VOO Options History — March 2019

In March 2019, VOO traded between $251.96 and $261.56. ATM implied volatility averaged 12.6%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 2.6% (HV 20d: 9.9%). Max pain ranged from $245.00 to $255.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.74.

Notable Days

  • 2019-03-14: Highest Volume — 967 contracts
  • 2019-03-04: Largest IV spike — 32.5% change
  • 2019-03-25: Highest IV Rank — 34.7%
  • 2019-03-25: Largest Expected Move — 4.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$257.64$251.96$261.56$258.07$259.47
Max Pain$250.25$245.00$255.00$255.00$255.00
ATM IV12.6%9.7%15.8%9.7%11.3%
Expected Move3.8%2.8%4.3%2.8%3.5%
HV 20d9.9%8.2%11.4%8.2%11.2%
HV 60d16.4%12.7%19.4%19.4%12.7%
IV Rank22.2%11.1%34.7%11.1%17.4%
IV Percentile45.0%21.0%66.7%21.0%35.7%
Term Structure1.1%-0.7%2.3%1.2%1.1%
VWIV14.2%11.2%18.9%11.6%13.5%
Skew 25d4.8%3.5%6.8%3.5%3.8%
Skew 10d9.0%6.9%11.6%7.3%7.1%
Call IV 25d10.5%9.2%12.9%9.2%10.0%
Put IV 25d15.3%12.7%18.4%12.7%13.8%
Bid-Ask Spread %74.1058.0690.5586.9473.81
Gamma HHI0.280.220.590.220.29
Net GEX3.4M1.9M9.7M3.2M3.8M
Net DEX-29.0M-38.2M-15.1M-31.3M-31.6M
Net VEX-146.3K-172.4K-127.8K-131.0K-166.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.101.460.930.64
Total Volume482.048199967518243
Total OI5,604.5244,9546,1215,1036,121

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-03-01$258.07$255.009.7%2.8%8.2%11.1%11.6%3.5%1.2%3.2M-31.3M-131.0K0.9386.942682503,2931,810
2019-03-04$256.66$255.0012.8%3.7%8.6%23.1%12.5%5.6%1.7%3.1M-27.7M-130.6K1.0478.261942023,3331,871
2019-03-05$257.04$255.0012.5%3.6%8.6%21.8%11.2%5.3%1.5%2.9M-28.6M-129.5K0.8490.551281073,3812,005
2019-03-06$255.03$255.0013.3%3.8%8.9%24.9%13.0%5.9%1.5%2.5M-23.9M-131.0K0.7689.051671273,4241,978
2019-03-07$252.76$255.0013.4%3.8%9.5%25.5%14.0%6.8%1.0%1.9M-17.3M-127.8K0.8188.633112523,4511,991
2019-03-08$251.96$255.0015.0%4.3%8.8%31.7%13.7%6.1%1.1%2.1M-15.1M-129.4K0.8588.142932503,6192,090
2019-03-11$256.02$245.0013.7%4.0%10.3%26.4%13.3%5.4%1.6%3.5M-26.8M-128.0K0.1058.06319333,6122,104
2019-03-12$257.12$245.0012.2%3.9%10.3%20.8%18.9%5.0%1.6%3.5M-29.2M-130.0K1.0163.332382403,6252,115
2019-03-13$258.95$245.0010.3%3.6%9.7%13.7%15.7%4.3%2.3%4.2M-35.1M-134.4K0.5862.145233043,6192,141
2019-03-14$258.72$245.0010.4%3.6%9.7%14.1%15.3%3.9%2.1%4.0M-34.8M-138.0K0.7964.685394283,6822,184
2019-03-15$259.75$245.0010.4%3.6%9.7%13.9%15.7%4.0%2.0%9.7M-38.2M-140.6K0.5262.525913063,7672,208
2019-03-18$260.85$0.0010.9%3.4%9.5%15.8%16.3%4.0%1.2%3.5M-35.8M-143.5K1.4673.841261843,2831,671
2019-03-19$260.16$245.0011.6%3.5%9.5%18.5%11.3%4.3%0.6%3.2M-34.7M-150.4K0.3173.843421063,3471,831
2019-03-20$260.43$250.0011.7%3.5%9.5%18.8%15.5%4.0%0.6%3.2M-35.0M-151.0K0.9177.354043693,3951,849
2019-03-21$261.56$250.0012.4%3.6%9.3%21.7%15.1%3.9%0.2%3.6M-35.5M-167.0K0.4470.945632503,4532,062
2019-03-22$256.86$250.0014.8%4.3%11.4%30.8%14.0%5.2%0.5%2.7M-25.8M-172.4K1.3872.892203033,5932,120
2019-03-25$256.47$250.0015.8%4.3%11.3%34.7%13.8%5.1%-0.7%2.5M-23.3M-169.8K0.8165.49110893,6672,162
2019-03-26$257.25$250.0014.8%4.2%11.4%30.7%14.9%4.7%-0.3%2.9M-26.2M-168.2K0.5569.51158873,6842,185
2019-03-27$257.36$250.0014.6%4.2%11.3%30.0%14.0%4.7%0.4%2.8M-25.0M-164.9K0.3470.89170573,7442,197
2019-03-28$257.91$250.0012.2%3.7%11.3%20.7%13.7%4.6%0.9%3.1M-27.3M-168.8K0.5575.16176963,8212,207
2019-03-29$259.47$255.0011.3%3.5%11.2%17.4%13.5%3.8%1.1%3.8M-31.6M-166.8K0.6473.81148953,8802,241