VWO Options History — April 2025 In April 2025, VWO traded between $39.56 and $45.47. ATM implied volatility averaged 25.3%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 11.5% (HV 20d: 36.7%). Max pain ranged from $43.00 to $45.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 2.52.
Notable Days 2025-04-16 : Highest Volume — 4,538 contracts2025-04-04 : Largest IV spike — 74.6% change2025-04-04 : Highest IV Rank — 100.0%2025-04-07 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $43.60 $39.56 $45.47 $45.36 $45.25 Max Pain $43.67 $43.00 $45.00 $45.00 $43.00 ATM IV 25.3% 17.1% 66.4% 18.0% 19.2% Expected Move 6.3% 4.8% 10.5% 4.8% 5.5% HV 20d 36.7% 16.2% 43.5% 18.9% 42.9% HV 60d 25.2% 16.0% 28.2% 16.0% 28.0% IV Rank 33.2% 11.5% 100.0% 32.7% 15.4% IV Percentile 84.9% 57.9% 100.0% 70.2% 75.8% Term Structure -0.1% -8.0% 12.4% -1.8% -0.4% VWIV 22.3% 16.5% 37.9% 16.5% 19.4% Skew 25d 5.2% -2.4% 15.8% 2.7% 3.6% Skew 10d 12.1% -2.7% 30.1% 3.4% 10.3% Call IV 25d 20.1% 11.0% 31.7% 17.0% 17.4% Put IV 25d 25.3% 18.6% 41.8% 19.8% 21.1% Bid-Ask Spread % 82.83 52.49 122.54 71.11 66.55 Gamma HHI 0.17 0.15 0.19 0.18 0.15 Net GEX 176.5K -1.0M 1.7M 1.3M 1.7M Net DEX 2.6M -11.1M 25.0M -8.6M -11.1M Net VEX -135.8K -154.2K -112.1K -147.8K -138.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.52 0.01 39.52 0.51 0.04 Total Volume 631.952 52 4,538 115 759 Total OI 29,484.524 27,505 30,623 28,806 30,623
Daily Data (21 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 2025-04-01 $45.36 $45.00 18.0% 4.8% 18.9% 32.7% 16.5% 2.7% -1.8% 1.3M -8.6M -147.8K 0.51 71.11 N/A N/A 76 39 17,136 11,670 2025-04-02 $45.47 $45.00 20.1% 5.0% 16.2% 42.0% 17.2% 2.6% -0.1% 1.4M -9.8M -154.2K 1.36 69.81 N/A N/A 22 30 17,203 11,684 2025-04-03 $44.66 $45.00 20.3% 5.2% 17.3% 43.3% 18.2% 3.1% -0.4% 679.7K -4.4M -144.6K 0.32 80.46 N/A N/A 106 34 17,210 11,705 2025-04-04 $42.30 $45.00 35.5% 6.1% 25.4% 100.0% 23.5% 3.9% 12.4% -456.5K 11.4M -146.5K 0.49 116.35 N/A N/A 300 147 17,221 11,729 2025-04-07 $40.38 $45.00 54.1% 10.5% 28.8% 100.0% 37.9% 4.1% -8.0% -603.5K 19.7M -129.8K 3.05 102.59 N/A N/A 135 412 17,355 11,810 2025-04-08 $39.56 $45.00 66.4% 9.5% 28.5% 100.0% 28.6% 10.1% -0.5% -784.8K 25.0M -112.1K 0.86 83.35 N/A N/A 524 450 17,327 12,190 2025-04-09 $42.55 $45.00 21.5% 6.2% 40.2% 19.4% 33.2% 13.3% -4.1% -1.0M 13.7M -121.4K 0.08 119.94 N/A N/A 529 40 17,215 12,097 2025-04-10 $41.64 $43.00 23.4% 6.7% 40.7% 22.9% 26.4% -2.4% 6.5% -834.6K 17.3M -127.6K 1.16 122.54 N/A N/A 25 29 17,439 12,103 2025-04-11 $43.08 $43.00 25.2% 7.2% 42.3% 26.1% 25.6% 8.1% -2.7% -520.7K 7.9M -137.2K 0.04 96.49 N/A N/A 75 3 17,459 12,116 2025-04-14 $43.66 $43.00 22.0% 6.3% 42.2% 20.4% 22.2% 5.0% -1.6% -334.0K 1.8M -125.6K 0.57 94.61 N/A N/A 102 58 17,502 12,118 2025-04-15 $43.55 $43.00 20.6% 5.9% 42.2% 17.8% 20.8% 8.2% 0.5% -499.6K 5.0M -121.4K 0.52 87.63 N/A N/A 90 47 17,520 12,148 2025-04-16 $42.95 $43.00 22.7% 6.5% 42.2% 21.7% 21.5% 15.8% -0.6% -699.0K 7.9M -118.2K 39.52 96.25 N/A N/A 112 4,426 17,502 12,153 2025-04-17 $43.42 $43.00 21.9% 6.3% 42.5% 20.2% 19.9% 0.6% 0.6% -591.8K 6.0M -135.2K 0.04 94.60 N/A N/A 282 12 17,569 12,319 2025-04-21 $43.33 $43.00 24.0% 6.9% 42.5% 24.0% 20.5% 7.1% -2.1% -584.8K 6.5M -136.9K 0.01 61.14 N/A N/A 1,338 8 15,505 12,000 2025-04-22 $44.09 $43.00 21.8% 6.2% 43.0% 19.9% 19.1% 5.9% -1.1% 61.6K 189.1K -146.5K 0.02 64.08 N/A N/A 1,226 29 16,779 12,004 2025-04-23 $44.45 $43.00 21.2% 6.1% 43.2% 18.9% 22.0% 3.8% -0.9% 736.3K -4.5M -148.9K 1.14 70.04 N/A N/A 125 143 17,905 12,007 2025-04-24 $45.05 $43.00 19.7% 5.7% 43.5% 16.2% 18.9% 4.1% -0.5% 1.2M -7.9M -147.9K 0.06 52.49 N/A N/A 192 11 18,002 12,136 2025-04-25 $44.84 $43.00 17.1% 4.9% 43.4% 11.5% 20.1% 2.0% 1.1% 1.0M -6.5M -137.9K 2.74 62.93 N/A N/A 226 620 18,085 12,146 2025-04-28 $44.95 $43.00 18.4% 5.3% 42.9% 13.9% 19.1% 3.8% 0.1% 1.2M -6.7M -136.3K 0.31 59.49 N/A N/A 109 34 18,059 12,128 2025-04-29 $45.13 $43.00 17.2% 4.9% 42.9% 11.8% 17.3% 3.0% 0.7% 1.5M -9.2M -137.6K 0.05 67.05 N/A N/A 328 18 18,157 12,139 2025-04-30 $45.25 $43.00 19.2% 5.5% 42.9% 15.4% 19.4% 3.6% -0.4% 1.7M -11.1M -138.3K 0.04 66.55 N/A N/A 728 31 18,476 12,147
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