VEA Options History — April 2023 In April 2023, VEA traded between $45.17 and $46.50. ATM implied volatility averaged 14.8%, placing in the 4.4% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 2.1% (HV 20d: 12.7%). Max pain ranged from $44.00 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.37.
Notable Days 2023-04-26 : Highest Volume — 519 contracts2023-04-11 : Largest IV drop — 14.5% change2023-04-10 : Highest IV Rank — 12.1%2023-04-10 : Largest Expected Move — 4.7%Monthly Statistics Metric Avg Min Max Open Close Price $45.94 $45.17 $46.50 $45.48 $46.30 Max Pain $44.84 $44.00 $45.00 $44.00 $45.00 ATM IV 14.8% 13.7% 16.4% 15.2% 14.1% Expected Move 4.3% 3.9% 4.7% 4.3% 4.0% HV 20d 12.7% 9.3% 18.0% 18.0% 10.4% HV 60d 14.0% 13.6% 14.9% 14.9% 14.1% IV Rank 4.4% 0.0% 12.1% 5.6% 2.1% IV Percentile 2.7% 0.0% 10.3% 2.0% 1.2% Term Structure 0.8% 0.0% 1.5% 1.0% 0.1% VWIV 13.5% 11.3% 14.9% 14.2% 13.1% Skew 25d 4.3% 2.5% 5.6% 3.0% 3.4% Skew 10d 9.2% -0.4% 12.7% 8.1% 6.5% Call IV 25d 12.3% 11.0% 13.6% 13.5% 11.8% Put IV 25d 16.6% 14.9% 18.7% 16.5% 15.2% Bid-Ask Spread % 47.47 22.86 75.52 41.98 33.39 Gamma HHI 0.22 0.20 0.29 0.20 0.23 Net GEX 1.1M 877.6K 1.5M 877.6K 1.2M Net DEX -10.9M -13.2M -8.7M -9.1M -11.8M Net VEX -35.7K -40.5K -33.6K -35.6K -40.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.37 0.00 2.54 0.05 0.91 Total Volume 166.105 13 519 291 214 Total OI 5,948.737 5,379 6,405 5,379 6,405
Daily Data (19 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 2023-04-03 $45.48 $44.00 15.2% 4.3% 18.0% 5.6% 14.2% 3.0% 1.0% 877.6K -9.1M -35.6K 0.05 41.98 N/A N/A 278 13 4,540 839 2023-04-04 $45.42 $44.00 15.1% 4.3% 16.8% 5.1% 14.8% 2.5% 1.5% 936.8K -9.7M -37.4K 0.39 68.30 N/A N/A 107 42 4,798 841 2023-04-05 $45.17 $44.00 15.7% 4.5% 17.0% 8.1% 14.9% 5.0% 0.6% 914.6K -8.7M -36.8K 0.37 32.83 N/A N/A 164 60 4,844 883 2023-04-06 $45.33 $45.00 15.4% 4.6% 16.5% 6.6% 13.4% 4.6% 0.9% 973.9K -9.2M -37.4K 0.04 61.05 N/A N/A 46 2 4,898 924 2023-04-10 $45.31 $45.00 16.4% 4.7% 16.0% 12.1% 14.8% 5.6% 0.5% 1.0M -9.2M -35.9K 0.00 67.46 N/A N/A 13 0 4,935 925 2023-04-11 $45.59 $45.00 14.0% 4.2% 16.0% 0.0% 13.4% 5.0% 0.8% 1.1M -10.1M -36.3K 0.08 69.16 N/A N/A 25 2 4,947 925 2023-04-12 $45.84 $45.00 14.6% 4.2% 15.9% 3.4% 13.5% 3.9% 1.0% 1.1M -10.9M -35.5K 0.68 65.88 N/A N/A 78 53 4,961 926 2023-04-13 $46.50 $45.00 15.2% 4.4% 11.6% 6.4% 12.4% 4.7% 0.0% 1.1M -12.7M -35.6K 0.32 72.77 N/A N/A 82 26 4,993 977 2023-04-14 $46.28 $45.00 14.5% 4.1% 11.1% 2.4% 14.4% 4.3% 1.0% 1.1M -12.0M -35.1K 0.03 62.45 N/A N/A 115 4 5,038 994 2023-04-17 $46.16 $45.00 14.3% 4.1% 10.4% 1.7% 11.3% 3.5% 0.7% 1.2M -11.9M -34.5K 0.02 75.52 N/A N/A 219 5 5,061 995 2023-04-18 $46.42 $45.00 14.4% 4.1% 10.2% 2.0% 13.1% 4.1% 0.8% 1.2M -12.7M -34.1K 0.17 24.83 N/A N/A 59 10 5,161 994 2023-04-19 $46.23 $45.00 13.9% 4.0% 9.8% 0.0% 13.2% 3.9% 1.0% 1.3M -12.3M -34.0K 0.44 24.34 N/A N/A 109 48 5,211 999 2023-04-20 $46.16 $45.00 14.4% 4.1% 9.9% 2.6% 12.5% 4.7% 0.7% 1.5M -12.2M -34.3K 0.09 22.86 N/A N/A 108 10 5,222 1,035 2023-04-21 $46.36 $45.00 13.7% 3.9% 9.7% 0.0% 12.2% 4.3% 0.9% 1.0M -13.2M -34.1K 0.12 35.52 N/A N/A 340 40 5,258 1,043 2023-04-24 $46.47 $45.00 14.6% 4.2% 9.3% 4.9% 13.4% 4.9% 0.8% 1.1M -11.1M -33.6K 0.62 26.96 N/A N/A 76 47 4,820 816 2023-04-25 $45.83 $45.00 15.0% 4.3% 10.8% 7.1% 14.9% 4.5% 0.9% 985.8K -9.4M -33.6K 2.54 34.56 N/A N/A 24 61 4,889 856 2023-04-26 $45.72 $45.00 15.3% 4.4% 11.0% 8.6% 14.0% 4.9% 0.7% 958.8K -9.1M -33.6K 0.03 48.97 N/A N/A 506 13 4,907 905 2023-04-27 $46.31 $45.00 14.6% 4.2% 11.1% 4.8% 13.1% 4.9% 0.7% 1.1M -11.5M -40.1K 0.19 33.02 N/A N/A 132 25 5,346 915 2023-04-28 $46.30 $45.00 14.1% 4.0% 10.4% 2.1% 0.0% 3.4% 0.1% 1.2M -11.8M -40.5K 0.91 33.39 N/A N/A 112 102 5,473 932
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