QDIV Options History — June 2023

In June 2023, QDIV traded between $30.03 and $31.66. ATM implied volatility averaged 41.2%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 27.7% (HV 20d: 13.5%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2023-06-13: Highest Volume — 4 contracts
2023-06-07: Largest IV spike — 88.9% change
2023-06-07: Highest IV Rank — 83.9%
2023-06-02: Largest Expected Move — 11.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.04	$30.03	$31.66	$30.03	$31.55
Max Pain	$28.00	$28.00	$28.00	$28.00	$28.00
ATM IV	41.2%	25.4%	88.0%	38.2%	32.0%
Expected Move	8.4%	7.0%	11.1%	11.0%	9.2%
HV 20d	13.5%	11.7%	14.2%	11.7%	14.1%
HV 60d	13.9%	13.0%	15.2%	14.3%	13.0%
IV Rank	32.3%	14.9%	83.9%	29.0%	22.2%
IV Percentile	45.5%	8.7%	98.4%	51.6%	28.2%
Term Structure	-6.0%	-13.6%	-1.6%	-10.9%	-8.9%
VWIV	10.3%	10.3%	10.3%	10.3%	10.3%
Skew 25d	0.2%	-14.0%	3.2%	1.6%	1.1%
Skew 10d	-5.7%	-21.8%	51.8%	2.8%	-21.8%
Call IV 25d	36.7%	29.5%	50.2%	50.0%	40.7%
Put IV 25d	36.9%	24.6%	52.0%	51.7%	41.8%
Bid-Ask Spread %	144.96	140.83	152.40	140.83	143.41
Gamma HHI	0.29	0.25	0.41	0.41	0.25
Net GEX	-1.4K	-2.5K	-893	-2.5K	-895
Net DEX	13.2K	6.8K	21.4K	21.4K	7.2K
Net VEX	-104	-116	-90	-116	-90
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.19	0	4	0	0
Total OI	27.286	25	29	25	29

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	Spread %	Call Vol	Call OI	Put OI
2023-06-01	$30.03	$0.00	38.2%	11.0%	11.7%	29.0%	0.0%	1.6%	-10.9%	-2.5K	21.4K	-116	140.83	0	0	25
2023-06-02	$30.75	$0.00	38.9%	11.1%	13.9%	29.7%	0.0%	2.2%	-13.6%	-1.8K	19.8K	-116	142.45	0	0	25
2023-06-05	$30.50	$28.00	45.7%	7.7%	12.8%	37.2%	0.0%	-5.6%	-3.8%	-2.0K	18.3K	-106	144.22	0	0	25
2023-06-06	$30.57	$28.00	46.6%	7.3%	12.8%	38.2%	0.0%	-2.3%	-3.4%	-2.0K	19.3K	-108	144.79	0	0	25
2023-06-07	$30.98	$28.00	88.0%	7.0%	13.7%	83.9%	0.0%	3.2%	-4.8%	-1.6K	16.9K	-108	143.69	0	0	25
2023-06-08	$30.95	$28.00	54.7%	8.5%	13.6%	47.2%	0.0%	-14.0%	-6.4%	-1.5K	19.8K	-115	152.40	0	0	25
2023-06-09	$30.89	$28.00	51.9%	7.5%	13.4%	44.1%	0.0%	1.8%	-5.1%	-1.7K	18.4K	-108	147.49	0	0	25
2023-06-12	$30.99	$28.00	66.6%	7.5%	13.5%	60.3%	0.0%	-2.9%	-4.4%	-1.8K	17.4K	-102	144.57	0	0	25
2023-06-13	$31.25	$28.00	78.5%	7.6%	13.7%	73.5%	10.3%	2.4%	-5.7%	-1.6K	15.1K	-96	145.65	4	0	25
2023-06-14	$31.23	$28.00	27.5%	7.9%	12.7%	17.3%	0.0%	1.1%	-6.7%	-1.0K	10.3K	-114	144.85	0	4	25
2023-06-15	$31.59	$28.00	25.4%	7.3%	12.9%	14.9%	0.0%	1.4%	-2.5%	-893	7.8K	-107	145.63	0	4	25
2023-06-16	$31.66	$28.00	26.4%	7.6%	12.9%	16.0%	0.0%	1.4%	-3.9%	-914	6.8K	-102	145.57	0	4	25
2023-06-20	$31.27	$28.00	29.4%	8.4%	13.8%	19.3%	0.0%	1.2%	-1.6%	-1.1K	9.2K	-103	145.47	0	4	25
2023-06-21	$31.26	$28.00	29.5%	8.5%	13.8%	19.4%	0.0%	1.7%	-5.4%	-1.1K	8.7K	-98	145.02	0	4	25
2023-06-22	$31.01	$28.00	29.9%	8.6%	14.1%	19.8%	0.0%	1.8%	-5.6%	-1.2K	10.3K	-103	145.00	0	4	25
2023-06-23	$30.79	$28.00	29.3%	8.4%	13.8%	19.2%	0.0%	1.3%	-5.4%	-1.3K	11.6K	-104	144.25	0	4	25
2023-06-26	$31.01	$28.00	31.0%	8.9%	13.8%	21.1%	0.0%	1.9%	-6.6%	-1.2K	10.6K	-100	144.71	0	4	25
2023-06-27	$31.26	$28.00	31.4%	9.0%	13.9%	21.5%	0.0%	1.7%	-6.9%	-1.1K	9.2K	-97	144.79	0	4	25
2023-06-28	$31.02	$28.00	31.9%	9.1%	14.2%	22.1%	0.0%	1.1%	-7.2%	-1.2K	10.5K	-98	145.30	0	4	25
2023-06-29	$31.27	$28.00	32.0%	9.2%	13.9%	22.2%	0.0%	1.5%	-8.0%	-1.1K	8.9K	-96	144.07	0	4	25
2023-06-30	$31.55	$28.00	32.0%	9.2%	14.1%	22.2%	0.0%	1.1%	-8.9%	-895	7.2K	-90	143.41	0	4	25