VGIT Options History — September 2025

In September 2025, VGIT traded between $59.75 and $60.36. ATM implied volatility averaged 4.4%, placing in the 4.3% IV rank vs the trailing year. The 30-day expected move averaged 1.3%. IV traded above realized volatility by 0.8% (HV 20d: 3.6%). 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 15 of 21 days. Put/call ratio averaged 1.12.

Notable Days

  • 2025-09-24: Highest Volume — 202 contracts
  • 2025-09-25: Largest IV spike — 93.7% change
  • 2025-09-25: Highest IV Rank — 16.9%
  • 2025-09-25: Largest Expected Move — 2.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.13$59.75$60.36$59.75$60.03
Max Pain$59.62$59.00$60.00$60.00$60.00
ATM IV4.4%3.3%7.6%5.0%4.3%
Expected Move1.3%1.1%2.2%1.4%1.2%
HV 20d3.6%2.8%3.8%3.5%2.8%
HV 60d3.6%3.4%3.9%3.9%3.4%
IV Rank4.3%0.0%16.9%6.5%3.7%
IV Percentile19.3%0.0%90.5%44.0%14.3%
Term Structure-0.4%-6.9%0.5%-0.8%0.1%
VWIV4.9%3.7%11.1%4.3%4.3%
Skew 25d0.4%-5.5%6.3%-0.7%6.3%
Skew 10d0.7%-4.8%9.9%-0.7%9.9%
Call IV 25d4.3%2.3%9.3%4.3%3.8%
Put IV 25d4.6%3.3%10.1%3.7%10.1%
Bid-Ask Spread %78.2960.09104.2993.3180.43
Gamma HHI0.460.260.860.460.27
Net GEX326.9K54.4K520.2K285.7K179.1K
Net DEX-547.3K-893.6K-187.3K-383.1K-383.4K
Net VEX-2.9K-4.6K-2.1K-2.5K-4.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.008.000.000.50
Total Volume250202010
Total OI499.048298621472621

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$59.75$60.005.0%1.4%3.5%6.5%0.0%-0.7%-0.8%285.7K-383.1K-2.5K0.0093.31N/AN/A0037597
2025-09-03$59.89$60.004.8%1.4%3.6%5.7%0.0%0.1%-0.1%323.0K-464.5K-2.5K0.0090.86N/AN/A0037597
2025-09-04$60.03$59.005.0%1.3%3.6%6.4%0.0%-1.4%0.0%362.6K-536.8K-2.5K0.0063.92N/AN/A7037597
2025-09-05$60.25$59.004.3%1.2%3.8%3.7%4.3%-5.5%0.1%481.4K-727.1K-2.6K0.0074.25N/AN/A25038097
2025-09-08$60.34$59.003.3%1.2%3.7%0.0%4.3%-0.5%-0.2%516.9K-893.6K-2.7K0.0063.08N/AN/A19039897
2025-09-09$60.22$59.003.7%1.9%3.8%1.4%7.7%2.7%-3.3%433.2K-739.4K-2.4K0.0069.34N/AN/A4040097
2025-09-10$60.30$59.004.1%1.2%3.8%3.2%4.4%-1.0%-0.0%506.3K-823.5K-2.6K0.0062.85N/AN/A11040097
2025-09-11$60.34$59.003.9%1.1%3.8%2.3%3.7%-0.9%0.3%520.2K-862.6K-2.6K0.0060.09N/AN/A0140097
2025-09-12$60.23$59.004.0%1.1%3.7%2.5%0.0%-0.7%0.1%473.2K-701.5K-2.3K0.0063.15N/AN/A0040098
2025-09-15$60.31$59.003.9%1.1%3.7%2.2%3.8%-0.8%0.5%489.4K-754.4K-2.2K8.0065.73N/AN/A43240098
2025-09-16$60.36$60.007.1%2.0%3.7%14.7%0.0%3.6%0.0%470.8K-777.8K-2.4K0.0077.99N/AN/A00405130
2025-09-17$60.25$60.004.0%1.1%3.8%2.6%4.0%-0.6%0.2%427.8K-698.0K-2.3K0.0099.88N/AN/A020405130
2025-09-18$60.14$60.004.0%1.1%3.8%2.7%4.0%0.3%0.1%272.9K-454.2K-2.3K0.6079.95N/AN/A53405150
2025-09-19$60.11$60.003.9%1.1%3.7%2.2%3.9%0.6%0.1%396.6K-468.5K-2.3K2.32104.29N/AN/A2251406152
2025-09-22$60.06$60.004.0%1.1%3.4%2.6%3.9%0.1%0.2%54.4K-187.3K-2.3K2.0080.11N/AN/A24157141
2025-09-23$60.16$60.003.8%1.1%3.4%1.8%0.0%4.5%0.3%78.5K-278.1K-2.1K0.0080.38N/AN/A1000158141
2025-09-24$60.05$60.003.9%1.1%3.4%2.5%0.0%0.2%0.0%117.0K-323.9K-3.3K0.0080.88N/AN/A2020258141
2025-09-25$59.94$60.007.6%2.2%3.4%16.9%11.1%-3.9%-6.9%155.4K-339.4K-4.6K0.5092.42N/AN/A21460141
2025-09-26$59.92$60.004.2%1.2%3.4%3.5%0.0%-0.5%0.0%151.4K-316.6K-4.6K0.0080.20N/AN/A00460142
2025-09-29$60.03$60.004.1%1.2%3.5%3.3%0.0%6.1%0.3%168.8K-380.2K-4.4K0.0081.03N/AN/A00460142
2025-09-30$60.03$60.004.3%1.2%2.8%3.7%4.3%6.3%0.1%179.1K-383.4K-4.5K0.0080.43N/AN/A010479142