VEA Options History — January 2026

In January 2026, VEA traded between $63.11 and $67.07. ATM implied volatility averaged 12.1%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 1.6% (HV 20d: 10.5%). Max pain ranged from $62.00 to $64.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.41.

Notable Days

  • 2026-01-16: Highest Volume — 3,774 contracts
  • 2026-01-20: Largest IV spike — 61.6% change
  • 2026-01-20: Highest IV Rank — 24.9%
  • 2026-01-20: Largest Expected Move — 4.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$65.07$63.11$67.07$63.11$66.19
Max Pain$63.20$62.00$64.00$62.00$64.00
ATM IV12.1%8.9%16.2%10.8%13.6%
Expected Move3.5%2.9%4.6%3.1%3.9%
HV 20d10.5%9.3%12.2%9.7%12.2%
HV 60d11.4%10.8%12.0%11.6%12.0%
IV Rank14.0%5.5%24.9%10.6%18.1%
IV Percentile32.9%1.6%86.1%11.5%59.9%
Term Structure1.8%-0.4%3.5%1.4%2.9%
VWIV12.0%9.8%14.4%10.1%13.8%
Skew 25d3.1%-0.9%6.2%0.9%3.0%
Skew 10d4.5%-1.2%12.3%5.4%9.9%
Call IV 25d10.6%8.1%13.9%9.8%13.9%
Put IV 25d13.7%8.9%16.8%10.7%16.8%
Bid-Ask Spread %93.3380.46101.1499.4188.35
Gamma HHI0.350.240.440.430.34
Net GEX4.2M2.6M5.6M4.3M4.9M
Net DEX-40.3M-55.1M-22.1M-22.1M-51.0M
Net VEX-80.4K-116.6K-52.9K-65.2K-116.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.001.670.300.09
Total Volume986.751333,7741461,333
Total OI11,9549,01415,6079,01415,607

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-01-02$63.11$62.0010.8%3.1%9.7%10.6%10.1%0.9%1.4%4.3M-22.1M-65.2K0.3099.41N/AN/A112347,3691,645
2026-01-05$63.95$62.0011.0%3.6%10.6%11.0%11.5%1.6%3.5%4.3M-28.7M-61.0K0.5491.15N/AN/A2671447,4021,665
2026-01-06$64.16$62.0011.6%3.3%10.6%12.6%11.1%-0.9%1.6%4.1M-31.2M-59.4K0.23101.14N/AN/A247567,4951,650
2026-01-07$63.88$62.008.9%3.3%10.7%5.5%11.2%2.1%0.8%4.4M-30.8M-58.6K1.6199.61N/AN/A1482387,5711,700
2026-01-08$63.92$62.0010.5%3.1%10.7%9.8%11.9%3.1%1.1%4.9M-30.0M-60.5K0.1293.69N/AN/A119147,6511,605
2026-01-09$64.53$63.0011.3%3.3%10.4%12.0%11.8%3.9%0.9%3.9M-35.4M-54.5K1.4099.24N/AN/A1952737,6971,619
2026-01-12$64.88$64.0010.4%3.4%10.5%9.4%10.7%1.7%1.9%2.6M-38.2M-52.9K0.0091.50N/AN/A2,99347,7751,867
2026-01-13$64.53$64.0011.4%3.1%10.4%12.3%11.9%3.8%2.3%5.6M-40.9M-75.4K1.6794.83N/AN/A27245410,5441,868
2026-01-14$64.78$64.0011.6%3.3%10.2%12.8%9.8%4.6%2.5%4.6M-44.2M-71.6K0.2896.62N/AN/A49013910,4991,875
2026-01-15$64.94$64.0011.5%3.3%10.0%12.4%11.1%3.7%2.9%3.7M-46.3M-72.0K0.0898.39N/AN/A2,13417310,6221,942
2026-01-16$65.10$64.0010.0%2.9%9.3%8.4%11.5%3.3%3.3%4.5M-51.5M-86.0K0.0497.47N/AN/A3,61915512,1042,082
2026-01-20$64.25$62.0016.2%4.6%10.5%24.9%13.6%4.8%-0.2%3.0M-29.6M-92.3K0.0895.62N/AN/A1,2841099,5411,988
2026-01-21$65.02$63.0013.3%3.8%10.1%17.3%12.5%2.1%2.5%4.1M-36.7M-98.8K0.0689.73N/AN/A2381410,5862,093
2026-01-22$65.40$63.0013.1%3.7%10.2%16.6%12.7%3.2%3.3%4.5M-40.2M-100.1K0.4485.18N/AN/A28012210,7672,100
2026-01-23$65.77$63.0012.0%3.4%10.1%13.7%12.0%4.1%-0.4%4.4M-42.4M-99.0K0.4990.74N/AN/A24812210,9392,220
2026-01-26$66.09$64.0012.6%3.6%10.1%15.4%12.5%3.1%2.2%4.5M-47.1M-92.9K0.3980.46N/AN/A77930111,0712,340
2026-01-27$67.07$64.0013.0%3.7%11.0%16.5%13.7%2.9%0.9%3.8M-54.1M-88.2K0.1985.67N/AN/A78014811,3212,614
2026-01-28$66.73$64.0015.5%4.4%11.3%23.2%12.9%6.2%-0.2%4.2M-51.3M-99.4K0.0795.83N/AN/A4853511,9072,756
2026-01-29$67.02$64.0013.7%3.9%11.3%18.3%14.4%4.3%1.9%4.2M-55.1M-102.5K0.0591.97N/AN/A1,1245312,2172,766
2026-01-30$66.19$64.0013.6%3.9%12.2%18.1%13.8%3.0%2.9%4.9M-51.0M-116.6K0.0988.35N/AN/A1,21811512,8102,797