VGIT Options History — August 2025

In August 2025, VGIT traded between $59.55 and $60.09. ATM implied volatility averaged 5.4%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 1.3%. IV traded above realized volatility by 1.8% (HV 20d: 3.7%). Max pain ranged from $59.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.18.

Notable Days

  • 2025-08-01: Highest Volume — 30 contracts
  • 2025-08-12: Largest IV spike — 178.2% change
  • 2025-08-12: Highest IV Rank — 49.0%
  • 2025-08-13: Largest Expected Move — 2.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.74$59.55$60.09$59.75$60.09
Max Pain$59.95$59.00$60.00$59.00$60.00
ATM IV5.4%3.6%15.9%4.1%4.3%
Expected Move1.3%1.2%2.0%1.2%1.2%
HV 20d3.7%2.8%4.0%4.0%2.8%
HV 60d4.1%3.7%4.4%4.4%3.7%
IV Rank8.1%0.9%49.0%2.9%3.5%
IV Percentile28.7%1.2%98.8%5.2%8.7%
Term Structure-0.2%-4.7%1.9%1.9%0.1%
VWIV4.9%3.3%9.1%3.3%4.3%
Skew 25d-0.5%-2.8%2.9%0.4%2.9%
Skew 10d-0.1%-2.0%4.7%0.1%4.7%
Call IV 25d4.3%3.3%6.7%3.3%3.5%
Put IV 25d3.8%2.6%6.4%3.8%6.4%
Bid-Ask Spread %79.9257.56103.86103.8697.55
Gamma HHI0.440.350.630.630.46
Net GEX248.4K87.3K309.9K87.3K285.9K
Net DEX-454.9K-667.4K-268.2K-296.5K-411.4K
Net VEX-2.4K-2.9K-1.8K-1.8K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.001.000.000.05
Total Volume9.3330303023
Total OI423.429193462193450

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$59.75$59.004.1%1.2%4.0%2.9%3.3%0.4%1.9%87.3K-296.5K-1.8K0.00103.86N/AN/A30012964
2025-08-04$59.78$60.005.3%1.4%4.0%7.8%0.0%-1.9%-0.1%280.4K-667.4K-2.9K0.0070.77N/AN/A12035864
2025-08-05$59.73$60.003.6%1.4%4.0%0.9%4.9%-0.6%-0.3%303.2K-666.3K-2.9K0.0060.60N/AN/A18037064
2025-08-06$59.72$60.003.8%1.4%3.8%1.6%4.8%-1.0%-0.1%309.9K-653.4K-2.8K0.0057.56N/AN/A24037764
2025-08-07$59.70$60.004.1%1.3%3.8%3.0%0.0%-0.7%-0.1%290.6K-648.6K-2.7K0.0074.72N/AN/A0037664
2025-08-08$59.58$60.0010.4%1.3%3.8%27.6%0.0%0.2%0.2%266.0K-529.3K-2.6K0.0075.33N/AN/A0037664
2025-08-11$59.61$60.005.7%1.3%3.8%9.2%0.0%-1.5%-0.0%262.8K-544.5K-2.4K0.0081.07N/AN/A0137664
2025-08-12$59.61$60.0015.9%1.2%3.6%49.0%0.0%0.1%-0.0%260.4K-497.7K-2.3K0.1176.83N/AN/A9137665
2025-08-13$59.77$60.006.9%2.0%3.6%13.8%9.1%-2.8%-4.7%299.3K-604.2K-2.6K0.0098.18N/AN/A1038266
2025-08-14$59.64$60.004.3%1.2%3.7%3.8%0.0%0.5%0.0%268.4K-514.7K-2.3K0.0065.83N/AN/A01438266
2025-08-15$59.56$60.004.3%1.2%3.7%3.7%0.0%-0.2%-0.0%239.7K-449.1K-2.2K0.0060.95N/AN/A2038280
2025-08-18$59.55$60.004.7%1.3%3.6%5.2%4.7%-0.3%-0.1%186.1K-275.0K-2.1K0.6758.22N/AN/A3234076
2025-08-19$59.64$60.004.7%1.4%3.6%5.3%4.7%-1.7%-0.2%197.5K-300.7K-2.2K1.0070.98N/AN/A3334278
2025-08-20$59.70$60.004.5%1.3%3.4%4.6%0.0%-1.2%-0.1%206.4K-304.1K-2.2K0.0089.40N/AN/A1034581
2025-08-21$59.56$60.004.9%1.4%3.5%6.0%4.8%-0.4%-0.3%188.3K-268.2K-2.2K0.0074.03N/AN/A1034681
2025-08-22$59.84$60.004.6%1.3%3.8%4.8%4.6%-0.9%-0.1%244.7K-377.4K-2.3K0.0086.29N/AN/A10034681
2025-08-25$59.77$60.004.7%1.3%3.8%5.0%4.7%-1.3%-0.4%221.3K-318.3K-2.0K0.0092.65N/AN/A2034581
2025-08-26$59.89$60.004.4%1.2%3.6%3.9%0.0%-0.6%0.0%243.7K-365.0K-2.1K0.2594.19N/AN/A4134681
2025-08-27$59.98$60.004.5%1.3%3.5%4.7%4.6%-0.1%-0.3%284.8K-427.9K-2.2K0.0093.99N/AN/A2035082
2025-08-28$60.03$60.004.2%1.2%3.5%3.4%0.0%0.1%0.3%289.0K-434.1K-2.2K0.9395.25N/AN/A151435082
2025-08-29$60.09$60.004.3%1.2%2.8%3.5%4.3%2.9%0.1%285.9K-411.4K-2.5K0.0597.55N/AN/A22135496