QDIV Options History — May 2023 In May 2023, QDIV traded between $29.93 and $31.74. ATM implied volatility averaged 34.1%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 20.0% (HV 20d: 14.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2023-05-09 : Highest Volume — 10 contracts2023-05-18 : Largest IV spike — 54.5% change2023-05-09 : Highest IV Rank — 35.5%2023-05-31 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $30.60 $29.93 $31.74 $31.74 $29.93 ATM IV 34.1% 19.4% 44.1% 34.5% 38.5% Expected Move 9.0% 5.6% 11.0% 9.9% 11.0% HV 20d 14.1% 12.1% 15.3% 12.3% 12.1% HV 60d 14.6% 14.2% 15.0% 14.2% 14.6% IV Rank 24.0% 8.3% 35.5% 23.2% 29.4% IV Percentile 35.0% 6.7% 71.8% 34.5% 54.0% Term Structure -6.3% -11.4% -0.8% -9.1% -10.2% Skew 25d 5.0% -5.9% 25.8% 10.4% 1.4% Skew 10d 6.6% 2.8% 10.4% 8.5% 3.5% Call IV 25d 34.4% 11.5% 49.1% 35.5% 49.1% Put IV 25d 39.4% 10.3% 50.5% 45.9% 50.5% Bid-Ask Spread % 137.65 78.76 144.84 143.69 143.07 Gamma HHI 0.52 0.35 1.00 1.00 0.44 Net GEX -1.4K -2.5K 0 0 -2.5K Net DEX 15.0K 0 22.8K 0 21.7K Net VEX -90 -142 0 0 -118 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.136 0 10 0 0 Total OI 17.045 0 25 0 25
Daily Data (22 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 2023-05-01 $31.74 $0.00 34.5% 9.9% 12.3% 23.2% 0.0% 10.4% -9.1% 0 0 0 0.00 143.69 0 0 0 0 2023-05-02 $31.18 $0.00 36.9% 10.6% 13.4% 25.6% 0.0% 25.8% -10.0% 0 0 0 0.00 141.12 0 0 0 0 2023-05-03 $30.84 $0.00 37.3% 10.7% 12.9% 25.9% 0.0% 20.6% -11.4% 0 0 0 0.00 141.51 0 5 0 0 2023-05-04 $30.44 $0.00 42.8% 8.5% 13.6% 31.6% 0.0% 4.5% -4.2% -362 7.5K -41 0.00 142.99 0 0 0 5 2023-05-05 $30.95 $0.00 38.2% 5.6% 15.1% 26.9% 0.0% 2.1% -0.8% -672 7.0K -41 0.00 87.26 0 0 0 5 2023-05-08 $30.86 $0.00 42.6% 7.9% 14.8% 33.8% 0.0% 4.6% -4.2% -377 7.1K -41 0.00 143.11 0 0 0 5 2023-05-09 $30.75 $0.00 44.1% 8.3% 14.3% 35.5% 0.0% 4.4% -3.2% -553 8.7K -39 0.00 140.56 0 10 0 5 2023-05-10 $30.68 $0.00 28.1% 8.1% 14.3% 17.9% 0.0% 4.7% -4.9% -965 14.3K -97 0.00 144.75 0 0 0 15 2023-05-11 $30.48 $0.00 30.7% 8.8% 14.0% 20.7% 0.0% 4.8% -5.1% -1.1K 16.5K -98 0.00 143.27 0 10 0 15 2023-05-12 $30.53 $0.00 29.0% 8.3% 14.1% 18.8% 0.0% 4.9% -3.4% -1.6K 22.2K -142 0.00 144.44 0 0 0 25 2023-05-15 $30.66 $0.00 29.5% 8.5% 14.2% 19.5% 0.0% 4.7% -4.9% -1.8K 19.9K -126 0.00 143.45 0 0 0 25 2023-05-16 $30.27 $0.00 31.1% 8.9% 14.7% 21.2% 0.0% 3.9% -6.3% -1.8K 20.9K -131 0.00 144.30 0 0 0 25 2023-05-17 $30.54 $0.00 19.4% 5.6% 15.2% 8.3% 0.0% -5.9% -3.7% -1.7K 18.0K -123 0.00 78.76 0 0 0 25 2023-05-18 $30.68 $0.00 29.9% 8.6% 15.3% 19.9% 0.0% 3.2% -4.2% -2.1K 19.6K -121 0.00 143.38 0 0 0 25 2023-05-19 $30.66 $0.00 29.7% 8.5% 15.3% 19.7% 0.0% 2.5% -4.9% -2.0K 19.6K -121 0.00 142.84 0 0 0 25 2023-05-22 $30.62 $0.00 31.5% 9.0% 15.2% 21.6% 0.0% 2.5% -6.6% -1.9K 20.3K -125 0.00 142.84 0 0 0 25 2023-05-23 $30.55 $0.00 32.1% 9.2% 14.6% 22.3% 0.0% 2.4% -7.7% -1.8K 20.4K -125 0.00 142.84 0 0 0 25 2023-05-24 $30.23 $0.00 35.3% 10.1% 14.3% 25.8% 0.0% 3.3% -9.0% -1.8K 20.2K -126 0.00 144.84 0 0 0 25 2023-05-25 $30.11 $0.00 35.3% 10.1% 13.4% 25.8% 0.0% 2.4% -6.8% -2.4K 22.8K -119 0.00 142.52 0 0 0 25 2023-05-26 $30.30 $0.00 35.1% 10.1% 13.3% 25.6% 0.0% 1.9% -6.9% -2.2K 22.0K -120 0.00 143.08 0 0 0 25 2023-05-30 $30.18 $0.00 38.2% 10.9% 13.1% 29.0% 0.0% 1.5% -11.4% -2.2K 21.7K -121 0.00 143.72 0 0 0 25 2023-05-31 $29.93 $0.00 38.5% 11.0% 12.1% 29.4% 0.0% 1.4% -10.2% -2.5K 21.7K -118 0.00 143.07 0 0 0 25
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