VGIT Options History — March 2024 In March 2024, VGIT traded between $58.06 and $58.83. ATM implied volatility averaged 7.6%, placing in the 11.7% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded above realized volatility by 3.4% (HV 20d: 4.2%). Max pain ranged from $57.00 to $59.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.71.
Notable Days 2024-03-06 : Highest Volume — 69 contracts2024-03-12 : Largest IV spike — 238.5% change2024-03-12 : Highest IV Rank — 100.0%2024-03-01 : Largest Expected Move — 2.0%Monthly Statistics Metric Avg Min Max Open Close Price $58.47 $58.06 $58.83 $58.47 $58.55 Max Pain $58.20 $57.00 $59.00 $59.00 $59.00 ATM IV 7.6% 5.3% 30.1% 7.1% 5.9% Expected Move 1.7% 1.5% 2.0% 2.0% 1.7% HV 20d 4.2% 3.6% 6.0% 6.0% 3.6% HV 60d 5.1% 4.8% 5.6% 5.6% 4.8% IV Rank 11.7% 2.4% 100.0% 10.5% 4.7% IV Percentile 32.5% 2.0% 100.0% 57.5% 14.3% Term Structure -0.0% -0.8% 0.5% -0.2% -0.6% VWIV 6.2% 5.3% 7.1% 6.9% 5.3% Skew 25d 0.0% -1.1% 1.1% 0.6% 1.1% Skew 10d 1.6% -1.2% 16.1% -1.0% 16.1% Call IV 25d 6.2% 5.3% 7.1% 7.1% 6.0% Put IV 25d 6.2% 5.3% 7.7% 7.7% 7.1% Bid-Ask Spread % 128.06 115.32 135.49 115.32 135.49 Gamma HHI 0.28 0.17 0.42 0.36 0.22 Net GEX 110.7K 51.3K 222.8K 121.3K 71.1K Net DEX -224.0K -514.9K 31 -295.6K -112.0K Net VEX -2.0K -2.3K -1.8K -1.8K -1.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.00 5.63 0.00 0.00 Total Volume 13.15 0 69 3 7 Total OI 576.8 535 658 535 612
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 2024-03-01 $58.47 $59.00 7.1% 2.0% 6.0% 10.5% 6.9% 0.6% -0.2% 121.3K -295.6K -1.8K 0.00 115.32 N/A N/A 3 0 261 274 2024-03-04 $58.38 $57.00 7.4% 1.7% 5.2% 12.1% 0.0% -0.2% 0.1% 114.2K -285.9K -2.0K 0.00 115.55 N/A N/A 0 0 263 274 2024-03-05 $58.61 $57.00 7.8% 1.7% 4.9% 14.0% 0.0% -0.7% 0.5% 134.5K -334.4K -1.8K 0.00 127.51 N/A N/A 16 0 263 274 2024-03-06 $58.64 $57.00 6.0% 1.7% 4.6% 5.7% 6.0% -0.0% 0.1% 175.5K -405.7K -1.8K 0.00 128.90 N/A N/A 69 0 277 274 2024-03-07 $58.77 $57.00 7.5% 1.7% 4.7% 12.7% 0.0% -0.3% 0.1% 204.6K -490.4K -2.3K 0.00 123.79 N/A N/A 1 0 332 275 2024-03-08 $58.83 $57.00 7.0% 1.7% 4.6% 10.5% 0.0% 0.0% 0.1% 218.3K -509.6K -2.2K 0.00 128.23 N/A N/A 10 0 333 275 2024-03-11 $58.77 $57.00 8.9% 1.7% 4.6% 18.8% 7.1% -0.4% 0.4% 222.8K -514.9K -2.2K 0.00 128.51 N/A N/A 12 0 343 275 2024-03-12 $58.58 $57.00 30.1% 1.7% 4.8% 100.0% 0.0% -0.7% 0.2% 153.2K -427.5K -2.2K 0.00 132.70 N/A N/A 10 0 338 275 2024-03-13 $58.48 $57.00 6.0% 1.7% 3.6% 5.1% 5.7% 0.5% -0.2% 139.5K -367.4K -2.1K 0.00 134.03 N/A N/A 0 45 338 275 2024-03-14 $58.20 $59.00 6.1% 1.7% 3.9% 5.4% 0.0% -0.4% -0.2% 75.5K -59.0K -2.1K 0.00 127.26 N/A N/A 0 0 338 320 2024-03-15 $58.14 $59.00 5.8% 1.6% 3.8% 4.1% 6.4% 0.8% -0.1% 59.0K -36.1K -2.1K 0.00 129.45 N/A N/A 2 0 338 320 2024-03-18 $58.06 $59.00 6.1% 1.8% 3.6% 5.5% 6.1% 0.9% -0.3% 51.3K 31 -2.1K 3.00 118.34 N/A N/A 2 6 308 230 2024-03-19 $58.20 $59.00 5.8% 1.7% 3.7% 4.2% 0.0% -1.1% 0.0% 58.7K -42.6K -2.0K 0.00 123.03 N/A N/A 0 0 309 236 2024-03-20 $58.34 $59.00 5.6% 1.6% 3.7% 3.5% 0.0% 0.0% 0.1% 65.3K -68.5K -2.0K 0.00 132.78 N/A N/A 0 0 309 236 2024-03-21 $58.34 $59.00 5.3% 1.5% 3.6% 2.4% 6.1% -0.3% 0.1% 62.7K -58.3K -1.9K 0.00 129.23 N/A N/A 1 0 309 236 2024-03-22 $58.53 $59.00 5.7% 1.6% 3.6% 3.8% 5.8% 0.3% -0.2% 75.4K -126.6K -1.9K 0.90 133.38 N/A N/A 10 9 310 236 2024-03-25 $58.44 $59.00 5.8% 1.7% 3.6% 4.3% 0.0% -0.4% -0.2% 64.2K -77.1K -1.8K 0.40 130.88 N/A N/A 5 2 307 245 2024-03-26 $58.50 $59.00 5.9% 1.7% 3.6% 4.8% 0.0% -0.1% -0.8% 72.6K -117.5K -1.9K 0.00 135.44 N/A N/A 0 0 312 247 2024-03-27 $58.63 $59.00 5.4% 1.5% 3.6% 2.6% 5.3% 0.6% 0.2% 74.7K -150.8K -1.8K 5.63 131.29 N/A N/A 8 45 312 247 2024-03-28 $58.55 $59.00 5.9% 1.7% 3.6% 4.7% 0.0% 1.1% -0.6% 71.1K -112.0K -1.9K 0.00 135.49 N/A N/A 7 0 320 292
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