VOO Options History — February 2019

In February 2019, VOO traded between $247.88 and $257.23. ATM implied volatility averaged 13.0%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 1.6% (HV 20d: 11.4%). Max pain ranged from $240.00 to $260.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.94.

Notable Days

2019-02-15: Highest Volume — 833 contracts
2019-02-13: Largest IV drop — 8.5% change
2019-02-07: Highest IV Rank — 29.9%
2019-02-07: Largest Expected Move — 4.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$252.96	$247.88	$257.23	$248.16	$256.16
Max Pain	$255.26	$240.00	$260.00	$240.00	$255.00
ATM IV	13.0%	12.0%	14.6%	13.0%	12.6%
Expected Move	3.8%	3.5%	4.2%	4.0%	3.6%
HV 20d	11.4%	8.3%	14.9%	14.9%	8.3%
HV 60d	20.5%	19.4%	21.5%	21.5%	19.4%
IV Rank	23.9%	20.2%	29.9%	24.0%	22.3%
IV Percentile	45.4%	38.9%	55.6%	44.4%	44.0%
Term Structure	0.3%	-0.2%	1.0%	0.7%	-0.2%
VWIV	13.4%	9.1%	19.1%	12.9%	12.8%
Skew 25d	4.3%	3.4%	5.4%	5.1%	3.8%
Skew 10d	9.4%	7.0%	12.7%	12.1%	9.3%
Call IV 25d	11.4%	10.2%	13.5%	12.2%	10.6%
Put IV 25d	15.7%	13.7%	17.8%	17.3%	14.4%
Bid-Ask Spread %	85.62	81.42	92.11	84.63	92.11
Gamma HHI	0.25	0.16	0.64	0.21	0.22
Net GEX	3.4M	2.7M	8.2M	2.9M	2.9M
Net DEX	-26.7M	-35.4M	-17.7M	-22.2M	-27.6M
Net VEX	-111.5K	-132.3K	-93.4K	-107.5K	-130.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.94	0.18	2.44	0.86	1.13
Total Volume	287.053	40	833	397	362
Total OI	4,709.947	4,316	5,047	4,361	5,030

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2019-02-01	$248.16	$240.00	13.0%	4.0%	14.9%	24.0%	12.9%	5.1%	0.7%	2.9M	-22.2M	-107.5K	0.86	84.63	214	183	2,883	1,478
2019-02-04	$249.42	$245.00	12.7%	3.9%	11.7%	22.7%	9.1%	5.3%	1.0%	3.2M	-23.3M	-100.7K	2.44	82.57	27	66	2,889	1,507
2019-02-05	$251.10	$260.00	12.8%	4.1%	11.5%	23.1%	12.2%	4.3%	0.3%	3.3M	-24.9M	-101.2K	0.98	86.01	142	139	2,894	1,607
2019-02-06	$250.63	$260.00	13.8%	3.9%	11.6%	26.8%	16.1%	4.5%	0.4%	3.4M	-24.9M	-100.2K	1.00	86.00	69	69	2,975	1,627
2019-02-07	$248.07	$260.00	14.6%	4.2%	12.5%	29.9%	18.2%	4.4%	-0.0%	3.1M	-18.8M	-101.0K	1.29	88.76	109	141	2,999	1,675
2019-02-08	$247.88	$260.00	13.7%	3.9%	12.5%	26.7%	19.1%	5.1%	0.6%	3.0M	-17.7M	-102.9K	1.23	84.10	111	136	3,030	1,731
2019-02-11	$248.72	$260.00	14.4%	4.1%	12.5%	29.3%	0.0%	5.4%	-0.2%	3.5M	-20.7M	-96.1K	2.08	87.86	13	27	3,035	1,754
2019-02-12	$251.82	$260.00	13.6%	3.9%	12.7%	26.4%	12.8%	4.1%	0.4%	3.8M	-29.0M	-93.4K	0.26	82.90	286	73	3,041	1,767
2019-02-13	$253.00	$255.00	12.5%	3.6%	12.4%	21.9%	12.8%	3.9%	0.6%	4.4M	-32.4M	-97.2K	0.39	81.58	188	74	3,220	1,799
2019-02-14	$252.85	$255.00	12.6%	3.6%	12.5%	22.4%	14.5%	4.4%	0.8%	3.3M	-31.1M	-98.6K	0.88	81.42	93	82	3,209	1,817
2019-02-15	$254.87	$255.00	12.9%	3.7%	12.6%	23.4%	12.1%	4.5%	-0.1%	8.2M	-35.4M	-96.1K	0.18	83.74	705	128	3,219	1,828
2019-02-19	$255.83	$255.00	12.3%	3.5%	12.0%	21.4%	13.3%	3.9%	0.9%	2.7M	-27.3M	-120.3K	1.05	83.38	75	79	2,892	1,424
2019-02-20	$255.88	$255.00	12.1%	3.5%	9.9%	20.5%	11.9%	3.6%	0.4%	2.8M	-27.0M	-123.2K	0.63	86.42	191	120	2,945	1,476
2019-02-21	$254.61	$255.00	12.5%	3.6%	10.3%	22.0%	14.7%	4.2%	0.3%	2.7M	-24.5M	-125.3K	1.03	85.91	172	177	3,043	1,499
2019-02-22	$256.34	$255.00	12.0%	3.5%	10.4%	20.2%	12.7%	3.5%	0.5%	3.0M	-28.6M	-132.3K	0.66	88.08	233	153	3,139	1,574
2019-02-25	$257.23	$255.00	12.8%	3.7%	10.1%	23.1%	12.2%	3.8%	-0.0%	3.1M	-31.5M	-130.9K	0.42	86.98	182	76	3,182	1,609
2019-02-26	$257.14	$255.00	12.9%	3.7%	9.3%	23.6%	11.5%	3.9%	-0.2%	3.0M	-30.9M	-131.5K	0.27	86.33	184	50	3,174	1,638
2019-02-27	$256.53	$255.00	13.0%	3.7%	9.4%	23.8%	12.2%	3.4%	-0.0%	3.1M	-30.1M	-130.7K	1.01	87.96	162	163	3,225	1,655
2019-02-28	$256.16	$255.00	12.6%	3.6%	8.3%	22.3%	12.8%	3.8%	-0.2%	2.9M	-27.6M	-130.2K	1.13	92.11	170	192	3,264	1,766