VGIT Options History — March 2026

In March 2026, VGIT traded between $59.09 and $60.28. ATM implied volatility averaged 5.7%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 1.6%. IV traded above realized volatility by 1.2% (HV 20d: 4.4%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.48.

Notable Days

  • 2026-03-11: Highest Volume — 155 contracts
  • 2026-03-03: Largest IV spike — 38.2% change
  • 2026-03-26: Highest IV Rank — 44.8%
  • 2026-03-23: Largest Expected Move — 3.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.70$59.09$60.28$60.28$59.61
Max Pain$60.00$60.00$60.00$60.00$60.00
ATM IV5.7%3.2%8.4%3.2%5.6%
Expected Move1.6%0.7%3.6%0.9%1.6%
HV 20d4.4%4.0%4.9%4.7%4.8%
HV 60d3.5%3.2%4.0%3.2%4.0%
IV Rank24.7%6.4%44.8%6.4%24.2%
IV Percentile69.9%6.3%95.2%6.3%79.8%
Term Structure-0.1%-6.2%6.5%0.5%0.0%
VWIV5.5%3.4%8.0%3.4%3.7%
Skew 25d1.3%-5.3%8.4%-0.6%2.1%
Skew 10d0.3%-6.1%14.0%0.2%2.9%
Call IV 25d5.3%3.1%9.8%3.5%3.9%
Put IV 25d6.6%2.9%13.0%2.9%6.0%
Bid-Ask Spread %22.3510.1459.9241.2312.33
Gamma HHI0.420.350.480.420.43
Net GEX236.7K178.7K313.5K313.5K256.6K
Net DEX-470.9K-864.0K-202.3K-856.3K-460.7K
Net VEX-4.5K-5.5K-3.4K-3.4K-4.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.002.330.180.00
Total Volume26.95501558513
Total OI833.409653929653895

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$60.28$60.003.2%0.9%4.7%6.4%3.4%-0.6%0.5%313.5K-856.3K-3.4K0.1841.23N/AN/A721358667
2026-03-03$60.22$60.004.4%1.3%4.3%15.3%4.4%-5.3%-0.3%309.4K-864.0K-3.7K2.3341.06N/AN/A307061580
2026-03-04$60.13$60.003.9%1.1%4.4%11.4%0.0%0.4%0.1%252.1K-662.0K-3.7K0.0024.56N/AN/A200605103
2026-03-05$60.00$60.004.3%1.2%4.5%14.4%4.2%-1.3%-0.1%253.0K-616.7K-3.9K0.0022.22N/AN/A100625103
2026-03-06$60.00$60.005.1%1.4%4.2%21.0%4.8%-0.4%-0.4%242.3K-586.2K-4.0K1.5459.92N/AN/A1320625103
2026-03-09$60.11$60.004.7%1.4%4.2%17.9%0.0%-1.2%-0.3%209.7K-634.5K-4.0K0.0022.87N/AN/A100630122
2026-03-10$59.98$60.004.3%2.0%4.3%14.6%8.0%1.5%6.5%211.1K-544.2K-4.0K0.0031.41N/AN/A029635122
2026-03-11$59.83$60.004.9%1.4%4.3%18.9%4.9%-0.4%0.3%178.7K-375.2K-3.8K0.0111.73N/AN/A1532635125
2026-03-12$59.63$60.005.9%0.0%4.4%26.4%0.0%-1.5%-0.6%250.6K-480.5K-5.5K0.0012.34N/AN/A00785126
2026-03-13$59.63$60.005.6%0.7%4.1%24.2%6.1%0.6%-0.3%215.9K-378.8K-5.2K2.0017.99N/AN/A24780126
2026-03-16$59.80$60.005.4%1.5%4.0%22.8%0.0%4.7%-0.1%249.3K-486.8K-5.1K0.0025.34N/AN/A00782126
2026-03-17$59.88$60.005.0%1.3%4.1%19.9%0.0%1.4%0.1%259.5K-531.6K-5.1K0.0023.31N/AN/A00782126
2026-03-18$59.66$60.005.5%1.4%4.2%23.5%5.0%0.9%-0.1%240.8K-334.1K-4.8K0.0016.37N/AN/A340782126
2026-03-19$59.63$60.006.0%0.7%4.2%27.2%5.6%2.7%2.8%258.8K-444.1K-5.1K0.0016.20N/AN/A044806123
2026-03-20$59.28$60.007.1%2.1%4.6%35.2%6.9%6.9%-0.5%213.3K-236.1K-4.7K0.0019.73N/AN/A05806120
2026-03-23$59.42$60.007.3%3.6%4.5%36.7%0.0%1.6%-6.2%234.3K-394.4K-4.6K1.1414.62N/AN/A7876199
2026-03-24$59.23$60.007.2%2.1%4.6%36.0%6.0%1.4%-0.8%199.3K-202.3K-4.4K0.0023.97N/AN/A10763107
2026-03-25$59.41$60.006.9%2.2%4.8%33.8%0.0%0.5%-1.0%223.5K-337.8K-4.6K0.0012.78N/AN/A100763107
2026-03-26$59.09$60.008.4%2.4%4.9%44.8%0.0%8.4%-1.1%194.8K-243.9K-4.6K0.0010.14N/AN/A100773107
2026-03-27$59.16$60.007.4%2.1%4.7%37.4%7.2%1.0%-0.5%204.7K-262.1K-4.5K0.4019.68N/AN/A52783107
2026-03-30$59.45$60.006.5%1.9%4.6%30.8%6.6%4.9%-0.4%235.4K-427.1K-4.7K0.0012.01N/AN/A60784109
2026-03-31$59.61$60.005.6%1.6%4.8%24.2%3.7%2.1%0.0%256.6K-460.7K-4.6K0.0012.33N/AN/A130786109