VOO Options History — May 2022

In May 2022, VOO traded between $356.34 and $393.79. ATM implied volatility averaged 27.9%, placing in the 72.2% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded below realized volatility by 3.1% (HV 20d: 31.0%). Max pain ranged from $385.00 to $420.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.07.

Notable Days

  • 2022-05-25: Highest Volume — 29,102 contracts
  • 2022-05-05: Largest IV spike — 31.6% change
  • 2022-05-09: Highest IV Rank — 100.0%
  • 2022-05-09: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$370.31$356.34$393.79$379.24$380.63
Max Pain$402.86$385.00$420.00$400.00$385.00
ATM IV27.9%23.5%35.4%30.1%25.1%
Expected Move7.8%6.7%8.8%8.6%7.2%
HV 20d31.0%23.2%34.6%23.7%32.5%
HV 60d25.3%22.6%26.7%22.6%26.3%
IV Rank72.2%56.5%100.0%81.6%61.6%
IV Percentile92.0%81.0%100.0%99.2%84.1%
Term Structure-1.3%-2.4%-0.5%-2.4%-1.7%
VWIV26.4%23.3%30.6%30.6%23.3%
Skew 25d7.1%5.0%9.9%9.9%5.6%
Skew 10d13.9%10.0%22.0%22.0%10.1%
Call IV 25d23.8%20.3%26.2%25.8%22.5%
Put IV 25d30.8%26.4%35.8%35.8%28.1%
Bid-Ask Spread %72.7564.5778.7164.5778.71
Gamma HHI0.120.090.160.120.09
Net GEX-62.2M-103.3M855.2K-73.3M855.2K
Net DEX857.2M60.0M1.32B886.4M64.7M
Net VEX-4.6M-5.0M-4.1M-5.0M-4.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.182.381.590.54
Total Volume10,131.9526,76129,1029,1129,532
Total OI102,855.85787,274114,00498,818114,004

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$379.24$400.0030.1%8.6%23.7%81.6%30.6%9.9%-2.4%-73.3M886.4M-5.0M1.5964.573,5125,60025,62373,195
2022-05-03$381.61$400.0028.8%8.3%23.2%76.5%28.1%8.4%-2.4%-78.5M823.5M-5.0M1.1870.123,4674,09925,97474,255
2022-05-04$393.79$400.0023.5%6.7%26.4%56.5%25.3%7.2%-1.3%-66.2M499.0M-4.7M1.4377.022,9784,26526,30074,295
2022-05-05$378.82$420.0031.0%7.9%29.3%84.8%24.8%9.3%-1.1%-76.5M900.2M-5.0M2.3871.122,6576,33226,22274,497
2022-05-06$377.74$420.0028.3%7.6%29.0%74.6%25.8%8.7%-0.5%-80.4M912.3M-4.9M1.4666.752,7504,01126,62374,118
2022-05-09$366.32$420.0035.4%8.8%30.4%100.0%29.5%8.7%-1.6%-74.1M1.18B-4.7M1.0470.324,2684,42027,29574,191
2022-05-10$366.29$415.0034.5%8.6%30.1%96.8%28.4%8.1%-1.3%-77.0M1.15B-4.7M1.0768.814,3144,61528,34374,229
2022-05-11$361.10$415.0029.3%8.4%30.2%77.3%27.9%7.0%-1.2%-72.8M1.24B-4.6M0.9171.634,6914,26429,65374,333
2022-05-12$358.28$415.0029.7%8.5%29.4%78.5%28.8%7.3%-1.5%-67.7M1.28B-4.5M0.8672.406,0845,23331,64174,577
2022-05-13$369.32$410.0026.6%7.6%32.1%67.2%26.6%7.1%-1.0%-86.2M1.02B-4.7M0.9772.155,1795,00732,80775,415
2022-05-16$367.57$405.0026.0%7.4%32.1%64.7%25.4%6.7%-0.9%-87.1M1.06B-4.5M1.5572.754,6447,22132,97874,964
2022-05-17$374.39$405.0024.5%7.0%32.0%59.0%23.3%6.3%-0.6%-103.3M813.4M-4.5M1.3176.594,8266,33633,15173,997
2022-05-18$359.74$400.0028.0%8.0%34.2%72.4%27.5%7.0%-1.2%-65.0M1.23B-4.3M0.8072.525,3974,29833,56974,080
2022-05-19$359.40$400.0026.8%7.7%34.0%67.8%26.2%6.5%-1.1%-60.8M1.27B-4.2M0.8073.584,7863,81733,85274,161
2022-05-20$356.34$400.0027.6%7.9%33.5%70.9%25.9%6.3%-1.5%-55.9M1.32B-4.1M1.0075.654,8534,82934,08974,170
2022-05-23$363.46$400.0026.9%7.7%34.6%68.3%25.4%6.2%-1.4%-54.5M680.0M-4.2M0.7370.744,7613,47128,29958,975
2022-05-24$362.92$390.0027.5%7.9%33.9%70.3%27.6%6.1%-1.6%-52.5M687.3M-4.2M0.9574.773,5103,33029,53459,048
2022-05-25$365.49$390.0027.4%7.8%34.0%69.9%24.0%5.5%-1.6%-53.2M626.8M-4.2M0.1877.9724,5774,52529,72059,168
2022-05-26$373.29$385.0025.0%7.2%33.8%61.1%25.6%5.4%-0.8%-18.1M292.4M-4.8M1.1972.654,4245,26248,52359,545
2022-05-27$380.77$385.0023.8%6.8%32.5%56.7%24.1%5.0%-0.6%-3.8M60.0M-4.9M0.4877.047,1753,45149,30561,255
2022-05-31$380.63$385.0025.1%7.2%32.5%61.6%23.3%5.6%-1.7%855.2K64.7M-4.7M0.5478.716,2013,33152,58061,424