VGIT Options History — November 2024 In November 2024, VGIT traded between $58.22 and $59.03. ATM implied volatility averaged 6.2%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 1.8%. IV traded above realized volatility by 1.6% (HV 20d: 4.6%). Max pain ranged from $58.00 to $59.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 5.81.
Notable Days 2024-11-01 : Highest Volume — 127 contracts2024-11-26 : Largest IV spike — 98.9% change2024-11-26 : Highest IV Rank — 27.8%2024-11-26 : Largest Expected Move — 3.2%Monthly Statistics Metric Avg Min Max Open Close Price $58.48 $58.22 $59.03 $58.41 $59.03 Max Pain $58.70 $58.00 $59.00 $59.00 $58.00 ATM IV 6.2% 4.0% 11.2% 7.7% 5.7% Expected Move 1.8% 1.6% 3.2% 2.2% 1.6% HV 20d 4.6% 3.6% 5.3% 3.6% 5.3% HV 60d 4.1% 3.9% 4.2% 3.9% 4.2% IV Rank 8.0% 0.0% 27.8% 12.4% 6.7% IV Percentile 34.1% 0.0% 98.4% 89.3% 25.4% Term Structure -0.7% -10.9% 0.3% -1.5% -0.3% VWIV 6.1% 5.6% 7.4% 7.4% 5.8% Skew 25d -0.6% -8.2% 4.2% 0.1% 0.1% Skew 10d 0.4% -2.0% 12.1% -0.7% -0.0% Call IV 25d 6.2% 4.3% 13.5% 7.1% 4.4% Put IV 25d 5.6% 3.7% 9.9% 7.2% 4.6% Bid-Ask Spread % 104.29 87.28 128.61 97.94 128.61 Gamma HHI 0.28 0.18 0.41 0.30 0.26 Net GEX 82.8K -42.7K 248.1K 72.2K 100.3K Net DEX 98.7K -226.9K 382.2K 187.4K -226.9K Net VEX -2.8K -3.6K -2.4K -3.1K -2.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.81 0.00 50.00 0.00 0.00 Total Volume 25.45 0 127 127 0 Total OI 905.05 738 1,074 860 792
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 2024-11-01 $58.41 $59.00 7.7% 2.2% 3.6% 12.4% 7.4% 0.1% -1.5% 72.2K 187.4K -3.1K 0.00 97.94 N/A N/A 127 0 632 228 2024-11-04 $58.61 $59.00 8.4% 1.8% 3.9% 15.3% 6.6% -0.4% -0.2% 248.1K -98.1K -3.6K 35.00 87.28 N/A N/A 2 70 734 228 2024-11-05 $58.61 $59.00 8.1% 1.8% 3.9% 13.9% 0.0% -0.0% -0.1% 223.1K -43.8K -3.6K 0.00 92.81 N/A N/A 2 0 735 263 2024-11-06 $58.25 $59.00 5.5% 1.7% 4.3% 3.8% 5.8% -0.6% -0.3% 92.2K 294.8K -2.8K 50.00 89.30 N/A N/A 1 50 736 263 2024-11-07 $58.55 $59.00 4.0% 1.6% 4.8% 0.0% 5.6% 0.2% -0.1% 187.9K 124.0K -3.0K 0.48 104.04 N/A N/A 21 10 735 260 2024-11-08 $58.58 $59.00 4.3% 1.6% 4.8% 1.4% 0.0% 1.4% -0.1% 210.8K -103.0K -3.2K 0.00 103.77 N/A N/A 0 25 754 250 2024-11-11 $58.45 $59.00 5.8% 1.7% 4.8% 7.0% 0.0% 0.3% -0.1% 159.6K 88.6K -3.2K 0.00 105.53 N/A N/A 45 0 754 275 2024-11-12 $58.22 $59.00 5.4% 1.7% 4.7% 5.6% 0.0% -1.1% -0.0% 67.7K 306.9K -2.7K 0.00 88.83 N/A N/A 0 0 799 274 2024-11-13 $58.26 $59.00 5.6% 1.6% 4.7% 6.2% 0.0% -0.6% -0.0% 32.7K 335.3K -2.6K 0.00 102.67 N/A N/A 0 0 799 274 2024-11-14 $58.22 $59.00 5.5% 1.6% 4.6% 5.9% 0.0% -0.8% 0.1% -42.7K 382.2K -2.5K 0.40 104.11 N/A N/A 5 2 799 274 2024-11-15 $58.30 $59.00 5.7% 1.6% 4.6% 6.5% 5.6% -0.9% 0.1% 105.5K 91.0K -2.6K 1.25 100.73 N/A N/A 8 10 801 273 2024-11-18 $58.36 $59.00 5.7% 1.6% 4.4% 6.7% 0.0% -0.4% 0.0% -25.7K 255.7K -2.5K 0.00 103.52 N/A N/A 3 0 515 223 2024-11-19 $58.44 $59.00 6.1% 1.8% 4.5% 8.1% 5.8% 0.1% -0.4% -18.8K 222.8K -2.5K 0.00 104.74 N/A N/A 8 0 516 223 2024-11-20 $58.39 $59.00 5.7% 1.6% 4.5% 6.7% 5.7% -8.2% 0.1% -18.6K 237.7K -2.5K 0.00 115.26 N/A N/A 48 0 524 223 2024-11-21 $58.34 $58.00 5.7% 1.6% 4.4% 6.4% 0.0% 4.2% -0.0% 27.0K 111.0K -2.7K 0.00 110.75 N/A N/A 2 0 564 223 2024-11-22 $58.36 $58.00 5.5% 1.6% 4.4% 6.0% 6.4% -1.2% 0.1% 31.3K 91.4K -2.6K 0.00 102.65 N/A N/A 15 0 564 223 2024-11-25 $58.75 $58.00 5.7% 1.6% 5.1% 6.4% 6.5% 0.9% 0.3% 81.3K -144.0K -2.7K 0.00 105.92 N/A N/A 49 0 576 223 2024-11-26 $58.70 $58.00 11.2% 3.2% 5.1% 27.8% 0.0% -3.1% -10.9% 52.1K -27.5K -2.6K 0.00 127.69 N/A N/A 0 0 563 223 2024-11-27 $58.84 $58.00 5.8% 1.7% 5.1% 6.8% 5.8% -1.2% -0.1% 70.4K -111.1K -2.5K 0.00 109.64 N/A N/A 6 0 563 223 2024-11-29 $59.03 $58.00 5.7% 1.6% 5.3% 6.7% 0.0% 0.1% -0.3% 100.3K -226.9K -2.4K 0.00 128.61 N/A N/A 0 0 569 223
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