VOO Options History — June 2022

In June 2022, VOO traded between $336.34 and $382.62. ATM implied volatility averaged 25.7%, placing in the 63.9% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded below realized volatility by 4.0% (HV 20d: 29.7%). Max pain ranged from $375.00 to $390.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.63.

Notable Days

  • 2022-06-10: Highest Volume — 28,314 contracts
  • 2022-06-13: Largest IV spike — 21.6% change
  • 2022-06-13: Highest IV Rank — 85.0%
  • 2022-06-13: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$358.38$336.34$382.62$378.34$346.64
Max Pain$380.71$375.00$390.00$385.00$375.00
ATM IV25.7%21.9%31.4%24.0%26.6%
Expected Move7.3%6.3%9.0%6.9%7.6%
HV 20d29.7%25.5%32.5%32.5%30.8%
HV 60d27.2%25.5%29.0%25.9%28.8%
IV Rank63.9%49.3%85.0%57.2%67.1%
IV Percentile83.5%72.6%98.8%80.6%84.1%
Term Structure-0.3%-3.3%1.2%-1.2%-0.6%
VWIV26.2%23.1%32.8%24.7%25.7%
Skew 25d5.7%4.0%7.1%5.1%5.2%
Skew 10d11.1%7.1%15.7%9.1%9.3%
Call IV 25d23.1%19.2%27.9%22.0%24.0%
Put IV 25d28.9%25.3%35.0%27.0%29.2%
Bid-Ask Spread %63.6656.7371.5856.7871.58
Gamma HHI0.110.080.260.080.11
Net GEX-38.4M-78.2M1.1M-11.0M-45.0M
Net DEX627.5M33.1M1.34B167.4M708.9M
Net VEX-4.1M-4.6M-3.7M-4.6M-4.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.630.624.551.070.73
Total Volume11,2035,70828,3146,5875,840
Total OI112,449.33393,803144,585112,513101,408

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$378.34$385.0024.0%6.9%32.5%57.2%24.7%5.1%-1.2%-11.0M167.4M-4.6M1.0756.783,1783,40950,87161,642
2022-06-02$382.62$390.0022.6%6.3%30.6%52.2%23.1%6.9%0.9%-276.7K33.1M-4.5M1.1261.283,0553,41650,91261,737
2022-06-03$376.97$390.0024.5%6.7%27.8%59.0%23.7%6.5%0.6%-15.2M224.9M-4.4M1.1066.542,9353,21951,00061,770
2022-06-06$378.47$390.0024.5%6.5%27.8%59.3%23.2%6.6%0.7%-12.1M181.2M-4.2M0.9964.463,1563,12451,03161,831
2022-06-07$382.14$390.0023.9%6.4%25.5%56.8%24.6%6.1%1.0%1.1M37.8M-4.1M1.0062.233,2053,20451,31661,914
2022-06-08$378.32$390.0021.9%6.3%25.9%49.3%24.8%6.1%1.2%-10.5M170.2M-4.0M1.1065.483,0723,38451,66961,962
2022-06-09$370.74$390.0024.2%6.9%26.4%58.2%25.6%6.4%0.2%-37.4M448.0M-4.0M1.8364.723,3546,13651,66962,241
2022-06-10$359.97$390.0025.8%7.4%28.5%64.1%26.0%6.5%-0.4%-61.6M778.8M-3.7M2.1962.288,86519,44951,86762,584
2022-06-13$344.09$380.0031.4%9.0%30.4%85.0%32.8%7.1%-3.3%-52.1M1.17B-4.0M3.4760.744,79016,63455,36875,189
2022-06-14$343.61$375.0028.8%8.2%30.4%75.2%31.5%6.0%-1.8%-53.9M1.19B-3.9M4.5563.204,25119,36356,36175,206
2022-06-15$349.14$375.0026.6%7.6%30.2%67.1%30.2%5.7%-0.8%-61.1M1.06B-3.9M0.8569.336,1235,21056,89875,226
2022-06-16$336.34$375.0029.9%8.6%29.8%79.6%29.7%7.1%-1.2%-45.8M1.32B-3.7M4.1563.704,15817,27158,83775,179
2022-06-17$338.14$375.0027.3%7.8%29.9%69.6%27.4%6.1%-0.4%-78.2M1.34B-4.2M2.7966.904,63512,91259,21885,367
2022-06-21$346.63$375.0027.1%7.8%31.4%69.0%25.7%5.1%-0.6%-43.5M714.3M-4.2M2.3356.734,90011,42728,25965,544
2022-06-22$346.03$375.0026.7%7.6%30.4%67.2%26.6%4.9%-0.6%-41.8M708.4M-4.2M0.7060.663,3612,34729,88565,830
2022-06-23$348.84$375.0025.7%7.4%30.7%63.5%24.6%5.2%-0.2%-43.8M674.3M-4.2M0.7261.033,6632,62130,15865,971
2022-06-24$358.62$375.0024.0%6.9%32.3%57.4%23.8%4.5%0.2%-49.0M490.9M-4.3M0.6661.303,9832,63330,67866,392
2022-06-27$359.02$375.0024.0%6.9%31.2%57.2%25.5%4.0%0.0%-50.7M461.7M-4.1M0.6265.374,5222,80231,47466,151
2022-06-28$351.73$375.0025.4%7.3%30.8%62.6%25.5%4.4%-0.1%-47.1M619.4M-4.1M1.7166.843,5226,03332,54366,333
2022-06-29$349.59$375.0025.9%7.4%30.8%64.4%26.2%5.0%-0.6%-47.1M677.9M-4.3M0.6265.733,7682,33332,26969,676
2022-06-30$346.64$375.0026.6%7.6%30.8%67.1%25.7%5.2%-0.6%-45.0M708.9M-4.3M0.7371.583,3692,47132,57768,831