VOO Options History — August 2024

In August 2024, VOO traded between $473.65 and $516.16. ATM implied volatility averaged 15.9%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 5.6% (HV 20d: 21.5%). Max pain ranged from $450.00 to $500.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.76.

Notable Days

2024-08-30: Highest Volume — 21,838 contracts
2024-08-05: Largest IV spike — 40.1% change
2024-08-02: Highest IV Rank — 100.0%
2024-08-05: Largest Expected Move — 7.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$501.99	$473.65	$516.16	$497.66	$516.16
Max Pain	$481.14	$450.00	$500.00	$500.00	$450.00
ATM IV	15.9%	12.1%	28.6%	17.1%	12.1%
Expected Move	4.5%	3.5%	7.8%	5.0%	3.5%
HV 20d	21.5%	16.0%	23.8%	16.0%	18.6%
HV 60d	14.4%	10.8%	15.2%	10.8%	15.0%
IV Rank	36.1%	12.3%	100.0%	72.2%	12.3%
IV Percentile	78.3%	53.2%	100.0%	96.8%	53.2%
Term Structure	-0.1%	-0.9%	0.7%	-0.7%	0.7%
VWIV	16.8%	12.5%	27.1%	17.1%	20.2%
Skew 25d	5.3%	2.8%	12.8%	3.2%	3.6%
Skew 10d	11.3%	5.2%	27.8%	8.3%	7.2%
Call IV 25d	13.1%	10.0%	22.3%	14.6%	10.8%
Put IV 25d	18.4%	13.5%	35.0%	17.8%	14.4%
Bid-Ask Spread %	61.09	49.89	71.51	71.51	67.36
Gamma HHI	0.09	0.04	0.21	0.06	0.10
Net GEX	24.3M	-18.9M	55.7M	2.0M	40.9M
Net DEX	-468.5M	-870.1M	12.9M	-291.4M	-870.1M
Net VEX	-2.5M	-2.9M	-2.3M	-2.5M	-2.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.76	0.43	1.79	0.59	0.93
Total Volume	4,852.045	1,991	21,838	2,882	21,838
Total OI	50,237.409	42,687	62,991	44,182	62,991

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
2024-08-01	$497.66	$500.00	17.1%	5.0%	16.0%	72.2%	17.1%	3.2%	-0.7%	2.0M	-291.4M	-2.5M	0.59	71.51	1,807	1,075	20,952	23,230
2024-08-02	$488.75	$500.00	20.4%	5.9%	16.8%	100.0%	20.6%	7.4%	-0.3%	-18.9M	-114.1M	-2.7M	1.79	67.62	2,390	4,278	21,331	23,677
2024-08-05	$473.65	$495.00	28.6%	7.8%	19.7%	100.0%	27.1%	12.8%	-0.7%	-9.2M	12.9M	-2.9M	0.60	52.63	4,529	2,740	19,804	22,883
2024-08-06	$483.13	$485.00	20.4%	5.8%	21.3%	56.5%	21.3%	7.3%	0.2%	-83.3K	-166.5M	-2.8M	0.71	51.90	2,512	1,793	22,498	24,174
2024-08-07	$478.37	$485.00	21.7%	6.1%	21.1%	63.6%	20.4%	8.3%	0.0%	-1.7M	-94.3M	-2.8M	0.85	52.46	1,946	1,653	23,954	24,973
2024-08-08	$487.29	$485.00	20.0%	5.6%	22.4%	54.2%	19.7%	5.7%	-0.5%	8.6M	-270.4M	-2.7M	0.62	49.89	2,061	1,268	24,280	25,533
2024-08-09	$489.78	$485.00	17.3%	4.8%	22.4%	40.4%	16.4%	6.3%	-0.3%	20.1M	-339.8M	-2.6M	0.85	55.56	1,557	1,316	24,947	25,801
2024-08-12	$488.89	$485.00	17.5%	5.0%	22.4%	41.2%	17.6%	6.2%	-0.1%	9.1M	-254.3M	-2.5M	0.73	52.89	2,050	1,490	21,446	22,607
2024-08-13	$497.61	$485.00	15.7%	4.4%	23.3%	31.5%	14.7%	6.8%	-0.9%	22.9M	-375.7M	-2.4M	0.72	57.83	1,250	903	22,671	23,570
2024-08-14	$499.56	$485.00	13.7%	4.0%	23.1%	20.8%	15.3%	4.9%	0.5%	31.4M	-415.4M	-2.3M	0.86	65.74	1,106	953	23,252	24,011
2024-08-15	$508.11	$490.00	12.1%	3.5%	23.8%	12.3%	12.5%	3.5%	0.6%	47.3M	-549.6M	-2.3M	0.43	68.01	2,756	1,176	23,475	24,443
2024-08-16	$509.13	$490.00	12.4%	3.6%	23.6%	14.2%	12.7%	2.8%	-0.4%	49.5M	-574.7M	-2.3M	0.57	67.77	2,286	1,294	23,942	24,813
2024-08-19	$513.01	$490.00	12.2%	3.5%	23.4%	13.2%	14.3%	4.1%	0.4%	35.3M	-550.9M	-2.3M	0.51	59.07	2,066	1,055	21,775	22,688
2024-08-20	$513.31	$490.00	13.1%	3.7%	23.4%	17.6%	13.7%	3.9%	0.2%	40.1M	-559.1M	-2.3M	0.65	58.44	2,217	1,431	22,732	23,353
2024-08-21	$514.64	$490.00	13.4%	3.8%	21.9%	19.3%	13.7%	4.5%	0.2%	40.1M	-554.8M	-2.4M	0.82	60.09	1,682	1,378	23,413	24,390
2024-08-22	$510.69	$495.00	14.7%	4.2%	22.1%	26.2%	15.1%	4.7%	-0.8%	30.1M	-487.9M	-2.5M	0.59	60.77	1,761	1,034	23,646	25,543
2024-08-23	$515.71	$500.00	13.2%	3.7%	22.2%	18.1%	22.7%	4.1%	0.4%	55.7M	-574.3M	-2.4M	0.94	63.21	8,373	7,879	24,058	26,025
2024-08-26	$514.91	$450.00	13.2%	3.8%	22.2%	18.3%	13.6%	4.2%	-0.6%	32.9M	-846.4M	-2.4M	0.45	63.98	2,019	909	28,186	30,365
2024-08-27	$516.15	$450.00	13.0%	3.7%	22.0%	17.0%	13.2%	4.3%	0.1%	35.2M	-842.9M	-2.5M	0.78	65.72	1,121	870	29,211	30,958
2024-08-28	$513.58	$450.00	14.4%	4.0%	21.3%	24.6%	14.5%	4.0%	-0.6%	30.3M	-785.4M	-2.6M	1.15	63.55	999	1,153	29,876	31,546
2024-08-29	$513.58	$450.00	13.5%	3.8%	19.9%	20.0%	13.0%	4.4%	-0.2%	32.0M	-802.3M	-2.5M	0.61	68.02	1,725	1,046	30,149	32,051
2024-08-30	$516.16	$450.00	12.1%	3.5%	18.6%	12.3%	20.2%	3.6%	0.7%	40.9M	-870.1M	-2.4M	0.93	67.36	11,302	10,536	30,805	32,186