VEA Options History — June 2025

In June 2025, VEA traded between $55.05 and $57.00. ATM implied volatility averaged 12.6%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 1.8% (HV 20d: 10.8%). Max pain ranged from $50.00 to $56.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.56.

Notable Days

  • 2025-06-18: Highest Volume — 43,052 contracts
  • 2025-06-13: Largest IV spike — 93.0% change
  • 2025-06-10: Highest IV Rank — 22.8%
  • 2025-06-20: Largest Expected Move — 4.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.17$55.05$57.00$56.16$57.00
Max Pain$54.60$50.00$56.00$50.00$55.00
ATM IV12.6%6.9%15.3%14.0%12.6%
Expected Move3.6%2.0%4.2%4.0%3.6%
HV 20d10.8%8.8%13.4%9.0%12.8%
HV 60d26.3%26.0%26.9%26.9%26.3%
IV Rank15.4%0.2%22.8%19.4%15.5%
IV Percentile37.3%0.4%68.3%53.2%31.7%
Term Structure1.6%-7.3%7.8%-0.6%0.8%
VWIV13.3%9.8%20.8%14.0%11.0%
Skew 25d4.8%-2.7%9.8%9.5%7.7%
Skew 10d6.1%1.4%15.4%6.8%7.0%
Call IV 25d9.9%6.0%12.8%6.0%6.6%
Put IV 25d14.7%7.9%18.4%15.5%14.3%
Bid-Ask Spread %88.5278.52101.1787.1986.52
Gamma HHI0.380.140.770.230.16
Net GEX1.4M-1.9M3.6M1.3M725.0K
Net DEX-41.2M-65.7M-7.5M-52.0M-15.4M
Net VEX-42.8K-49.1K-36.0K-42.7K-42.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.002.380.310.46
Total Volume2,507.158143,052118102
Total OI12,729.055,25217,61914,4286,217

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$56.16$50.0014.0%4.0%9.0%19.4%14.0%9.5%-0.6%1.3M-52.0M-42.7K0.3187.19N/AN/A902811,2043,224
2025-06-03$55.83$50.0014.3%4.1%9.5%20.1%20.8%5.5%-7.3%1.5M-51.0M-43.0K0.2985.81N/AN/A1815211,2293,242
2025-06-04$56.16$50.0011.3%3.2%9.6%12.0%15.1%7.7%6.5%1.2M-52.4M-43.4K2.3891.11N/AN/A245711,3073,293
2025-06-05$56.11$54.0013.4%4.1%9.4%17.7%13.0%4.5%1.1%1.0M-53.0M-39.7K1.2488.22N/AN/A16820811,3043,322
2025-06-06$56.30$56.0013.4%3.8%9.2%17.7%13.6%4.0%0.7%903.6K-54.4M-36.0K0.2778.52N/AN/A59016111,3403,449
2025-06-09$56.34$56.0013.8%3.8%9.2%18.7%16.1%4.8%0.4%855.9K-54.7M-39.9K0.0284.86N/AN/A2,1233811,5673,520
2025-06-10$56.42$56.0015.3%3.7%9.2%22.8%14.2%2.3%0.9%2.7M-61.7M-44.9K0.7794.86N/AN/A13010013,4973,524
2025-06-11$56.41$56.0011.9%3.4%9.1%13.6%13.0%-2.7%1.3%2.4M-62.3M-43.3K0.5587.41N/AN/A1447913,5523,623
2025-06-12$56.83$56.006.9%2.0%8.8%0.2%9.8%1.6%7.0%2.8M-65.7M-41.7K0.09101.17N/AN/A1641513,5783,697
2025-06-13$56.05$56.0013.3%3.8%10.2%17.3%12.6%6.5%1.8%3.1M-58.4M-49.1K0.5096.32N/AN/A1859213,6683,687
2025-06-16$56.45$56.0013.7%3.9%10.4%18.5%12.0%1.7%0.7%2.8M-62.6M-43.7K0.1796.71N/AN/A2544313,6713,734
2025-06-17$55.75$56.0010.7%3.1%11.4%10.5%14.6%9.8%7.8%3.6M-55.8M-45.4K0.5789.99N/AN/A26715213,8673,752
2025-06-18$55.86$55.0010.3%3.0%11.2%9.5%12.6%4.5%0.4%2.7M-54.4M-48.7K0.0092.12N/AN/A43,0371513,7543,856
2025-06-20$55.05$55.0014.8%4.2%12.3%21.4%13.9%4.6%0.3%-1.9M-7.5M-40.7K2.2378.56N/AN/A801785,9083,865
2025-06-23$55.39$55.0014.3%4.1%12.5%20.1%12.2%4.3%0.4%432.6K-10.2M-40.1K0.5782.25N/AN/A4142353,6671,585
2025-06-24$56.17$55.0012.4%3.6%13.4%15.1%11.9%5.5%1.0%585.9K-12.6M-41.8K0.1684.84N/AN/A129214,0171,776
2025-06-25$55.89$55.009.7%2.8%12.7%7.6%12.8%4.3%6.4%625.4K-12.2M-42.7K0.2688.89N/AN/A201534,1341,784
2025-06-26$56.45$55.0013.1%3.8%12.7%17.0%11.7%6.1%0.4%684.7K-13.7M-43.4K0.1688.27N/AN/A100164,2401,809
2025-06-27$56.77$55.0011.8%3.4%12.8%13.5%12.2%3.6%1.1%694.2K-14.7M-43.6K0.2186.84N/AN/A180374,3061,812
2025-06-30$57.00$55.0012.6%3.6%12.8%15.5%11.0%7.7%0.8%725.0K-15.4M-42.9K0.4686.52N/AN/A70324,3851,832