VGIT Options History — April 2022

In April 2022, VGIT traded between $61.21 and $62.49. ATM implied volatility averaged 8.3%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 2.3%. IV traded above realized volatility by 2.1% (HV 20d: 6.2%). Max pain ranged from $63.00 to $63.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.50.

Notable Days

  • 2022-04-29: Highest Volume — 256 contracts
  • 2022-04-13: Largest IV drop — 38.0% change
  • 2022-04-12: Highest IV Rank — 58.4%
  • 2022-04-11: Largest Expected Move — 2.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.71$61.21$62.49$62.49$61.28
Max Pain$63.00$63.00$63.00$63.00$63.00
ATM IV8.3%6.3%13.3%7.6%7.7%
Expected Move2.3%1.8%2.5%2.2%2.2%
HV 20d6.2%5.9%6.7%6.0%6.0%
HV 60d6.3%6.1%6.5%6.1%6.5%
IV Rank29.0%16.9%58.4%24.6%25.1%
IV Percentile91.0%78.2%99.2%90.9%86.9%
Term Structure-0.2%-0.9%0.2%0.2%-0.9%
VWIV8.5%7.4%9.1%7.6%8.3%
Skew 25d0.8%-0.3%1.4%-0.2%1.1%
Skew 10d1.8%-1.4%3.9%-1.4%2.5%
Call IV 25d8.0%5.8%9.5%9.5%7.6%
Put IV 25d8.8%6.9%9.8%9.3%8.7%
Bid-Ask Spread %83.7326.63118.5540.26111.96
Gamma HHI0.300.150.610.240.61
Net GEX-31.0K-98.9K84745-98.9K
Net DEX218.1K87.2K391.0K87.2K391.0K
Net VEX-1.5K-1.9K-869-1.6K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.500.374.060.373.20
Total Volume149.950256136256
Total OI235.4167320210320

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$62.49$63.007.6%2.2%6.0%24.6%7.6%-0.2%0.2%4587.2K-1.6K0.3740.26N/AN/A993712189
2022-04-04$62.46$63.007.7%2.2%6.0%25.1%7.8%0.6%-0.3%847100.5K-1.5K0.5184.43N/AN/A995012189
2022-04-05$62.02$63.009.0%2.3%6.2%32.8%8.1%0.9%0.0%-19.6K239.5K-1.7K0.5184.06N/AN/A9950121116
2022-04-06$61.94$63.009.1%2.4%6.2%33.4%8.5%1.0%-0.0%-19.7K259.4K-1.6K0.5085.57N/AN/A10050121116
2022-04-07$61.93$63.009.1%2.4%6.2%33.5%8.3%1.0%-0.0%-19.1K255.4K-1.6K0.5085.82N/AN/A10050124116
2022-04-08$61.72$63.008.6%2.4%6.3%30.7%8.7%0.7%-0.2%-20.4K285.9K-1.6K0.5026.63N/AN/A10050124116
2022-04-11$61.60$63.0010.0%2.5%5.9%38.8%8.9%1.1%-0.3%-21.9K211.8K-1.5K0.4962.64N/AN/A10049124100
2022-04-12$61.96$63.0013.3%2.4%6.5%58.4%9.1%0.9%-0.2%-8.4K99.6K-1.4K0.6386.50N/AN/A644012484
2022-04-13$62.00$63.008.3%2.4%6.6%28.5%9.0%1.0%-0.4%-10.8K121.8K-1.5K0.5888.74N/AN/A643712893
2022-04-14$61.67$63.008.1%2.3%6.7%27.7%8.8%0.7%0.0%-19.6K183.0K-1.4K0.8633.18N/AN/A645512894
2022-04-18$61.59$63.008.2%2.3%6.5%28.1%8.7%0.5%-0.0%-2.1K135.5K-1.3K1.0289.08N/AN/A45469275
2022-04-19$61.21$63.008.4%2.4%6.1%29.1%8.7%0.4%0.0%-2.1K173.7K-1.2K1.1787.65N/AN/A48569475
2022-04-20$61.43$63.008.3%2.4%6.3%28.5%8.6%1.3%-0.0%-7.6K174.4K-1.3K1.1789.52N/AN/A48569785
2022-04-21$61.23$63.008.6%2.5%6.1%30.7%8.7%0.6%-0.3%-9.3K197.1K-1.3K1.1789.37N/AN/A48569785
2022-04-22$61.25$63.006.3%1.8%6.1%16.9%7.7%1.4%-0.2%-7.2K229.7K-8693.98115.93N/AN/A491959775
2022-04-25$61.51$63.006.8%1.9%5.9%19.6%8.6%1.0%-0.3%-89.4K329.2K-1.8K4.06114.95N/AN/A4819598214
2022-04-26$61.80$63.007.0%2.0%6.2%21.2%7.4%-0.3%-0.4%-88.0K258.2K-1.8K3.6862.80N/AN/A53195101214
2022-04-27$61.62$63.007.1%2.1%6.2%22.0%0.0%1.1%0.1%-83.7K292.2K-1.9K0.00116.98N/AN/A00106214
2022-04-28$61.48$63.007.5%2.2%6.0%24.2%9.1%1.2%-0.3%-92.5K336.6K-1.9K3.68118.55N/AN/A53195106214
2022-04-29$61.28$63.007.7%2.2%6.0%25.1%8.3%1.1%-0.9%-98.9K391.0K-1.9K3.20111.96N/AN/A61195106214