QDIV Options History — July 2023 In July 2023, QDIV traded between $31.20 and $32.70. ATM implied volatility averaged 31.7%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 20.0% (HV 20d: 11.7%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-07-12 : Largest IV drop — 38.2% change2023-07-10 : Highest IV Rank — 35.1%2023-07-05 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $32.07 $31.20 $32.70 $31.74 $32.60 Max Pain $28.00 $28.00 $28.00 $28.00 $28.00 ATM IV 31.7% 25.6% 43.7% 33.1% 32.6% Expected Move 8.3% 7.0% 10.2% 9.5% 9.4% HV 20d 11.7% 10.0% 13.2% 11.8% 10.0% HV 60d 13.2% 12.1% 13.7% 13.1% 12.1% IV Rank 21.8% 15.1% 35.1% 23.4% 22.9% IV Percentile 29.1% 9.1% 71.8% 33.7% 35.3% Term Structure -7.0% -11.4% -4.2% -9.5% -9.5% Skew 25d 1.2% 0.4% 2.1% 1.1% 0.9% Skew 10d 0.5% -24.3% 5.2% -16.6% 2.2% Call IV 25d 35.7% 28.9% 46.5% 43.3% 42.6% Put IV 25d 36.9% 29.4% 47.4% 44.4% 43.5% Bid-Ask Spread % 144.15 142.25 145.50 143.17 143.37 Gamma HHI 0.38 0.25 0.53 0.25 0.53 Net GEX -930 -1.3K -644 -815 -764 Net DEX 7.8K 3.9K 11.1K 6.0K 7.1K Net VEX -61 -87 -43 -86 -45 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 23.4 15 29 29 15
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 2023-07-03 $31.74 $28.00 33.1% 9.5% 11.8% 23.4% 0.0% 1.1% -9.5% -815 6.0K -86 0.00 143.17 0 0 4 25 2023-07-05 $31.55 $28.00 35.7% 10.2% 11.6% 26.3% 0.0% 0.9% -11.4% -900 7.3K -84 0.00 144.09 0 0 4 25 2023-07-06 $31.20 $0.00 37.2% 7.0% 12.4% 27.9% 0.0% 0.4% -4.4% -1.0K 8.7K -87 0.00 143.65 0 0 4 25 2023-07-07 $31.39 $0.00 38.3% 7.0% 11.7% 29.1% 0.0% 0.8% -4.2% -935 7.8K -86 0.00 143.59 0 0 4 25 2023-07-10 $31.42 $0.00 43.7% 7.9% 11.7% 35.1% 0.0% 1.9% -6.1% -882 7.2K -78 0.00 144.36 0 0 4 25 2023-07-11 $31.90 $0.00 41.4% 7.4% 12.7% 32.6% 0.0% 2.1% -5.3% -667 4.3K -72 0.00 143.85 0 0 4 25 2023-07-12 $31.96 $0.00 25.6% 7.3% 12.7% 15.1% 0.0% 1.5% -5.9% -644 3.9K -71 0.00 144.03 0 0 4 25 2023-07-13 $32.14 $0.00 26.2% 7.5% 12.5% 15.8% 0.0% 1.1% -5.9% -1.2K 10.3K -63 0.00 145.50 0 0 0 25 2023-07-14 $31.80 $0.00 26.4% 7.6% 13.2% 16.0% 0.0% 0.8% -7.3% -1.3K 11.1K -62 0.00 144.95 0 0 0 25 2023-07-17 $31.85 $0.00 27.2% 7.8% 12.6% 16.9% 0.0% 0.8% -6.8% -1.3K 10.8K -59 0.00 143.75 0 0 0 25 2023-07-18 $32.09 $0.00 27.2% 7.8% 12.9% 16.9% 0.0% 1.0% -7.3% -1.2K 9.8K -55 0.00 144.81 0 0 0 25 2023-07-19 $32.23 $0.00 27.9% 8.0% 12.0% 17.7% 0.0% 1.6% -7.5% -1.2K 9.7K -54 0.00 144.99 0 0 0 25 2023-07-20 $32.33 $0.00 28.7% 8.2% 12.0% 18.5% 0.0% 1.3% -5.9% -1.1K 8.9K -50 0.00 144.55 0 0 0 25 2023-07-21 $32.34 $0.00 29.5% 8.5% 11.4% 19.5% 0.0% 1.4% -5.9% -788 7.7K -50 0.00 145.34 0 0 0 25 2023-07-24 $32.55 $0.00 29.6% 8.5% 11.0% 19.5% 0.0% 1.5% -6.1% -762 7.1K -46 0.00 144.03 0 0 0 15 2023-07-25 $32.61 $0.00 29.4% 8.4% 10.8% 19.3% 0.0% 1.6% -6.4% -756 7.1K -46 0.00 143.91 0 0 0 15 2023-07-26 $32.70 $0.00 29.6% 8.5% 10.6% 19.6% 0.0% 1.0% -6.8% -743 6.8K -43 0.00 143.96 0 0 0 15 2023-07-27 $32.47 $0.00 32.8% 9.4% 10.6% 23.1% 0.0% 1.0% -8.8% -779 7.4K -47 0.00 142.25 0 0 0 15 2023-07-28 $32.58 $0.00 31.4% 9.0% 10.4% 21.6% 0.0% 1.1% -8.3% -763 7.1K -45 0.00 144.91 0 0 0 15 2023-07-31 $32.60 $0.00 32.6% 9.4% 10.0% 22.9% 0.0% 0.9% -9.5% -764 7.1K -45 0.00 143.37 0 0 0 15
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