VOO Options History — February 2022

In February 2022, VOO traded between $388.23 and $420.66. ATM implied volatility averaged 22.7%, placing in the 72.3% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 2.0% (HV 20d: 20.7%). Max pain ranged from $405.00 to $420.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 2.31.

Notable Days

  • 2022-02-22: Highest Volume — 16,230 contracts
  • 2022-02-03: Largest IV spike — 35.2% change
  • 2022-02-23: Highest IV Rank — 97.1%
  • 2022-02-23: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$406.74$388.23$420.66$416.48$399.46
Max Pain$410.26$405.00$420.00$420.00$405.00
ATM IV22.7%17.5%27.5%19.3%26.7%
Expected Move6.5%5.0%7.9%5.5%7.7%
HV 20d20.7%17.8%23.7%17.8%23.4%
HV 60d17.5%15.7%18.8%15.7%18.8%
IV Rank72.3%45.2%97.1%54.9%92.9%
IV Percentile92.6%80.6%99.2%88.5%97.2%
Term Structure-1.0%-3.0%1.0%0.3%-3.0%
VWIV24.3%19.8%32.7%19.8%27.9%
Skew 25d8.8%5.9%10.7%7.0%9.7%
Skew 10d17.3%13.0%20.3%13.5%18.9%
Call IV 25d18.6%14.8%23.4%16.0%23.0%
Put IV 25d27.4%20.8%32.7%23.0%32.7%
Bid-Ask Spread %62.2354.0872.8470.4164.30
Gamma HHI0.080.060.130.060.09
Net GEX-29.7M-43.5M-15.3M-23.0M-32.8M
Net DEX299.1M91.4M490.4M186.9M332.9M
Net VEX-4.3M-4.5M-4.1M-4.3M-4.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.311.493.302.842.50
Total Volume8,388.4215,65016,2308,4949,703
Total OI79,46471,92984,21076,70784,210

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-02-01$416.48$420.0019.3%5.5%17.8%54.9%19.8%7.0%0.3%-23.0M186.9M-4.3M2.8470.412,2106,28420,64856,059
2022-02-02$420.66$420.0017.5%5.0%18.2%45.2%20.4%5.9%0.6%-17.9M113.8M-4.2M3.3072.842,2527,42620,72856,031
2022-02-03$410.84$405.0023.6%6.3%19.1%76.9%22.4%9.1%-0.9%-25.2M268.6M-4.4M2.5563.141,9454,95921,03856,081
2022-02-04$414.21$410.0019.3%5.7%19.4%54.8%20.7%8.1%-0.1%-23.5M226.3M-4.3M2.3065.411,7333,98721,10956,191
2022-02-07$411.19$410.0020.7%6.0%19.5%62.1%22.7%8.1%-0.5%-27.2M261.0M-4.2M2.1263.271,8133,83721,36656,340
2022-02-08$413.93$410.0018.8%5.4%19.7%52.2%21.4%7.9%-0.0%-24.7M224.5M-4.2M1.5661.912,5223,94121,48156,431
2022-02-09$419.97$410.0017.7%5.1%19.9%46.3%21.0%7.5%1.0%-15.3M91.4M-4.1M2.3565.392,3135,42622,45856,458
2022-02-10$411.97$410.0022.1%6.3%20.8%68.9%24.8%9.0%-1.0%-23.8M230.7M-4.3M2.4765.181,8544,58022,56556,770
2022-02-11$405.07$410.0024.9%7.1%21.1%83.3%25.9%10.6%-1.6%-31.9M372.4M-4.5M2.4364.842,2075,35622,63157,339
2022-02-14$403.28$410.0024.6%7.0%21.1%81.8%23.7%10.7%-1.4%-34.7M404.3M-4.4M1.9258.052,4544,70422,77157,922
2022-02-15$408.67$410.0021.8%6.2%20.9%67.4%22.5%9.5%-0.8%-32.5M304.4M-4.3M1.7155.632,4844,23723,21658,137
2022-02-16$411.18$410.0020.7%5.9%21.0%62.1%21.6%8.6%-0.7%-30.0M253.9M-4.1M2.0161.612,1594,34923,75458,231
2022-02-17$403.12$410.0023.3%6.7%21.8%75.1%25.1%9.9%-1.1%-36.6M391.6M-4.2M2.8254.082,0635,81923,76158,241
2022-02-18$400.26$410.0024.8%7.1%20.7%82.9%23.7%9.8%-1.3%-43.5M427.3M-4.3M1.8261.212,8115,11723,82559,403
2022-02-22$395.53$410.0026.6%7.6%20.9%92.5%32.7%9.4%-2.0%-30.2M376.0M-4.2M3.1955.893,87812,35219,71152,218
2022-02-23$388.23$410.0027.5%7.9%21.9%97.1%27.2%8.8%-2.2%-41.0M490.4M-4.4M1.4956.564,4176,58820,04558,587
2022-02-24$392.34$410.0027.1%7.8%22.1%95.0%31.1%9.3%-2.4%-39.8M439.3M-4.4M2.2662.113,1497,11821,29659,781
2022-02-25$401.76$405.0024.6%7.0%23.7%81.8%26.5%8.8%-1.7%-31.3M286.9M-4.3M2.3160.463,4287,90521,79961,184
2022-02-28$399.46$405.0026.7%7.7%23.4%92.9%27.9%9.7%-3.0%-32.8M332.9M-4.4M2.5064.302,7706,93322,64161,569