VGIT Options History — February 2024 In February 2024, VGIT traded between $58.09 and $59.52. ATM implied volatility averaged 6.4%, placing in the 7.7% IV rank vs the trailing year. The 30-day expected move averaged 1.8%. IV traded above realized volatility by 0.3% (HV 20d: 6.1%). Max pain ranged from $58.00 to $59.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 11.33.
Notable Days 2024-02-26 : Highest Volume — 91 contracts2024-02-05 : Largest IV drop — 14.5% change2024-02-01 : Highest IV Rank — 11.7%2024-02-20 : Largest Expected Move — 1.9%Monthly Statistics Metric Avg Min Max Open Close Price $58.47 $58.09 $59.52 $59.52 $58.38 Max Pain $58.30 $58.00 $59.00 $58.00 $59.00 ATM IV 6.4% 5.8% 7.3% 7.3% 6.5% Expected Move 1.8% 1.7% 1.9% 1.8% 1.9% HV 20d 6.1% 4.5% 6.5% 4.5% 6.1% HV 60d 6.0% 5.7% 6.3% 5.9% 5.7% IV Rank 7.7% 5.0% 11.7% 11.7% 8.1% IV Percentile 30.9% 8.7% 58.3% 58.3% 35.3% Term Structure -0.1% -0.6% 0.4% -0.0% -0.6% VWIV 6.7% 6.3% 7.4% 6.4% 7.4% Skew 25d -0.4% -2.7% 4.4% -1.1% 4.4% Skew 10d -0.2% -2.9% 12.8% -1.4% 12.8% Call IV 25d 7.1% 6.2% 8.2% 7.2% 6.4% Put IV 25d 6.7% 5.0% 10.9% 6.0% 10.9% Bid-Ask Spread % 126.07 115.52 138.78 126.45 119.01 Gamma HHI 0.35 0.27 0.39 0.31 0.34 Net GEX 111.7K 78.2K 158.2K 158.2K 98.6K Net DEX -329.2K -702.7K -193.5K -702.7K -231.0K Net VEX -1.7K -2.0K -1.5K -2.0K -1.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 11.33 0.00 90.00 0.00 0.13 Total Volume 12.05 0 91 14 36 Total OI 442.7 378 499 453 499
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-02-01 $59.52 $58.00 7.3% 1.8% 4.5% 11.7% 6.4% -1.1% -0.0% 158.2K -702.7K -2.0K 0.00 126.45 N/A N/A 14 0 251 202 2024-02-02 $58.97 $58.00 6.8% 1.8% 5.5% 9.5% 0.0% -0.1% -0.3% 150.9K -548.0K -2.0K 0.00 125.94 N/A N/A 20 0 255 202 2024-02-05 $58.59 $58.00 5.8% 1.8% 5.9% 5.0% 0.0% -0.9% -0.0% 128.1K -393.8K -1.8K 0.00 126.25 N/A N/A 0 0 245 202 2024-02-06 $58.84 $58.00 6.5% 1.8% 6.1% 8.2% 0.0% -0.0% -0.1% 140.8K -458.5K -1.8K 0.00 127.46 N/A N/A 0 1 245 203 2024-02-07 $58.77 $58.00 6.1% 1.7% 6.1% 6.1% 0.0% -0.4% -0.0% 140.6K -439.5K -1.8K 0.00 127.56 N/A N/A 0 3 245 204 2024-02-08 $58.63 $58.00 6.0% 1.7% 6.1% 5.9% 0.0% -0.8% 0.1% 130.6K -390.6K -1.7K 0.00 129.58 N/A N/A 0 0 245 207 2024-02-09 $58.56 $58.00 6.2% 1.8% 5.9% 6.5% 0.0% -0.9% -0.2% 126.0K -364.9K -1.7K 0.00 131.91 N/A N/A 0 0 245 207 2024-02-12 $58.61 $58.00 6.4% 1.8% 5.8% 7.4% 0.0% -0.9% -0.1% 133.2K -388.2K -1.7K 0.00 127.55 N/A N/A 0 0 245 207 2024-02-13 $58.11 $58.00 6.5% 1.9% 6.3% 8.1% 0.0% 0.8% -0.3% 94.4K -259.8K -1.5K 0.00 128.49 N/A N/A 0 1 245 207 2024-02-14 $58.30 $58.00 6.1% 1.8% 6.3% 6.3% 0.0% 0.9% 0.2% 104.5K -295.8K -1.5K 0.00 121.98 N/A N/A 0 22 245 206 2024-02-15 $58.41 $58.00 6.5% 1.9% 6.4% 7.9% 6.3% -0.0% -0.2% 86.5K -268.0K -1.8K 0.00 129.83 N/A N/A 1 0 245 228 2024-02-16 $58.20 $58.00 6.5% 1.8% 6.5% 7.8% 6.9% 1.0% 0.0% 78.2K -238.7K -1.8K 0.14 128.96 N/A N/A 14 2 246 228 2024-02-20 $58.31 $58.00 6.8% 1.9% 6.4% 9.2% 0.0% -0.8% -0.4% 95.9K -262.1K -1.8K 0.00 119.37 N/A N/A 9 0 220 158 2024-02-21 $58.20 $58.00 6.8% 1.9% 6.5% 9.1% 7.4% -0.9% -0.4% 94.6K -241.9K -1.7K 3.00 133.50 N/A N/A 1 3 229 158 2024-02-22 $58.09 $59.00 6.6% 1.9% 6.5% 8.3% 0.0% -2.7% 0.0% 86.4K -212.4K -1.7K 0.00 116.57 N/A N/A 2 0 230 160 2024-02-23 $58.30 $59.00 5.9% 1.7% 6.5% 5.4% 0.0% -1.4% 0.4% 100.6K -240.7K -1.7K 0.00 115.52 N/A N/A 0 0 230 160 2024-02-26 $58.22 $59.00 6.6% 1.9% 6.5% 8.6% 0.0% -1.3% -0.1% 96.4K -218.1K -1.6K 90.00 123.81 N/A N/A 1 90 230 160 2024-02-27 $58.17 $59.00 6.4% 1.8% 6.3% 7.5% 0.0% -1.6% 0.0% 86.7K -193.5K -1.6K 0.00 138.78 N/A N/A 0 0 230 250 2024-02-28 $58.30 $59.00 6.5% 1.9% 6.4% 8.1% 0.0% -1.8% -0.5% 101.9K -234.7K -1.6K 20.00 122.87 N/A N/A 1 20 230 250 2024-02-29 $58.38 $59.00 6.5% 1.9% 6.1% 8.1% 0.0% 4.4% -0.6% 98.6K -231.0K -1.9K 0.13 119.01 N/A N/A 32 4 229 270
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