QDIV Options History — February 2023 In February 2023, QDIV traded between $31.67 and $33.31. ATM implied volatility averaged 27.7%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 14.6% (HV 20d: 13.1%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.
Notable Days 2023-02-13 : Highest Volume — 1 contracts2023-02-03 : Largest IV spike — 104.3% change2023-02-28 : Highest IV Rank — 27.1%2023-02-28 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $32.45 $31.67 $33.31 $33.28 $31.67 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 27.7% 11.9% 38.3% 12.9% 38.3% Expected Move 8.5% 3.7% 11.0% 3.7% 11.0% HV 20d 13.1% 12.0% 15.3% 14.9% 12.8% HV 60d 16.0% 14.8% 18.0% 18.0% 14.8% IV Rank 16.1% 0.0% 27.1% 0.6% 27.1% IV Percentile 16.6% 0.0% 46.2% 1.9% 46.2% Term Structure -5.9% -13.3% 12.5% 12.5% -13.2% Skew 25d 3.3% -5.8% 4.7% -5.8% 3.3% Skew 10d 8.3% 1.6% 9.9% 1.6% 8.3% Call IV 25d 35.2% 29.3% 45.4% 33.5% 45.4% Put IV 25d 38.5% 27.6% 48.7% 27.6% 48.7% Bid-Ask Spread % 143.33 137.53 145.64 137.53 143.87 Gamma HHI 0.85 0.64 1.00 0.89 0.64 Net GEX -649 -1.9K 0 -1.4K 0 Net DEX 5.3K 0 9.5K 7.2K 0 Net VEX -4 -10 0 -9 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.105 0 1 0 0 Total OI 2.421 0 4 4 0
Daily Data (19 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 2023-02-01 $33.28 $35.00 12.9% 3.7% 14.9% 0.6% 0.0% -5.8% 12.5% -1.4K 7.2K -9 0.00 137.53 0 0 0 4 2023-02-02 $33.31 $0.00 12.9% 7.7% 14.7% 0.6% 0.0% 3.4% -4.2% -1.4K 7.1K -8 0.00 145.64 0 0 0 4 2023-02-03 $33.00 $0.00 26.4% 7.7% 15.3% 14.4% 0.0% 3.5% -4.1% -620 7.2K -10 0.00 144.48 0 0 0 4 2023-02-06 $32.73 $0.00 11.9% 7.8% 12.2% 0.0% 0.0% 4.0% -4.6% -951 8.4K -8 0.00 144.12 0 0 0 4 2023-02-07 $32.90 $0.00 17.9% 7.5% 12.1% 6.2% 0.0% 4.4% -3.7% -1.1K 8.2K -7 0.00 142.80 0 0 0 4 2023-02-08 $32.51 $0.00 28.0% 8.0% 12.9% 16.5% 0.0% 4.5% -5.0% -900 9.0K -7 0.00 145.52 0 0 0 4 2023-02-09 $32.23 $0.00 28.6% 8.2% 13.0% 17.1% 0.0% 2.8% -5.5% -806 9.5K -6 0.00 142.03 0 0 0 4 2023-02-10 $32.56 $0.00 28.1% 8.1% 13.6% 16.6% 0.0% 4.7% -4.6% -880 8.8K -6 0.00 144.73 0 0 0 4 2023-02-13 $32.85 $0.00 29.0% 8.3% 13.9% 17.5% 0.0% 4.2% -5.7% -1.9K 8.9K -4 0.00 142.54 0 1 0 4 2023-02-14 $32.74 $0.00 29.2% 8.4% 13.7% 17.7% 0.0% 4.1% -6.0% -947 7.2K -2 0.00 143.32 0 0 0 3 2023-02-15 $32.72 $0.00 29.0% 8.3% 12.1% 17.5% 0.0% 4.1% -6.1% -1.1K 7.5K -2 0.00 143.57 0 1 0 3 2023-02-16 $32.50 $0.00 31.0% 8.9% 12.3% 19.6% 0.0% 4.1% -6.8% -345 5.1K -1 0.00 144.04 0 0 0 2 2023-02-17 $32.41 $0.00 30.9% 8.9% 12.0% 19.5% 0.0% 3.9% -6.5% 0 6.5K 0 0.00 143.51 0 0 0 2 2023-02-21 $31.95 $0.00 33.0% 9.5% 12.4% 21.6% 0.0% 3.6% -8.4% 0 0 0 0.00 142.11 0 0 0 0 2023-02-22 $31.73 $0.00 34.5% 9.9% 12.6% 23.2% 0.0% 4.0% -8.4% 0 0 0 0.00 143.18 0 0 0 0 2023-02-23 $31.99 $0.00 35.3% 10.1% 13.0% 23.9% 0.0% 4.3% -8.2% 0 0 0 0.00 143.18 0 0 0 0 2023-02-24 $31.70 $0.00 32.9% 9.4% 13.0% 21.4% 0.0% 1.6% -13.3% 0 0 0 0.00 142.50 0 0 0 0 2023-02-27 $31.80 $0.00 36.8% 10.5% 13.0% 25.5% 0.0% 4.2% -10.8% 0 0 0 0.00 144.54 0 0 0 0 2023-02-28 $31.67 $0.00 38.3% 11.0% 12.8% 27.1% 0.0% 3.3% -13.2% 0 0 0 0.00 143.87 0 0 0 0
« Jan 2023 | All History | Mar 2023 » Home QDIV History February 2023