QDIV Options History — January 2024

In January 2024, QDIV traded between $31.66 and $32.45. ATM implied volatility averaged 33.1%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 24.4% (HV 20d: 8.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2024-01-10: Largest IV drop — 40.8% change
  • 2024-01-09: Highest IV Rank — 36.9%
  • 2024-01-03: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.08$31.66$32.45$32.45$32.02
ATM IV33.1%26.3%44.7%35.9%35.6%
Expected Move8.7%7.5%10.9%10.3%10.2%
HV 20d8.7%6.8%11.1%11.1%7.7%
HV 60d11.4%10.5%12.2%12.2%10.5%
IV Rank23.8%16.1%36.9%26.9%26.6%
IV Percentile46.2%9.5%86.5%62.7%62.7%
Term Structure-7.7%-12.5%-4.8%-8.1%-10.8%
Skew 25d0.9%-0.1%1.7%0.6%-0.0%
Skew 10d2.6%2.0%3.2%2.0%2.2%
Call IV 25d37.6%30.6%46.9%44.3%46.9%
Put IV 25d38.6%31.7%46.8%44.9%46.8%
Bid-Ask Spread %148.89145.40149.84145.40149.14
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
2024-01-02$32.45$0.0035.9%10.3%11.1%26.9%0.0%0.6%-8.1%0000.00145.400000
2024-01-03$32.41$0.0037.9%10.9%11.1%29.2%0.0%-0.1%-12.5%0000.00147.480000
2024-01-04$32.32$0.0037.8%7.5%10.3%29.1%0.0%1.0%-4.8%0000.00149.150000
2024-01-05$32.28$0.0038.7%7.6%10.3%30.1%0.0%1.7%-7.1%0000.00149.710000
2024-01-08$32.41$0.0042.4%7.8%10.4%34.2%0.0%1.7%-7.0%0000.00149.090000
2024-01-09$32.19$0.0044.7%7.6%10.8%36.9%0.0%1.4%-5.7%0000.00149.600000
2024-01-10$32.14$0.0026.5%7.6%10.8%16.4%0.0%0.9%-6.3%0000.00149.650000
2024-01-11$32.08$0.0026.3%7.5%10.7%16.1%0.0%0.9%-6.4%0000.00149.250000
2024-01-12$32.08$0.0026.3%7.5%8.7%16.2%0.0%0.8%-5.8%0000.00149.270000
2024-01-16$31.74$0.0028.1%8.0%8.7%18.2%0.0%0.8%-6.8%0000.00148.640000
2024-01-17$31.66$0.0029.6%8.5%8.0%19.9%0.0%1.4%-7.9%0000.00149.200000
2024-01-18$31.69$0.0030.1%8.6%7.7%20.4%0.0%1.6%-5.5%0000.00149.590000
2024-01-19$31.86$0.0028.4%8.1%7.6%18.6%0.0%1.5%-5.3%0000.00149.840000
2024-01-22$31.85$0.0029.7%8.5%6.9%20.0%0.0%0.9%-6.2%0000.00149.090000
2024-01-23$31.97$0.0030.7%8.8%7.0%21.1%0.0%0.8%-7.8%0000.00148.720000
2024-01-24$31.84$0.0031.0%8.9%6.8%21.4%0.0%0.9%-7.5%0000.00149.520000
2024-01-25$32.05$0.0030.8%8.8%6.8%21.2%0.0%0.9%-6.9%0000.00149.260000
2024-01-26$32.19$0.0032.2%9.2%6.9%22.8%0.0%0.8%-8.4%0000.00148.790000
2024-01-29$32.19$0.0035.7%10.2%6.9%26.7%0.0%0.1%-12.3%0000.00148.470000
2024-01-30$32.35$0.0036.1%10.3%7.1%27.2%0.0%0.4%-11.7%0000.00147.840000
2024-01-31$32.02$0.0035.6%10.2%7.7%26.6%0.0%-0.0%-10.8%0000.00149.140000