VOX Options History — April 2024

In April 2024, VOX traded between $125.39 and $133.28. ATM implied volatility averaged 18.1%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 4.0% (HV 20d: 14.1%). Max pain ranged from $95.00 to $128.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.17.

Notable Days

  • 2024-04-01: Highest Volume — 22 contracts
  • 2024-04-02: Largest IV spike — 66.8% change
  • 2024-04-19: Highest IV Rank — 54.7%
  • 2024-04-19: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$130.05$125.39$133.28$131.82$126.70
Max Pain$123.36$95.00$128.00$95.00$125.00
ATM IV18.1%14.3%25.1%14.4%18.1%
Expected Move5.1%4.1%7.2%4.1%5.2%
HV 20d14.1%10.3%23.7%12.6%23.7%
HV 60d17.6%16.9%19.8%17.1%17.9%
IV Rank28.6%14.2%54.7%14.5%28.6%
IV Percentile43.0%6.3%93.3%6.7%45.6%
Term Structure-0.1%-10.7%3.2%2.6%0.0%
VWIV18.5%12.4%22.1%12.4%16.1%
Skew 25d4.4%-0.7%15.0%6.1%3.1%
Skew 10d8.2%-2.0%16.9%16.9%2.0%
Call IV 25d17.8%11.3%25.8%16.1%14.4%
Put IV 25d22.2%15.6%27.9%22.2%17.6%
Bid-Ask Spread %114.1672.82144.55115.33106.87
Gamma HHI0.190.120.270.270.12
Net GEX59.0K43.5K72.4K60.0K56.7K
Net DEX-1.1M-1.3M-545.5K-1.3M-940.2K
Net VEX-2.7K-2.8K-2.3K-2.5K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.001.000.000.00
Total Volume5.273022223
Total OI140.409108156141153

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$131.82$95.0014.4%4.1%12.6%14.5%12.4%6.1%2.6%60.0K-1.3M-2.5K0.00115.33N/AN/A2201365
2024-04-02$131.71$95.0024.0%6.9%11.3%50.7%0.0%2.1%-10.7%58.6K-1.2M-2.8K0.00122.89N/AN/A001385
2024-04-03$132.61$95.0014.9%4.3%10.6%16.7%0.0%-0.7%0.1%60.7K-1.3M-2.8K0.00115.43N/AN/A101385
2024-04-04$131.45$128.0018.8%4.5%11.3%31.1%0.0%4.0%3.1%62.1K-1.2M-2.8K0.00136.90N/AN/A001395
2024-04-05$132.63$128.0014.3%4.5%10.4%14.2%0.0%6.9%3.2%59.6K-1.3M-2.8K0.00137.45N/AN/A001395
2024-04-08$132.69$128.0016.7%4.1%10.3%23.2%0.0%15.0%3.2%62.9K-1.3M-2.7K0.00142.01N/AN/A501395
2024-04-09$132.73$128.0014.8%4.3%10.3%15.9%0.0%6.0%2.2%60.8K-1.3M-2.7K0.00143.24N/AN/A301385
2024-04-10$131.80$128.0015.6%4.5%10.6%19.2%0.0%3.2%0.3%68.1K-1.2M-2.7K0.00144.55N/AN/A101415
2024-04-11$133.28$128.0015.6%4.5%11.1%19.2%0.0%3.2%2.9%64.4K-1.3M-2.8K0.00141.64N/AN/A101425
2024-04-12$130.93$128.0017.0%4.9%12.9%24.4%0.0%3.8%-1.2%72.4K-1.2M-2.8K0.00143.93N/AN/A001435
2024-04-15$128.81$128.0017.4%5.0%14.1%26.0%0.0%5.0%0.6%67.3K-1.1M-2.7K1.00144.53N/AN/A221435
2024-04-16$128.77$128.0019.9%5.7%12.3%35.2%20.3%1.3%-0.5%63.7K-1.0M-2.7K0.5099.95N/AN/A211447
2024-04-17$128.38$128.0021.1%6.1%12.3%40.0%22.1%4.0%-2.9%60.2K-1.0M-2.7K0.0072.82N/AN/A301448
2024-04-18$129.26$128.0020.0%5.7%11.7%35.6%0.0%0.9%0.5%72.3K-1.1M-2.8K0.0080.82N/AN/A1101488
2024-04-19$126.84$128.0025.1%7.2%13.3%54.7%21.1%8.5%-3.2%54.7K-904.8K-2.8K1.0089.08N/AN/A111458
2024-04-22$127.94$128.0020.6%5.9%13.8%37.8%0.0%6.6%-3.2%49.7K-764.1K-2.7K0.0091.38N/AN/A1201137
2024-04-23$130.10$128.0019.0%5.4%15.2%31.8%21.5%2.7%0.4%45.9K-772.1K-2.4K0.1478.72N/AN/A711017
2024-04-24$129.96$128.0019.4%5.6%15.2%33.4%14.0%8.2%-1.5%48.0K-794.0K-2.5K0.5087.26N/AN/A211088
2024-04-25$125.39$128.0018.6%5.3%19.7%30.3%0.0%1.4%0.9%43.5K-545.5K-2.3K0.0099.90N/AN/A1501109
2024-04-26$129.50$128.0016.1%4.6%23.2%21.1%20.6%4.3%1.3%55.0K-944.5K-2.5K0.00109.50N/AN/A201259
2024-04-29$127.74$128.0017.1%4.9%23.6%24.6%16.1%1.9%-0.8%51.1K-855.6K-2.4K0.00107.38N/AN/A1701279
2024-04-30$126.70$125.0018.1%5.2%23.7%28.6%0.0%3.1%0.0%56.7K-940.2K-2.8K0.00106.87N/AN/A301449