VEA Options History — August 2025

In August 2025, VEA traded between $56.03 and $59.56. ATM implied volatility averaged 12.7%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 0.2% (HV 20d: 12.4%). Max pain ranged from $47.00 to $57.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.71.

Notable Days

  • 2025-08-01: Highest Volume — 417 contracts
  • 2025-08-11: Largest IV spike — 19.6% change
  • 2025-08-01: Highest IV Rank — 19.8%
  • 2025-08-01: Largest Expected Move — 4.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.28$56.03$59.56$56.03$58.77
Max Pain$48.81$47.00$57.00$57.00$50.00
ATM IV12.7%10.9%14.2%14.2%13.0%
Expected Move3.7%3.1%4.1%4.1%3.7%
HV 20d12.4%10.7%13.4%13.1%10.7%
HV 60d11.9%11.6%12.2%11.6%12.0%
IV Rank15.6%10.9%19.8%19.8%16.4%
IV Percentile31.5%12.3%54.8%54.8%36.1%
Term Structure0.3%-4.5%1.9%-0.2%-0.0%
VWIV13.1%10.8%14.8%12.3%14.8%
Skew 25d3.3%-1.3%6.6%3.4%2.7%
Skew 10d1.3%-4.2%6.9%3.0%-2.7%
Call IV 25d11.2%9.5%12.3%11.9%12.1%
Put IV 25d14.5%10.4%16.2%15.4%14.8%
Bid-Ask Spread %79.6670.2289.7489.7479.27
Gamma HHI0.230.140.270.140.25
Net GEX1.2M757.8K1.5M757.8K1.4M
Net DEX-20.0M-24.5M-11.3M-11.3M-22.0M
Net VEX-45.1K-49.6K-41.8K-47.5K-42.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.015.640.050.57
Total Volume184.23832417417409
Total OI7,893.3337,3818,3057,3818,114

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$56.03$57.0014.2%4.1%13.1%19.8%12.3%3.4%-0.2%757.8K-11.3M-47.5K0.0589.74N/AN/A397205,1282,253
2025-08-04$56.78$47.0013.5%3.9%13.4%17.8%12.9%6.6%-0.1%888.3K-13.6M-49.2K0.1577.20N/AN/A233345,1802,251
2025-08-05$56.89$47.0012.5%4.0%13.2%15.3%14.4%1.1%1.3%1.0M-14.4M-49.6K5.6483.71N/AN/A11625,3782,272
2025-08-06$57.36$47.0013.2%3.9%13.2%17.0%13.9%4.7%1.4%1.1M-16.0M-48.7K0.0576.41N/AN/A12365,3822,272
2025-08-07$57.72$47.0011.6%3.7%13.4%12.8%12.0%4.5%1.9%1.2M-17.7M-46.8K0.2277.25N/AN/A215475,4502,274
2025-08-08$58.00$47.0011.3%3.6%13.1%12.0%12.5%3.6%1.3%1.4M-19.5M-45.1K0.1076.51N/AN/A212215,5742,289
2025-08-11$57.78$47.0013.5%3.8%13.2%17.9%13.5%3.8%0.8%1.4M-18.7M-45.6K0.2374.53N/AN/A137315,6422,304
2025-08-12$58.41$48.0013.1%3.8%13.2%16.7%14.0%3.8%0.2%1.4M-21.0M-44.0K0.1481.43N/AN/A175255,7082,325
2025-08-13$58.67$48.0012.2%3.5%13.2%14.3%14.3%4.4%1.6%1.3M-21.5M-43.4K0.0276.42N/AN/A34675,6742,329
2025-08-14$58.59$49.0012.1%3.5%13.2%14.2%11.9%3.6%-4.5%1.4M-21.9M-46.2K0.2979.88N/AN/A156465,8992,332
2025-08-15$58.86$49.0012.9%3.7%13.2%16.4%13.2%2.4%0.0%1.5M-23.1M-45.1K0.4577.88N/AN/A114515,9662,339
2025-08-18$58.80$49.0012.4%3.6%13.0%15.0%12.3%2.1%0.8%1.2M-21.7M-43.7K0.0670.22N/AN/A303175,5852,102
2025-08-19$58.73$49.0012.8%3.7%13.0%15.9%10.8%2.4%-0.3%1.2M-22.0M-44.4K2.8881.66N/AN/A32925,7282,115
2025-08-20$58.92$49.0011.9%3.4%10.9%13.7%13.3%3.3%0.5%1.3M-22.0M-45.6K0.8475.06N/AN/A32275,7422,161
2025-08-21$58.59$49.0012.5%3.6%10.9%15.2%13.2%4.3%0.3%1.3M-21.0M-45.8K2.2083.12N/AN/A10225,7592,171
2025-08-22$59.56$49.0010.9%3.1%12.3%10.9%12.6%4.0%1.2%1.2M-24.5M-41.8K0.0888.37N/AN/A125105,7552,185
2025-08-25$58.86$49.0012.8%3.7%11.7%16.0%13.0%-1.3%-0.0%1.3M-22.3M-42.9K0.2584.84N/AN/A91235,7932,194
2025-08-26$58.80$49.0012.7%3.6%11.7%15.6%13.3%2.6%0.5%1.3M-21.9M-43.3K0.5486.64N/AN/A28155,8022,208
2025-08-27$58.78$49.0013.5%3.9%11.1%17.8%13.5%3.9%-0.4%1.3M-21.8M-43.5K0.0175.05N/AN/A8815,8212,212
2025-08-28$59.02$50.0013.5%3.9%10.8%17.7%12.7%3.4%0.3%1.3M-22.5M-43.3K0.0777.76N/AN/A7055,8752,217
2025-08-29$58.77$50.0013.0%3.7%10.7%16.4%14.8%2.7%-0.0%1.4M-22.0M-42.0K0.5779.27N/AN/A2601495,8952,219