QDIV Options History — March 2023 In March 2023, QDIV traded between $30.09 and $32.13. ATM implied volatility averaged 41.7%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 27.3% (HV 20d: 14.4%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 2 of 23 days.
Notable Days 2023-03-15 : Largest IV drop — 67.8% change2023-03-14 : Highest IV Rank — 90.2%2023-03-01 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $31.01 $30.09 $32.13 $31.75 $31.80 ATM IV 41.7% 21.8% 100.1% 38.6% 32.8% Expected Move 9.1% 6.2% 11.1% 11.1% 9.4% HV 20d 14.4% 11.8% 18.0% 12.3% 18.0% HV 60d 14.7% 14.0% 15.2% 14.8% 15.1% IV Rank 30.5% 10.2% 90.2% 27.3% 21.4% IV Percentile 42.4% 7.5% 99.1% 47.3% 23.0% Term Structure -6.2% -13.1% 2.1% -12.3% -6.8% Skew 25d 4.5% 1.7% 6.4% 3.0% 3.9% Skew 10d 9.4% 5.7% 12.3% 7.9% 8.5% Call IV 25d 36.6% 27.9% 46.3% 46.3% 40.4% Put IV 25d 41.0% 29.6% 49.3% 49.3% 44.2% Bid-Ask Spread % 143.36 137.36 148.51 143.35 143.29 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 (23 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 2023-03-01 $31.75 $0.00 38.6% 11.1% 12.3% 27.3% 0.0% 3.0% -12.3% 0 0 0 0.00 143.35 0 0 0 0 2023-03-02 $31.97 $0.00 21.8% 6.2% 11.8% 10.2% 0.0% 4.9% 1.8% 0 0 0 0.00 137.36 0 0 0 0 2023-03-03 $32.13 $0.00 28.9% 8.3% 12.0% 17.4% 0.0% 4.0% 2.1% 0 0 0 0.00 140.52 0 0 0 0 2023-03-06 $31.95 $0.00 43.0% 7.5% 11.8% 31.8% 0.0% 2.9% -5.0% 0 0 0 0.00 143.85 0 0 0 0 2023-03-07 $31.50 $0.00 47.1% 7.9% 12.4% 36.0% 0.0% 2.6% -4.7% 0 0 0 0.00 144.78 0 0 0 0 2023-03-08 $31.44 $0.00 47.8% 6.9% 12.1% 36.7% 0.0% 1.7% -3.6% 0 0 0 0.00 144.92 0 0 0 0 2023-03-09 $30.99 $0.00 50.0% 7.8% 12.4% 39.0% 0.0% 2.3% -6.9% 0 0 0 0.00 139.95 0 0 0 0 2023-03-10 $30.45 $0.00 62.1% 9.0% 13.4% 51.3% 0.0% 3.9% -7.5% 0 0 0 0.00 143.01 0 0 0 0 2023-03-13 $30.40 $0.00 91.9% 10.6% 12.5% 81.8% 0.0% 4.9% -9.6% 0 0 0 0.00 143.73 0 0 0 0 2023-03-14 $30.48 $0.00 100.1% 10.4% 11.8% 90.2% 0.0% 4.4% -9.7% 0 0 0 0.00 148.51 0 0 0 0 2023-03-15 $30.09 $0.00 32.2% 9.2% 12.3% 20.8% 0.0% 5.5% -7.1% 0 0 0 0.00 144.45 0 0 0 0 2023-03-16 $30.53 $0.00 32.5% 9.3% 13.9% 21.1% 0.0% 6.4% -7.9% 0 0 0 0.00 144.40 0 0 0 0 2023-03-17 $30.14 $0.00 31.7% 9.1% 14.3% 20.3% 0.0% 5.9% -5.1% 0 0 0 0.00 143.88 0 0 0 0 2023-03-20 $30.63 $0.00 31.6% 9.1% 15.9% 20.2% 0.0% 6.4% -4.9% 0 0 0 0.00 143.34 0 0 0 0 2023-03-21 $30.99 $0.00 31.7% 9.1% 16.1% 20.3% 0.0% 5.1% -4.4% 0 0 0 0.00 144.15 0 0 0 0 2023-03-22 $30.61 $0.00 32.3% 9.3% 16.5% 20.9% 0.0% 4.7% -5.4% 0 0 0 0.00 144.15 0 0 0 0 2023-03-23 $30.30 $0.00 34.3% 9.8% 16.3% 23.0% 0.0% 5.0% -5.3% 0 0 0 0.00 143.57 0 0 0 0 2023-03-24 $30.52 $0.00 32.4% 9.3% 16.5% 20.9% 0.0% 6.1% -5.4% 0 0 0 0.00 142.35 0 0 0 0 2023-03-27 $30.84 $0.00 33.8% 9.7% 17.0% 22.4% 0.0% 5.3% -6.4% 0 0 0 0.00 143.86 0 0 0 0 2023-03-28 $30.89 $0.00 34.4% 9.9% 17.0% 23.1% 0.0% 5.3% -6.8% 0 0 0 0.00 143.86 0 0 0 0 2023-03-29 $31.31 $0.00 34.1% 9.8% 17.7% 22.7% 0.0% 4.7% -13.1% 0 0 0 0.00 142.62 0 0 0 0 2023-03-30 $31.45 $0.00 34.7% 10.0% 17.6% 23.4% 0.0% 4.2% -7.4% 0 0 0 0.00 143.31 0 0 0 0 2023-03-31 $31.80 $0.00 32.8% 9.4% 18.0% 21.4% 0.0% 3.9% -6.8% 0 0 0 0.00 143.29 0 0 0 0
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