9%6.1%13.9%4.6%-0.2%1.86B-63.26B-793.5M1.052.14N/AN/A2,860,7573,004,8684,975,04712,557,251
2025-08-27$647.17$623.0011.8%3.5%11.9%5.9%15.1%4.4%-0.2%2.30B-78.65B-782.6M1.132.03N/AN/A2,126,7752,394,0684,956,83512,695,522
2025-08-28$649.16$623.0011.3%3.3%11.9%4.3%13.9%4.0%-0.1%8.40B-89.56B-776.6M1.182.29N/AN/A3,029,7083,579,6065,068,63812,883,657
2025-08-29$644.74$625.0011.9%3.5%9.9%6.1%15.6%4.9%-0.2%-8.23B-51.69B-820.9M1.011.92N/AN/A3,596,8843,648,3605,148,45313,165,172