VOO Options History — April 2019

In April 2019, VOO traded between $262.41 and $269.99. ATM implied volatility averaged 10.3%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded above realized volatility by 1.9% (HV 20d: 8.4%). Max pain ranged from $255.00 to $260.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.73.

Notable Days

  • 2019-04-12: Highest Volume — 442 contracts
  • 2019-04-02: Largest IV drop — 18.9% change
  • 2019-04-01: Highest IV Rank — 19.4%
  • 2019-04-01: Largest Expected Move — 3.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$266.08$262.41$269.99$262.41$269.75
Max Pain$258.81$255.00$260.00$255.00$260.00
ATM IV10.3%9.3%11.8%11.8%10.2%
Expected Move3.1%2.7%3.7%3.7%2.9%
HV 20d8.4%4.5%11.6%11.6%4.5%
HV 60d10.0%8.6%12.1%12.1%8.6%
IV Rank13.4%9.8%19.4%19.4%13.3%
IV Percentile28.8%17.1%39.7%39.7%31.7%
Term Structure1.3%0.9%1.7%1.1%1.1%
VWIV11.1%9.7%12.4%11.3%10.1%
Skew 25d3.9%3.2%5.0%3.5%3.2%
Skew 10d8.2%6.0%11.3%7.2%7.4%
Call IV 25d9.2%8.6%10.2%9.8%9.2%
Put IV 25d13.2%12.0%14.9%13.3%12.4%
Bid-Ask Spread %80.2675.2385.1975.2384.61
Gamma HHI0.330.230.580.330.23
Net GEX5.6M3.2M10.2M4.8M3.7M
Net DEX-45.7M-58.7M-34.3M-39.8M-41.4M
Net VEX-150.7K-163.9K-137.7K-163.4K-140.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.273.230.353.23
Total Volume295.619102442284406
Total OI5,720.6673,8536,8616,1284,259

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-04-01$262.41$255.0011.8%3.7%11.6%19.4%11.3%3.5%1.1%4.8M-39.8M-163.4K0.3575.23210743,8872,241
2019-04-02$262.74$255.009.6%3.2%11.6%10.8%11.2%3.2%1.5%5.1M-41.7M-162.1K0.7377.801411033,9512,288
2019-04-03$263.03$255.0010.1%3.3%11.2%12.8%11.9%4.4%0.9%5.2M-42.5M-163.9K0.3977.252901133,9692,299
2019-04-04$263.57$255.009.8%3.2%10.4%11.6%11.8%4.3%1.3%5.7M-44.8M-162.1K0.4975.462111044,0132,317
2019-04-05$264.85$255.009.3%3.1%10.3%9.9%11.6%4.3%1.4%6.5M-48.3M-158.5K0.4576.172841284,0732,332
2019-04-08$265.11$260.009.6%3.2%9.0%11.0%12.2%4.4%1.2%6.7M-48.4M-158.3K0.8476.9376644,1162,359
2019-04-09$263.77$260.009.8%3.3%9.2%11.7%12.4%5.0%1.1%6.2M-44.0M-160.8K0.7376.031421034,1272,398
2019-04-10$264.61$260.0011.2%3.2%9.0%16.8%12.0%4.4%1.4%6.9M-47.0M-157.7K1.3880.56861194,1882,416
2019-04-11$264.54$260.0010.9%3.1%9.0%15.8%11.5%4.6%1.6%7.4M-47.0M-154.8K0.5979.74162964,2002,401
2019-04-12$266.29$260.0010.5%3.0%9.2%14.5%11.0%3.9%1.7%8.2M-54.9M-151.2K0.4179.583131294,2652,403
2019-04-15$266.17$260.0010.6%3.0%9.1%14.8%10.1%3.8%1.5%8.2M-54.0M-145.1K0.4478.67146644,2682,443
2019-04-16$266.26$260.0010.7%3.1%9.0%15.2%10.6%3.6%1.3%8.5M-54.9M-144.6K0.2781.13279764,3362,474
2019-04-17$266.02$260.0011.0%3.2%9.0%16.3%11.6%3.7%1.4%10.2M-55.6M-143.3K0.7282.58131944,3602,468
2019-04-18$266.31$260.0010.5%3.0%9.0%14.4%10.3%3.9%1.6%4.0M-58.7M-142.8K0.3482.143251124,3872,474
2019-04-22$266.54$260.0010.8%3.1%5.5%15.5%11.6%4.0%0.9%3.2M-34.3M-142.4K1.3384.3966882,6861,167
2019-04-23$268.74$260.009.3%2.7%5.8%9.8%9.7%3.2%1.2%3.5M-40.0M-142.6K0.3682.862901052,7421,236
2019-04-24$268.91$260.009.8%2.8%5.8%11.6%10.0%3.6%0.9%3.4M-40.0M-143.1K0.5582.841901052,7591,273
2019-04-25$268.84$260.009.8%2.8%5.8%11.7%9.7%3.8%1.3%3.4M-39.8M-142.9K0.3881.392861082,8111,285
2019-04-26$269.15$260.009.8%2.8%5.8%11.5%11.8%4.0%1.0%3.6M-39.4M-146.8K0.6584.861741132,9361,293
2019-04-29$269.99$260.0010.2%2.9%5.7%13.1%11.0%3.9%1.2%3.8M-42.7M-137.7K0.5985.1964382,9381,296
2019-04-30$269.75$260.0010.2%2.9%4.5%13.3%10.1%3.2%1.1%3.7M-41.4M-140.3K3.2384.61963102,9451,314