VOO Options History — April 2021

In April 2021, VOO traded between $367.51 and $386.25. ATM implied volatility averaged 13.3%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 3.3% (HV 20d: 10.0%). Max pain ranged from $350.00 to $375.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.97.

Notable Days

  • 2021-04-13: Highest Volume — 4,619 contracts
  • 2021-04-19: Largest IV spike — 14.9% change
  • 2021-04-22: Highest IV Rank — 16.3%
  • 2021-04-22: Largest Expected Move — 4.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$379.55$367.51$386.25$367.51$382.89
Max Pain$367.62$350.00$375.00$350.00$375.00
ATM IV13.3%10.9%15.4%11.7%13.9%
Expected Move4.0%3.3%4.4%3.3%4.0%
HV 20d10.0%8.7%11.7%11.7%10.5%
HV 60d14.5%12.2%15.5%15.2%12.4%
IV Rank7.6%0.0%16.3%0.0%11.7%
IV Percentile4.1%0.0%12.7%0.0%7.1%
Term Structure1.5%1.0%2.2%2.2%1.4%
VWIV14.7%13.0%16.3%13.2%15.0%
Skew 25d5.4%4.0%6.7%4.0%6.3%
Skew 10d11.0%8.9%13.6%8.9%10.8%
Call IV 25d12.2%11.3%13.2%11.7%12.3%
Put IV 25d17.6%15.7%19.7%15.7%18.6%
Bid-Ask Spread %74.1666.9785.5785.5782.83
Gamma HHI0.150.090.390.150.10
Net GEX11.9M6.0M18.9M13.4M6.2M
Net DEX-153.7M-228.4M-103.8M-131.3M-108.8M
Net VEX-1.1M-1.2M-952.4K-986.4K-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.163.801.070.54
Total Volume1,100.6193244,619560324
Total OI19,20414,54322,77220,23918,049

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-04-01$367.51$350.0011.7%3.3%11.7%0.0%13.2%4.0%2.2%13.4M-131.3M-986.4K1.0785.5727128910,3319,908
2021-04-05$373.52$360.0013.1%4.0%10.6%3.8%15.3%5.2%1.6%15.4M-173.3M-952.4K0.9367.3537034410,4229,981
2021-04-06$373.10$365.0013.1%4.1%10.5%4.0%15.5%5.5%1.3%15.3M-166.2M-965.3K3.8067.033951,50010,60410,228
2021-04-07$373.79$365.0011.9%3.9%10.1%0.7%15.7%5.2%1.8%15.8M-168.8M-1.0M0.6569.1037324410,78010,527
2021-04-08$375.26$365.0011.8%4.0%10.0%0.5%14.0%5.2%1.7%16.4M-179.2M-1.0M0.4074.2642317010,96510,536
2021-04-09$377.65$365.0010.9%3.8%9.8%0.0%14.3%4.7%1.9%17.1M-196.0M-1.0M0.5966.9761136111,13410,636
2021-04-12$378.45$365.0012.2%3.9%9.8%4.1%14.5%5.2%1.7%18.3M-202.8M-1.0M0.3668.7488531611,35810,789
2021-04-13$379.58$365.0012.3%3.9%9.8%4.5%16.3%4.8%1.6%17.0M-213.8M-1.0M2.0571.681,5163,10311,49410,829
2021-04-14$377.94$365.0013.7%3.9%10.0%9.0%14.4%5.4%1.8%16.6M-197.5M-1.0M0.2572.5354713911,63211,060
2021-04-15$382.44$365.0013.9%4.0%10.6%9.6%14.3%4.8%1.7%17.6M-228.4M-992.9K1.4672.851,0121,48211,66511,107
2021-04-16$383.74$365.0013.0%3.7%8.7%6.6%13.0%4.8%1.3%18.9M-221.0M-1.0M0.1675.611,38022211,40111,339
2021-04-19$381.24$365.0014.9%4.3%9.4%12.8%16.0%5.8%1.0%6.5M-114.9M-1.1M0.7969.405544407,9006,643
2021-04-20$379.12$370.0015.1%4.3%9.8%13.6%16.3%6.7%1.0%6.2M-105.0M-1.1M0.8172.063122538,0626,839
2021-04-21$382.40$370.0014.5%4.2%9.1%11.5%13.4%5.7%1.2%6.8M-116.8M-1.1M2.1175.443076478,1547,043
2021-04-22$379.69$370.0015.4%4.4%9.7%16.3%15.8%6.3%1.0%6.0M-103.8M-1.1M0.3680.994351558,2967,656
2021-04-23$383.60$375.0013.2%3.8%10.1%9.2%13.1%5.3%1.6%7.3M-121.2M-1.1M1.0773.425726128,4457,784
2021-04-26$384.01$375.0013.9%4.0%10.1%11.7%15.5%5.7%1.2%7.0M-117.1M-1.1M1.7577.243195588,5388,330
2021-04-27$384.18$375.0013.5%3.9%10.1%10.2%14.3%5.5%1.3%6.9M-116.3M-1.2M0.3775.173311238,6208,822
2021-04-28$384.12$375.0013.1%3.8%9.9%8.8%13.8%5.8%1.5%7.1M-116.8M-1.1M0.2579.664081008,7558,855
2021-04-29$386.25$375.0013.9%4.0%9.9%11.7%14.4%5.6%1.0%7.6M-128.5M-1.1M0.5179.544712398,8558,912
2021-04-30$382.89$375.0013.9%4.0%10.5%11.7%15.0%6.3%1.4%6.2M-108.8M-1.2M0.5482.832111138,9529,097