QDIV Options History — August 2023 In August 2023, QDIV traded between $31.38 and $32.52. ATM implied volatility averaged 33.6%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 25.2% (HV 20d: 8.4%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2023-08-09 : Largest IV drop — 34.4% change2023-08-07 : Highest IV Rank — 34.2%2023-08-31 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $31.98 $31.38 $32.52 $32.52 $31.81 ATM IV 33.6% 27.0% 42.9% 34.1% 38.3% Expected Move 8.9% 7.4% 11.0% 9.8% 11.0% HV 20d 8.4% 6.8% 10.0% 10.0% 9.0% HV 60d 11.2% 10.1% 11.8% 11.8% 10.2% IV Rank 23.9% 16.7% 34.2% 24.4% 29.1% IV Percentile 39.7% 11.1% 71.8% 42.5% 61.9% Term Structure -8.0% -14.6% -3.6% -10.1% -14.3% Skew 25d 1.5% -0.0% 2.7% 0.9% -0.0% Skew 10d 2.9% 2.0% 3.7% 2.1% 2.5% Call IV 25d 37.7% 29.5% 47.3% 43.8% 47.3% Put IV 25d 39.2% 31.6% 47.3% 44.7% 47.3% Bid-Ask Spread % 145.74 143.45 148.97 144.12 148.79 Gamma HHI 0.53 0.51 0.76 0.53 0.54 Net GEX -862 -956 -768 -777 -915 Net DEX 8.0K 4.4K 9.6K 7.1K 7.9K Net VEX -42 -47 -26 -44 -35 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 15 15 15 15 15
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 2023-08-01 $32.52 $0.00 34.1% 9.8% 10.0% 24.4% 0.0% 0.9% -10.1% -777 7.1K -44 0.00 144.12 0 0 0 15 2023-08-02 $32.47 $0.00 36.6% 10.5% 9.7% 27.3% 0.0% 0.8% -10.2% -786 7.4K -45 0.00 143.84 0 0 0 15 2023-08-03 $32.41 $0.00 37.7% 7.4% 8.6% 28.5% 0.0% 2.6% -4.0% -784 7.1K -44 0.00 144.53 0 0 0 15 2023-08-04 $32.25 $0.00 38.7% 7.4% 8.8% 29.6% 0.0% 1.5% -4.1% -808 7.5K -44 0.00 143.45 0 0 0 15 2023-08-07 $32.45 $0.00 42.9% 7.7% 8.9% 34.2% 0.0% 2.1% -3.6% -780 7.1K -43 0.00 145.61 0 0 0 15 2023-08-08 $32.33 $0.00 42.8% 7.5% 7.5% 34.1% 0.0% 2.7% -4.3% -802 7.2K -43 0.00 143.45 0 0 0 15 2023-08-09 $32.45 $0.00 28.1% 8.0% 7.6% 17.8% 0.0% 1.9% -14.6% -768 4.4K -26 0.00 144.70 0 0 0 15 2023-08-10 $32.24 $0.00 27.0% 7.8% 7.8% 16.7% 0.0% 1.7% -5.2% -823 7.5K -42 0.00 143.63 0 0 0 15 2023-08-11 $32.40 $0.00 27.9% 8.0% 6.8% 17.7% 0.0% 2.2% -4.7% -799 7.1K -42 0.00 144.49 0 0 0 15 2023-08-14 $32.28 $0.00 28.0% 8.0% 7.0% 17.8% 0.0% 1.8% -4.6% -827 7.5K -41 0.00 144.28 0 0 0 15 2023-08-15 $31.82 $0.00 27.7% 7.9% 8.4% 17.4% 0.0% 0.8% -5.5% -896 8.5K -44 0.00 144.07 0 0 0 15 2023-08-16 $31.68 $0.00 28.9% 8.3% 8.3% 18.7% 0.0% 2.2% -6.4% -915 9.0K -47 0.00 144.74 0 0 0 15 2023-08-17 $31.68 $0.00 29.0% 8.3% 8.2% 18.9% 0.0% 2.3% -6.0% -919 8.9K -44 0.00 143.88 0 0 0 15 2023-08-18 $31.80 $0.00 29.8% 8.6% 8.3% 19.8% 0.0% 2.3% -6.1% -875 8.5K -43 0.00 144.51 0 0 0 15 2023-08-21 $31.71 $0.00 30.9% 8.8% 7.9% 20.9% 0.0% 0.9% -7.0% -897 8.8K -43 0.00 147.34 0 0 0 15 2023-08-22 $31.39 $0.00 34.1% 9.8% 8.4% 24.5% 0.0% 1.2% -9.8% -941 9.6K -45 0.00 147.55 0 0 0 15 2023-08-23 $31.49 $0.00 34.3% 9.8% 8.4% 24.7% 0.0% 1.9% -9.5% -932 9.4K -45 0.00 147.88 0 0 0 15 2023-08-24 $31.38 $0.00 35.2% 10.1% 8.2% 25.7% 0.0% 1.4% -10.2% -956 9.4K -42 0.00 147.29 0 0 0 15 2023-08-25 $31.52 $0.00 33.7% 9.7% 8.3% 24.0% 0.0% 1.5% -9.1% -937 9.1K -41 0.00 148.97 0 0 0 15 2023-08-28 $31.63 $0.00 36.4% 10.4% 8.5% 27.0% 0.0% 0.8% -10.5% -918 9.0K -41 0.00 148.57 0 0 0 15 2023-08-29 $31.84 $0.00 35.5% 10.2% 8.9% 26.1% 0.0% 1.0% -11.0% -890 8.3K -38 0.00 147.85 0 0 0 15 2023-08-30 $31.91 $0.00 35.2% 10.1% 9.0% 25.7% 0.0% 0.1% -12.3% -879 8.1K -37 0.00 148.44 0 0 0 15 2023-08-31 $31.81 $0.00 38.3% 11.0% 9.0% 29.1% 0.0% -0.0% -14.3% -915 7.9K -35 0.00 148.79 0 0 0 15
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