VOO Options History — November 2024

In November 2024, VOO traded between $523.83 and $554.54. ATM implied volatility averaged 13.1%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded below realized volatility by 0.5% (HV 20d: 13.6%). Max pain ranged from $450.00 to $515.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.65.

Notable Days

  • 2024-11-08: Highest Volume — 43,510 contracts
  • 2024-11-06: Largest IV drop — 18.0% change
  • 2024-11-04: Highest IV Rank — 44.5%
  • 2024-11-01: Largest Expected Move — 5.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$543.77$523.83$554.54$525.46$554.54
Max Pain$494.00$450.00$515.00$515.00$450.00
ATM IV13.1%10.4%18.1%17.9%10.4%
Expected Move3.8%3.0%5.9%5.9%3.0%
HV 20d13.6%10.3%14.7%10.9%13.0%
HV 60d12.1%11.6%12.5%11.6%11.7%
IV Rank17.6%3.7%44.5%43.4%3.7%
IV Percentile55.8%7.5%97.6%97.2%7.5%
Term Structure0.0%-1.1%1.4%0.4%-0.8%
VWIV14.1%10.6%23.7%20.0%10.6%
Skew 25d4.0%2.2%7.6%7.6%4.0%
Skew 10d10.3%8.0%20.9%20.9%10.3%
Call IV 25d11.3%9.0%16.3%14.3%9.0%
Put IV 25d15.3%12.3%22.0%22.0%13.0%
Bid-Ask Spread %68.6256.6777.6266.6670.72
Gamma HHI0.140.060.640.120.64
Net GEX84.6M-3.3M317.9M-3.3M317.9M
Net DEX-3.03B-3.37B-2.41B-2.48B-3.25B
Net VEX-3.6M-4.2M-3.2M-4.2M-3.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.211.300.440.21
Total Volume7,113.852,68743,5105,4752,687
Total OI152,843.85146,973161,306150,988154,668

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$525.46$515.0017.9%5.9%10.9%43.4%20.0%7.6%0.4%-3.3M-2.48B-4.2M0.4466.663,8001,67575,95875,030
2024-11-04$523.83$500.0018.1%5.0%10.5%44.5%16.9%4.2%-0.2%12.7M-2.41B-4.2M0.3356.672,94096574,77772,196
2024-11-05$528.88$500.0016.7%4.7%10.3%37.0%16.0%6.2%0.2%31.3M-2.62B-4.0M0.6666.961,9691,29076,48972,822
2024-11-06$543.56$500.0013.7%3.8%14.0%21.0%14.6%4.8%-0.1%93.7M-3.15B-3.4M0.5068.374,4732,24377,38773,518
2024-11-07$548.01$500.0012.1%3.6%14.2%12.5%12.7%3.8%1.4%109.7M-3.31B-3.3M0.4577.624,3351,94578,08474,202
2024-11-08$549.57$500.0011.9%3.5%14.0%11.5%13.1%3.5%0.8%120.0M-3.37B-3.2M1.0472.3621,31822,19278,79975,130
2024-11-11$549.94$500.0012.5%3.6%13.8%14.7%12.7%3.5%0.1%93.8M-3.17B-3.4M0.6571.382,1011,36875,68074,869
2024-11-12$549.13$505.0012.0%3.5%13.3%12.2%12.2%3.3%0.2%92.0M-3.12B-3.5M0.7169.294,6843,34776,42075,709
2024-11-13$549.93$505.0011.5%3.4%13.2%9.4%12.3%2.6%0.3%105.0M-3.30B-3.3M0.4266.902,6371,09679,72278,946
2024-11-14$545.29$505.0011.8%3.4%13.7%10.9%11.8%2.2%0.2%79.9M-3.15B-3.4M0.4076.342,01681280,75279,666
2024-11-15$537.69$505.0013.2%3.8%14.6%18.2%13.8%4.0%0.0%8.9M-2.85B-3.9M1.0371.692,7282,81381,29280,014
2024-11-18$540.61$510.0013.0%3.8%14.7%17.5%13.3%3.9%-0.1%44.4M-2.93B-3.5M0.5864.112,5151,46476,50771,867
2024-11-19$542.33$505.0013.2%3.8%14.7%18.2%12.8%4.1%-0.1%54.7M-2.96B-3.7M1.0066.641,8391,83078,29573,003
2024-11-20$542.08$510.0014.1%4.0%14.2%22.9%16.0%4.4%0.2%53.5M-2.98B-3.7M0.7064.971,8291,28378,98874,056
2024-11-21$546.32$510.0013.6%3.9%14.4%20.3%13.8%4.2%-1.1%82.6M-3.12B-3.6M0.4866.692,0861,00479,80074,800
2024-11-22$546.89$510.0012.1%3.5%14.4%12.4%23.7%4.3%-0.0%96.1M-3.13B-3.5M0.9366.6111,54910,77580,35675,267
2024-11-25$548.88$450.0011.5%3.3%14.4%9.1%12.2%3.1%-0.2%86.2M-3.07B-3.4M0.5567.702,4521,35376,72072,080
2024-11-26$552.28$450.0010.8%3.1%14.5%5.6%12.1%3.1%-0.4%110.5M-3.17B-3.3M1.3069.451,3491,75777,96872,677
2024-11-27$550.26$450.0011.1%3.1%14.5%7.3%11.0%3.2%-0.5%102.0M-3.09B-3.4M0.5471.242,4471,31178,40673,957
2024-11-29$554.54$450.0010.4%3.0%13.0%3.7%10.6%4.0%-0.8%317.9M-3.25B-3.3M0.2170.722,21946879,76974,899