VAW Options History — June 2025 In June 2025, VAW traded between $190.69 and $196.43. ATM implied volatility averaged 17.4%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 4.1% (HV 20d: 13.4%). Max pain ranged from $188.00 to $195.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2025-06-04 : Highest Volume — 1 contracts2025-06-23 : Largest IV drop — 17.1% change2025-06-09 : Highest IV Rank — 18.8%2025-06-17 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $193.82 $190.69 $196.43 $191.29 $194.73 Max Pain $191.50 $188.00 $195.00 $188.00 $195.00 ATM IV 17.4% 14.8% 19.7% 19.2% 15.8% Expected Move 4.9% 4.2% 5.6% 5.5% 4.5% HV 20d 13.4% 11.6% 15.3% 15.0% 12.4% HV 60d 33.1% 32.7% 33.6% 33.5% 32.7% IV Rank 14.7% 10.0% 18.8% 17.8% 11.7% IV Percentile 58.2% 27.4% 79.0% 76.6% 38.1% Term Structure 0.5% -2.1% 1.8% 1.3% 1.8% VWIV 16.7% 16.7% 16.7% 16.7% 16.7% Skew 25d 1.3% -2.0% 5.3% 0.8% -1.4% Skew 10d 6.2% -3.5% 15.9% 7.2% 14.9% Call IV 25d 17.0% 12.7% 20.8% 20.8% 19.5% Put IV 25d 18.3% 15.4% 22.8% 21.6% 18.1% Bid-Ask Spread % 120.39 103.76 130.99 125.48 130.36 Gamma HHI 0.40 0.28 0.60 0.28 0.52 Net GEX 18.3K -2.5K 31.8K -2.5K 30.0K Net DEX -232.3K -306.1K -138.9K -138.9K -256.3K Net VEX -1.4K -1.7K -1.2K -1.7K -1.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.15 0 1 0 0 Total OI 94.7 37 120 119 38
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2025-06-02 $191.29 $188.00 19.2% 5.5% 15.0% 17.8% 0.0% 0.8% 1.3% -2.5K -138.9K -1.7K 0.00 125.48 N/A N/A 0 0 35 84 2025-06-03 $193.53 $188.00 17.3% 5.0% 15.3% 14.5% 0.0% 1.4% -2.1% 7.4K -214.3K -1.6K 0.00 125.85 N/A N/A 0 0 35 84 2025-06-04 $194.61 $188.00 16.5% 4.7% 15.0% 13.0% 0.0% 3.6% 1.1% 15.7K -250.8K -1.6K 0.00 126.20 N/A N/A 1 0 35 84 2025-06-05 $194.05 $0.00 18.5% 5.2% 14.8% 16.6% 0.0% 0.3% 1.0% 15.0K -252.4K -1.6K 0.00 108.20 N/A N/A 0 0 36 84 2025-06-06 $194.31 $0.00 16.9% 4.7% 14.0% 13.8% 0.0% 0.3% 1.3% 15.7K -252.0K -1.6K 0.00 123.04 N/A N/A 0 0 36 84 2025-06-09 $196.07 $0.00 19.7% 4.8% 14.1% 18.8% 0.0% 0.1% 1.3% 29.1K -298.9K -1.5K 0.00 109.69 N/A N/A 0 1 36 84 2025-06-10 $196.43 $0.00 18.4% 4.7% 12.0% 16.6% 0.0% 0.6% 1.4% 23.9K -306.1K -1.5K 0.00 120.76 N/A N/A 0 0 36 83 2025-06-11 $194.51 $0.00 16.2% 4.6% 12.6% 12.4% 0.0% 3.9% 0.9% 17.1K -266.3K -1.5K 0.00 114.44 N/A N/A 0 0 36 83 2025-06-12 $195.16 $0.00 17.4% 5.0% 11.6% 14.6% 0.0% 1.3% -0.2% 18.7K -257.6K -1.5K 0.00 114.53 N/A N/A 0 0 36 83 2025-06-13 $192.19 $0.00 19.2% 5.5% 12.7% 17.9% 0.0% 1.5% -0.2% 5.4K -199.5K -1.5K 0.00 103.76 N/A N/A 0 0 36 83 2025-06-16 $194.08 $0.00 18.0% 5.2% 12.8% 15.8% 0.0% 1.9% 0.4% 18.9K -257.4K -1.4K 0.00 119.28 N/A N/A 0 0 36 83 2025-06-17 $192.43 $0.00 19.5% 5.6% 13.2% 18.5% 0.0% 0.7% 0.4% 9.1K -200.5K -1.4K 0.00 122.90 N/A N/A 0 0 36 83 2025-06-18 $192.13 $0.00 18.0% 5.2% 13.1% 15.7% 0.0% 5.3% 0.7% 13.1K -211.3K -1.3K 0.00 115.48 N/A N/A 0 0 36 83 2025-06-20 $190.69 $0.00 19.1% 5.5% 12.9% 17.8% 0.0% 0.3% -0.4% 7.5K -170.7K -1.2K 0.00 123.14 N/A N/A 0 0 36 83 2025-06-23 $192.91 $0.00 15.9% 4.5% 13.5% 11.9% 0.0% 4.8% -0.1% 24.6K -196.3K -1.2K 0.00 119.75 N/A N/A 0 0 33 4 2025-06-24 $194.94 $0.00 14.8% 4.2% 13.9% 10.0% 0.0% 1.2% 0.6% 27.8K -224.7K -1.3K 0.00 123.60 N/A N/A 0 0 33 4 2025-06-25 $193.47 $0.00 16.9% 4.8% 13.2% 13.7% 16.7% -0.4% 0.1% 27.0K -208.6K -1.2K 0.00 123.64 N/A N/A 1 0 33 4 2025-06-26 $194.53 $195.00 14.9% 4.3% 12.4% 10.1% 0.0% -2.0% 1.7% 31.1K -241.8K -1.3K 0.00 130.99 N/A N/A 0 0 34 4 2025-06-27 $194.38 $195.00 16.9% 4.8% 12.5% 13.7% 0.0% 1.5% -0.8% 31.8K -240.8K -1.3K 0.00 126.79 N/A N/A 0 0 34 4 2025-06-30 $194.73 $195.00 15.8% 4.5% 12.4% 11.7% 0.0% -1.4% 1.8% 30.0K -256.3K -1.3K 0.00 130.36 N/A N/A 0 0 34 4
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