VGIT Options History — April 2025

In April 2025, VGIT traded between $58.66 and $59.95. ATM implied volatility averaged 6.8%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 1.9%. IV traded above realized volatility by 0.4% (HV 20d: 6.3%). Max pain ranged from $58.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.25.

Notable Days

  • 2025-04-02: Highest Volume — 315 contracts
  • 2025-04-10: Largest IV spike — 70.4% change
  • 2025-04-10: Highest IV Rank — 28.8%
  • 2025-04-10: Largest Expected Move — 3.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.35$58.66$59.95$59.31$59.95
Max Pain$58.86$58.00$60.00$60.00$59.00
ATM IV6.8%4.2%10.8%4.2%6.6%
Expected Move1.9%1.4%3.1%1.5%1.9%
HV 20d6.3%4.2%7.1%4.4%6.9%
HV 60d5.1%4.4%5.3%4.4%5.3%
IV Rank13.3%3.1%28.8%3.1%12.6%
IV Percentile68.6%2.0%97.6%2.0%75.8%
Term Structure-0.3%-1.0%2.5%2.5%-1.0%
VWIV6.5%5.4%9.5%5.5%6.2%
Skew 25d-1.1%-13.6%7.5%-0.8%-0.5%
Skew 10d-0.1%-5.3%10.4%-0.2%-0.5%
Call IV 25d7.4%5.1%18.5%6.2%5.4%
Put IV 25d6.4%4.2%15.2%5.5%4.9%
Bid-Ask Spread %78.5557.82129.5263.1481.69
Gamma HHI0.450.280.720.280.43
Net GEX179.3K24.0K471.2K64.3K151.9K
Net DEX-537.7K-1.3M-156.8K-349.3K-638.4K
Net VEX-3.6K-4.2K-2.3K-2.3K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.250.0017.400.000.00
Total Volume40.6190315103
Total OI771.095587991587617

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$59.31$60.004.2%1.5%4.4%3.1%5.5%-0.8%2.5%64.3K-349.3K-2.3K0.0063.14N/AN/A100379208
2025-04-02$59.22$60.004.8%1.4%4.2%5.5%5.4%-0.9%-0.2%471.2K-628.6K-3.0K0.0059.06N/AN/A3141676208
2025-04-03$59.78$59.006.9%1.8%5.3%13.9%0.0%-0.5%-0.8%354.1K-971.3K-3.0K0.0072.37N/AN/A700538209
2025-04-04$59.89$59.007.3%1.7%5.3%15.3%7.7%-1.3%-0.4%405.9K-1.3M-3.9K0.1867.50N/AN/A6712607209
2025-04-07$59.48$59.007.4%1.9%5.6%15.9%7.0%-2.3%-1.0%324.9K-873.5K-4.0K0.27113.96N/AN/A4111612219
2025-04-08$59.45$59.009.1%2.0%5.5%22.4%9.5%-2.2%-0.8%342.6K-936.4K-4.2K0.0058.26N/AN/A250648209
2025-04-09$58.92$59.006.3%1.8%6.4%11.5%6.1%-0.3%-0.4%203.1K-460.8K-3.8K2.07108.80N/AN/A2756668209
2025-04-10$59.00$58.0010.8%3.1%6.3%28.8%0.0%0.3%-0.6%172.1K-419.8K-4.0K0.17129.52N/AN/A61644265
2025-04-11$58.66$58.006.8%2.0%6.5%13.4%5.9%-1.2%-0.7%67.6K-156.8K-4.0K0.09103.67N/AN/A111641265
2025-04-14$59.03$58.006.8%1.9%6.9%13.3%6.6%-0.1%-0.5%118.5K-343.1K-3.6K17.4074.74N/AN/A587632267
2025-04-15$59.16$58.006.2%1.8%7.0%11.2%0.0%-2.1%-0.5%140.0K-383.3K-4.0K0.3360.72N/AN/A155635352
2025-04-16$59.36$58.006.0%1.7%7.0%10.3%5.7%-0.9%-0.4%217.6K-725.1K-3.8K2.5088.23N/AN/A820634357
2025-04-17$59.28$59.005.8%1.7%7.0%9.5%5.8%-13.6%0.1%220.7K-554.8K-3.8K0.0088.71N/AN/A180630357
2025-04-21$59.16$59.006.8%1.9%7.1%13.3%6.7%-1.7%-0.6%26.9K-233.6K-3.7K0.2563.89N/AN/A82295308
2025-04-22$59.16$59.009.4%2.7%6.9%23.6%0.0%1.1%-0.5%26.6K-245.0K-3.6K0.0081.01N/AN/A70303310
2025-04-23$59.11$59.006.1%1.7%6.9%10.7%6.4%-2.4%-0.0%24.0K-228.2K-3.6K0.0057.82N/AN/A30309310
2025-04-24$59.34$59.005.8%1.7%7.0%9.7%6.3%-1.0%-0.3%58.5K-347.6K-3.4K0.0071.94N/AN/A10305310
2025-04-25$59.50$59.005.5%1.6%7.0%8.2%0.0%-0.2%0.4%106.7K-444.7K-3.2K0.0068.48N/AN/A00306310
2025-04-28$59.70$59.006.7%1.9%6.9%13.1%6.2%0.5%-0.6%129.2K-526.8K-3.1K0.0063.90N/AN/A20306310
2025-04-29$59.84$59.006.8%1.9%6.9%13.3%0.0%7.5%-0.7%139.1K-558.7K-3.4K1.6772.18N/AN/A610306310
2025-04-30$59.95$59.006.6%1.9%6.9%12.6%6.2%-0.5%-1.0%151.9K-638.4K-3.1K0.0081.69N/AN/A30307310