QDIV Options History — November 2023

In November 2023, QDIV traded between $29.56 and $30.95. ATM implied volatility averaged 39.2%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 25.8% (HV 20d: 13.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2023-11-02: Largest IV drop — 62.9% change
  • 2023-11-01: Highest IV Rank — 100.0%
  • 2023-11-01: Largest Expected Move — 29.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.27$29.56$30.95$29.66$30.95
ATM IV39.2%27.2%101.0%101.0%37.5%
Expected Move10.4%7.5%29.0%29.0%10.8%
HV 20d13.4%12.3%14.8%12.7%12.6%
HV 60d11.8%10.8%12.2%10.8%12.0%
IV Rank30.7%17.1%100.0%100.0%28.8%
IV Percentile54.1%11.5%100.0%100.0%68.3%
Term Structure-10.3%-41.5%-3.8%-41.5%-13.5%
Skew 25d1.3%0.0%3.5%3.5%0.0%
Skew 10d4.5%2.3%22.6%22.6%2.7%
Call IV 25d46.7%32.2%142.0%142.0%49.9%
Put IV 25d48.0%34.2%145.6%145.6%49.9%
Bid-Ask Spread %149.03146.37157.92157.92149.03
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-11-01$29.66$0.00101.0%29.0%12.7%100.0%0.0%3.5%-41.5%0000.00157.920000
2023-11-02$30.16$0.0037.5%7.5%13.9%28.7%0.0%2.3%-3.8%0000.00148.650000
2023-11-03$30.31$0.0042.8%8.2%13.7%34.7%0.0%1.9%-6.3%0000.00149.210000
2023-11-06$30.09$0.0043.8%7.9%13.2%35.8%0.0%1.4%-5.7%0000.00148.120000
2023-11-07$29.89$0.0046.1%7.8%13.3%38.4%0.0%1.5%-4.4%0000.00149.360000
2023-11-08$29.76$0.0066.5%19.1%13.3%61.3%0.0%2.7%-19.8%0000.00157.650000
2023-11-09$29.56$0.0027.2%7.8%13.2%17.1%0.0%1.4%-5.4%0000.00147.760000
2023-11-10$29.77$0.0027.8%8.0%13.4%17.9%0.0%1.5%-6.4%0000.00147.000000
2023-11-13$29.77$0.0028.4%8.1%12.4%18.5%0.0%0.8%-6.5%0000.00147.740000
2023-11-14$30.41$0.0028.4%8.2%14.6%18.6%0.0%1.4%-5.9%0000.00147.330000
2023-11-15$30.59$0.0030.2%8.7%14.6%20.5%0.0%1.3%-5.8%0000.00148.690000
2023-11-16$30.29$0.0029.1%8.4%14.8%19.4%0.0%1.0%-6.3%0000.00146.370000
2023-11-17$30.45$0.0031.8%9.1%14.2%22.3%0.0%1.3%-8.8%0000.00148.370000
2023-11-20$30.53$0.0031.9%9.1%13.7%22.5%0.0%1.5%-8.3%0000.00147.790000
2023-11-21$30.44$0.0033.9%9.7%13.7%24.8%0.0%1.0%-10.4%0000.00148.930000
2023-11-22$30.54$0.0032.8%9.4%13.7%23.5%0.0%1.1%-9.7%0000.00147.290000
2023-11-24$30.66$0.0034.2%9.8%13.6%25.1%0.0%0.8%-10.1%0000.00148.340000
2023-11-27$30.55$0.0037.1%10.6%12.7%28.3%0.0%0.8%-12.2%0000.00148.090000
2023-11-28$30.57$0.0038.2%10.9%12.3%29.5%0.0%0.8%-12.6%0000.00148.120000
2023-11-29$30.63$0.0037.9%10.8%12.3%29.1%0.0%0.1%-14.0%0000.00147.800000
2023-11-30$30.95$0.0037.5%10.8%12.6%28.8%0.0%0.0%-13.5%0000.00149.030000