QDIV Options History — October 2023 In October 2023, QDIV traded between $29.13 and $30.63. ATM implied volatility averaged 36.2%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 24.5% (HV 20d: 11.7%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2023-10-19 : Highest Volume — 5 contracts2023-10-11 : Largest IV drop — 41.9% change2023-10-10 : Highest IV Rank — 42.6%2023-10-30 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $29.90 $29.13 $30.63 $30.09 $29.55 Max Pain $31.00 $31.00 $31.00 $31.00 $31.00 ATM IV 36.2% 28.0% 49.4% 36.7% 40.4% Expected Move 9.5% 7.6% 11.9% 10.5% 11.6% HV 20d 11.7% 9.9% 12.9% 10.3% 12.8% HV 60d 9.9% 9.2% 10.8% 9.7% 10.8% IV Rank 27.5% 18.3% 42.6% 28.2% 32.3% IV Percentile 54.7% 15.9% 86.5% 57.9% 76.6% Term Structure -8.6% -11.9% -5.9% -11.4% -11.3% Skew 25d 1.7% 0.9% 2.4% 1.1% 1.8% Skew 10d 3.3% 2.7% 3.9% 2.7% 2.8% Call IV 25d 40.2% 32.9% 50.3% 46.7% 49.6% Put IV 25d 41.8% 35.0% 51.4% 47.8% 51.4% Bid-Ask Spread % 147.07 143.38 148.72 143.38 148.01 Gamma HHI 0.50 0.50 0.51 0.50 0.51 Net GEX -784 -1.3K 0 -1.2K 0 Net DEX 8.7K 0 14.9K 12.9K 0 Net VEX -12 -27 0 -27 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.227 0 5 0 0 Total OI 10.227 0 15 15 0
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 2023-10-02 $30.09 $31.00 36.7% 10.5% 10.3% 28.2% 0.0% 1.1% -11.4% -1.2K 12.9K -27 0.00 143.38 0 0 0 15 2023-10-03 $29.88 $31.00 37.4% 10.7% 10.3% 28.9% 0.0% 1.1% -11.3% -1.2K 13.7K -26 0.00 144.39 0 0 0 15 2023-10-04 $29.69 $31.00 39.1% 11.2% 9.9% 30.8% 0.0% 0.9% -11.8% -1.2K 14.1K -26 0.00 145.19 0 0 0 15 2023-10-05 $29.54 $0.00 43.0% 7.8% 10.0% 35.3% 0.0% 1.8% -6.2% -1.3K 14.7K -27 0.00 148.08 0 0 0 15 2023-10-06 $29.78 $0.00 39.6% 7.6% 10.4% 31.4% 0.0% 2.3% -5.9% -1.3K 13.5K -23 0.00 146.31 0 0 0 15 2023-10-09 $30.16 $0.00 42.5% 8.0% 11.7% 34.7% 0.0% 2.3% -6.7% -1.2K 12.3K -20 0.00 146.92 0 0 0 15 2023-10-10 $30.33 $0.00 49.4% 8.6% 11.9% 42.6% 0.0% 1.8% -8.5% -1.2K 11.8K -19 0.00 148.72 0 0 0 15 2023-10-11 $30.29 $0.00 28.7% 8.2% 11.8% 19.1% 0.0% 1.7% -7.8% -1.2K 12.0K -18 0.00 148.49 0 0 0 15 2023-10-12 $30.02 $0.00 28.0% 8.0% 10.7% 18.3% 0.0% 1.7% -6.7% -1.3K 12.8K -17 0.00 147.43 0 0 0 15 2023-10-13 $30.08 $0.00 28.7% 8.2% 10.6% 19.1% 0.0% 1.6% -7.4% -1.3K 12.6K -16 0.00 148.37 0 0 0 15 2023-10-16 $30.48 $0.00 30.7% 8.8% 11.9% 21.4% 0.0% 1.7% -9.4% -1.2K 11.2K -12 0.00 147.46 0 0 0 15 2023-10-17 $30.63 $0.00 29.0% 8.3% 12.1% 19.4% 0.0% 1.4% -8.5% -1.2K 10.6K -10 0.00 147.71 0 0 0 15 2023-10-18 $30.43 $0.00 40.9% 11.7% 12.2% 32.9% 0.0% 1.8% -9.6% -1.2K 11.4K -8 0.00 148.09 0 0 0 15 2023-10-19 $30.19 $0.00 32.2% 9.2% 12.1% 23.0% 0.0% 1.8% -6.4% -1.3K 11.8K -5 0.00 147.08 0 5 0 15 2023-10-20 $29.84 $0.00 32.2% 9.2% 12.6% 23.0% 0.0% 1.9% -6.5% 0 14.9K 0 0.00 146.82 0 0 0 15 2023-10-23 $29.57 $0.00 32.5% 9.3% 12.9% 23.4% 0.0% 2.4% -7.1% 0 0 0 0.00 147.04 0 0 0 0 2023-10-24 $29.67 $0.00 33.2% 9.5% 12.6% 24.1% 0.0% 1.7% -7.3% 0 0 0 0.00 146.71 0 0 0 0 2023-10-25 $29.59 $0.00 34.7% 10.0% 12.6% 25.9% 0.0% 1.7% -7.7% 0 0 0 0.00 147.45 0 0 0 0 2023-10-26 $29.49 $0.00 38.8% 11.1% 12.3% 30.5% 0.0% 1.5% -11.0% 0 0 0 0.00 147.87 0 0 0 0 2023-10-27 $29.13 $0.00 36.4% 10.5% 12.8% 27.9% 0.0% 1.3% -9.8% 0 0 0 0.00 145.97 0 0 0 0 2023-10-30 $29.45 $0.00 41.4% 11.9% 12.9% 33.5% 0.0% 1.6% -11.9% 0 0 0 0.00 148.06 0 0 0 0 2023-10-31 $29.55 $0.00 40.4% 11.6% 12.8% 32.3% 0.0% 1.8% -11.3% 0 0 0 0.00 148.01 0 0 0 0
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