QDIV Options History — March 2022

In March 2022, QDIV traded between $32.52 and $34.53. ATM implied volatility averaged 40.4%. The 30-day expected move averaged 10.9%. Net GEX was positive for 0 of 14 trading days. Term structure was in contango for 0 of 14 days.

Notable Days

  • 2022-03-14: Largest IV spike — 50.3% change
  • 2022-03-07: Largest Expected Move — 18.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.55$32.52$34.53$32.67$34.21
ATM IV40.4%31.6%65.5%65.5%38.0%
Expected Move10.9%6.7%18.8%18.8%7.1%
Term Structure-10.4%-14.7%-1.3%-13.6%-13.2%
Skew 25d4.5%2.4%10.8%5.7%3.2%
Skew 10d8.7%3.2%18.0%7.7%8.7%
Call IV 25d43.2%34.5%54.2%46.3%45.4%
Put IV 25d47.7%38.6%58.0%52.0%48.6%
Bid-Ask Spread %154.04138.51176.40176.40144.77
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (14 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-03-07$32.67$0.0065.5%18.8%0.0%0.0%0.0%5.7%-13.6%0000.00176.400000
2022-03-08$32.69$0.0037.5%17.2%0.0%0.0%0.0%4.8%-10.1%0000.00171.880000
2022-03-09$33.03$0.0038.2%17.6%0.0%0.0%0.0%4.4%-11.2%0000.00173.230000
2022-03-10$32.72$0.0032.0%15.3%0.0%0.0%0.0%4.0%-8.0%0000.00164.710000
2022-03-14$32.52$0.0048.1%10.0%0.0%0.0%0.0%7.7%-14.7%0000.00139.300000
2022-03-15$32.86$0.0048.0%10.0%0.0%0.0%0.0%10.8%-14.2%0000.00138.510000
2022-03-18$33.35$0.0033.0%7.4%0.0%0.0%0.0%3.3%-7.7%0000.00145.090000
2022-03-22$34.00$0.0031.6%7.0%0.0%0.0%0.0%3.7%-6.5%0000.00145.220000
2022-03-23$33.95$0.0044.4%9.5%0.0%0.0%0.0%3.9%-9.7%0000.00156.790000
2022-03-25$34.52$0.0038.0%10.6%0.0%0.0%0.0%2.6%-1.3%0000.00157.420000
2022-03-28$34.23$0.0041.3%8.2%0.0%0.0%0.0%4.3%-12.7%0000.00152.510000
2022-03-29$34.53$0.0033.4%6.7%0.0%0.0%0.0%2.4%-10.0%0000.00144.860000
2022-03-30$34.40$0.0036.5%7.0%0.0%0.0%0.0%2.8%-12.6%0000.00145.800000
2022-03-31$34.21$0.0038.0%7.1%0.0%0.0%0.0%3.2%-13.2%0000.00144.770000