VOO Options History — June 2023

In June 2023, VOO traded between $387.12 and $407.84. ATM implied volatility averaged 12.0%, placing in the 2.1% IV rank vs the trailing year. The 30-day expected move averaged 3.3%. IV traded above realized volatility by 0.8% (HV 20d: 11.2%). Max pain ranged from $365.00 to $390.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.76.

Notable Days

  • 2023-06-15: Highest Volume — 3,797 contracts
  • 2023-06-12: Largest IV spike — 31.8% change
  • 2023-06-13: Highest IV Rank — 15.7%
  • 2023-06-01: Largest Expected Move — 4.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$399.10$387.12$407.84$387.12$407.84
Max Pain$379.76$365.00$390.00$370.00$390.00
ATM IV12.0%9.7%16.2%13.8%9.7%
Expected Move3.3%2.8%4.0%4.0%2.8%
HV 20d11.2%10.5%12.5%12.2%11.4%
HV 60d12.6%11.8%14.4%14.1%12.0%
IV Rank2.1%0.0%15.7%1.7%0.0%
IV Percentile2.0%0.0%16.7%1.6%0.0%
Term Structure1.1%0.1%1.4%0.1%1.2%
VWIV12.2%10.4%13.9%12.8%10.4%
Skew 25d3.1%1.6%4.3%3.8%1.6%
Skew 10d6.9%3.3%10.5%7.5%3.3%
Call IV 25d10.5%9.5%11.7%11.7%9.5%
Put IV 25d13.6%11.1%15.5%15.5%11.1%
Bid-Ask Spread %57.5925.5876.3041.6649.76
Gamma HHI0.140.080.210.150.10
Net GEX35.9M21.7M49.9M32.4M31.5M
Net DEX-441.9M-659.6M-325.2M-325.2M-470.9M
Net VEX-2.0M-2.0M-1.9M-2.0M-2.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.251.980.460.37
Total Volume1,884.2866523,7971,7333,020
Total OI43,294.8134,80650,13144,14939,967

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$387.12$370.0013.8%4.0%12.2%1.7%12.8%3.8%0.1%32.4M-325.2M-2.0M0.4641.661,18454926,85617,293
2023-06-02$393.41$365.0011.8%3.4%12.5%0.0%12.7%2.3%0.3%42.7M-432.3M-2.0M0.6325.581,5851,00127,55417,303
2023-06-05$392.62$375.0012.3%3.5%11.0%1.6%12.5%4.1%1.1%44.6M-432.5M-2.0M0.5169.111,13558228,04517,914
2023-06-06$393.28$375.0011.8%3.3%11.0%0.1%13.9%4.0%1.1%47.0M-439.4M-2.0M1.2072.0655466628,26718,041
2023-06-07$391.81$375.0012.4%3.5%11.0%1.9%13.7%4.0%1.1%47.2M-414.7M-1.9M0.6066.3540824428,26418,276
2023-06-08$394.33$375.0011.7%3.2%11.1%0.0%11.8%3.8%1.1%47.4M-447.4M-1.9M1.9858.4741982828,39218,413
2023-06-09$395.19$380.0012.2%3.2%10.9%1.7%12.5%4.3%1.2%49.3M-454.6M-2.0M0.5070.6390845328,46918,797
2023-06-12$398.30$380.0016.1%3.3%10.9%15.3%12.9%3.7%0.9%49.3M-529.2M-1.9M0.5570.201,37175428,81018,842
2023-06-13$400.85$380.0016.2%3.4%11.0%15.7%12.4%3.1%0.9%49.9M-567.8M-1.9M0.5770.231,7581,00629,20619,238
2023-06-14$401.08$380.0011.7%3.3%10.8%0.0%13.0%3.1%1.0%47.2M-576.2M-1.9M0.6176.301,34782529,38419,638
2023-06-15$407.13$380.0012.2%3.5%11.4%1.7%12.6%2.5%1.0%41.5M-659.6M-2.0M0.3369.472,84595229,53919,754
2023-06-16$405.90$380.0011.7%3.4%11.4%0.1%12.2%2.6%1.1%34.5M-657.1M-2.0M0.2562.802,93873130,05120,080
2023-06-20$403.68$380.0011.6%3.3%11.7%0.0%13.9%2.7%1.2%23.2M-358.7M-2.0M1.4430.751,1051,58721,85512,951
2023-06-21$401.49$385.0011.7%3.3%12.0%0.1%12.7%2.9%1.2%21.9M-338.5M-2.0M1.3949.5664089222,28914,164
2023-06-22$402.31$385.0011.1%3.2%11.2%0.0%10.7%3.2%1.2%22.9M-350.7M-2.0M0.7259.3265947422,75814,542
2023-06-23$400.03$390.0010.8%3.1%10.8%0.0%11.3%3.1%1.4%22.5M-328.3M-2.0M0.3145.921,57148123,00814,822
2023-06-26$398.56$380.0010.9%3.1%10.7%0.1%11.8%3.2%1.3%21.7M-343.0M-2.0M0.9952.9339539223,89215,001
2023-06-27$402.76$380.0010.4%3.0%10.5%0.0%11.1%2.9%1.4%24.4M-390.6M-2.0M0.5659.5669038324,00915,077
2023-06-28$401.69$380.0010.9%3.1%10.6%1.5%11.5%2.5%1.1%25.3M-388.7M-2.0M1.1861.4234340424,26615,140
2023-06-29$401.73$390.0010.9%3.1%10.5%1.6%10.5%2.4%1.3%27.5M-375.6M-2.0M0.7847.4083765423,63215,392
2023-06-30$407.84$390.009.7%2.8%11.4%0.0%10.4%1.6%1.2%31.5M-470.9M-2.0M0.3749.762,20481624,22015,747