VEA Options History — July 2007 In July 2007, VEA traded between $47.17 and $47.96. ATM implied volatility averaged 55.7%. The 30-day expected move averaged 16.0%. Net GEX was positive for 0 of 4 trading days. Term structure was in contango for 0 of 4 days.
Notable Days 2007-07-30 : Largest IV spike — 5.6% change2007-07-31 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $47.73 $47.17 $47.96 $47.90 $47.90 ATM IV 55.7% 52.2% 58.9% 52.2% 58.9% Expected Move 16.0% 15.0% 16.9% 15.0% 16.9% Term Structure -22.4% -25.3% -19.9% -19.9% -25.3% Skew 25d -9.1% -18.7% -2.0% -2.0% -18.7% Skew 10d -13.0% -15.9% -9.0% -9.0% -14.1% Call IV 25d 73.9% 71.2% 76.5% 71.2% 76.5% Put IV 25d 64.9% 57.8% 69.2% 69.2% 57.8% Bid-Ask Spread % 172.86 161.98 177.62 177.36 161.98 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (4 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 2007-07-26 $47.90 $0.00 52.2% 15.0% 0.0% 0.0% 0.0% -2.0% -19.9% 0 0 0 0.00 177.36 N/A N/A 0 0 0 0 2007-07-27 $47.17 $0.00 54.4% 15.6% 0.0% 0.0% 0.0% -6.5% -20.6% 0 0 0 0.00 174.46 N/A N/A 0 0 0 0 2007-07-30 $47.96 $0.00 57.4% 16.5% 0.0% 0.0% 0.0% -18.7% -23.9% 0 0 0 0.00 177.62 N/A N/A 0 0 0 0 2007-07-31 $47.90 $0.00 58.9% 16.9% 0.0% 0.0% 0.0% 0.0% -25.3% 0 0 0 0.00 161.98 N/A N/A 0 0 0 0
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