VGIT Options History — January 2026

In January 2026, VGIT traded between $59.67 and $60.06. ATM implied volatility averaged 4.1%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 1.0%. IV traded above realized volatility by 2.0% (HV 20d: 2.2%). Max pain ranged from $59.00 to $60.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.23.

Notable Days

  • 2026-01-15: Highest Volume — 138 contracts
  • 2026-01-12: Largest IV spike — 303.1% change
  • 2026-01-12: Highest IV Rank — 39.7%
  • 2026-01-05: Largest Expected Move — 1.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.88$59.67$60.06$59.91$59.92
Max Pain$59.60$59.00$60.00$60.00$59.00
ATM IV4.1%3.1%12.9%3.9%3.7%
Expected Move1.0%0.8%1.9%1.1%1.1%
HV 20d2.2%1.9%2.3%2.3%2.1%
HV 60d2.9%2.7%3.1%3.1%2.7%
IV Rank9.1%3.1%39.7%6.0%10.5%
IV Percentile19.7%3.2%98.4%17.1%16.7%
Term Structure1.1%-0.3%5.2%-0.1%-0.1%
VWIV3.7%2.9%4.5%4.5%3.6%
Skew 25d-0.3%-1.2%0.8%0.0%-0.3%
Skew 10d-0.4%-1.3%0.8%-0.0%-0.5%
Call IV 25d3.5%2.6%4.2%4.2%3.8%
Put IV 25d3.2%2.6%4.7%4.2%3.5%
Bid-Ask Spread %29.9411.44111.5515.4320.41
Gamma HHI0.680.540.830.620.72
Net GEX420.5K189.3K811.1K359.4K326.9K
Net DEX-591.1K-852.1K-316.0K-648.3K-544.8K
Net VEX-2.7K-3.3K-2.3K-3.1K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.001.830.000.00
Total Volume15.10138280
Total OI888.15171,1671,139570

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-01-02$59.91$60.003.9%1.1%2.3%6.0%0.0%0.0%-0.1%359.4K-648.3K-3.1K0.0015.43N/AN/A2801,05287
2026-01-05$60.00$60.005.5%1.9%2.2%11.9%4.5%0.4%-0.3%392.7K-767.9K-3.3K1.8357.39N/AN/A12221,08087
2026-01-06$59.98$60.004.0%1.1%2.1%6.5%0.0%-1.1%0.5%445.2K-702.6K-3.0K1.0011.44N/AN/A111,08069
2026-01-07$60.06$60.004.2%1.1%2.1%7.2%3.9%-0.8%0.1%450.5K-849.8K-3.2K0.1713.86N/AN/A1221,08069
2026-01-08$59.94$60.004.0%1.1%2.2%6.5%0.0%-0.1%0.2%471.4K-757.6K-3.1K0.0029.90N/AN/A601,09071
2026-01-09$59.91$60.003.2%1.0%2.0%3.4%0.0%-0.1%0.4%566.3K-662.0K-2.8K0.0014.71N/AN/A001,09271
2026-01-12$59.89$60.0012.9%1.0%2.0%39.7%3.5%-0.1%0.1%394.1K-647.3K-2.7K0.0015.78N/AN/A301,09271
2026-01-13$59.95$60.003.1%0.8%1.9%3.1%0.0%0.3%1.3%784.2K-730.9K-2.7K0.0044.26N/AN/A001,09271
2026-01-14$60.05$60.003.2%0.9%2.0%3.5%0.0%0.3%0.4%811.1K-852.1K-2.8K0.0016.73N/AN/A201,09271
2026-01-15$59.92$60.003.1%0.9%2.0%3.1%2.9%-0.0%0.3%751.1K-577.7K-2.6K0.0024.81N/AN/A13801,09071
2026-01-16$59.78$60.003.4%1.0%2.2%8.4%3.4%-0.7%0.0%446.6K-437.8K-2.3K0.0017.76N/AN/A401,09071
2026-01-20$59.67$60.003.9%1.1%2.2%11.7%3.9%-1.2%3.5%189.3K-316.0K-2.3K0.0014.67N/AN/A10048631
2026-01-21$59.77$59.003.5%1.0%2.3%9.2%3.6%-0.8%4.9%228.9K-404.8K-2.3K0.0026.73N/AN/A45050531
2026-01-22$59.73$59.003.5%1.0%2.3%9.0%0.0%-0.7%5.0%278.1K-464.6K-2.5K0.0032.16N/AN/A6053031
2026-01-23$59.80$59.003.5%1.0%2.3%8.6%0.0%-0.6%-0.0%300.2K-472.6K-2.4K0.5040.29N/AN/A2153631
2026-01-26$59.84$59.003.5%1.0%2.3%8.6%0.0%-0.3%5.2%305.2K-489.6K-2.4K0.0023.77N/AN/A4053332
2026-01-27$59.84$59.003.5%1.0%2.2%9.1%0.0%-0.5%-0.0%309.0K-489.6K-2.4K0.0024.61N/AN/A0053732
2026-01-28$59.80$59.003.1%0.9%2.2%6.3%0.0%0.8%0.9%279.9K-467.3K-2.4K0.00111.55N/AN/A0053732
2026-01-29$59.89$59.003.7%1.1%2.2%10.0%0.0%-0.3%-0.1%319.4K-538.2K-2.5K0.0042.62N/AN/A3053732
2026-01-30$59.92$59.003.7%1.1%2.1%10.5%0.0%-0.3%-0.1%326.9K-544.8K-2.4K0.0020.41N/AN/A0053832