QDIV Options History — August 2022

In August 2022, QDIV traded between $30.95 and $32.96. ATM implied volatility averaged 38.9%. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 20.9% (HV 20d: 17.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

  • 2022-08-24: Largest IV spike — 117.2% change
  • 2022-08-30: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.93$30.95$32.96$31.31$30.95
ATM IV38.9%15.7%56.5%45.7%47.4%
Expected Move10.1%4.5%13.6%13.1%13.6%
HV 20d17.9%13.7%23.2%23.1%17.9%
HV 60d25.8%24.5%27.1%27.1%24.9%
Term Structure-6.7%-14.1%3.2%-13.0%-14.1%
Skew 25d3.9%1.2%5.2%5.2%4.7%
Skew 10d9.4%3.3%13.0%13.0%12.5%
Call IV 25d41.7%19.1%56.8%55.3%56.8%
Put IV 25d45.6%20.3%61.5%60.5%61.5%
Bid-Ask Spread %147.61136.98150.95146.25147.87
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-02$31.31$0.0045.7%13.1%23.1%0.0%0.0%5.2%-13.0%0000.00146.250000
2022-08-04$31.17$0.0047.7%9.5%23.2%0.0%0.0%4.1%-3.2%0000.00149.110000
2022-08-05$31.21$0.0048.3%9.5%20.7%0.0%0.0%4.6%-3.9%0000.00150.950000
2022-08-08$31.28$0.0053.8%9.7%20.6%0.0%0.0%3.9%-4.5%0000.00150.290000
2022-08-09$31.28$0.0056.5%9.9%17.9%0.0%0.0%4.4%-4.1%0000.00150.680000
2022-08-10$31.95$0.0033.1%9.5%18.1%0.0%0.0%4.0%-4.7%0000.00150.610000
2022-08-11$32.19$0.0033.0%9.5%18.0%0.0%0.0%3.9%-5.2%0000.00149.850000
2022-08-12$32.67$0.0031.8%9.1%18.2%0.0%0.0%3.4%-5.1%0000.00149.230000
2022-08-15$32.71$0.0033.2%9.5%18.2%0.0%0.0%3.7%-5.9%0000.00149.070000
2022-08-16$32.96$0.0033.4%9.6%17.2%0.0%0.0%3.6%-6.3%0000.00148.930000
2022-08-17$32.86$0.0034.3%9.8%15.1%0.0%0.0%3.9%-6.6%0000.00149.820000
2022-08-18$32.83$0.0034.5%9.9%13.7%0.0%0.0%3.8%-5.9%0000.00147.750000
2022-08-19$32.47$0.0031.2%8.9%13.9%0.0%0.0%3.0%-6.2%0000.00143.180000
2022-08-22$31.80$0.0039.5%11.3%16.2%0.0%0.0%3.1%-9.8%0000.00149.610000
2022-08-23$31.93$0.0015.7%4.5%16.1%0.0%0.0%1.2%3.2%0000.00136.980000
2022-08-24$31.98$0.0034.0%9.8%15.9%0.0%0.0%4.4%-7.9%0000.00143.000000
2022-08-25$32.31$0.0034.5%9.9%16.2%0.0%0.0%4.9%-7.3%0000.00143.000000
2022-08-26$31.44$0.0043.9%12.6%19.3%0.0%0.0%3.6%-11.3%0000.00147.330000
2022-08-29$31.31$0.0046.2%13.3%19.3%0.0%0.0%4.8%-12.1%0000.00148.720000
2022-08-30$30.95$0.0047.4%13.6%17.9%0.0%0.0%4.7%-14.1%0000.00147.870000