VGIT Options History — April 2024

In April 2024, VGIT traded between $57.13 and $58.17. ATM implied volatility averaged 6.3%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 1.8%. IV traded above realized volatility by 0.6% (HV 20d: 5.7%). Max pain ranged from $55.00 to $59.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.15.

Notable Days

  • 2024-04-22: Highest Volume — 51 contracts
  • 2024-04-04: Largest IV spike — 9.6% change
  • 2024-04-30: Highest IV Rank — 9.1%
  • 2024-04-30: Largest Expected Move — 2.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.52$57.13$58.17$58.03$57.16
Max Pain$55.41$55.00$59.00$59.00$55.00
ATM IV6.3%5.3%7.0%5.3%7.0%
Expected Move1.8%1.5%2.0%1.5%2.0%
HV 20d5.7%4.5%6.5%4.8%5.7%
HV 60d5.4%5.1%5.6%5.1%5.2%
IV Rank6.3%2.1%9.1%2.1%9.1%
IV Percentile38.2%0.8%69.4%0.8%69.4%
Term Structure-0.3%-0.7%0.3%0.0%-0.6%
VWIV7.4%5.5%11.2%5.5%11.2%
Skew 25d-0.2%-1.5%3.7%-0.1%-0.3%
Skew 10d-0.0%-2.9%7.0%-0.5%-1.2%
Call IV 25d6.9%5.4%8.3%5.4%7.2%
Put IV 25d6.7%5.3%10.9%5.3%6.9%
Bid-Ask Spread %135.95122.55154.72127.73154.72
Gamma HHI0.230.180.390.220.20
Net GEX44.4K8.1K97.1K41.6K35.9K
Net DEX-80.9K-205.8K55.6K55.6K-64.0K
Net VEX-1.8K-2.2K-1.3K-1.7K-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.001.131.000.00
Total Volume9.727051021
Total OI529.045280647614371

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$58.03$59.005.3%1.5%4.8%2.1%0.0%-0.1%0.0%41.6K55.6K-1.7K0.00127.73N/AN/A00322292
2024-04-02$58.00$57.005.5%1.6%4.8%3.2%5.5%-0.2%-0.2%79.4K-154.3K-1.6K1.00138.16N/AN/A66322247
2024-04-03$58.03$58.005.4%1.5%4.5%2.7%0.0%0.3%0.3%80.8K-173.9K-1.5K0.00138.09N/AN/A00328253
2024-04-04$58.17$55.005.9%1.6%4.6%4.7%0.0%0.9%-0.3%97.1K-205.8K-1.5K0.00131.38N/AN/A00328253
2024-04-05$57.92$55.005.4%1.5%4.7%2.7%7.8%-0.1%-0.2%56.7K-126.0K-1.5K0.00129.52N/AN/A280328253
2024-04-08$57.80$55.005.9%1.6%4.7%4.7%0.0%-0.1%-0.2%41.8K-89.5K-1.4K0.00135.89N/AN/A03350253
2024-04-09$57.97$55.005.7%1.5%4.9%4.0%0.0%0.1%-0.1%45.4K-126.8K-1.3K0.00134.61N/AN/A50350256
2024-04-10$57.34$55.006.1%1.8%6.0%5.5%6.3%-1.2%-0.2%8.1K51.6K-1.5K0.00122.55N/AN/A100355256
2024-04-11$57.36$55.006.5%1.9%6.1%7.0%6.6%3.7%-0.4%35.0K-35.2K-1.9K0.00130.69N/AN/A110365249
2024-04-12$57.55$55.006.6%1.9%6.1%7.5%0.0%-0.9%-0.1%52.7K-96.0K-1.7K0.00132.10N/AN/A90376249
2024-04-15$57.28$55.006.9%2.0%6.2%8.6%7.3%-0.4%-0.6%40.0K-33.9K-1.8K1.13126.30N/AN/A89381249
2024-04-16$57.13$55.006.8%2.0%6.3%8.3%0.0%0.8%-0.5%35.5K14.5K-1.8K0.00139.94N/AN/A10389258
2024-04-17$57.39$55.006.8%1.9%6.5%8.1%0.0%-0.1%-0.7%52.9K-152.7K-1.9K0.00134.99N/AN/A50388251
2024-04-18$57.23$55.006.6%1.9%6.4%7.5%0.0%1.1%-0.3%37.0K-73.7K-1.9K0.00129.12N/AN/A10389251
2024-04-19$57.30$55.006.6%1.9%6.4%7.5%0.0%-1.0%-0.3%42.4K-92.5K-1.7K0.00134.46N/AN/A00390251
2024-04-22$57.30$55.006.6%1.9%6.2%7.3%7.1%-0.8%-0.1%15.1K-19.6K-1.6K0.00144.36N/AN/A510153127
2024-04-23$57.39$55.006.5%1.9%6.3%6.9%11.2%-0.5%-0.2%39.1K-110.7K-2.2K0.00140.45N/AN/A370204127
2024-04-24$57.30$55.006.7%1.9%6.3%7.7%0.0%-1.0%-0.4%35.4K-93.3K-2.2K0.00144.11N/AN/A00241127
2024-04-25$57.14$55.006.9%2.0%6.2%8.5%0.0%-1.5%-0.4%30.6K-69.1K-2.2K0.00134.49N/AN/A00241127
2024-04-26$57.22$55.006.5%1.8%6.3%6.8%0.0%-1.5%-0.0%33.4K-75.7K-2.1K0.00143.70N/AN/A30241127
2024-04-29$57.34$55.006.9%2.0%5.6%8.5%0.0%-1.3%-0.5%40.2K-108.1K-2.1K0.00143.44N/AN/A00244127
2024-04-30$57.16$55.007.0%2.0%5.7%9.1%0.0%-0.3%-0.6%35.9K-64.0K-2.0K0.00154.72N/AN/A210244127