VGIT Options History — January 2025

In January 2025, VGIT traded between $57.44 and $58.33. ATM implied volatility averaged 7.8%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 1.4%. IV traded above realized volatility by 3.5% (HV 20d: 4.3%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 1.57.

Notable Days

  • 2025-01-21: Highest Volume — 104 contracts
  • 2025-01-10: Largest IV spike — 299.8% change
  • 2025-01-14: Highest IV Rank — 95.9%
  • 2025-01-14: Largest Expected Move — 1.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.97$57.44$58.33$58.01$58.22
Max Pain$58.00$58.00$58.00$58.00$58.00
ATM IV7.8%4.4%29.0%5.3%5.0%
Expected Move1.4%1.3%1.5%1.5%1.4%
HV 20d4.3%3.5%5.0%3.9%4.4%
HV 60d4.3%4.1%4.5%4.1%4.4%
IV Rank14.7%1.6%95.9%5.2%3.8%
IV Percentile20.8%0.8%99.6%15.5%13.5%
Term Structure0.1%-0.3%0.5%-0.2%0.0%
VWIV4.8%4.6%5.0%4.7%5.0%
Skew 25d0.8%-1.2%11.5%0.8%0.6%
Skew 10d0.4%-1.3%6.3%0.9%0.2%
Call IV 25d4.0%3.2%5.4%3.9%3.8%
Put IV 25d4.8%3.4%16.4%4.8%4.4%
Bid-Ask Spread %119.6199.01131.37123.55124.59
Gamma HHI0.380.190.540.280.54
Net GEX46.4K-53.5K184.5K-28.7K180.6K
Net DEX-74.8K-452.0K196.7K79.9K-357.1K
Net VEX-2.2K-2.8K-1.6K-1.6K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.570.0010.000.000.00
Total Volume10.95010452
Total OI609.75378745687508

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$58.01$58.005.3%1.5%3.9%5.2%0.0%0.8%-0.2%-28.7K79.9K-1.6K0.00123.55N/AN/A50526161
2025-01-03$57.93$58.004.8%1.4%3.7%2.9%4.7%0.3%0.2%-35.4K85.2K-1.7K0.00122.27N/AN/A05531161
2025-01-06$57.91$58.005.2%1.4%3.7%4.6%0.0%-1.0%0.2%-47.5K114.2K-1.7K0.0099.01N/AN/A100532166
2025-01-07$57.78$58.004.4%1.4%3.5%1.6%0.0%11.5%0.2%-53.5K141.1K-1.7K0.00118.48N/AN/A10542166
2025-01-08$57.84$58.004.9%1.4%3.6%3.6%0.0%-0.3%-0.3%-51.8K126.7K-1.7K0.00102.90N/AN/A60543166
2025-01-10$57.50$58.0019.7%1.4%4.0%60.1%0.0%0.3%-0.0%-35.4K175.3K-2.0K10.00109.70N/AN/A220549166
2025-01-13$57.44$58.0025.7%1.5%4.0%83.3%0.0%0.0%0.1%-37.1K196.7K-2.1K0.00110.28N/AN/A00551171
2025-01-14$57.47$58.0029.0%1.5%4.0%95.9%0.0%0.3%-0.2%-38.2K192.1K-2.0K0.00109.33N/AN/A011551171
2025-01-15$57.89$58.004.9%1.4%4.9%3.4%4.9%-0.1%0.2%-43.5K125.9K-1.9K0.00114.31N/AN/A80551176
2025-01-16$58.03$58.004.9%1.4%5.0%3.5%0.0%-1.2%0.2%-9.0K35.3K-2.0K0.00123.87N/AN/A100559176
2025-01-17$58.02$58.004.9%1.4%5.0%3.4%0.0%0.4%0.1%-9.0K60.9K-2.0K0.00127.14N/AN/A130569176
2025-01-21$58.11$58.004.9%1.4%4.5%3.4%4.9%0.9%0.2%-17.4K27.7K-2.0K0.04131.37N/AN/A1004263115
2025-01-22$58.03$58.004.9%1.4%4.5%3.5%0.0%0.3%-0.2%142.2K-277.5K-2.8K0.00126.16N/AN/A00371115
2025-01-23$57.95$58.004.6%1.3%4.4%2.4%4.6%-0.2%0.2%150.7K-227.5K-2.7K0.00129.67N/AN/A70371115
2025-01-24$58.03$58.004.7%1.3%4.3%2.6%0.0%0.5%0.1%163.5K-265.5K-2.8K0.00126.38N/AN/A00378115
2025-01-27$58.33$58.004.7%1.3%4.5%2.6%5.0%-1.1%0.3%158.4K-422.3K-2.7K0.33113.44N/AN/A31378115
2025-01-28$58.30$58.004.6%1.3%4.5%2.4%0.0%1.1%0.2%175.0K-429.2K-2.7K0.00126.81N/AN/A00381116
2025-01-29$58.25$58.004.5%1.3%4.5%2.1%0.0%0.9%0.5%179.5K-425.3K-2.6K0.00126.23N/AN/A00381116
2025-01-30$58.33$58.004.8%1.4%4.3%3.0%0.0%1.2%0.1%184.5K-452.0K-2.6K10.00126.66N/AN/A110381116
2025-01-31$58.22$58.005.0%1.4%4.4%3.8%0.0%0.6%0.0%180.6K-357.1K-2.8K0.00124.59N/AN/A20382126