VOO Options History — July 2024

In July 2024, VOO traded between $497.16 and $518.52. ATM implied volatility averaged 12.4%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 3.4% (HV 20d: 9.0%). Max pain ranged from $480.00 to $505.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.63.

Notable Days

2024-07-24: Highest Volume — 5,545 contracts
2024-07-24: Largest IV spike — 19.5% change
2024-07-30: Highest IV Rank — 60.5%
2024-07-30: Largest Expected Move — 4.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$507.43	$497.16	$518.52	$500.52	$507.29
Max Pain	$498.18	$480.00	$505.00	$480.00	$500.00
ATM IV	12.4%	10.0%	16.0%	10.7%	14.2%
Expected Move	3.5%	2.7%	4.7%	2.8%	4.1%
HV 20d	9.0%	6.2%	14.5%	6.6%	14.5%
HV 60d	9.4%	8.7%	10.1%	10.0%	10.1%
IV Rank	25.7%	2.3%	60.5%	8.9%	43.5%
IV Percentile	46.0%	1.6%	90.9%	14.3%	78.6%
Term Structure	0.0%	-1.0%	1.1%	0.3%	-0.7%
VWIV	12.4%	9.2%	16.8%	9.6%	14.3%
Skew 25d	3.0%	0.8%	5.5%	2.7%	3.5%
Skew 10d	6.5%	1.5%	9.2%	7.2%	8.8%
Call IV 25d	11.1%	8.7%	13.7%	9.4%	12.4%
Put IV 25d	14.1%	10.1%	18.4%	12.2%	15.9%
Bid-Ask Spread %	64.59	50.83	81.81	79.00	76.90
Gamma HHI	0.09	0.05	0.27	0.11	0.06
Net GEX	30.0M	5.5M	66.9M	11.9M	25.8M
Net DEX	-503.7M	-685.3M	-274.4M	-450.1M	-434.5M
Net VEX	-2.2M	-2.5M	-2.0M	-2.1M	-2.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.63	0.23	1.49	0.68	0.50
Total Volume	3,166.409	1,146	5,545	2,638	3,204
Total OI	43,421.318	36,915	48,252	42,722	43,025

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
2024-07-01	$500.52	$480.00	10.7%	2.8%	6.6%	8.9%	9.6%	2.7%	0.3%	11.9M	-450.1M	-2.1M	0.68	79.00	1,574	1,064	19,029	23,693
2024-07-02	$503.73	$480.00	10.3%	2.7%	6.7%	5.4%	10.0%	3.5%	0.7%	30.8M	-527.1M	-2.0M	1.26	79.77	1,412	1,779	19,748	24,366
2024-07-03	$506.05	$480.00	10.4%	2.7%	6.8%	5.9%	9.2%	1.4%	-0.0%	44.0M	-569.9M	-2.0M	0.34	81.81	853	293	20,249	25,275
2024-07-05	$509.86	$495.00	10.0%	3.0%	6.2%	2.3%	10.9%	0.8%	0.2%	66.9M	-612.8M	-2.1M	0.30	50.83	2,843	841	20,426	25,348
2024-07-08	$509.94	$500.00	10.7%	3.1%	6.2%	9.2%	10.9%	1.9%	-0.6%	43.9M	-589.1M	-2.0M	1.06	51.41	1,555	1,645	19,421	21,997
2024-07-09	$510.76	$500.00	10.6%	3.1%	6.2%	7.9%	10.8%	2.6%	0.2%	42.8M	-603.6M	-2.0M	0.95	52.75	1,119	1,068	20,070	23,282
2024-07-10	$515.04	$500.00	10.2%	3.1%	6.6%	4.5%	11.1%	1.1%	0.9%	43.7M	-675.8M	-2.0M	0.62	55.59	2,232	1,380	20,507	24,160
2024-07-11	$511.98	$500.00	11.1%	3.2%	7.2%	13.3%	11.2%	1.9%	0.5%	40.4M	-616.3M	-2.1M	0.52	54.86	2,118	1,108	20,883	25,074
2024-07-12	$515.26	$500.00	10.4%	3.0%	7.0%	6.3%	10.9%	2.4%	0.3%	57.7M	-685.3M	-2.0M	0.23	55.01	4,202	987	21,572	25,685
2024-07-15	$515.35	$500.00	11.0%	3.2%	7.0%	12.0%	10.9%	2.0%	0.2%	34.6M	-645.5M	-2.0M	0.35	56.00	2,238	788	20,768	22,975
2024-07-16	$518.52	$500.00	10.9%	3.1%	7.1%	11.5%	11.3%	2.1%	0.4%	40.3M	-675.0M	-2.2M	0.33	60.31	1,814	591	21,175	23,487
2024-07-17	$512.10	$500.00	12.5%	3.6%	8.0%	27.1%	12.0%	2.8%	-0.3%	31.7M	-592.8M	-2.2M	0.54	55.60	2,212	1,197	21,692	24,247
2024-07-18	$508.03	$500.00	12.9%	3.6%	8.6%	30.7%	12.4%	4.0%	1.1%	27.9M	-505.9M	-2.3M	0.73	54.95	2,014	1,462	22,803	24,513
2024-07-19	$504.20	$505.00	13.8%	3.9%	9.1%	39.7%	13.8%	4.1%	0.2%	17.8M	-462.5M	-2.3M	0.54	72.38	3,421	1,843	23,239	25,013
2024-07-22	$510.06	$505.00	13.3%	3.7%	9.9%	34.7%	13.8%	2.7%	-0.6%	24.6M	-443.1M	-2.1M	0.43	67.16	1,476	637	18,382	18,533
2024-07-23	$509.26	$505.00	12.9%	3.6%	9.9%	30.4%	12.2%	3.5%	0.4%	24.1M	-429.3M	-2.3M	0.31	70.06	1,150	362	18,878	18,826
2024-07-24	$498.09	$505.00	15.4%	4.4%	12.8%	55.0%	14.8%	4.8%	-0.4%	10.8M	-296.3M	-2.4M	1.49	66.91	2,225	3,320	19,511	19,050
2024-07-25	$497.16	$505.00	15.8%	4.5%	12.8%	58.9%	15.1%	5.2%	-1.0%	5.5M	-274.4M	-2.5M	0.50	66.27	2,978	1,479	20,213	21,404
2024-07-26	$500.19	$500.00	14.9%	4.3%	13.0%	49.9%	16.8%	4.6%	-0.0%	14.0M	-340.8M	-2.4M	0.65	68.47	2,098	1,369	21,340	21,809
2024-07-29	$501.81	$500.00	14.6%	4.3%	12.9%	47.9%	14.5%	5.5%	-0.5%	13.9M	-354.1M	-2.4M	0.60	72.20	1,219	728	19,629	21,568
2024-07-30	$498.21	$500.00	16.0%	4.7%	13.2%	60.5%	15.8%	3.8%	-1.0%	6.8M	-297.9M	-2.5M	0.95	72.69	906	857	20,227	22,177
2024-07-31	$507.29	$500.00	14.2%	4.1%	14.5%	43.5%	14.3%	3.5%	-0.7%	25.8M	-434.5M	-2.3M	0.50	76.90	2,142	1,062	20,394	22,631