VGIT Options History — June 2025

In June 2025, VGIT traded between $58.70 and $59.80. ATM implied volatility averaged 5.3%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 1.5%. IV traded above realized volatility by 0.4% (HV 20d: 4.9%). Max pain ranged from $58.00 to $59.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.06.

Notable Days

2025-06-05: Highest Volume — 55 contracts
2025-06-06: Largest IV spike — 164.3% change
2025-06-06: Highest IV Rank — 26.5%
2025-06-17: Largest Expected Move — 2.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.20	$58.70	$59.80	$58.94	$59.80
Max Pain	$58.15	$58.00	$59.00	$59.00	$58.00
ATM IV	5.3%	3.8%	10.2%	5.0%	5.5%
Expected Move	1.5%	1.2%	2.3%	1.4%	1.6%
HV 20d	4.9%	4.6%	5.2%	4.8%	4.6%
HV 60d	5.7%	5.6%	5.7%	5.6%	5.6%
IV Rank	7.6%	1.9%	26.5%	6.3%	8.1%
IV Percentile	31.9%	0.8%	96.0%	24.6%	46.8%
Term Structure	0.3%	-0.3%	3.4%	0.2%	-0.3%
VWIV	5.3%	3.0%	6.2%	5.0%	5.5%
Skew 25d	-0.9%	-2.5%	0.6%	0.1%	-1.0%
Skew 10d	0.2%	-1.9%	5.4%	0.1%	-0.7%
Call IV 25d	5.2%	3.9%	5.9%	4.6%	4.9%
Put IV 25d	4.3%	3.1%	6.5%	4.7%	3.9%
Bid-Ask Spread %	69.05	53.50	85.55	85.55	75.99
Gamma HHI	0.40	0.26	0.62	0.32	0.62
Net GEX	217.9K	96.3K	303.9K	127.0K	295.1K
Net DEX	-445.8K	-608.0K	-241.0K	-294.0K	-567.2K
Net VEX	-1.9K	-2.2K	-1.5K	-2.1K	-1.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	0.50	0.00	0.00
Total Volume	10.75	0	55	6	1
Total OI	599.95	556	658	566	564

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
2025-06-02	$58.94	$59.00	5.0%	1.4%	4.8%	6.3%	5.0%	0.1%	0.2%	127.0K	-294.0K	-2.1K	0.00	85.55	N/A	N/A	0	6	306	260
2025-06-03	$58.89	$59.00	5.1%	1.5%	4.7%	7.0%	0.0%	0.4%	0.1%	110.9K	-241.0K	-2.1K	0.00	82.01	N/A	N/A	15	0	306	266
2025-06-04	$59.20	$59.00	5.1%	1.5%	5.1%	7.0%	5.1%	-0.6%	0.5%	144.5K	-427.2K	-2.2K	0.02	76.39	N/A	N/A	43	1	301	266
2025-06-05	$59.03	$58.00	3.8%	1.5%	5.1%	1.9%	5.6%	-0.4%	0.1%	202.4K	-502.5K	-2.2K	0.00	53.50	N/A	N/A	55	0	342	266
2025-06-06	$58.70	$58.00	10.2%	1.4%	5.2%	26.5%	6.2%	-0.2%	0.4%	96.3K	-243.1K	-2.2K	0.00	59.64	N/A	N/A	7	0	342	266
2025-06-09	$58.80	$58.00	4.7%	1.5%	5.2%	5.3%	5.2%	-0.1%	0.2%	173.5K	-315.2K	-2.1K	0.00	59.97	N/A	N/A	17	0	349	266
2025-06-10	$58.84	$58.00	4.9%	1.5%	4.9%	6.0%	5.3%	-0.4%	0.0%	185.0K	-326.3K	-2.0K	0.00	66.59	N/A	N/A	2	0	357	266
2025-06-11	$59.05	$58.00	4.8%	1.4%	5.1%	5.5%	0.0%	-1.4%	0.3%	251.6K	-516.2K	-1.9K	0.50	71.12	N/A	N/A	2	1	357	266
2025-06-12	$59.20	$58.00	4.9%	1.4%	5.1%	6.0%	4.9%	-1.5%	0.2%	243.2K	-592.7K	-1.9K	0.50	64.09	N/A	N/A	6	3	359	267
2025-06-13	$59.08	$58.00	5.5%	1.6%	4.8%	8.2%	0.0%	-2.0%	-0.3%	240.9K	-493.8K	-2.0K	0.00	62.31	N/A	N/A	4	0	357	270
2025-06-16	$58.98	$58.00	5.0%	1.4%	4.9%	6.5%	0.0%	-1.6%	0.2%	281.0K	-437.3K	-1.7K	0.00	80.51	N/A	N/A	0	21	361	270
2025-06-17	$59.16	$58.00	8.0%	2.3%	5.0%	18.0%	5.9%	0.6%	0.3%	251.0K	-524.0K	-2.2K	0.00	76.79	N/A	N/A	4	0	361	290
2025-06-18	$59.16	$58.00	4.9%	1.4%	5.0%	6.0%	0.0%	-1.7%	0.4%	303.9K	-545.2K	-1.9K	0.00	68.62	N/A	N/A	1	0	365	290
2025-06-20	$59.25	$58.00	4.8%	1.4%	4.7%	5.4%	6.0%	-1.9%	0.2%	274.1K	-608.0K	-1.8K	0.00	62.41	N/A	N/A	6	0	368	290
2025-06-23	$59.41	$58.00	4.0%	1.2%	4.7%	2.6%	5.6%	-2.5%	0.3%	166.8K	-372.4K	-1.7K	0.00	69.60	N/A	N/A	14	0	280	276
2025-06-24	$59.56	$58.00	4.4%	1.3%	4.8%	4.0%	0.0%	-1.7%	3.4%	235.7K	-439.5K	-1.6K	0.00	78.89	N/A	N/A	5	0	282	276
2025-06-25	$59.61	$58.00	5.3%	1.5%	4.7%	7.7%	3.0%	-0.5%	0.3%	241.6K	-463.0K	-1.6K	0.00	62.28	N/A	N/A	1	0	287	276
2025-06-26	$59.72	$58.00	5.3%	1.5%	4.7%	7.4%	0.0%	-1.4%	0.0%	269.7K	-537.9K	-1.6K	0.00	62.69	N/A	N/A	0	0	288	276
2025-06-27	$59.66	$58.00	5.1%	1.5%	4.6%	6.7%	0.0%	-0.4%	0.1%	264.5K	-468.6K	-1.6K	0.00	62.12	N/A	N/A	0	0	288	276
2025-06-30	$59.80	$58.00	5.5%	1.6%	4.6%	8.1%	5.5%	-1.0%	-0.3%	295.1K	-567.2K	-1.5K	0.00	75.99	N/A	N/A	1	0	288	276