QDIV Options History — May 2022 In May 2022, QDIV traded between $31.57 and $33.61. ATM implied volatility averaged 42.6%. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 19.2% (HV 20d: 23.5%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 0 of 18 days.
Notable Days 2022-05-02 : Highest Volume — 1 contracts2022-05-25 : Largest IV spike — 71.4% change2022-05-09 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $32.64 $31.57 $33.61 $32.26 $33.60 Max Pain $33.00 $33.00 $33.00 $33.00 $33.00 ATM IV 42.6% 23.9% 83.7% 40.8% 44.6% Expected Move 11.3% 6.9% 15.0% 11.7% 12.8% HV 20d 23.5% 19.6% 27.0% 19.6% 24.6% HV 60d 21.0% 20.8% 21.1% 21.1% 20.8% Term Structure -7.1% -12.3% -2.8% -9.3% -12.3% VWIV 38.6% 38.4% 38.8% 38.4% 38.8% Skew 25d 3.8% 0.4% 4.7% 3.5% 3.9% Skew 10d 8.5% 3.8% 12.2% 8.2% 10.9% Call IV 25d 43.7% 24.2% 55.6% 45.3% 52.9% Put IV 25d 47.5% 27.3% 59.5% 48.8% 56.7% Bid-Ask Spread % 143.49 136.98 148.33 139.19 148.01 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -71 -147 0 -127 0 Net DEX 1.2K 0 3.2K 1.9K 0 Net VEX -1 -3 0 -3 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.667 0 1 1 0 Total OI 0.667 0 1 1 0
Daily Data (18 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 2022-05-02 $32.26 $33.00 40.8% 11.7% 19.6% 0.0% 38.4% 3.5% -9.3% -127 1.9K -3 0.00 139.19 0 1 0 1 2022-05-03 $32.97 $33.00 39.6% 11.4% 21.5% 0.0% 38.8% 3.8% -10.9% -134 1.6K -3 0.00 142.19 0 1 0 1 2022-05-05 $32.78 $0.00 52.6% 11.7% 21.5% 0.0% 0.0% 0.4% -5.8% -100 1.6K -3 0.00 140.10 0 1 0 1 2022-05-06 $32.98 $0.00 57.8% 11.7% 21.4% 0.0% 0.0% 3.5% -5.2% -97 1.6K -3 0.00 142.44 0 1 0 1 2022-05-09 $32.58 $0.00 83.7% 15.0% 21.7% 0.0% 0.0% 3.9% -8.4% -77 1.6K -2 0.00 142.53 0 1 0 1 2022-05-11 $32.50 $0.00 44.6% 12.8% 21.6% 0.0% 0.0% 4.6% -4.9% -97 1.7K -2 0.00 143.99 0 1 0 1 2022-05-13 $32.57 $0.00 31.4% 9.0% 21.6% 0.0% 0.0% 4.7% -4.3% -147 1.8K -2 0.00 139.81 0 1 0 1 2022-05-16 $32.62 $0.00 36.7% 10.5% 21.6% 0.0% 0.0% 4.7% -6.2% -125 1.7K -1 0.00 145.05 0 1 0 1 2022-05-17 $33.23 $0.00 37.7% 10.8% 22.5% 0.0% 0.0% 4.6% -6.0% -127 1.5K -1 0.00 148.33 0 1 0 1 2022-05-18 $31.99 $0.00 40.8% 11.7% 26.0% 0.0% 0.0% 3.4% -6.3% -122 1.9K -1 0.00 146.69 0 1 0 1 2022-05-19 $31.77 $0.00 39.1% 11.2% 25.9% 0.0% 0.0% 4.1% -5.6% -121 2.0K -1 0.00 145.44 0 1 0 1 2022-05-20 $31.57 $0.00 33.7% 9.7% 25.9% 0.0% 0.0% 4.1% -5.2% 0 3.2K 0 0.00 136.98 0 1 0 1 2022-05-23 $32.22 $0.00 36.2% 10.4% 27.0% 0.0% 0.0% 3.4% -6.4% 0 0 0 0.00 142.43 0 0 0 0 2022-05-24 $32.25 $0.00 23.9% 6.9% 25.9% 0.0% 0.0% 3.1% -2.8% 0 0 0 0.00 137.56 0 0 0 0 2022-05-25 $32.81 $0.00 41.0% 11.7% 25.0% 0.0% 0.0% 4.6% -9.7% 0 0 0 0.00 147.04 0 0 0 0 2022-05-26 $33.19 $0.00 42.8% 12.3% 24.3% 0.0% 0.0% 4.3% -9.5% 0 0 0 0.00 147.96 0 0 0 0 2022-05-27 $33.61 $0.00 40.5% 11.6% 24.7% 0.0% 0.0% 4.0% -9.6% 0 0 0 0.00 147.05 0 0 0 0 2022-05-31 $33.60 $0.00 44.6% 12.8% 24.6% 0.0% 0.0% 3.9% -12.3% 0 0 0 0.00 148.01 0 0 0 0
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