VWO Options History — June 2025

In June 2025, VWO traded between $47.30 and $49.47. ATM implied volatility averaged 14.5%, placing in the 6.9% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 3.1% (HV 20d: 11.4%). Max pain ranged from $45.00 to $46.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 1.46.

Notable Days

  • 2025-06-20: Highest Volume — 4,551 contracts
  • 2025-06-11: Largest IV drop — 15.1% change
  • 2025-06-02: Highest IV Rank — 10.6%
  • 2025-06-02: Largest Expected Move — 4.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.50$47.30$49.47$47.30$49.47
Max Pain$45.80$45.00$46.00$45.00$46.00
ATM IV14.5%12.9%16.6%16.6%14.5%
Expected Move4.1%3.7%4.7%4.7%4.2%
HV 20d11.4%7.5%15.0%11.2%14.1%
HV 60d26.8%26.4%27.2%27.2%26.9%
IV Rank6.9%4.0%10.6%10.6%6.9%
IV Percentile24.1%10.3%49.2%49.2%21.4%
Term Structure-0.2%-5.7%1.7%-1.6%0.6%
VWIV14.8%11.3%18.9%16.6%14.1%
Skew 25d2.4%-1.2%5.0%2.9%1.8%
Skew 10d5.9%-1.5%9.7%9.0%6.4%
Call IV 25d12.8%10.1%15.1%14.8%13.6%
Put IV 25d15.2%9.4%18.3%17.7%15.4%
Bid-Ask Spread %84.2055.50112.7560.7076.50
Gamma HHI0.260.170.320.170.32
Net GEX4.0M2.4M5.3M2.8M4.2M
Net DEX-29.3M-39.8M-15.4M-18.1M-34.5M
Net VEX-125.0K-139.6K-109.9K-128.0K-134.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.460.0123.340.650.30
Total Volume589.9514,55151116
Total OI28,806.225,23430,32529,22727,180

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$47.30$45.0016.6%4.7%11.2%10.6%16.6%2.9%-1.6%2.8M-18.1M-128.0K0.6560.70N/AN/A312017,10812,119
2025-06-03$47.44$45.0016.4%4.7%10.9%10.4%15.9%2.9%-1.7%3.1M-20.6M-126.8K0.5665.16N/AN/A452517,12212,132
2025-06-04$47.94$45.0015.1%4.3%11.2%8.0%18.9%2.0%-0.2%3.7M-25.5M-126.2K0.1768.28N/AN/A1292217,13412,142
2025-06-05$48.05$45.0015.0%4.0%10.3%7.8%14.0%3.0%0.9%3.8M-26.8M-122.3K0.1383.66N/AN/A1501917,17112,160
2025-06-06$48.25$46.0014.1%3.8%10.1%6.1%14.1%3.2%0.0%4.2M-28.4M-119.7K1.2882.85N/AN/A17222017,21412,163
2025-06-09$48.63$46.0015.5%3.8%10.2%8.7%13.1%2.2%0.5%4.6M-33.6M-120.7K0.4986.14N/AN/A432117,36312,378
2025-06-10$48.95$46.0015.4%3.8%7.6%8.5%13.7%-1.2%0.2%5.1M-37.2M-117.8K0.0490.43N/AN/A2861017,36912,389
2025-06-11$49.06$46.0013.1%3.7%7.5%4.3%11.3%1.3%0.8%5.3M-39.8M-122.2K0.2791.61N/AN/A962617,48012,436
2025-06-12$49.08$46.0013.2%3.8%7.5%4.6%12.4%-0.9%-4.3%5.2M-38.8M-118.3K0.01101.31N/AN/A767717,49612,459
2025-06-13$48.27$46.0013.6%3.9%9.8%5.2%16.6%1.9%1.7%4.3M-29.4M-117.9K0.2096.98N/AN/A2755617,86212,455
2025-06-16$48.84$46.0012.9%3.7%10.6%4.0%16.0%3.2%0.9%4.6M-36.7M-116.6K0.0687.20N/AN/A99617,76012,496
2025-06-17$48.28$46.0014.4%4.1%11.5%6.7%15.1%5.0%-5.7%4.2M-28.8M-109.9K0.50112.75N/AN/A1195917,76512,501
2025-06-18$48.16$46.0015.4%4.4%11.5%8.6%15.3%3.8%0.5%3.8M-28.9M-122.3K0.0186.65N/AN/A2,1981417,76912,556
2025-06-20$47.55$46.0015.1%4.3%12.4%7.9%16.2%3.6%1.0%2.5M-15.4M-116.4K23.34105.97N/AN/A1874,36416,63812,569
2025-06-23$47.91$46.0014.1%4.0%12.7%6.2%13.7%3.6%1.1%2.4M-15.9M-126.7K0.0987.36N/AN/A1,25111513,58111,653
2025-06-24$49.02$46.0014.1%4.0%15.0%6.2%14.2%2.7%0.5%3.7M-29.3M-139.4K0.0682.38N/AN/A2661614,81611,751
2025-06-25$49.11$46.0014.0%4.0%14.9%6.0%17.1%2.6%1.0%3.9M-30.6M-138.4K0.1079.39N/AN/A2692814,98811,763
2025-06-26$49.41$46.0013.9%4.0%14.8%5.7%13.1%1.9%0.5%4.1M-34.5M-139.6K0.3355.50N/AN/A1484915,25211,775
2025-06-27$49.38$46.0014.3%4.1%14.8%6.5%14.8%1.7%-0.1%4.0M-33.1M-137.6K0.7283.18N/AN/A433115,34311,816
2025-06-30$49.47$46.0014.5%4.2%14.1%6.9%14.1%1.8%0.6%4.2M-34.5M-134.0K0.3076.50N/AN/A892715,34811,832