VOO Options History — February 2011

Name: VOO Options Analytics - February 2011
Creator: Options Analysis Suite

In February 2011, VOO traded between $119.76 and $121.78. ATM implied volatility averaged 14.3%. The 30-day expected move averaged 4.1%. Net GEX was positive for 0 of 5 trading days.

Notable Days

2011-02-28: Largest IV spike — 83.0% change
2011-02-22: Largest Expected Move — 5.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$120.61	$119.76	$121.78	$120.56	$121.78
ATM IV	14.3%	9.2%	19.2%	19.2%	16.9%
Expected Move	4.1%	2.6%	5.5%	5.5%	4.8%
Bid-Ask Spread %	82.40	65.78	108.74	65.78	80.98
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (5 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %
2011-02-22	$120.56	$0.00	19.2%	5.5%	0.0%	0.0%	0.0%	0.0%	0.0%	65.78
2011-02-23	$119.88	$0.00	16.1%	4.6%	0.0%	0.0%	0.0%	0.0%	0.0%	78.67
2011-02-24	$119.76	$0.00	9.9%	2.8%	0.0%	0.0%	0.0%	0.0%	0.0%	77.84
2011-02-25	$121.06	$0.00	9.2%	2.6%	0.0%	0.0%	0.0%	0.0%	0.0%	108.74
2011-02-28	$121.78	$0.00	16.9%	4.8%	0.0%	0.0%	0.0%	0.0%	0.0%	80.98