VEA Options History — October 2025

In October 2025, VEA traded between $59.23 and $61.70. ATM implied volatility averaged 12.8%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 1.8% (HV 20d: 11.1%). Max pain ranged from $59.00 to $60.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 0.25.

Notable Days

  • 2025-10-09: Highest Volume — 746 contracts
  • 2025-10-10: Largest IV spike — 90.4% change
  • 2025-10-10: Highest IV Rank — 39.9%
  • 2025-10-10: Largest Expected Move — 4.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.75$59.23$61.70$60.41$61.03
Max Pain$59.96$59.00$60.00$60.00$60.00
ATM IV12.8%10.3%21.7%12.7%12.0%
Expected Move3.7%3.0%4.9%3.6%3.4%
HV 20d11.1%9.0%12.4%9.3%11.4%
HV 60d11.1%10.4%11.9%11.1%10.4%
IV Rank16.0%9.3%39.9%15.7%13.8%
IV Percentile33.1%5.2%96.0%31.3%24.6%
Term Structure1.1%-5.8%6.0%0.1%1.4%
VWIV12.6%10.1%14.9%12.3%12.0%
Skew 25d3.6%1.1%7.8%5.9%4.9%
Skew 10d4.8%-0.8%12.0%1.8%8.7%
Call IV 25d11.0%7.8%13.5%7.8%8.6%
Put IV 25d14.6%11.6%17.0%13.7%13.5%
Bid-Ask Spread %84.3244.36101.5864.1284.23
Gamma HHI0.190.150.280.220.15
Net GEX1.0M769.2K1.5M1.1M877.9K
Net DEX-12.3M-14.8M-8.0M-11.7M-12.3M
Net VEX-41.8K-47.9K-33.8K-45.7K-35.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.011.680.110.06
Total Volume190.087337469387
Total OI6,524.1745,8147,1916,3336,173

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-10-01$60.41$60.0012.7%3.6%9.3%15.7%12.3%5.9%0.1%1.1M-11.7M-45.7K0.1164.12N/AN/A8494,1142,219
2025-10-02$60.53$60.0010.3%3.0%9.1%9.3%11.2%5.5%1.9%1.1M-11.9M-46.0K0.0544.36N/AN/A13064,1262,221
2025-10-03$61.08$60.0011.0%3.1%9.4%11.0%10.9%1.1%0.8%1.2M-13.8M-44.5K0.0960.11N/AN/A298284,1562,222
2025-10-06$61.25$59.0012.6%3.7%9.0%15.2%12.0%5.1%-0.0%1.3M-14.7M-43.5K0.1781.87N/AN/A185324,3202,222
2025-10-07$60.64$60.0012.0%3.7%9.8%13.7%13.8%3.8%1.7%1.3M-13.0M-46.3K1.0476.59N/AN/A1141194,4602,241
2025-10-08$60.78$60.0011.6%3.7%9.8%12.6%12.7%3.4%1.5%1.3M-13.0M-46.8K0.0181.27N/AN/A8314,4862,356
2025-10-09$60.31$60.0011.4%3.7%9.5%12.2%12.8%3.4%1.6%1.3M-11.8M-45.3K0.0872.55N/AN/A688584,5472,357
2025-10-10$59.23$60.0021.7%4.9%11.5%39.9%14.2%2.8%-5.8%815.7K-8.0M-47.9K0.5291.92N/AN/A148774,5432,447
2025-10-13$59.80$60.0015.4%4.3%11.8%23.0%14.8%3.5%0.3%786.9K-8.7M-47.2K0.1291.61N/AN/A154184,5472,523
2025-10-14$59.94$60.0015.1%4.3%11.8%22.2%14.9%2.8%1.4%947.6K-10.2M-43.7K0.3194.84N/AN/A120374,5872,527
2025-10-15$60.36$60.0011.9%3.4%12.0%13.4%14.1%1.6%6.0%1.2M-11.1M-44.3K0.14101.03N/AN/A2944,6282,548
2025-10-16$60.64$60.0014.0%4.0%12.1%19.2%14.7%4.0%1.8%1.4M-12.5M-43.7K0.1495.16N/AN/A121174,6332,549
2025-10-17$60.72$60.0015.2%4.4%11.7%22.5%14.8%3.4%0.3%1.5M-12.3M-41.4K0.0394.22N/AN/A7524,6412,550
2025-10-20$61.25$60.0011.9%3.4%11.9%13.6%11.9%3.0%2.8%809.7K-13.3M-38.6K0.4682.58N/AN/A2261053,7732,041
2025-10-21$60.73$60.0012.9%3.7%12.4%16.2%12.8%1.6%1.0%789.6K-12.0M-40.9K0.2287.93N/AN/A63143,8992,122
2025-10-22$60.70$60.0012.8%3.7%12.0%16.0%12.4%1.1%2.4%769.2K-11.8M-39.4K1.6881.49N/AN/A44743,9112,134
2025-10-23$61.06$60.0012.0%3.4%11.7%13.8%11.3%4.6%0.2%834.9K-12.5M-38.9K0.1093.71N/AN/A6363,9142,203
2025-10-24$61.23$60.0011.1%3.2%11.6%11.5%10.7%2.8%1.7%861.0K-13.5M-37.3K0.1477.40N/AN/A70103,9312,203
2025-10-27$61.64$60.0010.8%3.1%11.7%10.4%11.3%3.5%1.8%961.7K-14.8M-33.8K0.0291.26N/AN/A555103,9512,205
2025-10-28$61.70$60.0011.9%3.4%11.6%13.5%12.4%7.8%-0.0%946.9K-14.4M-36.9K0.0290.99N/AN/A13734,0252,204
2025-10-29$61.22$60.0012.0%3.4%11.8%13.7%12.5%3.3%2.3%985.1K-13.8M-36.6K0.27101.58N/AN/A55154,0882,205
2025-10-30$61.06$60.0013.0%3.7%11.8%16.4%10.1%3.0%1.0%923.2K-12.8M-37.5K0.0398.60N/AN/A19354,0922,212
2025-10-31$61.03$60.0012.0%3.4%11.4%13.8%12.0%4.9%1.4%877.9K-12.3M-35.7K0.0684.23N/AN/A8253,9612,212