VOO Options History — April 2022

In April 2022, VOO traded between $380.40 and $419.14. ATM implied volatility averaged 20.7%, placing in the 45.6% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 1.8% (HV 20d: 18.8%). Max pain ranged from $400.00 to $410.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 2.60.

Notable Days

  • 2022-04-06: Highest Volume — 21,212 contracts
  • 2022-04-11: Largest IV spike — 34.8% change
  • 2022-04-29: Highest IV Rank — 79.4%
  • 2022-04-29: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$402.74$380.40$419.14$414.14$380.40
Max Pain$408.50$400.00$410.00$410.00$400.00
ATM IV20.7%13.9%29.6%15.3%29.6%
Expected Move6.0%4.6%8.5%5.0%8.5%
HV 20d18.8%16.5%23.7%21.6%23.7%
HV 60d21.5%21.0%23.1%21.0%23.1%
IV Rank45.6%19.9%79.4%25.2%79.4%
IV Percentile79.0%48.0%99.2%59.9%99.2%
Term Structure0.3%-2.1%2.3%2.3%-2.1%
VWIV21.3%15.4%27.8%20.1%27.5%
Skew 25d8.1%4.0%10.0%4.0%9.6%
Skew 10d15.3%7.7%21.1%7.7%19.5%
Call IV 25d17.0%13.3%24.5%13.8%24.5%
Put IV 25d25.1%17.8%34.1%17.8%34.1%
Bid-Ask Spread %69.2764.3575.4564.3568.88
Gamma HHI0.100.070.120.070.11
Net GEX-45.3M-69.4M-8.6M-20.4M-68.9M
Net DEX395.2M28.1M845.4M148.3M845.4M
Net VEX-4.7M-5.1M-4.0M-4.3M-5.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.600.715.882.001.18
Total Volume9,879.82,13221,2128,3056,938
Total OI102,455.3584,808119,560102,91098,156

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$414.14$410.0015.3%5.0%21.6%25.2%20.1%4.0%2.3%-20.4M148.3M-4.3M2.0064.352,7675,53826,81376,097
2022-04-04$419.14$410.0013.9%4.6%19.5%19.9%15.4%6.8%1.3%-8.6M28.1M-4.0M1.6166.953,3075,30827,07176,199
2022-04-05$414.33$410.0016.9%5.1%19.9%31.2%21.0%7.5%0.9%-17.9M118.0M-4.3M1.6167.022,5954,18027,93676,811
2022-04-06$410.70$410.0018.7%5.5%18.5%38.1%26.2%8.6%0.8%-26.7M200.8M-4.3M4.7868.113,66817,54428,07677,104
2022-04-07$413.89$410.0016.6%5.1%18.1%29.9%18.7%8.3%0.9%-27.1M186.6M-4.6M2.9265.423,3139,66428,35187,539
2022-04-08$412.41$410.0016.8%5.3%17.7%30.8%20.5%8.0%1.0%-28.4M218.0M-4.7M5.8867.592,59915,28328,72487,813
2022-04-11$404.61$410.0022.6%5.9%18.9%53.0%19.9%8.5%0.5%-52.2M405.1M-4.8M3.8169.952,93111,16428,86589,633
2022-04-12$402.40$410.0023.5%6.2%17.9%56.2%18.8%8.7%0.4%-61.0M466.3M-4.9M3.0971.362,6528,18528,86290,382
2022-04-13$408.05$410.0017.8%5.1%17.5%34.8%17.0%7.7%1.1%-46.0M306.3M-4.6M2.9064.592,6197,59829,11989,978
2022-04-14$403.48$410.0018.8%5.4%17.0%38.3%18.4%7.8%0.9%-47.7M394.4M-4.7M2.9569.442,6497,82629,61689,944
2022-04-18$400.88$410.0020.4%5.9%16.5%44.7%19.0%7.5%0.4%-50.8M405.3M-4.6M4.8267.801,9569,43619,58565,223
2022-04-19$408.69$410.0017.8%5.1%17.9%34.5%16.6%7.0%0.8%-40.3M284.1M-4.5M2.6271.602,4456,39819,99667,918
2022-04-20$409.66$410.0017.5%5.0%17.0%33.4%21.8%6.8%1.0%-38.2M234.0M-4.5M3.9174.162,1568,43921,10367,963
2022-04-21$402.69$410.0019.6%5.6%17.7%41.6%18.6%7.5%0.6%-50.2M379.7M-4.7M1.7775.272,2023,90621,52569,681
2022-04-22$393.97$410.0023.3%6.7%19.0%55.5%23.0%9.0%-0.2%-60.8M560.4M-4.9M1.6469.252,5844,24221,78669,761
2022-04-25$393.40$410.0024.2%6.9%18.9%58.9%27.8%8.6%-0.9%-63.6M593.9M-4.9M1.9170.422,6445,04721,92170,822
2022-04-26$384.20$405.0028.3%8.1%19.8%74.6%25.3%10.0%-1.7%-68.0M792.8M-5.1M0.8668.394,4763,83422,34972,099
2022-04-27$384.30$405.0027.5%7.9%18.6%71.5%26.5%9.9%-1.5%-69.4M771.0M-5.1M0.7175.451,24988324,41472,513
2022-04-28$393.52$400.0024.6%7.0%21.1%60.5%23.8%9.8%-0.6%-60.7M565.9M-5.0M1.1369.523,4663,90524,76072,599
2022-04-29$380.40$400.0029.6%8.5%23.7%79.4%27.5%9.6%-2.1%-68.9M845.4M-5.1M1.1868.883,1823,75625,38372,773