QDIV Options History — November 2022

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

In November 2022, QDIV traded between $30.54 and $33.17. ATM implied volatility averaged 40.9%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 19.0% (HV 20d: 21.9%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

2022-11-23: Largest IV spike — 59.5% change
2022-11-08: Highest IV Rank — 44.7%
2022-11-02: Largest Expected Move — 14.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.00	$30.54	$33.17	$31.31	$33.17
ATM IV	40.9%	24.3%	57.7%	48.9%	43.5%
Expected Move	10.7%	7.0%	14.4%	14.0%	12.5%
HV 20d	21.9%	19.3%	23.6%	22.3%	22.4%
HV 60d	23.7%	22.7%	24.5%	22.7%	23.8%
IV Rank	26.8%	9.2%	44.7%	35.4%	29.6%
IV Percentile	45.8%	1.9%	90.0%	76.6%	61.8%
Term Structure	-9.1%	-15.3%	-5.4%	-14.7%	-15.1%
Skew 25d	2.5%	-12.2%	5.3%	3.6%	4.5%
Skew 10d	9.1%	-7.8%	14.1%	10.9%	11.9%
Call IV 25d	44.0%	32.9%	60.2%	56.9%	53.6%
Put IV 25d	46.6%	25.1%	62.8%	60.5%	58.1%
Bid-Ask Spread %	147.81	142.25	151.63	148.36	144.91
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 (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %
2022-11-01	$31.31	$0.00	48.9%	14.0%	22.3%	35.4%	0.0%	3.6%	-14.7%	148.36
2022-11-02	$30.84	$0.00	50.4%	14.4%	21.3%	36.9%	0.0%	2.5%	-14.3%	147.86
2022-11-03	$30.54	$0.00	51.1%	10.3%	21.8%	37.7%	0.0%	3.6%	-5.5%	151.63
2022-11-04	$30.71	$0.00	51.7%	10.4%	21.3%	38.4%	0.0%	3.5%	-6.1%	147.46
2022-11-07	$31.25	$0.00	57.4%	10.6%	19.5%	44.4%	0.0%	3.9%	-6.9%	150.19
2022-11-08	$31.57	$0.00	57.7%	10.2%	19.3%	44.7%	0.0%	4.1%	-5.6%	145.78
2022-11-09	$30.88	$0.00	37.4%	10.7%	21.6%	23.1%	0.0%	3.8%	-5.9%	148.78
2022-11-10	$32.02	$0.00	35.1%	10.1%	23.6%	20.6%	0.0%	4.6%	-5.4%	148.93
2022-11-11	$32.47	$0.00	30.1%	8.6%	23.1%	15.4%	0.0%	0.9%	-5.7%	143.21
2022-11-14	$32.49	$0.00	37.4%	10.7%	23.1%	23.2%	0.0%	4.9%	-7.5%	148.99
2022-11-15	$32.44	$0.00	37.1%	10.6%	23.2%	22.8%	0.0%	4.5%	-6.2%	150.30
2022-11-16	$32.04	$0.00	24.3%	7.0%	23.5%	9.2%	0.0%	2.4%	-12.4%	145.84
2022-11-17	$31.89	$0.00	38.1%	10.9%	23.1%	23.8%	0.0%	4.1%	-7.6%	149.05
2022-11-18	$32.16	$0.00	38.6%	11.1%	21.7%	24.3%	0.0%	4.5%	-7.7%	150.59
2022-11-21	$32.32	$0.00	39.1%	11.2%	21.4%	25.0%	0.0%	4.5%	-8.2%	145.14
2022-11-22	$32.83	$0.00	24.5%	7.0%	21.6%	9.4%	0.0%	-9.2%	-7.7%	142.25
2022-11-23	$32.91	$0.00	39.1%	11.2%	20.8%	25.0%	0.0%	5.0%	-9.9%	150.16
2022-11-25	$33.07	$0.00	39.9%	11.4%	20.7%	25.8%	0.0%	5.3%	-9.9%	149.71
2022-11-28	$32.45	$0.00	32.7%	9.4%	21.9%	18.2%	0.0%	-12.2%	-15.3%	145.17
2022-11-29	$32.68	$0.00	44.7%	12.8%	21.9%	30.9%	0.0%	4.8%	-14.1%	149.79
2022-11-30	$33.17	$0.00	43.5%	12.5%	22.4%	29.6%	0.0%	4.5%	-15.1%	144.91