VOO Options History — October 2023

In October 2023, VOO traded between $376.23 and $400.81. ATM implied volatility averaged 17.0%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 4.3% (HV 20d: 12.7%). Max pain ranged from $385.00 to $400.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.62.

Notable Days

  • 2023-10-20: Highest Volume — 3,809 contracts
  • 2023-10-13: Largest IV spike — 16.8% change
  • 2023-10-27: Highest IV Rank — 33.4%
  • 2023-10-27: Largest Expected Move — 5.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$390.93$376.23$400.81$391.58$383.83
Max Pain$391.82$385.00$400.00$400.00$385.00
ATM IV17.0%14.3%20.0%16.8%16.8%
Expected Move4.9%4.1%5.7%4.8%4.8%
HV 20d12.7%10.4%15.4%10.4%14.9%
HV 60d11.7%10.9%12.7%10.9%12.6%
IV Rank23.8%14.8%33.4%23.0%22.9%
IV Percentile52.3%32.1%75.4%48.4%52.0%
Term Structure-0.0%-0.8%0.7%-0.6%-0.4%
VWIV16.6%14.2%19.7%16.1%16.3%
Skew 25d4.7%3.5%6.1%4.1%3.8%
Skew 10d9.6%6.9%12.5%7.5%7.9%
Call IV 25d14.6%12.4%17.3%14.4%15.1%
Put IV 25d19.3%16.5%22.1%18.5%18.9%
Bid-Ask Spread %55.2545.1963.4759.1354.07
Gamma HHI0.060.050.090.060.06
Net GEX17.7M7.6M32.1M14.8M14.7M
Net DEX-303.7M-450.5M-128.9M-291.9M-240.5M
Net VEX-2.1M-2.2M-2.0M-2.2M-2.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.261.290.580.50
Total Volume1,838.9558173,8091,639817
Total OI53,492.86447,68457,82352,37151,035

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$391.58$400.0016.8%4.8%10.4%23.0%16.1%4.1%-0.6%14.8M-291.9M-2.2M0.5859.131,03760230,31322,058
2023-10-03$386.83$395.0018.8%5.4%10.9%29.7%17.8%4.3%-0.8%11.2M-236.6M-2.2M0.8858.741,5141,33330,61922,049
2023-10-04$390.41$395.0016.5%4.7%11.5%22.1%15.7%3.5%0.2%14.3M-289.9M-2.2M0.4161.151,20749930,79222,241
2023-10-05$390.37$385.0016.6%4.7%11.5%22.3%15.7%4.5%0.2%14.4M-288.6M-2.2M0.5356.6275340131,04022,355
2023-10-06$395.43$385.0015.2%4.5%12.7%17.8%14.8%4.4%0.2%20.5M-361.9M-2.2M0.4453.911,49965431,21622,492
2023-10-09$396.59$385.0016.3%4.6%12.4%21.5%15.5%4.2%0.1%22.1M-380.9M-2.2M0.5653.6474441831,64822,797
2023-10-10$399.56$390.0014.8%4.3%12.7%16.6%14.9%4.1%0.4%27.4M-431.5M-2.1M0.5856.681,25372331,84122,866
2023-10-11$400.68$395.0014.6%4.2%12.8%15.7%14.2%4.0%0.4%27.7M-440.9M-2.2M0.8752.0448341932,09123,100
2023-10-12$398.52$395.0014.3%4.1%12.2%14.8%15.3%4.4%0.7%24.6M-394.4M-2.2M1.2954.3368087432,23523,197
2023-10-13$395.64$395.0016.7%4.8%11.7%22.7%16.0%5.4%0.1%19.9M-350.1M-2.2M0.5261.812,0401,05532,39023,358
2023-10-16$400.81$395.0015.1%4.3%12.8%17.4%14.3%4.6%0.5%32.1M-450.5M-2.1M0.5462.4790048733,24223,790
2023-10-17$399.55$395.0015.4%4.4%12.8%18.6%15.4%5.1%0.4%30.9M-429.9M-2.1M0.5255.6987245433,43223,923
2023-10-18$394.53$395.0017.1%4.9%13.2%24.0%18.8%6.1%0.1%20.2M-332.5M-2.2M0.5754.101,14665933,76523,998
2023-10-19$391.26$395.0018.7%5.4%12.4%29.1%17.9%5.9%-0.3%13.4M-277.6M-2.2M0.7655.921,03178433,80424,015
2023-10-20$387.19$395.0019.1%5.5%12.8%30.5%17.9%6.1%-0.2%8.0M-226.3M-2.2M0.6946.912,2571,55233,81724,006
2023-10-23$386.95$395.0018.7%5.4%12.8%29.1%17.8%5.5%-0.6%13.6M-249.6M-2.1M0.5346.001,85798428,44819,236
2023-10-24$389.68$390.0017.1%4.9%12.3%23.9%16.3%4.8%-0.1%16.8M-288.9M-2.1M0.3845.1978630129,38319,616
2023-10-25$383.66$390.0018.4%5.3%13.5%28.3%18.7%5.4%-0.2%13.5M-214.7M-2.1M0.7960.6791872629,77419,731
2023-10-26$378.92$390.0019.2%5.5%13.9%30.9%19.7%5.0%-0.5%9.8M-160.4M-2.1M0.8649.201,2771,09729,90620,074
2023-10-27$376.23$390.0020.0%5.7%14.0%33.4%19.1%4.8%-0.5%7.6M-128.9M-2.1M0.5053.831,12756229,98020,595
2023-10-30$382.25$385.0018.6%5.3%15.4%29.1%17.3%4.2%-0.4%12.1M-215.3M-2.0M0.2663.471,33134430,08820,487
2023-10-31$383.83$385.0016.8%4.8%14.9%22.9%16.3%3.8%-0.4%14.7M-240.5M-2.0M0.5054.0754327430,47520,560