VNQ Options History — April 2026

In April 2026, VNQ traded between $89.16 and $90.24. ATM implied volatility averaged 18.4%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded below realized volatility by 0.6% (HV 20d: 19.0%). Max pain ranged from $89.00 to $90.00. Net GEX was positive for 1 of 2 trading days. Term structure was in contango for 1 of 2 days. Put/call ratio averaged 0.51.

Notable Days

  • 2026-04-02: Highest Volume — 658 contracts
  • 2026-04-02: Largest IV drop — 5.3% change
  • 2026-04-01: Highest IV Rank — 19.4%
  • 2026-04-01: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$89.70$89.16$90.24$89.16$90.24
Max Pain$89.50$89.00$90.00$90.00$89.00
ATM IV18.4%17.9%18.9%18.9%17.9%
Expected Move5.3%5.1%5.4%5.4%5.1%
HV 20d19.0%18.7%19.3%18.7%19.3%
HV 60d14.9%14.8%15.0%14.8%15.0%
IV Rank17.9%16.4%19.4%19.4%16.4%
IV Percentile76.8%72.6%81.0%81.0%72.6%
Term Structure0.1%0.0%0.2%0.2%0.0%
VWIV18.7%17.4%19.9%19.9%17.4%
Skew 25d5.1%4.7%5.4%4.7%5.4%
Skew 10d13.8%11.0%16.5%16.5%11.0%
Call IV 25d16.2%15.5%16.9%16.9%15.5%
Put IV 25d21.2%20.9%21.6%21.6%20.9%
Bid-Ask Spread %40.5339.6041.4741.4739.60
Gamma HHI0.090.090.100.090.10
Net GEX-379.0K-811.5K53.5K-811.5K53.5K
Net DEX25.8M21.9M29.8M29.8M21.9M
Net VEX-504.8K-524.5K-485.1K-485.1K-524.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.470.540.540.47
Total Volume486.5315658315658
Total OI37,17037,12037,22037,12037,220

Daily Data (2 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-04-01$89.16$90.0018.9%5.4%18.7%19.4%19.9%4.7%0.2%-811.5K29.8M-485.1K0.5441.47N/AN/A20411121,41715,703
2026-04-02$90.24$89.0017.9%5.1%19.3%16.4%17.4%5.4%0.0%53.5K21.9M-524.5K0.4739.60N/AN/A44721121,48815,732