VOO Options History — May 2024

In May 2024, VOO traded between $462.84 and $488.04. ATM implied volatility averaged 11.6%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 3.3%. IV traded above realized volatility by 0.6% (HV 20d: 11.1%). Max pain ranged from $420.00 to $460.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.73.

Notable Days

  • 2024-05-15: Highest Volume — 3,313 contracts
  • 2024-05-13: Largest IV spike — 40.4% change
  • 2024-05-14: Highest IV Rank — 52.8%
  • 2024-05-02: Largest Expected Move — 4.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$479.94$462.84$488.04$462.84$481.63
Max Pain$432.73$420.00$460.00$460.00$440.00
ATM IV11.6%10.0%15.2%13.9%10.8%
Expected Move3.3%2.9%4.1%4.0%3.4%
HV 20d11.1%8.1%14.2%13.6%8.8%
HV 60d11.7%10.8%12.7%12.5%10.8%
IV Rank18.3%2.3%52.8%41.0%10.8%
IV Percentile30.8%0.8%84.5%70.6%17.9%
Term Structure0.1%-0.8%0.6%-0.8%-0.1%
VWIV11.5%9.7%14.6%14.6%11.2%
Skew 25d2.6%1.8%4.4%2.8%4.4%
Skew 10d5.4%2.5%6.9%6.1%5.5%
Call IV 25d10.2%8.6%13.3%13.0%8.7%
Put IV 25d12.9%11.3%15.8%15.8%13.1%
Bid-Ask Spread %67.3350.8282.1367.5050.82
Gamma HHI0.110.060.210.060.10
Net GEX32.6M6.0M53.2M6.3M25.5M
Net DEX-524.3M-689.3M-296.1M-296.1M-488.1M
Net VEX-2.3M-2.7M-2.1M-2.7M-2.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.261.441.440.49
Total Volume1,623.4557703,3132,3021,494
Total OI49,806.27344,52854,60749,69647,931

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-05-01$462.84$460.0013.9%4.0%13.6%41.0%14.6%2.8%-0.8%6.3M-296.1M-2.7M1.4467.509441,35822,07027,626
2024-05-02$463.34$460.0014.2%4.1%13.1%43.9%14.4%2.1%-0.8%6.0M-306.3M-2.6M1.2370.2169084922,19028,056
2024-05-03$470.13$460.0012.1%3.5%13.8%22.8%12.4%2.0%0.5%21.7M-417.9M-2.6M0.6068.1188152722,40928,094
2024-05-06$473.73$420.0012.3%3.5%14.1%24.5%12.1%2.4%0.1%31.9M-484.2M-2.4M0.6075.281,06864422,65128,084
2024-05-07$475.35$420.0012.0%3.5%14.2%22.0%12.3%2.7%0.2%32.8M-487.9M-2.5M0.7174.3695467922,96728,265
2024-05-08$475.57$420.0011.7%3.4%14.0%19.3%12.5%2.4%0.1%36.6M-512.2M-2.4M0.8776.0441135923,09828,581
2024-05-09$477.70$420.0010.9%3.3%13.7%11.5%11.7%2.6%0.2%39.1M-529.2M-2.4M0.5977.7370241223,20128,611
2024-05-10$478.75$420.0010.6%3.2%12.2%8.8%11.7%2.4%0.3%43.6M-561.8M-2.3M0.9177.561,4321,30623,44928,714
2024-05-13$478.68$425.0014.9%3.3%11.2%50.7%11.9%2.4%0.1%41.9M-547.0M-2.4M1.1176.9883893023,63428,901
2024-05-14$481.20$425.0015.2%3.3%11.2%52.8%11.4%2.8%0.2%45.0M-575.0M-2.4M0.4974.671,20058423,67429,412
2024-05-15$486.57$425.0010.7%3.1%11.2%9.4%11.1%2.1%0.3%53.2M-674.5M-2.3M0.4680.732,2721,04124,16429,670
2024-05-16$486.24$425.0010.6%3.0%11.1%8.4%10.4%1.8%0.3%51.4M-687.7M-2.2M0.3482.131,66156024,48329,639
2024-05-17$486.25$425.0010.3%3.0%9.8%5.9%10.1%2.0%0.5%48.6M-689.3M-2.2M0.2681.231,77046224,74529,862
2024-05-20$487.01$425.0010.4%3.0%9.4%7.0%10.2%2.2%0.6%29.6M-557.1M-2.3M0.9376.2171366320,98823,540
2024-05-21$488.04$430.0010.0%2.9%8.9%2.5%10.7%2.0%0.3%31.7M-585.3M-2.1M0.5952.641,20070921,24223,919
2024-05-22$486.12$430.0010.6%3.0%9.1%8.7%10.3%2.7%0.3%29.4M-550.4M-2.2M0.5155.1066333521,56124,467
2024-05-23$483.02$435.0010.5%3.0%9.2%7.5%10.7%3.1%-0.8%27.1M-500.7M-2.4M0.7852.7491270721,82224,557
2024-05-24$486.37$435.0010.0%2.9%8.7%2.3%9.7%2.9%0.6%31.9M-553.5M-2.2M1.0653.5552756022,03024,763
2024-05-28$485.98$440.0010.9%3.1%8.7%11.5%10.8%3.1%0.2%31.5M-544.4M-2.2M0.5653.9457331922,31224,993
2024-05-29$484.07$440.0011.1%3.2%8.1%12.9%10.6%3.3%0.2%28.0M-518.8M-2.3M0.9252.3949045322,46125,154
2024-05-30$480.17$440.0011.6%3.5%8.8%17.7%11.5%3.8%-0.5%23.4M-467.1M-2.3M0.5151.3657129322,54225,206
2024-05-31$481.63$440.0010.8%3.4%8.8%10.8%11.2%4.4%-0.1%25.5M-488.1M-2.2M0.4950.821,00349122,64225,289