QDIV Options History — June 2022

Name: QDIV Options Analytics - June 2022
Creator: Options Analysis Suite

In June 2022, QDIV traded between $29.57 and $33.80. ATM implied volatility averaged 41.3%. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 14.2% (HV 20d: 27.0%). Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 3 of 18 days.

Notable Days

2022-06-06: Largest IV spike — 106.2% change
2022-06-30: Largest Expected Move — 14.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.43	$29.57	$33.80	$33.50	$30.06
ATM IV	41.3%	26.8%	55.3%	40.0%	50.0%
Expected Move	11.1%	5.7%	14.3%	11.5%	14.3%
HV 20d	27.0%	20.8%	32.5%	23.9%	32.4%
HV 60d	22.7%	20.0%	25.8%	20.6%	25.8%
Term Structure	-4.5%	-16.4%	56.9%	-10.3%	-16.4%
Skew 25d	4.4%	1.0%	10.7%	3.8%	4.9%
Skew 10d	9.1%	-0.2%	14.3%	8.1%	13.3%
Call IV 25d	44.0%	19.9%	61.3%	44.8%	61.3%
Put IV 25d	48.4%	30.6%	66.3%	48.5%	66.3%
Bid-Ask Spread %	149.09	141.23	158.67	141.23	144.93
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (18 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %
2022-06-01	$33.50	$0.00	40.0%	11.5%	23.9%	0.0%	0.0%	3.8%	-10.3%	141.23
2022-06-03	$33.37	$0.00	26.8%	5.7%	22.5%	0.0%	0.0%	10.7%	0.4%	144.16
2022-06-06	$33.40	$0.00	55.3%	10.1%	21.7%	0.0%	0.0%	4.4%	-9.5%	150.58
2022-06-07	$33.80	$0.00	52.4%	9.3%	20.8%	0.0%	0.0%	4.1%	-7.5%	147.41
2022-06-08	$33.38	$0.00	30.2%	8.7%	21.2%	0.0%	0.0%	4.1%	-6.3%	145.97
2022-06-09	$33.16	$0.00	33.5%	9.6%	21.3%	0.0%	0.0%	4.0%	-7.9%	152.24
2022-06-10	$32.10	$0.00	43.1%	12.3%	23.9%	0.0%	0.0%	4.1%	-12.4%	158.67
2022-06-13	$30.72	$0.00	34.6%	9.9%	28.4%	0.0%	0.0%	3.4%	-9.6%	144.99
2022-06-14	$30.36	$0.00	42.4%	12.2%	28.5%	0.0%	0.0%	3.7%	-12.3%	149.37
2022-06-15	$30.92	$0.00	46.1%	13.2%	29.5%	0.0%	0.0%	4.5%	-15.2%	156.86
2022-06-16	$29.68	$0.00	49.3%	14.1%	31.3%	0.0%	0.0%	4.9%	56.9%	158.14
2022-06-17	$29.57	$0.00	41.0%	11.8%	28.9%	0.0%	0.0%	3.8%	12.8%	150.59
2022-06-21	$30.11	$0.00	43.2%	12.4%	29.9%	0.0%	0.0%	5.0%	-9.6%	152.13
2022-06-22	$30.05	$0.00	37.1%	10.6%	29.9%	0.0%	0.0%	4.0%	-8.7%	143.47
2022-06-23	$29.71	$0.00	36.7%	10.5%	28.8%	0.0%	0.0%	1.0%	-4.7%	150.86
2022-06-27	$30.88	$0.00	40.2%	11.5%	32.5%	0.0%	0.0%	4.0%	-11.2%	146.10
2022-06-28	$30.90	$0.00	40.8%	11.7%	31.7%	0.0%	0.0%	4.4%	-9.3%	145.91
2022-06-30	$30.06	$0.00	50.0%	14.3%	32.4%	0.0%	0.0%	4.9%	-16.4%	144.93