VOX Options History — May 2024

In May 2024, VOX traded between $128.39 and $134.46. ATM implied volatility averaged 14.3%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded below realized volatility by 5.6% (HV 20d: 19.9%). Max pain ranged from $125.00 to $131.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.02.

Notable Days

  • 2024-05-03: Highest Volume — 14 contracts
  • 2024-05-15: Largest IV drop — 28.0% change
  • 2024-05-14: Highest IV Rank — 36.9%
  • 2024-05-01: Largest Expected Move — 4.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$132.57$128.39$134.46$128.39$133.54
Max Pain$130.18$125.00$131.00$125.00$131.00
ATM IV14.3%11.4%18.7%16.5%12.3%
Expected Move4.0%3.3%4.7%4.7%3.5%
HV 20d19.9%9.9%24.7%24.1%10.0%
HV 60d17.1%16.2%18.2%17.9%16.3%
IV Rank15.7%4.1%36.9%22.5%7.9%
IV Percentile12.4%0.8%56.7%27.0%3.2%
Term Structure0.2%-2.0%3.1%2.7%3.1%
VWIV13.9%11.4%16.6%12.4%11.4%
Skew 25d1.4%-1.9%3.5%3.5%3.2%
Skew 10d2.0%-1.8%6.6%-0.3%-0.3%
Call IV 25d11.3%8.0%14.1%12.7%11.0%
Put IV 25d12.8%9.1%17.4%16.1%14.3%
Bid-Ask Spread %108.5990.55124.44117.51119.69
Gamma HHI0.150.120.170.120.15
Net GEX81.6K62.5K104.7K62.5K76.4K
Net DEX-1.4M-1.6M-1.1M-1.1M-1.5M
Net VEX-2.3K-2.7K-1.9K-2.6K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.020.000.170.000.00
Total Volume2.501450
Total OI159.182142171156156

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$128.39$125.0016.5%4.7%24.1%22.5%12.4%3.5%2.7%62.5K-1.1M-2.6K0.00117.51N/AN/A501479
2024-05-02$128.85$125.0016.1%4.6%24.0%20.8%0.0%1.3%-1.0%66.6K-1.2M-2.7K0.00114.95N/AN/A001509
2024-05-03$130.50$125.0015.9%4.6%24.3%20.4%16.6%-1.6%0.5%68.2K-1.3M-2.6K0.17118.46N/AN/A1221509
2024-05-06$132.02$131.0017.1%4.5%24.7%24.7%15.1%1.3%-1.7%79.0K-1.4M-2.6K0.0097.64N/AN/A5015711
2024-05-07$132.52$131.0015.9%4.2%24.7%20.4%0.0%2.7%-0.3%80.1K-1.5M-2.6K0.0092.94N/AN/A1016011
2024-05-08$132.18$131.0014.0%4.2%24.6%13.2%14.0%3.4%0.0%86.5K-1.4M-2.6K0.0092.96N/AN/A2015611
2024-05-09$132.19$131.0013.6%4.4%24.2%11.5%0.0%1.8%-1.8%92.9K-1.4M-2.5K0.0090.55N/AN/A0015811
2024-05-10$132.19$131.0013.0%3.9%23.4%11.2%0.0%2.2%1.0%96.6K-1.4M-2.4K0.0095.50N/AN/A0015811
2024-05-13$132.04$131.0015.8%4.2%22.5%23.8%0.0%1.2%-2.0%98.1K-1.4M-2.4K0.00102.06N/AN/A0015811
2024-05-14$132.96$131.0018.7%4.0%22.6%36.9%0.0%1.4%0.6%98.7K-1.5M-2.3K0.00106.66N/AN/A0015811
2024-05-15$133.82$131.0013.4%3.8%22.6%13.2%0.0%-1.9%0.4%98.5K-1.6M-2.2K0.00111.77N/AN/A9015811
2024-05-16$133.91$131.0013.3%3.8%22.5%12.6%0.0%1.1%-0.7%104.7K-1.5M-2.1K0.00107.01N/AN/A0015711
2024-05-17$134.08$131.0012.4%3.6%21.2%8.5%0.0%1.1%1.3%104.2K-1.6M-2.0K0.00102.11N/AN/A1015711
2024-05-20$134.46$131.0013.6%3.9%21.0%14.0%0.0%2.4%-1.0%70.2K-1.4M-1.9K0.00101.30N/AN/A001393
2024-05-21$133.90$131.0013.5%3.9%20.5%13.6%0.0%1.9%-0.6%69.3K-1.4M-1.9K0.00107.27N/AN/A201393
2024-05-22$133.64$131.0013.3%3.8%20.5%12.4%0.0%2.4%0.0%71.8K-1.4M-1.9K0.00107.45N/AN/A001393
2024-05-23$131.93$131.0012.2%3.5%16.1%7.4%11.4%-1.2%1.7%73.2K-1.3M-2.0K0.00124.44N/AN/A1101393
2024-05-24$133.56$131.0014.8%4.3%12.4%19.6%0.0%0.4%-0.1%70.4K-1.5M-2.1K0.00119.74N/AN/A301483
2024-05-28$133.67$131.0011.4%3.3%11.0%4.1%0.0%1.1%0.4%77.9K-1.5M-2.0K0.00120.48N/AN/A201513
2024-05-29$133.46$131.0013.5%3.9%10.4%13.4%0.0%2.2%-0.1%74.5K-1.5M-2.1K0.00119.30N/AN/A001533
2024-05-30$132.74$131.0013.5%3.9%9.9%13.6%0.0%1.4%0.9%75.7K-1.5M-2.0K0.00119.24N/AN/A001533
2024-05-31$133.54$131.0012.3%3.5%10.0%7.9%0.0%3.2%3.1%76.4K-1.5M-2.1K0.00119.69N/AN/A001533