VEA Options History — March 2026

In March 2026, VEA traded between $61.84 and $69.00. ATM implied volatility averaged 27.1%, placing in the 54.2% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 4.1% (HV 20d: 23.0%). Max pain ranged from $62.00 to $66.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.05.

Notable Days

  • 2026-03-13: Highest Volume — 8,080 contracts
  • 2026-03-03: Largest IV spike — 42.1% change
  • 2026-03-10: Highest IV Rank — 79.7%
  • 2026-03-12: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.64$61.84$69.00$69.00$63.89
Max Pain$64.95$62.00$66.00$62.00$65.00
ATM IV27.1%18.0%36.5%18.0%29.7%
Expected Move7.5%5.2%9.7%5.2%8.5%
HV 20d23.0%14.6%28.7%14.6%28.7%
HV 60d17.0%12.1%21.0%12.1%21.0%
IV Rank54.2%30.0%79.7%30.0%61.3%
IV Percentile96.6%92.1%99.2%92.1%96.8%
Term Structure-2.6%-8.4%0.3%0.1%-6.1%
VWIV24.7%19.4%32.5%19.4%29.5%
Skew 25d9.0%4.4%12.4%6.5%11.2%
Skew 10d13.9%6.6%20.9%16.3%15.6%
Call IV 25d21.3%15.2%26.9%15.2%21.7%
Put IV 25d30.3%21.6%37.0%21.6%32.9%
Bid-Ask Spread %53.3330.6786.7981.8542.61
Gamma HHI0.230.180.290.290.27
Net GEX5.3M2.5M10.9M10.9M5.1M
Net DEX-34.2M-80.7M-4.2M-80.7M-27.0M
Net VEX-267.3K-305.1K-231.6K-281.9K-281.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.0613.750.160.09
Total Volume1,942.2732138,0804811,944
Total OI40,85333,09851,48733,09838,849

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$69.00$62.0018.0%5.2%14.6%30.0%19.4%6.5%0.1%10.9M-80.7M-281.9K0.1681.85N/AN/A4156628,6844,414
2026-03-03$66.66$62.0025.6%7.3%19.5%50.4%27.4%10.3%-6.2%6.2M-44.6M-240.1K0.1086.79N/AN/A5,01550728,7484,455
2026-03-04$67.44$62.0022.6%6.5%19.9%42.2%24.4%8.8%-0.9%9.4M-64.2M-284.9K1.0677.57N/AN/A25226733,2134,554
2026-03-05$65.68$66.0027.8%5.9%22.0%56.2%22.8%10.6%0.3%5.9M-41.1M-252.0K0.5362.70N/AN/A1,39374533,3324,767
2026-03-06$65.25$66.0030.3%6.8%21.5%63.0%24.4%12.4%-1.6%5.1M-33.0M-245.6K1.3071.97N/AN/A38049333,8325,460
2026-03-09$65.84$66.0033.1%6.6%20.4%70.5%23.3%7.6%-0.6%6.1M-40.7M-259.2K0.2280.14N/AN/A5,9761,31233,9905,793
2026-03-10$66.03$66.0036.5%7.2%19.4%79.7%21.1%9.1%-1.1%6.6M-48.8M-284.5K0.0780.64N/AN/A9527133,9677,006
2026-03-11$65.78$66.0023.8%6.8%19.3%45.4%24.6%8.0%-0.9%5.8M-41.3M-266.8K13.7571.76N/AN/A5372934,2927,017
2026-03-12$64.69$66.0024.6%9.7%19.7%47.6%22.0%8.3%-2.2%3.7M-24.4M-241.8K1.3745.05N/AN/A44360734,3057,718
2026-03-13$63.75$66.0026.9%7.4%20.1%53.7%21.5%11.8%-8.4%2.7M-16.1M-231.6K0.0646.49N/AN/A7,61946134,2298,314
2026-03-16$65.05$66.0024.9%7.1%21.7%48.4%24.9%8.2%-2.6%5.2M-40.2M-286.7K0.0836.69N/AN/A1,1218540,1648,476
2026-03-17$65.40$65.0023.7%7.2%21.9%45.2%21.4%7.5%-2.5%6.3M-46.5M-288.4K0.1140.58N/AN/A4875541,0708,531
2026-03-18$64.31$65.0025.0%7.7%22.4%48.7%22.2%8.0%-4.3%4.4M-30.8M-267.6K0.1649.57N/AN/A1842941,2398,554
2026-03-19$64.19$65.0022.8%6.7%22.4%42.8%22.6%5.5%0.2%3.2M-27.0M-258.5K0.0645.12N/AN/A3,44519541,2478,570
2026-03-20$61.88$65.0026.3%7.6%24.6%52.2%27.9%12.4%-4.0%2.5M-4.2M-259.2K0.3939.24N/AN/A1,16846042,8808,607
2026-03-23$63.81$65.0025.5%7.6%27.8%50.1%24.8%8.1%-1.3%5.1M-31.3M-286.9K0.3244.15N/AN/A1,30141429,4135,594
2026-03-24$63.25$65.0027.8%8.3%27.6%56.2%27.9%4.4%-2.5%4.4M-22.5M-272.0K1.0636.56N/AN/A34036230,6565,926
2026-03-25$63.95$65.0027.5%7.6%27.7%55.4%24.5%10.3%-3.4%5.9M-36.8M-305.1K0.0734.16N/AN/A6664930,9636,233
2026-03-26$62.55$65.0028.6%8.2%28.3%58.4%24.8%9.3%-2.9%4.3M-22.2M-272.7K0.2630.72N/AN/A69917931,1016,272
2026-03-27$61.84$65.0031.6%9.1%28.3%66.5%30.2%10.1%-3.2%3.7M-16.4M-264.6K1.2930.67N/AN/A36347031,4036,434
2026-03-30$61.92$65.0032.6%9.3%28.0%69.1%32.5%8.9%-2.8%3.4M-13.7M-247.7K0.5738.28N/AN/A61034831,6316,863
2026-03-31$63.89$65.0029.7%8.5%28.7%61.3%29.5%11.2%-6.1%5.1M-27.0M-281.7K0.0942.61N/AN/A1,79115331,6557,194