QDIV Options History — December 2023

In December 2023, QDIV traded between $31.12 and $32.45. ATM implied volatility averaged 39.4%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 27.7% (HV 20d: 11.7%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2023-12-13: Largest IV drop — 69.0% change
  • 2023-12-12: Highest IV Rank — 78.4%
  • 2023-12-01: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.81$31.12$32.45$31.38$32.25
ATM IV39.4%25.3%81.8%40.0%33.3%
Expected Move8.2%7.2%11.5%11.5%9.5%
HV 20d11.7%10.9%12.6%12.2%11.8%
HV 60d12.5%12.1%12.8%12.4%12.3%
IV Rank30.9%15.1%78.4%31.5%24.0%
IV Percentile51.6%7.5%97.2%76.6%52.0%
Term Structure-6.8%-16.3%-3.8%-16.3%-8.7%
Skew 25d1.1%0.2%1.6%1.6%0.2%
Skew 10d2.8%2.1%3.6%3.6%2.1%
Call IV 25d35.2%30.6%49.8%49.8%40.8%
Put IV 25d36.3%31.9%51.5%51.5%41.1%
Bid-Ask Spread %149.19147.91150.38148.48148.06
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-12-01$31.38$0.0040.0%11.5%12.2%31.5%0.0%1.6%-16.3%0000.00148.480000
2023-12-04$31.45$0.0045.6%7.6%12.2%37.8%0.0%1.6%-5.9%0000.00149.590000
2023-12-05$31.12$0.0046.3%7.2%12.6%38.6%0.0%0.9%-5.0%0000.00149.250000
2023-12-06$31.13$0.0048.1%7.2%12.2%40.7%0.0%1.4%-5.2%0000.00149.630000
2023-12-07$31.20$0.0051.6%7.7%11.9%44.6%0.0%1.5%-7.6%0000.00149.240000
2023-12-08$31.27$0.0053.6%7.7%11.4%46.8%0.0%1.6%-7.7%0000.00150.380000
2023-12-11$31.42$0.0071.6%7.9%11.4%67.0%0.0%1.1%-7.3%0000.00149.950000
2023-12-12$31.31$0.0081.8%7.9%11.5%78.4%0.0%1.0%-7.4%0000.00149.260000
2023-12-13$31.88$0.0025.3%7.3%10.9%15.1%0.0%1.4%-5.6%0000.00149.930000
2023-12-14$32.20$0.0027.1%7.8%11.2%17.0%0.0%0.9%-5.8%0000.00149.270000
2023-12-15$31.88$0.0026.0%7.5%11.2%15.9%0.0%0.8%-3.8%0000.00149.540000
2023-12-18$32.06$0.0026.5%7.6%11.2%16.4%0.0%0.9%-4.4%0000.00149.140000
2023-12-19$32.27$0.0028.1%8.1%11.3%18.2%0.0%0.8%-4.6%0000.00148.630000
2023-12-20$31.98$0.0027.4%7.9%11.9%17.4%0.0%1.1%-3.8%0000.00149.450000
2023-12-21$32.05$0.0028.2%8.1%11.9%18.3%0.0%1.3%-4.7%0000.00149.240000
2023-12-22$32.23$0.0030.0%8.6%11.9%20.3%0.0%1.5%-7.8%0000.00149.270000
2023-12-26$32.45$0.0032.2%9.2%11.8%22.8%0.0%1.3%-7.0%0000.00147.910000
2023-12-27$32.35$0.0032.6%9.3%11.9%23.2%0.0%1.2%-8.8%0000.00149.320000
2023-12-28$32.30$0.0032.4%9.3%12.0%23.1%0.0%0.2%-8.4%0000.00148.230000
2023-12-29$32.25$0.0033.3%9.5%11.8%24.0%0.0%0.2%-8.7%0000.00148.060000