VOO Options History — May 2019

In May 2019, VOO traded between $253.12 and $270.04. ATM implied volatility averaged 15.9%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 3.6% (HV 20d: 12.2%). Max pain ranged from $260.00 to $265.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.39.

Notable Days

  • 2019-05-29: Highest Volume — 2,682 contracts
  • 2019-05-07: Largest IV spike — 67.8% change
  • 2019-05-13: Highest IV Rank — 68.1%
  • 2019-05-13: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$262.04$253.12$270.04$268.72$253.12
Max Pain$262.27$260.00$265.00$260.00$260.00
ATM IV15.9%10.2%24.5%10.7%17.1%
Expected Move4.2%2.9%5.0%3.1%4.9%
HV 20d12.2%4.9%16.0%4.9%16.0%
HV 60d10.5%8.7%11.9%8.7%11.9%
IV Rank34.8%13.3%68.1%15.1%39.7%
IV Percentile68.3%31.3%97.2%38.1%75.0%
Term Structure-0.3%-1.3%1.2%0.6%-0.7%
VWIV15.7%10.6%19.3%11.7%17.4%
Skew 25d6.0%3.3%8.1%4.0%4.7%
Skew 10d10.9%6.8%15.2%10.5%8.5%
Call IV 25d12.1%9.0%15.2%9.8%15.2%
Put IV 25d18.1%12.3%22.4%13.8%19.9%
Bid-Ask Spread %75.9965.5490.0988.1575.49
Gamma HHI0.190.150.270.220.25
Net GEX1.6M-3.4M4.3M3.3M-3.4M
Net DEX-19.6M-41.4M17.6M-39.2M17.6M
Net VEX-183.0K-222.4K-150.4K-150.4K-218.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.390.148.311.530.72
Total Volume567.6361262,682604341
Total OI5,940.8184,5808,1384,5807,962

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-05-01$268.72$260.0010.7%3.1%4.9%15.1%11.7%4.0%0.6%3.3M-39.2M-150.4K1.5388.152393652,9891,591
2019-05-02$267.14$260.0013.1%3.8%5.5%24.3%11.4%4.6%-0.1%3.1M-33.9M-160.5K0.1790.09462803,0511,611
2019-05-03$270.04$260.0010.2%2.9%6.5%13.3%10.6%3.3%1.2%4.3M-41.4M-161.0K0.4689.092191003,3281,644
2019-05-06$268.93$265.0012.4%3.6%6.7%21.6%16.3%5.9%0.0%3.9M-38.4M-161.5K1.0466.601211263,3391,672
2019-05-07$263.52$265.0020.8%5.0%10.0%53.8%19.3%8.1%-1.3%2.5M-24.9M-173.2K1.1167.672222463,3821,721
2019-05-08$264.86$265.0019.6%4.6%10.0%49.4%19.3%7.6%-0.7%2.9M-29.3M-175.4K2.6365.541323473,4631,878
2019-05-09$263.46$265.0020.6%4.6%10.1%53.1%19.1%8.1%-1.2%2.6M-24.1M-176.3K0.8769.942472153,4761,876
2019-05-10$264.02$265.0016.1%4.1%10.2%35.8%15.7%6.7%-0.5%2.9M-27.4M-173.3K5.3674.641367293,5521,957
2019-05-13$257.74$265.0024.5%5.0%12.9%68.1%18.3%7.5%-1.0%1.5M-11.9M-166.1K1.6171.063265243,5521,957
2019-05-14$260.33$265.0021.0%4.7%13.6%54.5%17.2%7.3%-0.9%-705.3K-13.8M-174.9K2.1971.885041,1043,7762,666
2019-05-15$262.04$265.0015.9%4.6%13.9%35.2%16.9%6.8%-0.6%-959.7K-17.7M-202.8K0.1471.51155223,8143,418
2019-05-16$263.91$265.0013.4%3.8%14.1%25.5%14.0%6.0%0.1%886.4K-24.8M-195.5K0.3377.80257843,8403,424
2019-05-17$262.70$265.0013.6%3.9%14.2%26.1%14.7%5.8%-0.3%716.2K-23.2M-191.1K0.2680.16357933,8763,444
2019-05-20$260.83$260.0015.7%4.5%14.4%34.2%14.4%6.6%-0.5%1.9M-16.7M-191.9K0.4575.95130583,1042,499
2019-05-21$263.06$260.0012.9%3.7%14.4%23.5%13.8%5.5%0.2%2.3M-23.1M-191.6K0.4877.49122593,1642,526
2019-05-22$262.65$260.0012.2%3.5%14.4%20.9%15.2%5.2%0.8%2.3M-21.7M-189.1K0.6478.02118763,1872,533
2019-05-23$258.55$260.0015.2%4.4%15.3%32.3%15.5%6.3%-0.2%1.7M-12.7M-191.6K0.5775.051811033,1882,571
2019-05-24$259.75$260.0014.7%4.2%15.4%30.5%13.6%5.3%-0.1%1.8M-14.8M-191.9K1.0174.131411433,2022,593
2019-05-28$257.56$260.0015.3%4.4%15.5%32.8%14.4%6.3%-0.6%1.5M-9.6M-184.4K0.2481.48102243,2072,625
2019-05-29$255.71$260.0017.0%4.9%15.6%39.4%19.0%5.1%-1.0%1.3M-5.4M-183.5K8.3171.902882,3943,2652,637
2019-05-30$256.23$260.0016.5%4.7%15.6%37.3%16.9%4.7%-0.2%-1.8M4.6M-222.4K0.3678.215872093,3384,800
2019-05-31$253.12$260.0017.1%4.9%16.0%39.7%17.4%4.7%-0.7%-3.4M17.6M-218.5K0.7275.491981433,1074,855