QDIV Options History — January 2023 In January 2023, QDIV traded between $31.59 and $32.94. ATM implied volatility averaged 27.4%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 11.0% (HV 20d: 16.4%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 15 of 20 days.
Notable Days 2023-01-18 : Largest IV spike — 101.7% change2023-01-10 : Highest IV Rank — 40.9%2023-01-04 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $32.51 $31.59 $32.94 $31.59 $32.92 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 27.4% 12.3% 54.1% 45.1% 19.3% Expected Move 6.6% 3.5% 13.2% 12.9% 5.5% HV 20d 16.4% 14.3% 18.2% 16.8% 14.6% HV 60d 19.0% 18.0% 20.1% 20.1% 18.0% IV Rank 14.5% 0.0% 40.9% 31.4% 7.1% IV Percentile 23.8% 0.0% 84.9% 67.9% 5.8% Term Structure 5.4% -13.4% 15.7% -12.8% 8.2% Skew 25d 5.6% 2.4% 16.7% 3.4% 4.3% Skew 10d 6.5% 3.0% 11.1% 11.1% 5.4% Call IV 25d 34.1% 18.9% 56.4% 55.5% 36.8% Put IV 25d 39.7% 30.6% 59.7% 58.9% 41.1% Bid-Ask Spread % 143.81 138.46 149.41 147.36 140.57 Gamma HHI 0.62 0.50 0.89 0.51 0.79 Net GEX -420 -1.2K -189 -189 -956 Net DEX 5.3K 3.9K 9.2K 4.5K 8.1K Net VEX -6 -10 -4 -7 -10 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2.3 2 4 2 4
Daily Data (20 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 2023-01-03 $31.59 $0.00 45.1% 12.9% 16.8% 31.4% 0.0% 3.4% -12.8% -189 4.5K -7 0.00 147.36 0 0 0 2 2023-01-04 $31.85 $0.00 46.0% 13.2% 15.3% 32.2% 0.0% 3.3% -13.4% -203 4.5K -8 0.00 148.03 0 0 0 2 2023-01-05 $31.88 $35.00 39.2% 8.2% 15.0% 25.0% 0.0% 4.0% -4.9% -208 4.5K -7 0.00 141.41 0 0 0 2 2023-01-06 $32.77 $35.00 38.4% 4.4% 18.0% 24.2% 0.0% 3.5% 8.5% -342 4.5K -7 0.00 138.46 0 0 0 2 2023-01-09 $32.55 $35.00 51.1% 7.2% 18.2% 37.7% 0.0% 3.5% 12.2% -204 4.0K -8 0.00 146.76 0 0 0 2 2023-01-10 $32.59 $35.00 54.1% 7.6% 18.1% 40.9% 0.0% 3.7% 12.2% -195 3.9K -8 0.00 148.61 0 0 0 2 2023-01-11 $32.80 $35.00 14.2% 4.1% 17.7% 0.0% 0.0% 2.4% 11.6% -355 4.6K -6 0.00 140.63 0 0 0 2 2023-01-12 $32.83 $35.00 12.9% 3.7% 17.5% 0.0% 0.0% 2.8% 15.5% -381 4.7K -6 0.00 149.41 0 0 0 2 2023-01-13 $32.93 $35.00 14.0% 4.0% 17.2% 1.2% 0.0% 3.0% 9.6% -391 4.6K -6 0.00 142.47 0 0 0 2 2023-01-17 $32.71 $35.00 18.0% 5.2% 16.0% 5.2% 0.0% 3.1% 7.9% -361 4.8K -5 0.00 147.70 0 0 0 2 2023-01-18 $32.15 $35.00 36.2% 10.4% 17.0% 24.1% 0.0% 3.6% -10.6% -249 4.6K -6 0.00 147.07 0 0 0 2 2023-01-19 $32.02 $35.00 37.0% 10.6% 16.8% 24.9% 0.0% 4.2% -5.3% -225 4.6K -6 0.00 147.31 0 0 0 2 2023-01-20 $32.30 $35.00 33.5% 9.6% 17.0% 21.3% 0.0% 16.7% 1.9% -348 5.5K -4 0.00 139.59 0 0 0 2 2023-01-23 $32.64 $35.00 17.3% 5.0% 17.0% 4.5% 0.0% 9.3% 10.4% -379 5.1K -4 0.00 147.92 0 0 0 2 2023-01-24 $32.62 $35.00 12.8% 3.7% 16.3% 0.0% 0.0% 10.6% 15.7% -381 5.1K -4 0.00 141.91 0 0 0 2 2023-01-25 $32.65 $35.00 18.0% 5.2% 15.9% 5.3% 0.0% 7.8% 3.7% -379 5.1K -4 0.00 138.86 0 0 0 2 2023-01-26 $32.85 $35.00 12.4% 3.6% 15.8% 0.0% 0.0% 8.2% 14.0% -434 5.0K -4 0.00 141.73 0 0 0 2 2023-01-27 $32.94 $35.00 12.3% 3.5% 14.3% 0.0% 0.0% 5.3% 14.8% -1.2K 8.3K -10 0.00 140.58 0 0 0 4 2023-01-30 $32.63 $35.00 17.0% 4.9% 14.5% 4.8% 0.0% 10.2% 9.9% -1.0K 9.2K -9 0.00 139.79 0 0 0 4 2023-01-31 $32.92 $35.00 19.3% 5.5% 14.6% 7.1% 0.0% 4.3% 8.2% -956 8.1K -10 0.00 140.57 0 0 0 4
« Dec 2022 | All History | Feb 2023 » Home QDIV History January 2023