QDIV Options History — September 2022

In September 2022, QDIV traded between $28.06 and $31.69. ATM implied volatility averaged 48.0%. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 25.7% (HV 20d: 22.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.

Notable Days

  • 2022-09-13: Largest IV spike — 77.0% change
  • 2022-09-30: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.83$28.06$31.69$30.53$28.13
ATM IV48.0%32.8%102.6%49.1%50.4%
Expected Move11.3%5.5%14.5%14.1%14.5%
HV 20d22.3%18.4%25.2%18.4%25.0%
HV 60d24.6%22.2%26.6%25.0%22.2%
Term Structure-8.3%-19.3%1.0%-15.6%-11.8%
Skew 25d2.2%-5.9%5.9%5.4%4.8%
Skew 10d-0.8%-18.3%14.0%13.2%12.7%
Call IV 25d44.0%19.3%60.8%60.8%57.6%
Put IV 25d46.2%22.1%66.2%66.2%62.4%
Bid-Ask Spread %158.57145.23170.82148.57148.67
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$30.53$0.0049.1%14.1%18.4%0.0%0.0%5.4%-15.6%0000.00148.570000
2022-09-02$30.38$0.0046.6%13.4%18.4%0.0%0.0%1.5%-19.3%0000.00145.230000
2022-09-06$30.26$0.0060.9%10.2%18.4%0.0%0.0%4.4%-8.0%0000.00160.450000
2022-09-07$30.26$0.0066.2%11.0%18.4%0.0%0.0%1.0%-12.3%0000.00159.200000
2022-09-08$30.91$0.0033.5%5.9%20.1%0.0%0.0%2.5%1.0%0000.00156.360000
2022-09-09$31.46$0.0032.8%5.5%19.6%0.0%0.0%2.8%1.0%0000.00170.820000
2022-09-12$31.69$0.0058.0%5.8%19.6%0.0%0.0%3.7%0.5%0000.00170.820000
2022-09-13$30.39$0.00102.6%11.0%23.6%0.0%0.0%1.7%-11.4%0000.00167.250000
2022-09-14$30.38$0.0038.2%11.0%23.5%0.0%0.0%2.9%-10.7%0000.00167.470000
2022-09-15$30.41$0.0038.7%11.1%23.2%0.0%0.0%3.1%-11.0%0000.00167.470000
2022-09-16$30.02$0.0039.0%11.2%23.4%0.0%0.0%1.2%-4.4%0000.00164.810000
2022-09-19$30.34$0.0040.4%11.6%24.0%0.0%0.0%3.4%-6.1%0000.00166.880000
2022-09-20$30.01$0.0039.6%11.3%24.0%0.0%0.0%1.4%-6.4%0000.00165.030000
2022-09-21$29.65$0.0039.3%11.3%23.4%0.0%0.0%-0.4%-7.5%0000.00162.780000
2022-09-22$29.46$0.0036.1%10.4%23.2%0.0%0.0%1.2%-4.9%0000.00156.110000
2022-09-23$28.66$0.0044.8%12.9%24.5%0.0%0.0%-4.7%-8.3%0000.00157.060000
2022-09-26$28.37$0.0048.1%13.8%23.9%0.0%0.0%-5.9%-8.3%0000.00152.250000
2022-09-27$28.06$0.0048.1%13.8%22.7%0.0%0.0%5.1%-10.8%0000.00148.630000
2022-09-28$28.76$0.0045.0%12.9%25.1%0.0%0.0%5.9%-9.7%0000.00146.220000
2022-09-29$28.35$0.0049.5%14.2%25.2%0.0%0.0%5.7%-10.9%0000.00147.900000
2022-09-30$28.13$0.0050.4%14.5%25.0%0.0%0.0%4.8%-11.8%0000.00148.670000