VGIT Options History — July 2025

In July 2025, VGIT traded between $58.97 and $59.50. ATM implied volatility averaged 4.5%, placing in the 4.4% IV rank vs the trailing year. The 30-day expected move averaged 1.3%. IV traded above realized volatility by 0.6% (HV 20d: 3.9%). Max pain ranged from $59.00 to $59.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.40.

Notable Days

  • 2025-07-15: Highest Volume — 61 contracts
  • 2025-07-11: Largest IV spike — 63.3% change
  • 2025-07-11: Highest IV Rank — 14.7%
  • 2025-07-11: Largest Expected Move — 2.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.27$58.97$59.50$59.48$59.38
Max Pain$59.00$59.00$59.00$59.00$59.00
ATM IV4.5%3.5%7.1%4.0%3.5%
Expected Move1.3%1.0%2.0%1.2%1.0%
HV 20d3.9%3.5%4.6%4.6%3.5%
HV 60d4.7%4.3%5.4%5.4%4.3%
IV Rank4.4%0.4%14.7%2.6%0.7%
IV Percentile14.3%0.4%83.7%2.4%0.8%
Term Structure0.2%-2.8%1.7%0.2%1.7%
VWIV6.5%4.1%20.8%4.1%20.8%
Skew 25d-0.1%-5.6%2.5%-1.1%2.3%
Skew 10d0.0%-5.9%4.2%-0.5%3.6%
Call IV 25d4.4%2.8%9.8%4.1%2.8%
Put IV 25d4.4%3.0%6.2%3.0%5.2%
Bid-Ask Spread %86.5369.28117.3573.3898.23
Gamma HHI0.540.360.670.640.59
Net GEX142.7K63.5K276.3K268.5K71.9K
Net DEX-208.2K-368.3K-75.5K-368.3K-186.2K
Net VEX-1.6K-1.9K-1.0K-1.5K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.001.361.360.00
Total Volume7.727061520
Total OI430.227188650551193

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-07-01$59.48$59.004.0%1.2%4.6%2.6%4.1%-1.1%0.2%268.5K-368.3K-1.5K1.3673.38N/AN/A2230275276
2025-07-02$59.41$59.004.9%1.4%4.6%5.8%0.0%-0.3%0.7%252.3K-335.6K-1.5K0.0069.28N/AN/A00280300
2025-07-03$59.25$59.003.6%1.3%4.3%0.9%0.0%-0.7%0.1%210.5K-227.4K-1.4K0.0072.05N/AN/A00280300
2025-07-07$59.17$59.003.5%1.3%4.2%0.4%4.6%-0.9%-0.2%166.7K-167.0K-1.1K0.0883.60N/AN/A131280300
2025-07-08$59.11$59.004.7%2.0%3.7%5.1%6.2%2.5%-2.8%139.2K-201.8K-1.4K0.00103.28N/AN/A01281301
2025-07-09$59.31$59.004.5%1.3%3.8%4.5%4.5%1.5%0.1%201.3K-273.0K-1.4K0.0091.75N/AN/A01281302
2025-07-10$59.28$59.004.4%1.2%3.8%3.9%4.4%-5.6%0.4%194.7K-246.2K-1.3K1.0093.23N/AN/A11281303
2025-07-11$59.14$59.007.1%2.0%3.8%14.7%0.0%1.3%-0.0%137.9K-132.2K-1.1K1.0093.01N/AN/A22280304
2025-07-14$59.14$59.004.9%1.4%3.6%6.0%0.0%-1.0%-0.1%136.2K-132.2K-1.1K0.7574.99N/AN/A43282306
2025-07-15$58.97$59.004.9%1.4%3.7%6.1%4.9%-0.1%-0.1%173.0K-75.5K-1.0K0.0088.39N/AN/A610283303
2025-07-16$59.13$59.004.8%1.4%3.8%5.4%4.8%-1.4%0.1%192.2K-258.5K-1.9K0.33117.35N/AN/A31343303
2025-07-17$59.09$59.004.5%1.3%3.6%4.4%4.5%0.2%0.4%276.3K-263.4K-1.9K0.2294.32N/AN/A92346303
2025-07-18$59.22$59.004.6%1.3%3.7%4.8%0.0%-1.0%-0.2%173.4K-301.1K-1.9K0.0076.37N/AN/A00347303
2025-07-21$59.39$59.004.6%1.3%3.8%4.9%0.0%-0.9%0.1%63.5K-186.7K-1.9K0.0076.57N/AN/A3012464
2025-07-22$59.47$59.004.7%1.4%3.7%5.4%0.0%-0.7%0.0%73.0K-209.7K-1.9K0.0073.32N/AN/A0012764
2025-07-23$59.33$59.004.6%1.3%3.7%4.8%0.0%-0.7%0.3%66.2K-169.9K-1.9K0.0075.64N/AN/A0012764
2025-07-24$59.23$59.004.7%1.4%3.7%5.3%0.0%0.8%0.0%64.0K-150.4K-1.8K0.0090.47N/AN/A0012764
2025-07-25$59.34$59.004.2%1.2%3.7%3.4%20.8%1.5%0.5%67.9K-168.0K-1.8K0.0091.71N/AN/A1012764
2025-07-28$59.27$59.004.4%1.3%3.7%3.9%0.0%1.5%0.2%66.1K-155.3K-1.8K0.0097.01N/AN/A8012864
2025-07-29$59.50$59.003.8%1.1%3.9%1.8%0.0%-0.5%1.6%72.5K-202.1K-1.8K0.0072.39N/AN/A1012864
2025-07-30$59.34$59.003.8%1.1%3.5%1.8%0.0%1.7%1.0%71.9K-170.1K-1.7K0.0097.26N/AN/A0012964
2025-07-31$59.38$59.003.5%1.0%3.5%0.7%0.0%2.3%1.7%71.9K-186.2K-1.8K0.0098.23N/AN/A0012964