VOO Options History — March 2022

In March 2022, VOO traded between $383.22 and $424.31. ATM implied volatility averaged 23.0%, placing in the 56.8% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded below realized volatility by 0.9% (HV 20d: 23.9%). Max pain ranged from $405.00 to $425.00. Net GEX was positive for 3 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 2.23.

Notable Days

  • 2022-03-30: Highest Volume — 19,605 contracts
  • 2022-03-07: Largest IV spike — 18.5% change
  • 2022-03-01: Highest IV Rank — 100.0%
  • 2022-03-07: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$402.84$383.22$424.31$394.06$417.80
Max Pain$409.55$405.00$425.00$405.00$410.00
ATM IV23.0%14.7%35.0%31.0%16.4%
Expected Move6.9%4.7%10.0%8.9%5.1%
HV 20d23.9%21.5%26.1%22.3%21.5%
HV 60d20.2%18.6%21.2%18.9%21.2%
IV Rank56.8%22.8%100.0%100.0%29.2%
IV Percentile84.8%56.3%100.0%100.0%67.1%
Term Structure-0.1%-3.9%1.7%-3.9%1.5%
VWIV25.8%18.1%34.5%29.2%21.8%
Skew 25d8.5%4.8%11.8%11.8%5.2%
Skew 10d16.0%9.0%22.8%22.8%9.4%
Call IV 25d19.0%13.2%25.8%25.8%14.7%
Put IV 25d27.5%18.0%37.6%37.6%19.9%
Bid-Ask Spread %57.699.0773.5762.6567.55
Gamma HHI0.090.070.350.090.07
Net GEX-21.9M-48.1M48.7M-34.4M-12.7M
Net DEX247.5M-112.4M591.9M413.3M46.9M
Net VEX-4.2M-4.5M-3.8M-4.5M-4.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.231.104.191.411.98
Total Volume10,682.4357,33419,6058,1178,513
Total OI92,208.17484,969101,96684,969101,966

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-03-01$394.06$405.0031.0%8.9%22.3%100.0%29.2%11.8%-3.9%-34.4M413.3M-4.5M1.4162.653,3654,75223,08261,887
2022-03-02$403.57$405.0026.1%7.5%23.8%77.8%27.5%10.6%-0.5%-24.8M256.9M-4.4M1.9262.232,5154,81924,33462,266
2022-03-03$399.24$405.0028.1%8.1%23.6%87.0%30.1%11.0%-0.8%-28.3M325.8M-4.4M2.7966.882,1385,97524,42962,515
2022-03-04$396.16$405.0029.5%8.5%22.3%93.1%26.7%11.5%-1.2%-35.1M403.5M-4.4M1.6169.692,9674,77424,68763,871
2022-03-07$386.81$405.0035.0%10.0%23.3%100.0%30.0%11.5%-2.2%-43.4M553.4M-4.4M1.2564.793,7414,66225,69664,276
2022-03-08$383.99$405.0029.0%9.6%23.3%77.3%32.3%11.0%-1.8%-46.8M591.9M-4.4M1.3068.863,4954,55626,16664,479
2022-03-09$394.12$405.0026.1%8.6%25.4%66.1%34.5%10.7%-0.8%-36.1M406.1M-4.4M3.2168.902,7808,92926,85064,633
2022-03-10$390.62$405.0026.3%8.4%24.6%67.1%30.3%9.6%-0.7%-41.4M460.6M-4.4M2.7971.932,6037,25627,23664,763
2022-03-11$386.99$405.0027.1%8.6%24.0%70.2%29.7%9.4%-0.8%-44.4M514.1M-4.3M2.3073.572,7016,22427,31164,717
2022-03-14$383.22$425.0027.7%7.6%23.6%72.2%29.7%9.4%-1.1%-48.1M574.3M-4.2M1.5653.904,5157,06427,46564,755
2022-03-15$391.20$425.0026.1%7.3%25.0%66.1%24.8%9.1%-0.7%-36.0M409.3M-4.1M2.7555.082,7907,66028,60764,954
2022-03-16$398.06$425.0022.0%6.5%25.4%50.8%23.6%8.7%0.7%-19.4M237.5M-3.8M2.9062.684,14212,00728,90963,794
2022-03-17$404.83$0.0020.6%6.1%26.1%45.5%19.2%7.9%0.7%760.4K142.2M-4.0M1.9910.053,3236,60629,27469,599
2022-03-18$409.85$405.0019.6%5.7%25.5%41.4%25.0%7.5%0.4%48.7M-9.5M-4.0M3.099.074,06312,53729,40370,195
2022-03-21$408.31$405.0019.8%5.8%25.4%42.3%25.2%7.6%0.3%-28.1M178.8M-4.2M1.4653.855,6228,21322,43564,250
2022-03-22$414.84$410.0018.3%5.4%25.4%36.6%24.8%7.0%0.7%-14.7M48.6M-4.0M2.8159.453,4069,58525,05664,800
2022-03-23$410.89$410.0019.4%5.6%24.6%40.7%22.9%6.7%0.3%-19.0M106.6M-4.0M1.8155.953,2075,80425,84563,980
2022-03-24$413.07$410.0017.3%5.3%24.4%32.7%21.8%6.5%1.1%-15.3M98.6M-4.1M2.6257.772,8807,53725,42265,246
2022-03-25$414.65$410.0017.1%5.3%23.2%32.2%21.2%6.8%1.2%-15.4M77.6M-4.1M2.2057.613,1036,81425,62767,638
2022-03-28$418.07$410.0015.4%4.9%23.1%25.7%21.8%6.2%1.7%-9.1M4.6M-4.0M2.3557.942,9967,02626,00870,126
2022-03-29$424.31$410.0014.7%4.7%22.7%22.8%18.1%4.8%1.7%4.6M-112.4M-3.9M1.1058.044,0214,40526,19869,539
2022-03-30$420.68$410.0016.4%5.1%21.8%29.5%23.9%5.9%1.2%-4.4M-35.7M-4.0M4.1958.503,77715,82826,91669,583
2022-03-31$417.80$410.0016.4%5.1%21.5%29.2%21.8%5.2%1.5%-12.7M46.9M-4.2M1.9867.552,8595,65426,80375,163