VOO Options History — June 2024

In June 2024, VOO traded between $483.62 and $503.73. ATM implied volatility averaged 10.8%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded above realized volatility by 3.2% (HV 20d: 7.7%). Max pain ranged from $440.00 to $480.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.66.

Notable Days

2024-06-27: Highest Volume — 7,127 contracts
2024-06-12: Largest IV drop — 12.9% change
2024-06-03: Highest IV Rank — 22.0%
2024-06-04: Largest Expected Move — 3.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$497.02	$483.62	$503.73	$483.62	$500.77
Max Pain	$461.58	$440.00	$480.00	$440.00	$480.00
ATM IV	10.8%	9.8%	12.0%	12.0%	11.2%
Expected Move	3.1%	2.8%	3.5%	3.4%	2.9%
HV 20d	7.7%	6.5%	8.2%	7.5%	6.5%
HV 60d	10.4%	10.2%	10.7%	10.6%	10.3%
IV Rank	10.8%	0.1%	22.0%	22.0%	13.9%
IV Percentile	22.3%	0.4%	53.6%	53.6%	34.5%
Term Structure	0.2%	-0.5%	1.1%	-0.5%	-0.4%
VWIV	11.3%	10.3%	12.4%	12.0%	10.3%
Skew 25d	2.5%	1.6%	3.7%	3.4%	2.0%
Skew 10d	5.2%	3.5%	7.0%	6.5%	3.5%
Call IV 25d	9.9%	8.9%	10.5%	10.2%	10.2%
Put IV 25d	12.4%	11.0%	14.1%	13.7%	12.3%
Bid-Ask Spread %	72.91	55.47	80.96	55.47	77.29
Gamma HHI	0.13	0.08	0.28	0.10	0.28
Net GEX	37.1M	-17.3M	66.6M	29.1M	-17.3M
Net DEX	-642.5M	-839.0M	-429.6M	-524.0M	-429.6M
Net VEX	-2.0M	-2.2M	-1.9M	-2.2M	-2.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.37	1.48	0.74	0.64
Total Volume	2,775.947	945	7,127	1,566	4,495
Total OI	48,502.263	38,877	55,314	48,240	43,766

Daily Data (19 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
2024-06-03	$483.62	$440.00	12.0%	3.4%	7.5%	22.0%	12.0%	3.4%	-0.5%	29.1M	-524.0M	-2.2M	0.74	55.47	898	668	22,815	25,425
2024-06-04	$485.16	$440.00	11.7%	3.5%	7.2%	18.6%	12.1%	3.7%	0.1%	32.8M	-553.3M	-2.1M	0.37	57.13	692	253	23,161	25,737
2024-06-05	$490.62	$440.00	11.0%	3.3%	8.0%	12.2%	11.5%	3.1%	0.2%	42.5M	-646.1M	-2.1M	0.49	59.37	1,683	826	23,382	25,813
2024-06-06	$490.94	$455.00	11.1%	3.2%	8.0%	13.2%	11.4%	2.4%	0.2%	41.4M	-626.4M	-2.2M	0.54	73.44	968	522	23,502	26,155
2024-06-07	$490.97	$455.00	10.7%	3.1%	7.9%	9.4%	11.1%	2.2%	0.0%	43.3M	-639.6M	-2.1M	0.44	76.36	1,333	581	23,804	26,287
2024-06-10	$491.80	$460.00	11.0%	3.2%	7.9%	12.3%	11.4%	1.9%	0.1%	41.2M	-645.2M	-2.0M	0.85	74.50	650	554	23,502	26,294
2024-06-11	$492.88	$460.00	11.2%	3.1%	7.9%	14.2%	11.6%	2.1%	-0.4%	45.0M	-667.7M	-2.0M	0.44	73.57	775	341	23,754	26,468
2024-06-12	$497.02	$460.00	9.8%	2.9%	8.2%	0.1%	10.4%	2.7%	1.1%	58.3M	-748.5M	-1.9M	0.37	80.96	2,405	881	24,050	26,578
2024-06-13	$498.98	$460.00	9.8%	2.8%	7.4%	0.5%	10.5%	1.6%	0.1%	66.6M	-780.7M	-1.9M	0.93	76.62	1,358	1,257	24,511	26,808
2024-06-14	$498.23	$465.00	10.2%	2.9%	7.5%	4.8%	10.6%	2.0%	0.0%	62.0M	-752.3M	-2.0M	0.78	76.37	1,764	1,380	24,855	27,659
2024-06-17	$503.58	$465.00	10.4%	3.0%	8.2%	6.7%	11.4%	1.9%	0.4%	48.9M	-818.8M	-1.9M	0.44	76.23	2,843	1,239	24,407	27,258
2024-06-18	$503.73	$465.00	10.4%	3.0%	8.2%	6.3%	10.8%	2.1%	0.4%	51.1M	-839.0M	-1.9M	0.53	76.49	1,844	986	25,087	28,073
2024-06-20	$503.27	$465.00	11.1%	3.2%	8.2%	13.1%	11.8%	2.2%	0.6%	47.8M	-811.1M	-2.0M	0.71	75.98	2,627	1,874	25,484	28,841
2024-06-21	$502.14	$470.00	11.1%	3.2%	8.1%	13.5%	11.9%	2.1%	0.1%	21.6M	-792.3M	-2.0M	0.49	75.76	2,817	1,367	25,703	29,611
2024-06-24	$501.71	$470.00	11.2%	3.1%	7.6%	13.7%	11.6%	3.6%	0.5%	14.5M	-458.5M	-2.0M	0.44	73.14	1,482	646	18,154	20,723
2024-06-25	$502.23	$470.00	10.9%	3.1%	7.4%	11.4%	12.4%	2.5%	0.5%	23.0M	-480.0M	-2.0M	1.08	74.06	1,077	1,168	19,055	21,139
2024-06-26	$502.43	$475.00	10.8%	3.0%	7.3%	9.8%	11.3%	2.3%	0.6%	20.8M	-485.8M	-2.0M	0.70	75.84	799	563	19,651	21,845
2024-06-27	$503.38	$475.00	10.7%	2.9%	7.0%	8.9%	10.7%	3.4%	0.8%	32.2M	-508.3M	-2.0M	1.48	76.75	2,878	4,249	20,067	22,119
2024-06-28	$500.77	$480.00	11.2%	2.9%	6.5%	13.9%	10.3%	2.0%	-0.4%	-17.3M	-429.6M	-2.1M	0.64	77.29	2,742	1,753	19,713	24,053