VOX Options History — December 2024

In December 2024, VOX traded between $155.25 and $163.53. ATM implied volatility averaged 15.1%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded below realized volatility by 1.2% (HV 20d: 16.3%). Max pain ranged from $120.00 to $154.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.15.

Notable Days

  • 2024-12-27: Highest Volume — 29 contracts
  • 2024-12-03: Largest IV drop — 27.1% change
  • 2024-12-31: Highest IV Rank — 29.0%
  • 2024-12-31: Largest Expected Move — 5.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$159.10$155.25$163.53$157.33$155.25
Max Pain$125.33$120.00$154.00$154.00$130.00
ATM IV15.1%12.6%18.4%17.2%18.4%
Expected Move4.4%3.6%5.3%4.9%5.3%
HV 20d16.3%12.1%19.7%15.6%19.4%
HV 60d14.1%12.3%15.8%12.5%15.8%
IV Rank17.1%7.5%29.0%24.9%29.0%
IV Percentile30.7%6.0%70.6%57.1%70.6%
Term Structure1.7%-1.7%4.8%-1.7%-1.4%
VWIV17.9%14.9%23.3%16.9%18.7%
Skew 25d2.6%-0.1%4.6%-0.1%4.6%
Skew 10d2.5%-2.0%6.0%-2.0%6.0%
Call IV 25d14.0%11.9%18.0%18.0%14.6%
Put IV 25d16.6%14.9%19.2%17.9%19.2%
Bid-Ask Spread %105.6195.80118.48105.21108.65
Gamma HHI0.200.180.240.180.18
Net GEX30.7K20.2K67.9K26.7K53.2K
Net DEX-1.3M-1.5M-988.8K-1.1M-1.2M
Net VEX-3.7K-4.5K-3.1K-3.7K-4.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.001.800.000.20
Total Volume4.42902906
Total OI166.381155205157205

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$157.33$154.0017.2%4.9%15.6%24.9%0.0%-0.1%-1.7%26.7K-1.1M-3.7K0.00105.21N/AN/A0010948
2024-12-03$158.67$154.0012.6%3.6%15.2%7.5%0.0%3.2%-0.9%27.8K-1.2M-3.5K0.00118.48N/AN/A2010948
2024-12-04$159.74$154.0015.1%4.3%15.1%16.9%0.0%0.9%0.5%26.6K-1.2M-3.5K0.00106.15N/AN/A2011148
2024-12-05$159.37$120.0014.9%4.5%12.5%16.4%0.0%3.1%1.5%25.8K-1.2M-3.4K0.0096.10N/AN/A0010948
2024-12-06$160.93$120.0013.5%4.1%12.1%11.2%0.0%1.4%3.4%23.4K-1.3M-3.2K0.00103.08N/AN/A1010948
2024-12-09$158.19$120.0015.1%4.6%13.4%16.9%16.9%4.2%2.0%26.6K-1.2M-3.5K0.0095.80N/AN/A4011048
2024-12-10$160.30$120.0015.5%4.0%13.9%18.6%0.0%2.3%3.3%26.7K-1.3M-3.5K0.00107.20N/AN/A0011248
2024-12-11$163.53$120.0014.8%4.2%15.4%15.7%0.0%1.9%1.7%20.2K-1.4M-3.1K0.00100.97N/AN/A6011248
2024-12-12$163.30$120.0013.9%4.0%15.2%12.6%0.0%2.9%1.9%23.6K-1.5M-3.3K0.00101.00N/AN/A0011848
2024-12-13$161.63$120.0013.5%3.9%15.5%11.2%16.6%3.3%3.2%24.4K-1.4M-3.5K0.00101.30N/AN/A6011848
2024-12-16$162.93$120.0014.6%4.2%13.2%15.3%0.0%2.6%2.3%35.3K-1.4M-3.3K0.00103.77N/AN/A2011848
2024-12-17$161.42$120.0014.5%4.1%13.8%14.7%0.0%1.8%2.8%25.8K-1.4M-3.5K0.00103.36N/AN/A0011748
2024-12-18$156.13$120.0016.5%4.7%18.8%22.2%23.3%3.7%1.8%26.6K-988.8K-3.8K0.00108.97N/AN/A18010748
2024-12-19$156.56$120.0014.7%4.2%18.8%15.5%0.0%4.4%4.8%29.9K-1.2M-4.2K0.00105.73N/AN/A0012048
2024-12-20$157.25$120.0014.5%4.2%18.8%14.8%18.4%2.6%2.6%29.6K-1.2M-4.1K0.00105.65N/AN/A1012048
2024-12-23$157.56$120.0015.4%4.4%18.7%18.2%0.0%0.1%0.2%31.5K-1.2M-3.9K0.00106.89N/AN/A0012148
2024-12-24$158.77$120.0015.5%4.4%18.8%18.5%0.0%3.4%1.6%30.6K-1.3M-3.8K0.00107.57N/AN/A0012148
2024-12-26$159.24$120.0014.9%4.3%18.8%16.2%0.0%2.7%3.4%30.8K-1.3M-3.7K0.00109.36N/AN/A2012148
2024-12-27$156.82$120.0016.6%4.8%19.7%22.7%14.9%1.7%1.9%31.1K-1.2M-3.8K0.00114.94N/AN/A29011948
2024-12-30$156.18$120.0015.9%4.6%19.7%19.9%16.4%4.3%1.7%67.9K-1.4M-4.3K1.80107.56N/AN/A5914848
2024-12-31$155.25$130.0018.4%5.3%19.4%29.0%18.7%4.6%-1.4%53.2K-1.2M-4.5K0.20108.65N/AN/A5114857