VWO Options History — April 2024

In April 2024, VWO traded between $40.84 and $42.73. ATM implied volatility averaged 14.6%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 4.3% (HV 20d: 10.3%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.98.

Notable Days

  • 2024-04-09: Highest Volume — 4,946 contracts
  • 2024-04-04: Largest IV spike — 13.5% change
  • 2024-04-15: Highest IV Rank — 36.3%
  • 2024-04-15: Largest Expected Move — 4.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.83$40.84$42.73$41.94$42.20
Max Pain$41.00$41.00$41.00$41.00$41.00
ATM IV14.6%12.3%16.8%12.3%13.8%
Expected Move4.1%3.5%4.8%3.5%4.0%
HV 20d10.3%6.9%13.7%9.1%13.7%
HV 60d12.7%12.2%13.0%12.9%12.9%
IV Rank21.5%6.7%36.3%6.7%16.7%
IV Percentile43.1%2.8%88.1%2.8%25.8%
Term Structure0.3%-1.2%1.5%0.9%0.3%
VWIV14.2%11.4%16.4%12.4%14.0%
Skew 25d2.0%0.2%4.4%0.7%1.3%
Skew 10d3.8%-1.1%7.5%1.4%-1.1%
Call IV 25d13.7%11.9%15.4%12.8%14.1%
Put IV 25d15.7%13.0%19.1%13.4%15.4%
Bid-Ask Spread %76.4736.8697.7836.8675.93
Gamma HHI0.170.130.250.130.21
Net GEX1.1M-2.2M2.8M1.5M2.4M
Net DEX-15.4M-28.9M-329.8K-18.5M-20.9M
Net VEX-157.7K-172.2K-140.1K-155.0K-140.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.980.0611.750.650.89
Total Volume515.818714,946357416
Total OI36,233.95532,09439,00735,10834,595

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$41.94$41.0012.3%3.5%9.1%6.7%12.4%0.7%0.9%1.5M-18.5M-155.0K0.6536.86N/AN/A21714015,71019,398
2024-04-02$42.08$41.0013.2%3.8%8.9%12.6%13.0%0.9%0.1%1.6M-19.8M-156.9K0.1148.57N/AN/A2052215,89619,538
2024-04-03$42.13$41.0013.1%3.8%8.4%12.1%11.4%1.5%-0.4%1.8M-21.2M-154.2K0.7844.76N/AN/A23017916,01219,551
2024-04-04$42.00$41.0014.9%4.0%7.1%23.7%14.5%0.2%1.2%1.4M-19.3M-162.5K0.1385.89N/AN/A2883716,01919,497
2024-04-05$42.11$41.0013.8%3.9%6.9%16.6%13.6%1.3%0.7%1.7M-20.4M-155.5K0.2286.03N/AN/A1302916,18819,514
2024-04-08$42.39$41.0015.3%4.0%7.2%26.1%13.4%1.7%0.1%2.2M-24.1M-148.6K0.0685.43N/AN/A3051916,25519,527
2024-04-09$42.73$41.0014.1%3.9%7.6%18.6%13.5%2.1%0.2%2.7M-28.9M-144.7K11.7580.72N/AN/A3884,55816,47319,543
2024-04-10$42.25$41.0014.4%4.1%8.3%20.1%13.5%2.4%0.0%1.8M-20.5M-167.0K0.1884.58N/AN/A971716,81321,801
2024-04-11$42.45$41.0013.7%3.9%8.1%15.6%14.1%1.6%0.4%2.3M-23.2M-161.6K0.0986.25N/AN/A1241116,85821,808
2024-04-12$41.59$41.0015.2%4.4%10.9%25.7%14.8%2.3%-0.7%512.9K-11.1M-172.2K2.2588.14N/AN/A6514616,94521,810
2024-04-15$41.31$41.0016.8%4.8%11.1%36.3%16.0%2.6%0.1%-42.8K-7.8M-171.7K0.2783.69N/AN/A1423816,93921,903
2024-04-16$40.88$41.0016.7%4.8%11.6%35.5%16.2%4.0%-1.2%-774.0K-1.7M-169.9K0.7097.78N/AN/A15811116,99421,926
2024-04-17$40.91$41.0015.5%4.5%11.5%27.9%14.9%2.3%1.5%-964.0K-2.5M-168.4K0.5885.48N/AN/A905217,03421,864
2024-04-18$41.03$41.0016.1%4.6%11.2%31.4%16.3%1.8%-0.2%-1.4M-3.5M-168.1K0.7381.04N/AN/A413017,07621,889
2024-04-19$40.84$41.0016.4%4.7%11.2%33.7%16.4%3.1%0.3%-2.2M-329.8K-166.3K0.7180.40N/AN/A987017,09721,910
2024-04-22$41.25$41.0015.8%4.5%11.7%29.3%14.4%2.4%0.5%329.4K-6.9M-156.2K0.0668.08N/AN/A1,68910713,89218,202
2024-04-23$41.61$41.0013.9%4.0%12.1%17.3%14.0%2.1%1.2%1.2M-12.4M-156.3K0.3380.00N/AN/A2418015,56718,277
2024-04-24$41.70$41.0014.1%4.0%12.1%18.1%14.2%4.4%0.4%1.4M-14.2M-151.9K0.4978.39N/AN/A1025015,78318,256
2024-04-25$41.83$41.0013.6%3.9%12.1%14.9%14.6%1.8%0.6%1.6M-15.2M-151.2K0.4075.02N/AN/A1154615,84418,267
2024-04-26$42.33$41.0013.5%3.9%12.8%14.3%12.5%1.5%0.5%2.3M-21.2M-147.0K0.0871.92N/AN/A2882415,88818,311
2024-04-29$42.69$41.0014.2%4.1%13.0%18.9%14.3%1.5%-1.1%2.8M-25.8M-143.5K0.1377.29N/AN/A1351816,14618,331
2024-04-30$42.20$41.0013.8%4.0%13.7%16.7%14.0%1.3%0.3%2.4M-20.9M-140.1K0.8975.93N/AN/A22019616,24718,348