VOO Options History — April 2024

In April 2024, VOO traded between $454.28 and $479.88. ATM implied volatility averaged 14.2%, placing in the 43.7% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 3.0% (HV 20d: 11.2%). Max pain ranged from $445.00 to $475.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.93.

Notable Days

2024-04-05: Highest Volume — 7,523 contracts
2024-04-04: Largest IV spike — 31.4% change
2024-04-19: Highest IV Rank — 68.3%
2024-04-19: Largest Expected Move — 4.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$468.51	$454.28	$479.88	$479.88	$463.71
Max Pain	$463.64	$445.00	$475.00	$445.00	$460.00
ATM IV	14.2%	11.1%	16.7%	11.1%	14.3%
Expected Move	4.1%	3.2%	4.8%	3.2%	4.1%
HV 20d	11.2%	9.1%	13.6%	10.4%	13.6%
HV 60d	12.2%	11.4%	13.0%	11.4%	12.5%
IV Rank	43.7%	13.1%	68.3%	13.1%	44.4%
IV Percentile	70.5%	21.0%	93.3%	21.0%	75.4%
Term Structure	-0.1%	-1.8%	1.1%	1.1%	-0.8%
VWIV	14.2%	11.1%	17.3%	11.1%	14.1%
Skew 25d	3.3%	2.3%	4.7%	2.5%	2.7%
Skew 10d	6.9%	4.7%	10.0%	5.8%	5.2%
Call IV 25d	12.5%	10.2%	14.9%	10.2%	13.1%
Put IV 25d	15.9%	12.7%	18.9%	12.7%	15.7%
Bid-Ask Spread %	53.41	44.53	64.62	61.84	59.42
Gamma HHI	0.07	0.05	0.10	0.10	0.06
Net GEX	15.1M	-5.5M	31.7M	31.7M	8.5M
Net DEX	-405.2M	-592.4M	-232.6M	-592.4M	-312.9M
Net VEX	-2.7M	-2.9M	-2.2M	-2.2M	-2.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.93	0.25	5.70	0.32	0.75
Total Volume	2,517.682	888	7,523	1,720	1,453
Total OI	51,180.409	43,219	58,063	46,449	49,167

Daily Data (22 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
2024-04-01	$479.88	$445.00	11.1%	3.2%	10.4%	13.1%	11.1%	2.5%	1.1%	31.7M	-592.4M	-2.2M	0.32	61.84	1,301	419	23,099	23,350
2024-04-02	$476.69	$445.00	12.3%	3.5%	10.7%	25.4%	11.7%	2.4%	0.4%	28.3M	-553.1M	-2.3M	0.38	64.01	1,209	454	23,206	23,413
2024-04-03	$477.54	$445.00	11.5%	3.3%	9.3%	16.7%	11.4%	2.3%	0.9%	30.6M	-567.9M	-2.3M	0.33	64.62	1,370	455	23,485	23,663
2024-04-04	$472.18	$475.00	15.0%	4.1%	10.0%	51.8%	15.8%	3.1%	0.5%	21.8M	-486.3M	-2.3M	0.78	52.35	1,210	943	23,590	23,976
2024-04-05	$476.40	$475.00	14.1%	4.0%	9.8%	42.2%	13.5%	3.8%	0.2%	27.0M	-539.5M	-2.3M	3.34	44.53	1,734	5,789	23,895	24,386
2024-04-08	$476.80	$475.00	13.3%	3.8%	9.5%	35.0%	14.7%	3.3%	0.2%	26.6M	-543.0M	-2.7M	0.70	48.86	1,038	723	24,739	29,768
2024-04-09	$475.88	$475.00	13.8%	3.8%	9.5%	39.4%	12.9%	3.6%	0.8%	24.4M	-533.3M	-2.7M	1.13	56.10	614	693	24,780	29,997
2024-04-10	$472.92	$475.00	13.5%	3.9%	9.1%	36.6%	14.5%	3.4%	0.3%	18.2M	-460.6M	-2.8M	0.40	52.87	2,372	948	24,868	30,430
2024-04-11	$477.28	$470.00	13.4%	3.8%	9.6%	35.9%	13.3%	3.1%	0.3%	26.2M	-538.8M	-2.7M	0.39	54.32	1,517	591	25,209	30,821
2024-04-12	$469.47	$470.00	15.0%	4.3%	11.2%	51.4%	16.5%	4.4%	-0.1%	12.3M	-411.1M	-2.9M	0.66	46.60	1,832	1,210	25,250	31,072
2024-04-15	$463.73	$470.00	16.4%	4.7%	11.9%	65.4%	15.7%	4.7%	-0.6%	5.2M	-318.9M	-2.9M	0.63	46.63	2,312	1,447	25,732	31,524
2024-04-16	$463.77	$465.00	16.0%	4.6%	11.5%	61.4%	14.9%	4.4%	-1.8%	6.7M	-339.3M	-2.9M	0.58	49.64	1,568	909	26,461	31,602
2024-04-17	$460.72	$465.00	16.3%	4.7%	11.5%	63.7%	15.7%	3.9%	-0.4%	3.7M	-286.3M	-2.9M	0.47	47.24	1,765	833	26,393	31,606
2024-04-18	$459.63	$465.00	15.9%	4.6%	10.9%	60.5%	14.7%	4.0%	-0.4%	5.3M	-299.6M	-2.9M	0.32	47.21	1,659	527	26,506	31,109
2024-04-19	$454.28	$465.00	16.7%	4.8%	11.0%	68.3%	16.2%	3.9%	-0.7%	-5.5M	-232.6M	-2.9M	0.73	47.85	1,899	1,378	26,718	31,107
2024-04-22	$459.32	$460.00	15.0%	4.3%	12.0%	51.5%	14.2%	3.1%	-0.3%	4.0M	-249.9M	-2.7M	0.25	50.61	2,169	548	19,466	23,753
2024-04-23	$464.59	$460.00	14.0%	4.0%	12.9%	41.2%	13.5%	2.8%	-0.1%	10.3M	-313.1M	-2.8M	0.39	53.39	832	321	20,534	23,987
2024-04-24	$464.68	$460.00	14.0%	4.0%	12.9%	41.4%	13.7%	2.8%	-0.3%	11.9M	-320.0M	-2.7M	0.53	54.68	644	339	20,863	24,047
2024-04-25	$462.21	$460.00	14.9%	4.3%	12.7%	50.1%	17.3%	2.9%	-0.9%	9.8M	-300.2M	-2.7M	5.70	53.76	760	4,332	21,153	24,117
2024-04-26	$467.70	$460.00	13.0%	3.7%	13.5%	32.1%	14.4%	2.7%	0.0%	13.2M	-361.3M	-2.7M	1.25	58.40	1,058	1,326	21,293	26,939
2024-04-29	$467.76	$460.00	13.2%	3.8%	13.5%	33.4%	13.6%	2.7%	-0.2%	12.7M	-353.6M	-2.7M	0.44	60.10	615	273	21,577	27,318
2024-04-30	$463.71	$460.00	14.3%	4.1%	13.6%	44.4%	14.1%	2.7%	-0.8%	8.5M	-312.9M	-2.7M	0.75	59.42	832	621	21,788	27,379