VOO Options History — March 2024

In March 2024, VOO traded between $464.86 and $481.96. ATM implied volatility averaged 12.0%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 3.3%. IV traded below realized volatility by 0.7% (HV 20d: 12.7%). Max pain ranged from $435.00 to $455.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.63.

Notable Days

  • 2024-03-27: Highest Volume — 2,954 contracts
  • 2024-03-11: Largest IV spike — 18.4% change
  • 2024-03-11: Highest IV Rank — 24.8%
  • 2024-03-11: Largest Expected Move — 3.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$474.43$464.86$481.96$471.43$481.51
Max Pain$438.50$435.00$455.00$455.00$440.00
ATM IV12.0%10.4%15.7%10.9%10.5%
Expected Move3.3%3.0%3.7%3.1%3.0%
HV 20d12.7%10.4%14.8%13.5%10.6%
HV 60d11.6%11.2%11.9%11.2%11.4%
IV Rank13.0%4.9%24.8%4.9%7.8%
IV Percentile35.6%3.2%79.4%14.3%6.7%
Term Structure0.9%0.4%1.5%0.5%1.2%
VWIV11.9%10.1%13.0%11.2%10.1%
Skew 25d2.0%1.4%2.8%1.4%1.8%
Skew 10d5.2%3.6%7.6%4.6%5.4%
Call IV 25d10.9%9.6%11.9%10.5%9.7%
Put IV 25d13.0%11.5%14.6%11.9%11.5%
Bid-Ask Spread %72.1757.6777.2657.6763.30
Gamma HHI0.100.070.180.090.10
Net GEX28.6M13.9M46.7M25.0M32.3M
Net DEX-571.2M-636.5M-468.3M-564.8M-620.1M
Net VEX-2.1M-2.2M-2.0M-2.1M-2.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.133.090.520.13
Total Volume1,949.359172,9542,6231,980
Total OI45,904.639,74951,57346,09245,602

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-03-01$471.43$455.0010.9%3.1%13.5%4.9%11.2%1.4%0.5%25.0M-564.8M-2.1M0.5257.671,72789621,67624,416
2024-03-04$471.18$435.0011.6%3.4%13.0%7.7%12.6%2.1%1.5%29.8M-583.0M-2.0M0.4571.571,13651422,09524,729
2024-03-05$464.86$435.0013.3%3.6%14.0%14.9%13.0%2.6%0.9%13.9M-468.3M-2.2M0.3971.621,97377322,32924,977
2024-03-06$468.67$435.0012.8%3.3%14.2%12.7%12.1%2.4%1.2%22.2M-527.3M-2.1M0.2676.051,27532622,94825,205
2024-03-07$473.67$435.0012.8%3.5%14.2%12.8%12.4%2.1%1.0%35.1M-612.7M-2.1M0.2272.881,73038923,47125,325
2024-03-08$470.87$435.0013.3%3.6%14.4%14.7%12.8%2.8%0.7%29.4M-544.3M-2.2M0.4774.301,49970323,67825,462
2024-03-11$470.10$435.0015.7%3.7%14.4%24.8%12.8%2.5%1.0%28.7M-549.4M-2.1M0.7773.2372856223,92325,736
2024-03-12$475.00$435.0012.9%3.4%14.8%13.1%12.1%1.8%1.1%46.7M-636.5M-2.0M0.5075.281,48374024,09425,828
2024-03-13$474.16$435.0011.6%3.3%13.2%7.8%11.8%1.8%1.2%44.4M-613.2M-2.1M0.3675.741,18143024,51726,288
2024-03-14$471.80$435.0012.4%3.6%13.0%16.6%12.5%2.5%0.7%31.0M-563.7M-2.1M0.8974.991,4711,31424,60826,385
2024-03-15$469.85$440.0012.7%3.6%13.0%22.1%12.6%2.2%0.4%24.9M-534.1M-2.1M0.4576.901,14651924,94926,624
2024-03-18$473.78$440.0012.3%3.5%13.2%19.7%12.1%2.4%0.4%19.2M-507.6M-2.1M0.2770.091,36236720,28719,462
2024-03-19$474.97$440.0012.0%3.4%12.7%17.8%12.7%2.0%0.6%21.4M-537.6M-2.0M0.8869.8388177220,96019,642
2024-03-20$479.22$440.0011.2%3.2%12.9%14.0%11.7%1.5%0.8%23.6M-581.5M-2.0M0.6674.881,16676521,01020,419
2024-03-21$481.96$440.0011.0%3.2%10.4%12.1%11.1%1.5%0.8%26.4M-603.8M-2.0M0.2874.361,51842821,16820,284
2024-03-22$479.63$440.0010.7%3.1%10.6%8.9%10.6%1.7%0.9%27.6M-600.7M-2.0M0.7675.0689567621,28220,355
2024-03-25$478.44$440.0010.8%3.1%10.6%9.8%10.6%1.7%0.9%30.3M-597.4M-2.0M1.0274.8288590621,87020,461
2024-03-26$477.30$440.0011.0%3.1%10.7%12.1%11.6%1.8%1.0%29.0M-573.8M-2.1M0.3077.2670721021,84721,058
2024-03-27$480.10$440.0010.4%3.0%10.7%6.2%10.6%2.3%1.0%30.2M-604.1M-2.0M3.0963.637232,23121,99221,130
2024-03-28$481.51$440.0010.5%3.0%10.6%7.8%10.1%1.8%1.2%32.3M-620.1M-2.2M0.1363.301,75822222,35323,249