QDIV Options History — February 2024

Name: QDIV Options Analytics - February 2024
Creator: Options Analysis Suite

In February 2024, QDIV traded between $31.65 and $32.88. ATM implied volatility averaged 32.8%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 22.5% (HV 20d: 10.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

2024-02-07: Largest IV drop — 36.5% change
2024-02-05: Highest IV Rank — 35.5%
2024-02-29: Largest Expected Move — 10.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.24	$31.65	$32.88	$32.09	$32.78
ATM IV	32.8%	26.0%	43.5%	36.2%	37.2%
Expected Move	8.6%	7.2%	10.7%	7.2%	10.7%
HV 20d	10.3%	7.7%	11.9%	7.7%	11.2%
HV 60d	10.3%	9.6%	10.6%	10.5%	10.0%
IV Rank	18.1%	8.6%	35.5%	27.3%	21.8%
IV Percentile	42.8%	3.2%	85.3%	65.1%	67.9%
Term Structure	-7.3%	-13.5%	-4.0%	-4.5%	-13.5%
Skew 25d	1.0%	0.1%	1.7%	1.1%	0.1%
Skew 10d	2.7%	2.0%	3.2%	2.7%	2.4%
Call IV 25d	37.0%	30.5%	47.1%	30.5%	47.1%
Put IV 25d	38.0%	31.6%	47.2%	31.6%	47.2%
Bid-Ask Spread %	149.03	147.78	150.16	149.69	148.61
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %
2024-02-01	$32.09	$0.00	36.2%	7.2%	7.7%	27.3%	0.0%	1.1%	-4.5%	149.69
2024-02-02	$32.09	$0.00	39.0%	7.2%	7.7%	30.4%	0.0%	1.1%	-4.0%	149.62
2024-02-05	$31.73	$0.00	43.5%	7.3%	8.6%	35.5%	0.0%	1.3%	-4.5%	149.36
2024-02-06	$31.88	$0.00	40.9%	7.3%	8.7%	32.5%	0.0%	1.3%	-4.8%	150.16
2024-02-07	$31.88	$0.00	26.0%	7.4%	8.4%	15.8%	0.0%	0.7%	-4.9%	149.56
2024-02-08	$31.89	$0.00	26.3%	7.5%	8.4%	10.1%	0.0%	0.8%	-5.2%	149.54
2024-02-09	$31.82	$0.00	26.4%	7.6%	8.4%	8.6%	0.0%	0.8%	-4.8%	149.55
2024-02-12	$32.18	$0.00	26.8%	7.7%	9.3%	9.0%	0.0%	1.1%	-4.9%	148.66
2024-02-13	$31.65	$0.00	29.8%	8.5%	10.4%	12.7%	0.0%	0.6%	-6.9%	149.61
2024-02-14	$31.82	$0.00	27.5%	7.9%	10.6%	9.9%	0.0%	1.1%	-5.7%	149.01
2024-02-15	$32.28	$0.00	30.1%	8.6%	11.7%	13.2%	0.0%	1.6%	-6.7%	148.91
2024-02-16	$32.24	$0.00	30.3%	8.7%	11.6%	13.4%	0.0%	1.6%	-6.9%	148.46
2024-02-20	$32.30	$0.00	32.7%	9.4%	11.6%	16.3%	0.0%	1.1%	-9.7%	148.90
2024-02-21	$32.47	$0.00	33.3%	9.5%	11.7%	17.0%	0.0%	1.3%	-9.5%	148.61
2024-02-22	$32.76	$0.00	30.7%	8.8%	11.9%	13.9%	0.0%	1.7%	-8.5%	147.78
2024-02-23	$32.88	$0.00	31.4%	9.0%	11.7%	14.7%	0.0%	0.9%	-9.0%	148.19
2024-02-26	$32.70	$0.00	34.4%	9.9%	11.9%	18.4%	0.0%	0.9%	-10.4%	148.81
2024-02-27	$32.67	$0.00	36.3%	10.4%	11.9%	20.7%	0.0%	0.9%	-10.8%	148.71
2024-02-28	$32.66	$0.00	36.5%	10.5%	11.8%	20.9%	0.0%	0.1%	-11.8%	148.78
2024-02-29	$32.78	$0.00	37.2%	10.7%	11.2%	21.8%	0.0%	0.1%	-13.5%	148.61