VOO Options History — August 2019

In August 2019, VOO traded between $261.25 and $271.44. ATM implied volatility averaged 17.8%, placing in the 41.2% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 0.1% (HV 20d: 17.7%). Max pain ranged from $265.00 to $280.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.93.

Notable Days

  • 2019-08-23: Highest Volume — 12,109 contracts
  • 2019-08-05: Largest IV spike — 59.3% change
  • 2019-08-05: Highest IV Rank — 72.2%
  • 2019-08-14: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$266.10$261.25$271.44$271.44$268.48
Max Pain$270.68$265.00$280.00$270.00$265.00
ATM IV17.8%14.0%25.6%15.7%15.8%
Expected Move5.0%4.0%6.1%4.5%4.5%
HV 20d17.7%7.5%22.6%7.5%22.4%
HV 60d13.7%11.6%15.2%11.6%14.4%
IV Rank41.2%25.7%72.2%34.4%33.0%
IV Percentile73.1%52.0%98.0%67.9%63.1%
Term Structure-0.6%-1.9%0.4%-0.4%0.2%
VWIV17.2%14.3%23.7%15.5%15.5%
Skew 25d7.6%6.0%8.8%8.6%7.3%
Skew 10d13.5%9.9%17.9%17.2%12.7%
Call IV 25d13.7%11.1%16.4%11.1%13.6%
Put IV 25d21.3%17.6%24.9%19.7%20.9%
Bid-Ask Spread %71.9561.4191.4691.4677.33
Gamma HHI0.150.110.260.150.18
Net GEX-869.4K-7.2M1.6M1.3M-3.1M
Net DEX3.4M-13.3M34.5M-13.3M6.8M
Net VEX-217.2K-348.8K-171.8K-171.8K-310.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.930.2126.901.601.01
Total Volume931.13616012,109605348
Total OI8,741.0915,91516,3265,91516,326

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-08-01$271.44$270.0015.7%4.5%7.5%34.4%15.5%8.6%-0.4%1.3M-13.3M-171.8K1.6091.462333722,8403,075
2019-08-02$268.99$270.0016.1%4.6%8.1%35.6%15.1%8.4%-0.3%462.2K-4.5M-187.9K0.9785.322322262,9043,292
2019-08-05$261.35$280.0025.6%6.0%12.8%72.2%19.9%8.8%-1.9%-540.7K11.0M-186.0K1.1661.823714292,9343,320
2019-08-06$263.84$280.0019.6%5.2%13.4%49.4%14.4%8.0%-1.2%-395.7K5.8M-185.1K0.8561.413102643,0303,483
2019-08-07$264.80$275.0019.4%5.2%13.3%48.4%20.3%8.0%-1.2%-36.5K2.6M-191.0K0.9063.131671513,2483,502
2019-08-08$269.45$275.0015.1%4.3%14.9%31.8%15.7%7.6%-0.3%1.1M-7.2M-187.6K0.3764.553581343,2993,573
2019-08-09$268.81$275.0014.5%4.4%14.8%27.9%15.8%7.5%-0.5%814.5K-7.2M-188.1K0.2765.06132363,2823,543
2019-08-12$264.64$275.0022.3%5.4%15.6%58.4%21.9%8.8%-1.4%-3.6K2.3M-187.1K1.0367.181121153,3273,548
2019-08-13$268.40$270.0017.7%4.6%16.6%40.4%17.5%7.4%-0.5%814.0K-7.5M-182.0K0.4368.91186803,3543,558
2019-08-14$261.25$270.0021.3%6.1%18.9%54.6%22.1%8.4%-1.5%-519.3K9.1M-184.5K0.7565.653202393,3303,560
2019-08-15$261.71$270.0020.6%5.9%18.9%51.8%20.7%8.6%-1.2%-364.4K7.9M-187.9K1.2464.721141413,4723,641
2019-08-16$265.24$270.0017.3%5.0%19.7%38.7%18.7%7.0%0.0%1.6M-3.2M-185.6K1.0570.492402523,5363,666
2019-08-19$268.76$270.0015.0%4.3%20.4%29.7%15.7%6.3%0.3%725.7K-8.2M-180.3K1.0074.792222212,8513,348
2019-08-20$267.06$270.0016.8%4.8%20.3%36.7%14.7%6.8%-0.4%497.7K-4.5M-179.5K0.7074.8394662,9263,462
2019-08-21$268.42$270.0014.0%4.0%20.3%25.7%14.3%6.0%0.4%830.3K-8.0M-176.1K0.6477.132431562,9603,479
2019-08-22$268.84$270.0014.5%4.2%20.3%27.8%14.6%6.5%0.4%925.7K-8.9M-181.0K0.2176.39214453,0373,503
2019-08-23$261.84$270.0020.6%5.9%21.9%51.8%23.7%7.6%-1.1%-177.3K6.2M-184.0K26.9076.1343411,6752,9953,496
2019-08-26$263.37$265.0018.1%5.2%22.1%41.8%15.9%7.3%-0.9%-7.2M34.5M-348.6K0.2273.20214473,34412,304
2019-08-27$263.80$265.0018.4%5.3%22.2%43.1%15.6%6.9%-0.6%-7.0M31.1M-348.8K0.2672.874041033,35812,346
2019-08-28$265.12$265.0018.2%5.2%22.2%42.5%16.3%7.5%-0.7%-5.9M26.5M-341.6K0.3075.68298883,61612,399
2019-08-29$268.67$265.0015.1%4.3%22.6%30.2%15.2%7.3%0.1%-2.8M4.5M-302.5K0.5874.912521473,78012,457
2019-08-30$268.48$265.0015.8%4.5%22.4%33.0%15.5%7.3%0.2%-3.1M6.8M-310.9K1.0177.331731753,83312,493