QDIV Options History — July 2022

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

In July 2022, QDIV traded between $29.40 and $31.47. ATM implied volatility averaged 46.9%. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 15.7% (HV 20d: 31.2%). Net GEX was positive for 0 of 17 trading days. Term structure was in contango for 1 of 17 days.

Notable Days

2022-07-18: Largest IV spike — 39.2% change
2022-07-18: Largest Expected Move — 15.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.37	$29.40	$31.47	$30.27	$31.47
ATM IV	46.9%	31.6%	72.3%	49.9%	41.0%
Expected Move	11.1%	9.1%	15.8%	14.3%	11.7%
HV 20d	31.2%	25.9%	34.5%	32.0%	26.6%
HV 60d	26.6%	25.5%	27.4%	25.5%	27.4%
Term Structure	-7.9%	-24.2%	4.8%	-14.6%	-10.3%
Skew 25d	4.2%	0.8%	5.5%	5.4%	3.3%
Skew 10d	10.9%	5.9%	19.1%	13.5%	9.2%
Call IV 25d	44.4%	20.3%	68.9%	62.4%	50.5%
Put IV 25d	48.5%	23.5%	73.3%	67.8%	53.8%
Bid-Ask Spread %	146.10	139.95	156.22	142.77	146.58
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 (17 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %
2022-07-01	$30.27	$0.00	49.9%	14.3%	32.0%	0.0%	0.0%	5.4%	-14.6%	142.77
2022-07-05	$29.50	$0.00	56.8%	9.5%	32.8%	0.0%	0.0%	0.8%	-6.7%	147.11
2022-07-06	$30.10	$0.00	63.1%	10.1%	34.1%	0.0%	0.0%	5.1%	-5.8%	150.50
2022-07-07	$30.40	$0.00	65.7%	10.3%	34.5%	0.0%	0.0%	5.3%	-7.7%	148.07
2022-07-11	$30.25	$0.00	72.3%	9.1%	34.5%	0.0%	0.0%	4.7%	-5.6%	143.64
2022-07-12	$30.33	$0.00	48.8%	9.1%	34.0%	0.0%	0.0%	3.2%	-24.2%	139.95
2022-07-13	$29.96	$0.00	31.6%	9.1%	34.0%	0.0%	0.0%	5.5%	-6.7%	141.22
2022-07-14	$29.40	$0.00	39.7%	11.4%	34.3%	0.0%	0.0%	5.2%	4.8%	150.06
2022-07-18	$30.10	$0.00	55.3%	15.8%	34.4%	0.0%	0.0%	4.4%	-3.0%	156.22
2022-07-19	$30.62	$0.00	36.7%	10.5%	31.5%	0.0%	0.0%	5.2%	-6.1%	148.70
2022-07-20	$30.77	$0.00	37.9%	10.9%	31.2%	0.0%	0.0%	4.2%	-6.2%	144.41
2022-07-21	$30.68	$0.00	37.9%	10.9%	30.5%	0.0%	0.0%	4.6%	-7.4%	143.52
2022-07-22	$30.53	$0.00	38.6%	11.1%	26.6%	0.0%	0.0%	3.5%	-7.6%	143.90
2022-07-25	$30.67	$0.00	40.0%	11.5%	26.6%	0.0%	0.0%	3.1%	-7.6%	144.60
2022-07-26	$30.56	$0.00	41.3%	11.8%	25.9%	0.0%	0.0%	3.5%	-9.5%	147.08
2022-07-28	$30.76	$0.00	40.5%	11.6%	26.0%	0.0%	0.0%	3.7%	-10.1%	145.44
2022-07-29	$31.47	$0.00	41.0%	11.7%	26.6%	0.0%	0.0%	3.3%	-10.3%	146.58