LQD Options History — October 2024 In October 2024, LQD traded between $109.09 and $113.05. ATM implied volatility averaged 9.0%, placing in the 47.0% IV rank vs the trailing year. The 30-day expected move averaged 2.7%. IV traded above realized volatility by 3.7% (HV 20d: 5.3%). Max pain ranged from $111.00 to $112.00. Net GEX was positive for 5 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 2.57.
Notable Days 2024-10-08 : Highest Volume — 195,598 contracts2024-10-07 : Largest IV spike — 7.4% change2024-10-31 : Highest IV Rank — 88.5%2024-10-31 : Largest Expected Move — 3.7%Monthly Statistics Metric Avg Min Max Open Close Price $110.61 $109.09 $113.05 $113.05 $109.09 Max Pain $111.67 $111.00 $112.00 $112.00 $111.00 ATM IV 9.0% 7.2% 10.7% 7.2% 10.7% Expected Move 2.7% 2.0% 3.7% 2.0% 3.7% HV 20d 5.3% 4.2% 6.3% 4.6% 5.8% HV 60d 5.8% 5.5% 6.1% 5.6% 5.5% IV Rank 47.0% 15.0% 88.5% 15.0% 88.5% IV Percentile 67.4% 11.9% 98.4% 11.9% 98.4% Term Structure -0.1% -0.5% 0.9% 0.9% -0.4% VWIV 9.7% 7.5% 12.9% 7.9% 12.9% Skew 25d 1.1% 0.6% 1.5% 0.8% 1.3% Skew 10d 2.7% 1.4% 3.9% 2.5% 2.5% Call IV 25d 8.5% 6.8% 10.3% 6.8% 10.3% Put IV 25d 9.6% 7.7% 11.5% 7.7% 11.5% Bid-Ask Spread % 14.03 7.23 21.02 19.56 9.33 Gamma HHI 0.10 0.08 0.14 0.13 0.08 Net GEX -74.9M -295.6M 413.2M 413.2M -295.6M Net DEX 576.7M -1.19B 1.47B -1.19B 1.47B Net VEX -7.5M -9.2M -5.8M -5.8M -8.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.57 0.16 25.62 0.66 0.88 Total Volume 71,832.261 6,648 195,598 34,808 56,727 Total OI 1,033,547.913 823,867 1,254,719 823,867 1,102,695
Daily Data (23 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 Vol Put Vol Call OI Put OI 2024-10-01 $113.05 $112.00 7.2% 2.0% 4.6% 15.0% 7.9% 0.8% 0.9% 413.2M -1.19B -5.8M 0.66 19.56 21,003 13,805 389,303 434,564 2024-10-02 $112.80 $111.50 7.4% 2.1% 4.2% 17.6% 7.5% 0.8% 0.6% 392.2M -986.2M -5.8M 0.85 21.02 83,044 70,557 397,628 435,407 2024-10-03 $112.19 $112.00 7.8% 2.4% 4.3% 23.0% 8.1% 0.8% 0.5% 255.1M -386.4M -6.5M 4.12 15.00 12,441 51,237 418,981 446,679 2024-10-04 $111.48 $112.00 7.8% 2.4% 4.8% 24.4% 8.4% 0.7% 0.7% -48.3M 342.1M -6.7M 0.16 20.90 39,435 6,366 436,053 497,538 2024-10-07 $110.93 $112.00 8.3% 2.4% 4.9% 33.2% 8.4% 0.6% -0.0% -154.8M 660.4M -6.1M 0.32 16.80 102,201 32,724 467,409 499,053 2024-10-08 $111.10 $112.00 8.5% 2.4% 4.9% 36.2% 9.1% 0.8% 0.0% -177.6M 584.7M -6.7M 1.92 16.62 67,052 128,546 508,469 514,022 2024-10-09 $110.90 $112.00 8.8% 2.5% 4.9% 41.1% 8.6% 0.7% -0.2% -67.3M 389.7M -7.4M 1.48 16.36 16,416 24,358 530,452 527,914 2024-10-10 $110.84 $112.00 8.7% 2.4% 4.9% 38.4% 8.6% 1.3% -0.2% -164.5M 612.2M -7.1M 2.60 13.70 7,139 18,586 542,844 550,296 2024-10-11 $110.84 $112.00 8.5% 2.4% 4.7% 36.6% 8.9% 1.2% -0.2% -126.8M 477.0M -6.8M 0.16 18.76 47,321 7,687 548,025 544,584 2024-10-14 $110.77 $112.00 8.9% 2.5% 4.2% 41.7% 8.7% 1.5% -0.4% -156.9M 555.1M -6.6M 0.17 12.10 87,626 14,946 554,338 540,807 2024-10-15 $111.38 $112.00 9.0% 2.6% 4.8% 43.0% 9.5% 1.0% -0.3% 201.2M -24.8M -7.7M 0.56 15.46 22,697 12,821 593,827 547,234 2024-10-16 $111.63 $112.00 8.6% 2.5% 4.9% 36.9% 8.5% 1.0% 0.0% 370.1M -181.4M -7.8M 0.71 15.65 9,920 7,029 615,121 559,868 2024-10-17 $110.91 $112.00 9.1% 2.6% 5.3% 45.9% 9.8% 1.2% -0.3% -85.5M 380.2M -7.7M 25.62 13.25 3,405 87,233 614,867 567,201 2024-10-18 $110.82 $112.00 8.8% 2.5% 5.3% 39.9% 8.8% 1.1% -0.2% -220.0M 763.0M -7.4M 4.73 10.35 14,732 69,629 620,327 634,392 2024-10-21 $109.63 $112.00 9.2% 2.7% 6.3% 47.3% 9.4% 1.3% -0.4% -215.0M 1.10B -7.4M 0.43 13.17 73,972 31,765 448,104 430,461 2024-10-22 $109.63 $112.00 9.3% 2.8% 6.2% 52.9% 10.3% 1.4% -0.4% -187.2M 1.05B -8.1M 0.80 13.37 50,431 40,315 494,011 444,130 2024-10-23 $109.27 $111.00 9.5% 2.9% 6.0% 57.6% 10.2% 1.5% -0.4% -218.8M 1.24B -8.4M 0.91 15.91 45,427 41,253 524,593 476,578 2024-10-24 $109.56 $111.00 9.8% 3.0% 6.2% 64.1% 10.6% 1.3% -0.5% -197.6M 1.16B -9.2M 2.03 10.24 14,405 29,217 529,774 513,218 2024-10-25 $109.30 $111.00 10.1% 3.2% 5.9% 70.2% 10.9% 1.1% -0.5% -241.2M 1.32B -9.1M 4.81 8.62 1,145 5,503 533,850 532,192 2024-10-28 $109.25 $111.00 10.3% 3.4% 6.0% 73.1% 12.2% 1.2% -0.1% -281.2M 1.40B -8.3M 0.40 7.23 56,990 22,883 531,805 535,257 2024-10-29 $109.30 $111.00 10.4% 3.4% 5.9% 74.6% 12.2% 1.5% -0.3% -267.9M 1.27B -8.2M 1.98 9.56 25,501 50,608 521,115 524,175 2024-10-30 $109.31 $111.00 10.5% 3.6% 6.0% 80.1% 12.5% 1.5% -0.3% -248.6M 1.26B -8.5M 2.91 9.60 6,660 19,384 525,298 567,143 2024-10-31 $109.09 $111.00 10.7% 3.7% 5.8% 88.5% 12.9% 1.3% -0.4% -295.6M 1.47B -8.5M 0.88 9.33 30,196 26,531 525,515 577,180
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