QDIV Options History — September 2023 In September 2023, QDIV traded between $30.47 and $31.93. ATM implied volatility averaged 41.6%, placing in the 33.1% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 32.0% (HV 20d: 9.5%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-09-26 : Largest IV spike — 156.0% change2023-09-26 : Highest IV Rank — 78.9%2023-09-26 : Largest Expected Move — 23.4%Monthly Statistics Metric Avg Min Max Open Close Price $31.14 $30.47 $31.93 $31.93 $30.48 Max Pain $31.00 $31.00 $31.00 $31.00 $31.00 ATM IV 41.6% 25.0% 82.8% 36.1% 36.2% Expected Move 9.2% 7.2% 23.4% 10.3% 10.4% HV 20d 9.5% 8.2% 10.0% 9.1% 9.9% HV 60d 9.9% 9.4% 10.3% 9.8% 9.4% IV Rank 33.1% 14.5% 78.9% 26.7% 27.6% IV Percentile 51.2% 8.3% 97.6% 52.0% 56.0% Term Structure -8.2% -24.9% -3.4% -12.2% -9.9% Skew 25d 1.4% -1.2% 2.9% 1.3% 1.1% Skew 10d -9.4% -28.8% 17.7% 3.8% -25.8% Call IV 25d 39.7% 30.5% 112.8% 48.3% 42.7% Put IV 25d 41.0% 31.2% 115.8% 49.5% 43.8% Bid-Ask Spread % 148.50 146.30 157.50 147.49 146.30 Gamma HHI 0.51 0.50 0.54 0.53 0.50 Net GEX -1.0K -1.2K -708 -890 -1.2K Net DEX 9.9K 8.0K 15.3K 8.0K 11.5K Net VEX -33 -41 -27 -37 -27 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 (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 2023-09-01 $31.93 $0.00 36.1% 10.3% 9.1% 26.7% 0.0% 1.3% -12.2% -890 8.0K -37 0.00 147.49 0 0 0 15 2023-09-05 $31.68 $31.00 43.3% 7.3% 9.1% 34.6% 0.0% 1.5% -5.8% -930 8.8K -38 0.00 150.03 0 0 0 15 2023-09-06 $31.33 $31.00 48.5% 7.5% 9.7% 40.3% 0.0% 1.2% -5.5% -971 9.4K -39 0.00 149.66 0 0 0 15 2023-09-07 $31.20 $31.00 51.6% 7.6% 9.5% 43.8% 0.0% 1.6% -6.1% -982 9.6K -39 0.00 149.29 0 0 0 15 2023-09-08 $31.34 $31.00 55.7% 7.7% 9.6% 48.3% 0.0% 1.7% -7.7% -974 9.3K -36 0.00 149.38 0 0 0 15 2023-09-11 $31.28 $31.00 69.9% 7.8% 9.3% 64.0% 0.0% 1.6% -8.1% -993 9.3K -35 0.00 148.42 0 0 0 15 2023-09-12 $31.36 $31.00 82.8% 7.7% 9.4% 78.1% 0.0% 1.4% -7.0% -984 9.0K -34 0.00 148.32 0 0 0 15 2023-09-13 $31.20 $31.00 25.0% 7.2% 8.2% 14.5% 0.0% -1.2% -8.6% -1.0K 9.2K -34 0.00 148.43 0 0 0 15 2023-09-14 $31.63 $31.00 26.1% 7.5% 9.6% 15.6% 0.0% 1.3% -3.4% -924 8.1K -30 0.00 148.85 0 0 0 15 2023-09-15 $31.38 $31.00 27.9% 8.0% 10.0% 17.6% 0.0% 0.9% -4.7% -991 8.9K -31 0.00 147.15 0 0 0 15 2023-09-18 $31.37 $31.00 28.5% 8.2% 9.9% 18.8% 0.0% 1.2% -5.1% -990 9.1K -32 0.00 148.92 0 0 0 15 2023-09-19 $31.35 $31.00 28.3% 8.1% 9.9% 18.6% 0.0% 1.3% -13.8% -1.0K 8.9K -29 0.00 146.57 0 0 0 15 2023-09-20 $31.20 $31.00 28.8% 8.3% 9.3% 19.2% 0.0% 1.8% -5.3% -1.0K 9.5K -31 0.00 147.66 0 0 0 15 2023-09-21 $30.92 $31.00 29.2% 8.4% 9.7% 19.6% 0.0% 1.1% -5.6% -1.1K 10.1K -30 0.00 146.82 0 0 0 15 2023-09-22 $30.77 $31.00 30.1% 8.6% 9.8% 20.6% 0.0% 1.6% -6.0% -1.1K 10.6K -31 0.00 147.49 0 0 0 15 2023-09-25 $30.78 $31.00 31.8% 9.1% 9.6% 22.6% 0.0% 1.6% -7.2% -1.1K 10.8K -30 0.00 148.12 0 0 0 15 2023-09-26 $30.47 $31.00 81.5% 23.4% 9.9% 78.9% 0.0% 2.9% -24.9% -708 15.3K -41 0.00 157.50 0 0 0 15 2023-09-27 $30.48 $31.00 35.9% 10.3% 9.5% 27.2% 0.0% 1.5% -8.5% -1.1K 11.7K -30 0.00 147.19 0 0 0 15 2023-09-28 $30.67 $31.00 34.8% 10.0% 9.8% 26.0% 0.0% 1.7% -8.0% -1.1K 11.3K -29 0.00 146.44 0 0 0 15 2023-09-29 $30.48 $31.00 36.2% 10.4% 9.9% 27.6% 0.0% 1.1% -9.9% -1.2K 11.5K -27 0.00 146.30 0 0 0 15
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