VOO Options History — August 2022

In August 2022, VOO traded between $365.21 and $395.56. ATM implied volatility averaged 19.7%, placing in the 38.9% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 0.6% (HV 20d: 19.0%). Max pain ranged from $360.00 to $375.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 2.94.

Notable Days

2022-08-30: Highest Volume — 25,288 contracts
2022-08-22: Largest IV spike — 19.1% change
2022-08-30: Highest IV Rank — 57.4%
2022-08-30: Largest Expected Move — 7.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$381.80	$365.21	$395.56	$377.75	$365.21
Max Pain	$369.35	$360.00	$375.00	$360.00	$375.00
ATM IV	19.7%	17.2%	24.4%	19.6%	23.5%
Expected Move	5.7%	4.9%	7.0%	5.6%	6.7%
HV 20d	19.0%	16.8%	20.3%	19.8%	19.2%
HV 60d	24.7%	23.4%	27.6%	27.6%	24.1%
IV Rank	38.9%	29.2%	57.4%	38.7%	53.7%
IV Percentile	51.5%	36.5%	73.0%	53.6%	67.5%
Term Structure	0.9%	-0.6%	1.9%	0.8%	-0.6%
VWIV	20.8%	16.9%	25.5%	20.4%	25.0%
Skew 25d	5.3%	4.3%	6.3%	4.5%	5.2%
Skew 10d	10.6%	8.3%	12.5%	8.3%	9.6%
Call IV 25d	17.5%	15.5%	21.2%	18.1%	20.9%
Put IV 25d	22.8%	19.9%	27.1%	22.7%	26.1%
Bid-Ask Spread %	60.17	46.54	73.74	64.61	62.23
Gamma HHI	0.08	0.05	0.12	0.06	0.10
Net GEX	-6.1M	-74.5M	20.6M	7.8M	-74.5M
Net DEX	-248.6M	-628.4M	475.2M	-308.9M	475.2M
Net VEX	-3.5M	-4.5M	-2.9M	-3.5M	-4.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.94	0.11	24.54	0.48	1.23
Total Volume	6,545.304	975	25,288	5,601	11,060
Total OI	95,966.826	82,073	125,100	82,073	125,100

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-08-01	$377.75	$360.00	19.6%	5.6%	19.8%	38.7%	20.4%	4.5%	0.8%	7.8M	-308.9M	-3.5M	0.48	64.61	3,774	1,827	31,518	50,555
2022-08-02	$376.31	$360.00	21.2%	6.1%	19.9%	44.8%	23.1%	5.5%	0.5%	7.6M	-293.6M	-3.5M	0.73	73.74	3,503	2,571	31,847	50,710
2022-08-03	$381.87	$360.00	19.5%	5.6%	20.2%	38.3%	24.1%	4.4%	0.6%	9.7M	-379.5M	-3.5M	1.30	72.41	4,045	5,270	32,023	50,967
2022-08-04	$380.38	$360.00	18.9%	5.7%	20.2%	35.8%	21.6%	5.9%	1.0%	6.2M	-333.8M	-3.5M	0.43	46.54	3,924	1,700	31,734	53,684
2022-08-05	$379.74	$360.00	17.6%	5.5%	20.3%	30.8%	19.8%	6.0%	1.3%	7.6M	-348.9M	-3.3M	0.40	48.13	3,871	1,563	31,851	53,696
2022-08-08	$379.92	$360.00	18.9%	5.6%	19.3%	35.8%	21.0%	5.9%	1.2%	8.2M	-348.4M	-3.3M	0.63	47.67	3,865	2,433	31,752	53,734
2022-08-09	$377.79	$360.00	19.0%	5.6%	18.9%	36.2%	21.1%	6.3%	1.2%	7.4M	-321.5M	-3.2M	0.80	58.10	541	434	31,776	54,690
2022-08-10	$385.96	$365.00	18.2%	5.2%	19.8%	33.3%	18.8%	5.2%	1.5%	11.6M	-476.5M	-2.9M	7.39	60.26	1,158	8,563	31,923	54,868
2022-08-11	$385.53	$370.00	18.6%	5.3%	19.6%	34.7%	18.8%	5.3%	1.3%	8.8M	-430.1M	-3.3M	0.38	54.91	1,544	585	32,252	59,917
2022-08-12	$392.12	$370.00	17.8%	5.1%	19.6%	31.8%	18.0%	4.6%	1.6%	9.3M	-515.5M	-3.2M	0.45	59.92	1,189	532	32,316	60,315
2022-08-15	$394.47	$370.00	17.8%	5.1%	18.9%	31.6%	18.8%	4.3%	1.3%	10.2M	-563.0M	-3.1M	0.34	57.67	1,768	598	32,650	60,960
2022-08-16	$395.56	$375.00	17.5%	5.0%	16.8%	30.4%	16.9%	4.5%	1.8%	11.1M	-587.9M	-3.1M	0.11	62.57	4,099	440	33,354	61,255
2022-08-17	$392.56	$375.00	17.8%	5.1%	17.3%	31.5%	19.1%	4.8%	1.5%	20.0M	-589.3M	-3.3M	2.72	68.02	893	2,433	36,806	61,450
2022-08-18	$393.59	$375.00	17.2%	4.9%	17.3%	29.2%	17.9%	4.4%	1.7%	20.6M	-628.4M	-3.1M	0.53	63.46	771	408	36,972	60,658
2022-08-19	$387.94	$375.00	17.8%	5.1%	17.9%	31.7%	19.2%	5.1%	1.9%	6.7M	-520.0M	-3.2M	0.33	65.69	2,552	848	37,013	60,783
2022-08-22	$379.43	$375.00	21.2%	6.1%	20.1%	44.9%	19.9%	5.7%	0.7%	-1.6M	-156.3M	-3.3M	4.96	48.71	2,229	11,059	29,677	53,902
2022-08-23	$379.32	$375.00	20.9%	6.0%	19.7%	43.5%	24.5%	5.5%	0.8%	-6.6M	-105.3M	-3.6M	10.02	60.78	949	9,507	29,833	62,747
2022-08-24	$380.82	$375.00	20.2%	5.8%	17.1%	40.8%	18.8%	5.4%	0.9%	-17.9M	-77.3M	-3.8M	0.33	62.42	920	308	30,387	71,604
2022-08-25	$384.72	$375.00	19.1%	5.5%	17.2%	36.5%	20.3%	5.0%	1.2%	-10.8M	-169.1M	-3.6M	7.73	65.84	2,027	15,661	30,960	72,009
2022-08-26	$373.17	$375.00	22.3%	6.4%	19.6%	49.2%	22.5%	6.0%	0.1%	-53.4M	242.0M	-4.4M	1.16	58.92	1,043	1,213	31,154	87,522
2022-08-29	$371.18	$375.00	23.4%	6.7%	19.6%	53.5%	23.3%	6.1%	0.1%	-61.0M	293.3M	-4.4M	0.54	59.75	1,021	555	31,179	87,815
2022-08-30	$366.06	$375.00	24.4%	7.0%	20.1%	57.4%	25.5%	5.9%	-0.6%	-67.5M	425.5M	-4.4M	24.54	61.65	990	24,298	31,340	87,979
2022-08-31	$365.21	$375.00	23.5%	6.7%	19.2%	53.7%	25.0%	5.2%	-0.6%	-74.5M	475.2M	-4.5M	1.23	62.23	4,949	6,111	31,336	93,764