VOX Options History — June 2025

In June 2025, VOX traded between $159.74 and $170.91. ATM implied volatility averaged 16.8%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 2.9% (HV 20d: 13.9%). Max pain ranged from $140.00 to $158.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.29.

Notable Days

2025-06-13: Highest Volume — 21 contracts
2025-06-04: Largest IV drop — 9.3% change
2025-06-02: Highest IV Rank — 14.9%
2025-06-02: Largest Expected Move — 5.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$164.38	$159.74	$170.91	$160.25	$170.91
Max Pain	$143.25	$140.00	$158.00	$158.00	$141.00
ATM IV	16.8%	14.9%	18.7%	18.7%	15.6%
Expected Move	4.8%	4.3%	5.4%	5.4%	4.5%
HV 20d	13.9%	11.0%	15.6%	14.3%	15.0%
HV 60d	32.7%	31.7%	34.1%	34.1%	31.8%
IV Rank	9.7%	4.5%	14.9%	14.9%	5.9%
IV Percentile	40.5%	11.5%	60.3%	60.3%	22.6%
Term Structure	2.1%	0.6%	2.9%	0.6%	2.2%
VWIV	18.9%	13.3%	29.3%	16.7%	15.2%
Skew 25d	3.4%	0.1%	5.5%	1.1%	3.8%
Skew 10d	3.6%	1.7%	5.4%	2.4%	3.1%
Call IV 25d	17.0%	15.5%	19.4%	19.3%	15.5%
Put IV 25d	20.3%	18.6%	22.4%	20.3%	19.4%
Bid-Ask Spread %	113.03	106.84	117.06	116.78	114.71
Gamma HHI	0.11	0.09	0.14	0.09	0.14
Net GEX	96.7K	80.6K	110.2K	80.6K	97.4K
Net DEX	-2.0M	-2.5M	-1.5M	-1.5M	-2.5M
Net VEX	-3.5K	-4.1K	-2.9K	-3.0K	-3.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.29	0.00	3.00	0.00	0.00
Total Volume	5.8	0	21	4	10
Total OI	199.95	167	221	167	210

Daily Data (20 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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2025-06-02	$160.25	$158.00	18.7%	5.4%	14.3%	14.9%	0.0%	1.1%	0.6%	80.6K	-1.5M	-3.0K	0.00	116.78	N/A	N/A	4	0	157	10
2025-06-03	$159.74	$158.00	17.6%	5.0%	14.4%	12.8%	0.0%	0.2%	1.1%	85.7K	-1.5M	-3.2K	0.00	117.06	N/A	N/A	0	1	161	10
2025-06-04	$161.26	$158.00	15.9%	4.6%	14.5%	9.8%	16.7%	0.1%	1.3%	82.7K	-1.6M	-3.1K	0.00	114.21	N/A	N/A	2	0	161	11
2025-06-05	$161.68	$140.00	15.6%	5.1%	13.9%	9.2%	17.4%	3.0%	2.8%	85.0K	-1.6M	-3.1K	0.00	106.84	N/A	N/A	3	0	161	11
2025-06-06	$164.16	$140.00	16.8%	4.8%	14.5%	11.5%	0.0%	2.3%	2.9%	88.1K	-1.8M	-2.9K	0.00	113.43	N/A	N/A	17	0	161	11
2025-06-09	$164.15	$140.00	18.1%	4.8%	14.2%	13.8%	0.0%	3.9%	2.7%	98.0K	-2.0M	-3.3K	0.60	112.58	N/A	N/A	5	3	177	11
2025-06-10	$165.87	$140.00	16.7%	4.8%	11.3%	11.3%	0.0%	2.9%	2.6%	100.1K	-2.1M	-3.5K	0.00	111.30	N/A	N/A	2	0	182	14
2025-06-11	$165.19	$140.00	16.5%	4.7%	11.0%	10.9%	0.0%	5.2%	2.7%	98.6K	-2.1M	-3.7K	0.00	114.01	N/A	N/A	1	0	184	14
2025-06-12	$164.01	$140.00	16.7%	4.8%	11.4%	10.9%	23.0%	5.1%	2.9%	99.6K	-2.0M	-3.7K	1.00	110.75	N/A	N/A	8	8	185	14
2025-06-13	$162.32	$141.00	18.0%	5.2%	12.2%	11.4%	0.0%	4.6%	1.6%	93.2K	-1.9M	-4.0K	0.00	110.81	N/A	N/A	21	0	185	22
2025-06-16	$165.41	$141.00	17.9%	5.1%	13.6%	10.3%	0.0%	3.6%	2.7%	101.0K	-2.1M	-3.9K	0.00	109.89	N/A	N/A	0	0	190	22
2025-06-17	$164.23	$141.00	17.2%	4.9%	13.9%	9.0%	0.0%	5.4%	2.9%	98.3K	-2.1M	-3.8K	0.00	111.34	N/A	N/A	6	0	190	22
2025-06-18	$164.57	$141.00	17.5%	5.0%	13.8%	9.6%	0.0%	4.6%	0.9%	100.9K	-2.1M	-4.0K	0.00	114.31	N/A	N/A	0	0	196	22
2025-06-20	$162.13	$141.00	18.6%	5.3%	15.0%	11.7%	0.0%	3.7%	1.2%	97.7K	-1.9M	-4.1K	0.00	113.71	N/A	N/A	4	0	196	22
2025-06-23	$163.32	$141.00	17.0%	4.9%	15.2%	8.6%	16.9%	2.3%	2.0%	106.8K	-2.0M	-4.0K	0.00	112.07	N/A	N/A	0	3	195	17
2025-06-24	$166.09	$141.00	15.7%	4.5%	15.6%	6.0%	0.0%	2.7%	2.3%	109.1K	-2.3M	-3.7K	3.00	115.87	N/A	N/A	1	3	195	20
2025-06-25	$165.92	$141.00	16.2%	4.6%	14.8%	6.9%	19.2%	5.5%	1.1%	100.7K	-2.2M	-3.9K	0.00	115.28	N/A	N/A	1	0	196	23
2025-06-26	$167.57	$141.00	14.9%	4.3%	15.0%	4.5%	29.3%	3.3%	2.5%	110.2K	-2.4M	-3.6K	0.00	115.19	N/A	N/A	2	0	197	23
2025-06-27	$168.75	$141.00	15.0%	4.3%	14.6%	4.8%	13.3%	3.8%	2.3%	101.0K	-2.5M	-3.4K	0.00	110.44	N/A	N/A	11	0	198	23
2025-06-30	$170.91	$141.00	15.6%	4.5%	15.0%	5.9%	15.2%	3.8%	2.2%	97.4K	-2.5M	-3.1K	0.00	114.71	N/A	N/A	10	0	187	23