VOO Options History — February 2025 In February 2025, VOO traded between $538.97 and $563.10. ATM implied volatility averaged 13.8%, placing in the 21.6% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 2.1% (HV 20d: 11.7%). Max pain ranged from $530.00 to $550.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.67.
Notable Days 2025-02-03 : Highest Volume — 6,785 contracts2025-02-21 : Largest IV spike — 20.1% change2025-02-27 : Highest IV Rank — 39.2%2025-02-27 : Largest Expected Move — 5.3%Monthly Statistics Metric Avg Min Max Open Close Price $553.50 $538.97 $563.10 $550.19 $542.49 Max Pain $543.42 $530.00 $550.00 $530.00 $545.00 ATM IV 13.8% 11.6% 17.1% 15.2% 16.8% Expected Move 4.0% 3.3% 5.3% 4.5% 5.1% HV 20d 11.7% 9.5% 14.6% 14.6% 11.1% HV 60d 12.9% 12.4% 14.0% 14.0% 13.2% IV Rank 21.6% 10.1% 39.2% 29.0% 37.7% IV Percentile 60.7% 30.6% 94.4% 79.8% 93.7% Term Structure -0.0% -1.1% 0.7% -0.3% -0.2% VWIV 14.0% 11.6% 21.1% 14.1% 16.6% Skew 25d 4.9% 3.7% 7.1% 4.7% 7.1% Skew 10d 10.7% 7.7% 15.0% 11.8% 15.0% Call IV 25d 11.5% 9.6% 15.0% 12.5% 14.5% Put IV 25d 16.4% 13.7% 21.7% 17.2% 21.7% Bid-Ask Spread % 69.95 47.70 78.90 47.70 73.64 Gamma HHI 0.11 0.05 0.35 0.06 0.06 Net GEX 34.3M -34.3M 108.5M 14.8M -2.0M Net DEX -635.0M -881.1M -307.3M -569.1M -365.6M Net VEX -4.4M -4.6M -4.1M -4.6M -4.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.32 1.11 0.88 0.50 Total Volume 3,919 1,997 6,785 6,785 4,847 Total OI 60,543.105 53,462 64,818 57,142 59,791
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 2025-02-03 $550.19 $530.00 15.2% 4.5% 14.6% 29.0% 14.1% 4.7% -0.3% 14.8M -569.1M -4.6M 0.88 47.70 3,617 3,168 30,534 26,608 2025-02-04 $553.08 $530.00 13.6% 4.0% 14.1% 20.7% 14.0% 4.4% 0.4% 22.4M -644.6M -4.5M 0.66 51.92 1,725 1,143 31,982 28,287 2025-02-05 $554.60 $530.00 13.3% 3.7% 14.0% 19.0% 12.6% 5.3% 0.2% 34.9M -680.3M -4.4M 0.71 52.40 1,267 898 32,870 28,499 2025-02-06 $556.43 $540.00 12.3% 3.8% 13.3% 13.9% 13.4% 3.9% 0.4% 49.4M -726.7M -4.4M 0.85 73.59 1,168 997 33,410 28,725 2025-02-07 $552.42 $540.00 13.3% 3.9% 13.6% 18.8% 13.8% 4.6% 0.2% 11.2M -615.0M -4.5M 0.57 76.02 2,837 1,619 33,843 28,986 2025-02-10 $556.14 $540.00 12.8% 3.8% 12.4% 16.5% 11.9% 4.5% 0.3% 41.2M -702.5M -4.4M 0.91 74.44 2,317 2,118 32,054 26,751 2025-02-11 $556.22 $545.00 12.8% 3.7% 12.4% 16.6% 12.2% 5.2% 0.1% 44.3M -709.4M -4.4M 0.42 75.10 1,402 595 33,166 28,359 2025-02-12 $554.33 $545.00 12.4% 3.7% 12.5% 14.4% 12.6% 4.6% 0.7% 37.0M -650.5M -4.4M 0.32 77.20 2,220 708 33,631 28,680 2025-02-13 $560.23 $545.00 12.4% 3.5% 10.4% 14.4% 11.9% 3.7% -0.0% 87.7M -848.5M -4.3M 0.82 76.91 2,020 1,661 34,085 28,734 2025-02-14 $560.69 $545.00 12.1% 3.4% 10.4% 12.9% 11.6% 4.1% -0.3% 108.5M -863.4M -4.2M 1.11 76.84 2,554 2,846 34,512 29,107 2025-02-18 $560.82 $545.00 12.4% 3.6% 10.0% 14.4% 12.1% 4.2% 0.2% 53.9M -799.3M -4.2M 0.48 74.28 2,735 1,313 32,197 28,744 2025-02-19 $563.10 $545.00 11.6% 3.3% 9.8% 10.1% 12.9% 4.0% 0.5% 83.8M -881.1M -4.1M 0.87 75.17 1,765 1,543 33,375 29,156 2025-02-20 $560.96 $550.00 12.1% 3.5% 9.6% 12.8% 12.6% 4.3% -0.1% 65.0M -808.0M -4.1M 0.58 78.90 1,888 1,096 34,045 30,150 2025-02-21 $551.68 $550.00 14.6% 4.2% 11.3% 25.7% 14.2% 5.9% -1.1% -34.3M -542.0M -4.2M 0.64 71.63 3,757 2,422 34,391 30,427 2025-02-24 $550.54 $550.00 14.6% 4.4% 11.3% 26.0% 14.5% 5.1% 0.0% 14.1M -483.3M -4.3M 0.44 64.82 2,488 1,093 27,895 25,567 2025-02-25 $546.34 $550.00 16.1% 4.8% 10.4% 33.7% 17.3% 6.6% -0.5% 8.4M -417.0M -4.4M 0.73 67.21 3,184 2,319 29,063 26,202 2025-02-26 $547.29 $550.00 16.3% 4.7% 9.5% 34.8% 15.8% 5.8% -0.7% 12.4M -450.7M -4.5M 0.39 72.83 1,979 780 30,505 27,324 2025-02-27 $538.97 $550.00 17.1% 5.3% 10.8% 39.2% 21.1% 5.3% -0.2% -1.2M -307.3M -4.5M 0.82 68.53 2,406 1,966 31,148 27,516 2025-02-28 $542.49 $545.00 16.8% 5.1% 11.1% 37.7% 16.6% 7.1% -0.2% -2.0M -365.6M -4.6M 0.50 73.64 3,237 1,610 31,496 28,295
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