QDIV Options History — December 2022 In December 2022, QDIV traded between $31.30 and $33.27. ATM implied volatility averaged 46.0%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 27.6% (HV 20d: 18.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2022-12-28 : Highest Volume — 2 contracts2022-12-21 : Largest IV spike — 113.4% change2022-12-13 : Highest IV Rank — 78.2%2022-12-02 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $32.03 $31.30 $33.27 $33.27 $31.62 ATM IV 46.0% 17.1% 89.2% 44.8% 41.9% Expected Move 10.0% 4.9% 13.5% 12.8% 12.0% HV 20d 18.4% 16.3% 23.0% 21.3% 16.8% HV 60d 22.1% 20.1% 24.0% 23.8% 20.1% IV Rank 32.3% 1.5% 78.2% 31.0% 27.9% IV Percentile 51.0% 0.6% 98.9% 67.5% 55.4% Term Structure -5.4% -16.4% 13.2% -15.8% -9.0% Skew 25d 3.6% 1.5% 5.2% 4.9% 3.7% Skew 10d 8.3% -7.1% 12.6% 12.6% 10.2% Call IV 25d 39.0% 18.6% 57.3% 55.0% 50.8% Put IV 25d 42.6% 20.2% 62.5% 59.9% 54.4% Bid-Ask Spread % 146.52 137.53 152.66 144.91 148.26 Gamma HHI 0.53 0.51 0.54 0.54 0.51 Net GEX -20 -237 0 0 -187 Net DEX 445 0 4.9K 0 4.5K Net VEX -1 -8 0 0 -8 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.095 0 2 0 0 Total OI 0.19 0 2 0 2
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2022-12-01 $33.27 $0.00 44.8% 12.8% 21.3% 31.0% 0.0% 4.9% -15.8% 0 0 0 0.00 144.91 0 0 0 0 2022-12-02 $33.17 $0.00 47.0% 13.5% 20.9% 33.3% 0.0% 5.2% -16.4% 0 0 0 0.00 148.69 0 0 0 0 2022-12-05 $32.41 $0.00 54.2% 9.2% 23.0% 41.0% 0.0% 3.4% -6.8% 0 0 0 0.00 148.88 0 0 0 0 2022-12-06 $32.13 $0.00 54.3% 9.4% 22.7% 41.1% 0.0% 3.8% -5.6% 0 0 0 0.00 147.06 0 0 0 0 2022-12-07 $32.10 $0.00 49.8% 8.3% 22.4% 36.3% 0.0% 3.3% -5.8% 0 0 0 0.00 144.00 0 0 0 0 2022-12-08 $32.19 $0.00 63.3% 9.4% 20.7% 50.6% 0.0% 3.9% -5.9% 0 0 0 0.00 149.70 0 0 0 0 2022-12-09 $32.05 $0.00 67.8% 9.5% 16.4% 55.5% 0.0% 3.6% -6.6% 0 0 0 0.00 149.79 0 0 0 0 2022-12-12 $32.46 $0.00 84.2% 10.0% 16.3% 72.9% 0.0% 5.0% -9.0% 0 0 0 0.00 147.23 0 0 0 0 2022-12-13 $32.67 $0.00 89.2% 9.3% 16.4% 78.2% 0.0% 3.5% -7.9% 0 0 0 0.00 145.26 0 0 0 0 2022-12-14 $32.37 $0.00 34.9% 10.0% 16.8% 20.5% 0.0% 3.3% -10.4% 0 0 0 0.00 145.26 0 0 0 0 2022-12-15 $31.80 $0.00 34.8% 10.0% 17.4% 20.4% 0.0% 4.3% 13.2% 0 0 0 0.00 149.05 0 0 0 0 2022-12-16 $31.52 $0.00 40.9% 11.7% 17.6% 26.8% 0.0% 4.6% -5.4% 0 0 0 0.00 152.66 0 0 0 0 2022-12-19 $31.30 $0.00 37.5% 10.7% 17.4% 23.2% 0.0% 3.7% -6.1% 0 0 0 0.00 147.49 0 0 0 0 2022-12-20 $31.42 $0.00 17.1% 4.9% 17.3% 1.5% 0.0% 1.6% 0.8% 0 0 0 0.00 147.76 0 0 0 0 2022-12-21 $31.75 $0.00 36.4% 10.4% 16.8% 22.1% 0.0% 3.2% -5.6% 0 0 0 0.00 149.09 0 0 0 0 2022-12-22 $31.38 $0.00 31.7% 9.1% 17.0% 17.1% 0.0% 3.8% -4.7% 0 0 0 0.00 140.17 0 0 0 0 2022-12-23 $31.76 $0.00 32.0% 9.2% 17.6% 17.4% 0.0% 3.9% -4.6% 0 0 0 0.00 143.01 0 0 0 0 2022-12-27 $31.99 $0.00 39.9% 11.4% 16.7% 25.7% 0.0% 4.4% -9.0% 0 0 0 0.00 149.34 0 0 0 0 2022-12-28 $31.45 $0.00 33.9% 9.7% 17.4% 19.4% 0.0% 1.5% 1.7% 0 0 0 0.00 137.53 0 2 0 0 2022-12-29 $31.77 $0.00 30.4% 8.7% 16.9% 15.7% 0.0% 1.5% 4.7% -237 4.9K -7 0.00 141.85 0 0 0 2 2022-12-30 $31.62 $0.00 41.9% 12.0% 16.8% 27.9% 0.0% 3.7% -9.0% -187 4.5K -8 0.00 148.26 0 0 0 2
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