VOO Options History — June 2019

In June 2019, VOO traded between $251.59 and $272.06. ATM implied volatility averaged 14.1%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded below realized volatility by 0.1% (HV 20d: 14.3%). Max pain ranged from $245.00 to $260.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 1.69.

Notable Days

2019-06-19: Highest Volume — 855 contracts
2019-06-04: Largest IV drop — 12.4% change
2019-06-03: Highest IV Rank — 47.0%
2019-06-03: Largest Expected Move — 5.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$265.69	$251.59	$272.06	$251.59	$268.57
Max Pain	$254.50	$245.00	$260.00	$260.00	$260.00
ATM IV	14.1%	12.0%	19.0%	19.0%	13.0%
Expected Move	4.0%	3.4%	5.5%	5.5%	3.7%
HV 20d	14.3%	10.9%	17.5%	15.2%	10.9%
HV 60d	12.2%	11.8%	12.6%	11.8%	12.0%
IV Rank	28.3%	20.2%	47.0%	47.0%	24.0%
IV Percentile	57.8%	39.3%	82.5%	82.5%	50.8%
Term Structure	0.5%	-1.5%	2.1%	-1.5%	0.4%
VWIV	15.1%	12.0%	18.6%	18.6%	14.1%
Skew 25d	4.6%	3.6%	5.5%	4.4%	5.5%
Skew 10d	8.9%	6.9%	10.3%	8.3%	10.3%
Call IV 25d	12.2%	10.9%	16.1%	16.1%	11.6%
Put IV 25d	16.9%	14.7%	20.4%	20.4%	17.0%
Bid-Ask Spread %	79.87	73.67	86.68	73.67	80.89
Gamma HHI	0.19	0.12	0.37	0.27	0.21
Net GEX	870.4K	-4.2M	2.8M	-4.2M	1.4M
Net DEX	-18.9M	-40.7M	23.2M	23.2M	-19.9M
Net VEX	-179.2K	-212.1K	-161.1K	-212.1K	-185.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.69	0.44	7.27	2.32	1.40
Total Volume	492.75	153	855	236	807
Total OI	8,004.95	5,901	9,384	8,046	6,356

Daily Data (20 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
2019-06-03	$251.59	$260.00	19.0%	5.5%	15.2%	47.0%	18.6%	4.4%	-1.5%	-4.2M	23.2M	-212.1K	2.32	73.67	71	165	3,122	4,924
2019-06-04	$256.99	$255.00	16.7%	4.8%	17.5%	37.9%	14.5%	4.1%	-0.6%	-2.2M	2.9M	-205.9K	1.28	73.90	135	173	3,125	4,956
2019-06-05	$259.40	$255.00	15.0%	4.3%	16.6%	31.7%	13.7%	4.0%	-0.0%	-1.1M	-4.5M	-198.2K	1.96	75.46	134	263	3,185	4,996
2019-06-06	$261.66	$245.00	14.9%	4.2%	16.9%	31.2%	17.3%	4.7%	0.5%	128.9K	-10.8M	-191.6K	0.92	80.35	223	206	3,217	5,144
2019-06-07	$264.33	$245.00	14.0%	3.9%	17.2%	27.8%	16.3%	4.8%	0.5%	776.2K	-17.7M	-188.1K	0.69	78.18	486	336	3,270	5,214
2019-06-10	$265.52	$250.00	14.6%	4.1%	17.2%	30.2%	14.6%	4.8%	0.5%	1.0M	-22.1M	-177.4K	0.44	77.48	195	86	3,258	5,259
2019-06-11	$265.28	$250.00	15.1%	4.1%	14.7%	31.9%	16.8%	5.1%	0.3%	1.1M	-20.4M	-179.3K	0.63	78.43	136	86	3,311	5,276
2019-06-12	$264.65	$250.00	13.9%	4.0%	14.4%	27.5%	17.6%	5.4%	0.4%	1.1M	-18.1M	-175.6K	0.86	78.96	145	125	3,363	5,273
2019-06-13	$265.40	$250.00	14.2%	4.1%	14.2%	28.3%	17.5%	5.1%	0.6%	1.5M	-21.2M	-173.5K	0.82	79.33	227	187	3,353	5,303
2019-06-14	$265.97	$250.00	14.1%	4.0%	14.0%	28.2%	17.6%	5.0%	0.5%	1.8M	-23.2M	-171.7K	0.81	80.87	197	159	3,350	5,321
2019-06-17	$265.97	$250.00	14.0%	4.0%	13.9%	27.7%	15.0%	4.9%	0.7%	1.9M	-22.5M	-162.7K	7.27	80.92	26	189	3,328	5,338
2019-06-18	$268.50	$250.00	12.8%	3.7%	13.9%	23.2%	12.5%	5.2%	1.1%	1.2M	-29.2M	-161.1K	3.96	78.44	146	578	3,324	5,474
2019-06-19	$269.67	$260.00	12.0%	3.4%	13.7%	20.2%	12.7%	4.3%	1.6%	2.8M	-31.3M	-168.1K	1.81	82.41	304	551	3,397	5,688
2019-06-20	$271.89	$260.00	12.7%	3.6%	13.9%	22.6%	12.3%	3.6%	1.1%	2.7M	-39.7M	-162.8K	1.77	82.30	280	496	3,428	5,831
2019-06-21	$272.06	$260.00	13.0%	3.7%	12.3%	23.8%	12.0%	4.2%	2.1%	1.9M	-40.7M	-168.3K	1.43	86.68	320	458	3,503	5,881
2019-06-24	$271.17	$260.00	13.4%	3.9%	12.4%	25.6%	14.1%	3.6%	0.4%	1.4M	-26.4M	-167.2K	0.70	83.21	90	63	2,722	3,179
2019-06-25	$268.73	$260.00	13.8%	4.0%	12.5%	27.0%	14.7%	4.7%	0.2%	1.2M	-19.1M	-174.3K	0.72	81.66	291	210	2,755	3,214
2019-06-26	$268.47	$260.00	13.4%	3.8%	12.1%	25.4%	14.3%	4.6%	0.3%	1.4M	-19.0M	-175.5K	1.63	82.35	246	401	2,859	3,281
2019-06-27	$268.00	$260.00	13.1%	3.7%	12.2%	24.2%	16.2%	5.1%	0.5%	1.3M	-18.2M	-185.9K	2.41	81.95	195	469	2,838	3,483
2019-06-28	$268.57	$260.00	13.0%	3.7%	10.9%	24.0%	14.1%	5.5%	0.4%	1.4M	-19.9M	-185.1K	1.40	80.89	336	471	2,873	3,483