VOO Gamma Exposure, IV Rank & Implied Volatility
Vanguard S&P 500 ETF (VOO) options data — GEX, IV rank, options chain & Greeks
VOO options trade with implied volatility typically in the 10% - 30% range, averaging N/A in daily volume with excellent liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
An IV rank near 54.3 (the value shown here is illustrative) would mean implied volatility is in roughly the 54.3th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live VOO IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real VOO IV history on the live platform →
Comprehensive options market data for Vanguard S&P 500 ETF (VOO).
VOO Options at a Glance
What's Covered in This Guide
1 About Vanguard S&P 500 ETF (VOO)
Vanguard S&P 500 ETF (VOO) is a index etf company listed on NYSE.
Company Profile
Key Dates
Vanguard S&P 500 ETF is a Index ETF) company in the ETF sector.
2 VOO Options Market Overview
VOO options provide trading opportunities for options traders.
Liquidity Assessment: Excellent
VOO options provide trading opportunities across multiple expirations.
3 VOO Implied Volatility & IV Rank
VOO implied volatility patterns reflect the index etf sector dynamics.
Earnings Impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short VOO options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
VOO IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
VOO Gamma Exposure (GEX)
Gamma Exposure analysis for VOO reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: VOO tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common VOO Options Strategies
These are strategies commonly used by traders on VOO options, based on typical market characteristics. This is not investment advice.
Popular for VOO shareholders seeking additional income.
Defined-risk directional exposure on VOO.
Range-bound strategy for VOO between events.
Key Considerations for VOO Options
- Monitor VOO earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- VOO options liquidity varies by expiration - prefer near-term and monthly expirations
Frequently Asked Questions: VOO Options
What is VOO's typical implied volatility?
VOO implied volatility typically ranges from 10% - 30%. IV patterns are influenced by earnings, sector events, and market conditions.
Does VOO have weekly options?
Yes, VOO offers weekly options expirations.
What is VOO's options trading profile?
VOO (Vanguard S&P 500 ETF) options trade with excellent liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 10% - 30% range. The position sits in the ETF category for portfolio diversification and options strategy design.
How does VOO implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on VOO?
Popular strategies on VOO options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 10% - 30% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is VOO's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence VOO's intraday price action. VOO tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live VOO GEX levels and the gamma-flip point on ApexVol.
What is VOO's IV rank?
VOO's IV rank shows where VOO's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. VOO implied volatility typically ranges from 10% - 30%. Check VOO's live IV rank and percentile on ApexVol's IV analytics.
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