VOO Options History — March 2025 In March 2025, VOO traded between $506.36 and $536.25. ATM implied volatility averaged 19.2%, placing in the 50.4% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 1.6% (HV 20d: 17.6%). Max pain ranged from $515.00 to $585.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.78.
Notable Days 2025-03-07 : Highest Volume — 7,697 contracts2025-03-10 : Largest IV spike — 19.4% change2025-03-10 : Highest IV Rank — 77.6%2025-03-10 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $521.74 $506.36 $536.25 $534.40 $514.36 Max Pain $534.13 $515.00 $585.00 $545.00 $520.00 ATM IV 19.2% 14.9% 24.3% 19.9% 18.9% Expected Move 5.8% 4.4% 8.7% 6.2% 5.3% HV 20d 17.6% 12.1% 22.0% 12.2% 21.8% HV 60d 15.3% 13.5% 16.6% 13.6% 16.6% IV Rank 50.4% 27.5% 77.6% 54.1% 48.9% IV Percentile 92.1% 68.7% 99.6% 98.0% 93.7% Term Structure -0.4% -1.3% 0.6% -0.4% -0.6% VWIV 19.7% 14.6% 29.0% 20.5% 18.7% Skew 25d 5.8% 3.6% 8.6% 5.6% 7.2% Skew 10d 12.4% 6.4% 20.1% 12.7% 17.4% Call IV 25d 16.3% 12.2% 21.0% 17.1% 15.3% Put IV 25d 22.1% 16.1% 28.3% 22.7% 22.5% Bid-Ask Spread % 56.27 27.97 77.42 71.19 35.63 Gamma HHI 0.06 0.05 0.15 0.05 0.05 Net GEX -4.3M -25.3M 23.6M 1.4M -7.9M Net DEX -69.2M -293.9M 236.1M -251.9M 2.0M Net VEX -4.6M -4.7M -4.3M -4.6M -4.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.36 1.48 0.68 0.63 Total Volume 5,296.286 2,623 7,697 4,259 7,497 Total OI 62,105.81 57,167 67,192 57,167 57,989
Daily Data (21 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 2025-03-03 $534.40 $545.00 19.9% 6.2% 12.2% 54.1% 20.5% 5.6% -0.4% 1.4M -251.9M -4.6M 0.68 71.19 2,541 1,718 29,526 27,641 2025-03-04 $533.15 $545.00 19.7% 6.0% 12.1% 52.8% 20.5% 6.7% -0.8% -4.3M -212.1M -4.6M 0.95 70.10 3,785 3,583 30,534 28,678 2025-03-05 $536.25 $545.00 18.9% 6.0% 12.1% 48.6% 19.8% 7.0% 0.2% 613.6K -285.8M -4.7M 1.21 71.42 2,567 3,118 31,359 30,658 2025-03-06 $525.91 $545.00 22.0% 7.1% 13.6% 65.3% 22.7% 6.4% -0.3% -25.3M -59.7M -4.7M 1.48 68.90 2,922 4,313 31,807 32,300 2025-03-07 $528.62 $540.00 20.4% 6.3% 13.7% 56.5% 22.0% 8.6% -0.5% -25.3M -145.4M -4.7M 0.68 69.39 4,591 3,106 32,737 32,050 2025-03-10 $514.52 $540.00 24.3% 8.7% 16.2% 77.6% 29.0% 7.3% -1.3% -12.2M 104.0M -4.6M 0.86 66.80 4,025 3,456 29,560 28,220 2025-03-11 $513.78 $537.50 23.1% 7.9% 15.7% 71.1% 28.0% 7.6% -1.2% -15.2M 118.2M -4.6M 0.98 70.54 3,321 3,270 30,886 29,727 2025-03-12 $514.44 $535.00 22.4% 7.3% 15.8% 67.2% 24.1% 5.4% -1.3% -17.5M 103.6M -4.6M 0.59 74.04 3,079 1,827 31,839 30,685 2025-03-13 $506.36 $535.00 22.5% 7.3% 16.3% 67.8% 25.0% 7.2% 0.6% -24.6M 236.1M -4.5M 0.57 77.42 3,850 2,183 32,878 30,981 2025-03-14 $516.52 $525.00 19.8% 6.0% 17.7% 53.8% 20.2% 6.0% -0.8% -1.6M 13.0M -4.6M 0.65 73.84 4,038 2,612 34,523 30,776 2025-03-17 $523.09 $525.00 17.8% 4.9% 18.6% 42.8% 15.5% 5.3% 0.5% -1.9M -114.6M -4.6M 0.64 45.12 2,619 1,685 31,927 30,353 2025-03-18 $515.51 $525.00 19.4% 5.2% 19.0% 51.2% 15.7% 5.2% -0.6% -9.3M 26.6M -4.5M 1.03 60.20 1,874 1,939 33,186 31,249 2025-03-19 $523.25 $525.00 17.1% 4.8% 20.0% 39.1% 16.1% 5.1% 0.3% 9.1M -147.6M -4.6M 0.57 58.00 2,658 1,503 33,602 32,004 2025-03-20 $520.43 $0.00 17.2% 4.9% 20.0% 39.9% 17.3% 4.6% -0.6% 7.2M -73.9M -4.6M 0.76 48.97 1,527 1,156 34,503 32,321 2025-03-21 $518.75 $585.00 17.1% 4.8% 19.4% 39.2% 17.2% 4.7% -0.4% -4.6M -39.5M -4.5M 0.62 27.97 2,578 1,607 34,832 32,360 2025-03-24 $529.60 $515.00 15.6% 4.4% 21.2% 31.4% 15.2% 3.6% -0.6% 12.8M -258.4M -4.5M 0.44 48.60 4,068 1,779 30,216 27,439 2025-03-25 $530.20 $525.00 14.9% 4.4% 21.1% 27.5% 14.6% 3.9% 0.4% 23.6M -293.9M -4.5M 0.36 40.64 1,923 700 32,344 28,119 2025-03-26 $524.15 $530.00 16.5% 4.7% 21.3% 35.9% 16.1% 3.9% -0.5% 9.5M -139.5M -4.5M 0.48 32.58 2,271 1,092 33,114 28,316 2025-03-27 $522.83 $520.00 16.5% 4.6% 20.8% 36.1% 16.0% 4.3% -0.4% 9.1M -131.3M -4.5M 0.99 34.51 1,622 1,600 32,963 28,431 2025-03-28 $510.39 $520.00 19.6% 5.4% 22.0% 52.6% 18.6% 5.8% 0.1% -14.2M 97.1M -4.3M 1.25 35.73 2,492 3,127 33,515 28,074 2025-03-31 $514.36 $520.00 18.9% 5.3% 21.8% 48.9% 18.7% 7.2% -0.6% -7.9M 2.0M -4.3M 0.63 35.63 4,607 2,890 30,569 27,420
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