VOO Options History — October 2022

In October 2022, VOO traded between $328.65 and $357.40. ATM implied volatility averaged 28.5%, placing in the 71.9% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 1.1% (HV 20d: 27.4%). Max pain ranged from $345.00 to $350.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.19.

Notable Days

  • 2022-10-13: Highest Volume — 21,668 contracts
  • 2022-10-12: Largest IV drop — 10.2% change
  • 2022-10-11: Highest IV Rank — 91.1%
  • 2022-10-11: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$341.64$328.65$357.40$337.25$355.70
Max Pain$348.33$345.00$350.00$350.00$350.00
ATM IV28.5%25.7%33.2%28.7%26.7%
Expected Move8.1%7.4%8.6%8.2%7.7%
HV 20d27.4%23.9%29.1%27.2%26.4%
HV 60d23.8%22.6%24.5%22.6%24.5%
IV Rank71.9%60.5%91.1%72.9%64.7%
IV Percentile87.1%71.4%98.8%91.7%74.2%
Term Structure-0.9%-1.6%-0.2%-1.2%-1.5%
VWIV28.4%26.9%31.4%28.4%27.7%
Skew 25d4.9%2.9%6.9%5.6%2.9%
Skew 10d9.9%6.2%14.0%12.0%6.2%
Call IV 25d25.8%23.5%27.5%25.2%25.0%
Put IV 25d30.7%27.7%33.5%30.8%28.0%
Bid-Ask Spread %49.5536.4459.4952.3941.20
Gamma HHI0.100.070.120.110.07
Net GEX-45.5M-68.3M-8.2M-67.2M-9.7M
Net DEX388.9M-71.9M785.7M640.8M-51.0M
Net VEX-4.0M-4.5M-3.3M-4.5M-3.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.190.793.370.791.04
Total Volume8,569.3335,83121,6687,6867,638
Total OI124,580.1992,746140,185131,74698,318

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$337.25$350.0028.7%8.2%27.2%72.9%28.4%5.6%-1.2%-67.2M640.8M-4.5M0.7952.394,2893,39733,89797,849
2022-10-04$346.19$350.0026.9%7.7%29.1%65.3%27.2%5.6%-0.8%-52.0M359.4M-4.3M0.8954.604,0473,60134,82397,773
2022-10-05$347.59$350.0025.7%7.4%28.2%60.5%26.9%5.7%-0.3%-49.5M314.8M-4.3M0.8356.464,4483,70336,04797,619
2022-10-06$343.34$350.0027.9%7.7%28.4%69.5%27.3%6.7%-0.2%-58.1M441.8M-4.4M0.9351.193,7583,51036,10298,051
2022-10-07$332.87$350.0028.7%8.0%28.5%72.5%28.3%6.9%-0.7%-64.6M691.2M-4.3M1.3752.603,4574,72636,44298,225
2022-10-10$331.86$350.0031.3%8.5%28.0%83.3%29.2%6.6%-1.0%-68.2M738.7M-4.3M0.8248.484,1713,42636,55898,916
2022-10-11$328.65$350.0033.2%8.6%24.1%91.1%29.7%6.3%-1.0%-68.3M785.7M-4.3M1.3749.973,8645,30736,80497,985
2022-10-12$328.78$350.0029.8%8.6%23.9%77.3%29.3%5.9%-1.0%-67.1M760.6M-4.2M1.3855.613,5464,89437,05396,733
2022-10-13$336.42$350.0029.6%8.5%25.8%76.5%31.4%5.4%-0.9%-59.0M548.7M-4.2M3.3746.604,95616,71237,46798,601
2022-10-14$329.02$350.0029.3%8.4%26.5%74.9%29.3%5.1%-0.5%-61.8M720.4M-4.3M1.5756.243,2465,09138,27499,718
2022-10-17$337.65$350.0028.5%8.2%28.4%72.1%28.1%5.3%-0.7%-58.9M463.0M-4.1M1.0050.643,3183,30638,52499,430
2022-10-18$340.63$350.0028.6%8.2%28.6%72.3%28.2%4.9%-0.5%-58.6M381.9M-4.0M0.9344.973,9923,71938,99299,601
2022-10-19$337.76$350.0028.6%8.2%28.2%72.4%29.5%4.8%-0.6%-59.0M455.3M-4.0M0.9354.243,7083,45239,62499,939
2022-10-20$335.61$345.0028.5%8.2%28.2%71.9%29.0%4.5%-0.9%-55.7M517.6M-3.9M0.9148.065,3054,80840,21699,969
2022-10-21$344.13$345.0028.4%8.1%28.3%71.5%27.9%4.0%-0.8%-16.1M228.1M-3.8M1.2048.294,6385,55940,75198,558
2022-10-24$348.33$345.0028.9%8.3%28.4%73.7%29.2%3.3%-1.2%-23.0M121.6M-3.7M0.8836.444,3503,84930,13762,609
2022-10-25$353.75$345.0027.7%7.9%28.6%68.5%28.8%3.5%-1.1%-15.1M17.9M-3.6M1.1637.143,6904,29731,40363,015
2022-10-26$351.88$345.0027.6%7.9%28.0%68.2%27.0%3.6%-0.9%-16.8M41.5M-3.6M1.0144.763,4163,45132,53163,638
2022-10-27$349.68$345.0027.3%7.8%26.5%67.1%27.1%3.4%-1.6%-18.8M61.4M-3.5M1.3551.202,4863,34532,91563,830
2022-10-28$357.40$345.0026.4%7.6%27.0%63.5%26.9%3.4%-1.1%-8.2M-71.9M-3.4M1.3159.493,2344,24633,13264,115
2022-10-31$355.70$350.0026.7%7.7%26.4%64.7%27.7%2.9%-1.5%-9.7M-51.0M-3.3M1.0441.203,7493,88933,62164,697