QDIV Options History — October 2022

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

In October 2022, QDIV traded between $28.42 and $31.22. ATM implied volatility averaged 44.1%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 18.6% (HV 20d: 25.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days.

Notable Days

2022-10-26: Largest IV spike — 67.9% change
2022-10-11: Highest IV Rank — 54.6%
2022-10-03: Largest Expected Move — 14.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.53	$28.42	$31.22	$28.61	$31.16
ATM IV	44.1%	22.4%	67.0%	49.5%	37.7%
Expected Move	11.4%	6.4%	14.2%	14.2%	10.8%
HV 20d	25.5%	22.7%	28.5%	26.1%	22.7%
HV 60d	22.4%	21.7%	23.1%	22.5%	22.7%
IV Rank	30.0%	7.2%	54.6%	29.8%	23.4%
IV Percentile	55.2%	0.7%	96.9%	61.9%	31.9%
Term Structure	-5.5%	-14.2%	16.2%	-14.2%	-10.8%
Skew 25d	2.8%	-10.2%	5.0%	5.0%	1.8%
Skew 10d	8.5%	-9.0%	13.8%	13.8%	7.8%
Call IV 25d	45.6%	24.1%	59.9%	59.9%	44.8%
Put IV 25d	48.4%	25.8%	64.9%	64.9%	46.6%
Bid-Ask Spread %	146.05	140.25	150.17	146.67	149.23
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 (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %
2022-10-03	$28.61	$0.00	49.5%	14.2%	26.1%	0.0%	0.0%	5.0%	-14.2%	146.67
2022-10-04	$29.45	$0.00	43.7%	12.5%	28.4%	29.8%	0.0%	4.1%	-12.2%	142.69
2022-10-05	$29.53	$0.00	42.1%	12.1%	28.5%	28.1%	0.0%	4.8%	-11.5%	140.25
2022-10-06	$29.22	$0.00	52.6%	10.8%	27.4%	39.2%	0.0%	4.6%	-8.8%	146.24
2022-10-07	$28.53	$0.00	55.5%	11.3%	27.2%	42.4%	0.0%	4.9%	-7.4%	147.51
2022-10-10	$28.42	$0.00	64.5%	11.5%	26.8%	52.0%	0.0%	5.0%	-9.9%	145.67
2022-10-11	$28.59	$0.00	67.0%	10.5%	23.4%	54.6%	0.0%	-4.7%	-9.7%	145.00
2022-10-13	$29.25	$0.00	42.3%	12.1%	25.1%	28.3%	0.0%	4.8%	-11.3%	147.77
2022-10-14	$28.92	$0.00	42.5%	12.2%	25.3%	28.5%	0.0%	3.8%	-9.5%	149.43
2022-10-17	$29.16	$0.00	43.5%	12.5%	25.3%	29.6%	0.0%	4.3%	-12.1%	146.10
2022-10-18	$29.45	$0.00	43.1%	12.4%	25.2%	29.2%	0.0%	4.4%	-12.2%	149.49
2022-10-19	$29.20	$0.00	43.7%	12.5%	25.1%	29.8%	0.0%	3.3%	-12.4%	147.14
2022-10-20	$28.88	$0.00	44.3%	12.7%	25.1%	30.5%	0.0%	3.6%	12.0%	148.72
2022-10-21	$29.65	$0.00	42.1%	12.1%	26.8%	28.2%	0.0%	4.4%	16.2%	144.78
2022-10-24	$30.06	$0.00	44.4%	12.7%	25.1%	30.6%	0.0%	4.1%	11.4%	150.17
2022-10-25	$29.94	$0.00	22.4%	6.4%	24.8%	7.2%	0.0%	1.7%	15.3%	141.68
2022-10-26	$30.54	$0.00	37.7%	10.8%	24.9%	23.4%	0.0%	4.5%	-8.1%	142.14
2022-10-27	$30.86	$0.00	35.1%	10.1%	23.9%	20.7%	0.0%	2.5%	-8.0%	147.47
2022-10-28	$31.22	$0.00	28.9%	8.3%	23.0%	14.1%	0.0%	-10.2%	-7.2%	142.82
2022-10-31	$31.16	$0.00	37.7%	10.8%	22.7%	23.4%	0.0%	1.8%	-10.8%	149.23