VOO Options History — December 2024

In December 2024, VOO traded between $538.74 and $558.78. ATM implied volatility averaged 11.8%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 0.7% (HV 20d: 11.2%). Max pain ranged from $450.00 to $500.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.85.

Notable Days

  • 2024-12-20: Highest Volume — 7,951 contracts
  • 2024-12-18: Largest IV spike — 50.5% change
  • 2024-12-18: Highest IV Rank — 44.1%
  • 2024-12-18: Largest Expected Move — 5.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$551.59$538.74$558.78$555.05$538.74
Max Pain$490.48$450.00$500.00$450.00$500.00
ATM IV11.8%9.7%18.0%10.3%14.3%
Expected Move3.5%3.0%5.2%3.1%4.0%
HV 20d11.2%6.8%14.2%13.0%14.0%
HV 60d11.6%10.6%12.9%11.1%12.8%
IV Rank11.2%0.0%44.1%2.7%24.2%
IV Percentile33.4%0.0%96.8%4.4%73.8%
Term Structure0.5%-1.8%2.0%1.1%0.1%
VWIV12.7%10.5%18.3%13.7%13.4%
Skew 25d4.0%1.5%7.5%1.5%4.9%
Skew 10d9.6%2.2%15.9%9.6%10.1%
Call IV 25d10.3%8.1%14.7%9.7%11.6%
Put IV 25d14.2%10.7%22.2%11.2%16.4%
Bid-Ask Spread %75.5870.8081.2670.8073.93
Gamma HHI0.090.060.130.100.06
Net GEX56.0M7.6M100.0M79.9M7.6M
Net DEX-1.48B-2.69B-494.3M-2.58B-494.3M
Net VEX-3.7M-4.4M-3.1M-3.2M-4.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.850.282.280.830.70
Total Volume4,193.811,8767,9513,0123,721
Total OI98,564.28668,642133,247126,24670,761

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$555.05$450.0010.3%3.1%13.0%2.7%13.7%1.5%1.1%79.9M-2.58B-3.2M0.8370.801,6491,36365,52460,722
2024-12-03$554.98$450.009.7%3.0%12.9%0.0%10.9%3.6%1.2%77.2M-2.54B-3.2M2.2872.591,2892,94466,10061,336
2024-12-04$558.64$450.009.9%3.0%12.7%0.7%10.5%3.7%0.6%95.1M-2.69B-3.1M0.6571.712,1691,41866,61463,608
2024-12-05$558.29$490.009.7%3.0%8.8%0.0%12.5%2.1%0.5%100.0M-2.66B-3.1M1.9071.111,4112,67766,91264,154
2024-12-06$558.67$490.009.8%3.0%8.4%0.2%11.1%2.7%1.4%84.7M-2.66B-3.1M0.5776.331,8741,06467,12966,118
2024-12-09$555.58$490.0010.8%3.2%8.7%5.8%13.6%2.4%0.0%71.8M-1.59B-3.1M1.2376.421,3011,60248,72747,103
2024-12-10$554.08$495.0010.7%3.1%8.8%5.1%10.7%3.4%0.0%63.1M-1.54B-3.1M0.7981.261,04982749,16748,041
2024-12-11$558.78$495.0010.0%3.0%9.2%1.3%11.7%3.1%0.4%84.3M-1.65B-3.1M1.5677.751,4522,26049,66148,590
2024-12-12$556.46$495.0010.2%3.1%9.4%2.4%10.9%3.1%0.9%72.7M-1.59B-3.2M1.6377.651,2702,07650,08749,936
2024-12-13$555.77$495.0010.0%3.1%8.8%1.7%11.3%2.2%1.5%60.8M-1.54B-3.4M0.3080.562,67981250,75451,332
2024-12-16$557.85$500.0010.9%3.1%6.8%6.1%11.2%3.3%0.4%73.9M-1.47B-3.3M0.3880.363,8011,44047,04446,556
2024-12-17$555.49$500.0012.0%3.5%7.0%12.1%12.4%3.7%-0.2%67.3M-1.41B-3.5M0.8378.853,8323,16949,21347,663
2024-12-18$539.62$500.0018.0%5.2%12.8%44.1%18.3%7.5%-1.8%12.9M-1.04B-4.4M0.4577.363,0631,37952,09950,354
2024-12-19$540.50$500.0016.7%4.8%12.8%37.1%16.4%7.4%0.2%8.5M-1.05B-4.4M0.5673.464,2382,37353,25251,208
2024-12-20$545.79$500.0014.3%4.1%13.0%24.5%14.7%5.6%-0.8%12.1M-1.23B-4.3M0.8378.804,3523,59954,68752,064
2024-12-23$546.74$500.0012.9%3.8%13.0%17.0%14.3%5.2%0.9%23.3M-619.8M-4.3M0.4475.222,6761,17836,20732,435
2024-12-24$551.40$500.0010.9%3.1%13.3%6.1%12.3%4.5%0.6%58.8M-773.8M-4.3M0.2872.292,22462337,51233,176
2024-12-26$553.43$500.0011.3%3.2%13.2%8.3%10.6%4.8%0.2%84.6M-838.3M-4.2M0.4972.292,5051,22738,66333,325
2024-12-27$545.08$500.0012.5%3.8%14.2%15.0%13.7%4.2%2.0%18.9M-611.8M-4.3M0.4974.973,3891,67639,33333,790
2024-12-30$542.51$500.0013.6%4.0%13.9%20.3%12.9%4.9%1.0%18.7M-568.7M-4.3M0.6873.442,6271,79236,39232,501
2024-12-31$538.74$500.0014.3%4.0%14.0%24.2%13.4%4.9%0.1%7.6M-494.3M-4.4M0.7073.932,1851,53637,22833,533