QDIV Options History — March 2024

In March 2024, QDIV traded between $32.80 and $34.70. ATM implied volatility averaged 36.6%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 27.4% (HV 20d: 9.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2024-03-13: Largest IV drop — 67.9% change
  • 2024-03-12: Highest IV Rank — 68.5%
  • 2024-03-01: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.68$32.80$34.70$32.89$34.70
ATM IV36.6%24.1%75.3%36.5%30.4%
Expected Move7.7%6.8%10.5%10.5%8.7%
HV 20d9.2%7.7%11.2%11.2%8.9%
HV 60d9.5%9.0%10.1%10.1%9.5%
IV Rank21.1%5.8%68.5%21.0%13.5%
IV Percentile42.5%0.4%96.8%65.5%36.1%
Term Structure-6.3%-13.6%-3.8%-13.6%-6.8%
Skew 25d1.0%-1.3%1.7%1.1%0.9%
Skew 10d2.5%0.7%3.6%3.6%1.9%
Call IV 25d33.1%29.1%47.4%47.4%37.5%
Put IV 25d34.1%29.9%48.5%48.5%38.4%
Bid-Ask Spread %148.41135.93150.09148.00148.64
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
2024-03-01$32.89$0.0036.5%10.5%11.2%21.0%0.0%1.1%-13.6%0000.00148.000000
2024-03-04$32.99$0.0040.1%6.8%11.2%25.3%0.0%1.4%-5.5%0000.00150.090000
2024-03-05$32.80$0.0040.3%6.9%10.5%25.6%0.0%1.1%-5.4%0000.00149.980000
2024-03-06$33.16$0.0043.5%7.0%11.0%29.5%0.0%1.4%-5.4%0000.00149.820000
2024-03-07$33.30$0.0048.5%7.3%11.0%35.6%0.0%0.9%-7.4%0000.00149.250000
2024-03-08$33.36$0.0052.4%7.3%10.9%40.5%0.0%1.5%-6.9%0000.00148.920000
2024-03-11$33.59$0.0067.0%7.3%10.9%58.3%0.0%1.7%-5.9%0000.00149.220000
2024-03-12$33.66$0.0075.3%7.1%10.5%68.5%0.0%1.1%-6.5%0000.00149.630000
2024-03-13$33.80$0.0024.1%6.9%7.7%5.8%0.0%1.2%-6.1%0000.00149.180000
2024-03-14$33.47$0.0027.0%7.7%9.0%9.3%0.0%-1.3%0.0%0000.00135.930000
2024-03-15$33.58$0.0026.1%7.5%7.8%8.2%0.0%1.2%-3.8%0000.00148.790000
2024-03-18$33.68$0.0026.0%7.4%7.7%8.1%0.0%0.8%-4.3%0000.00149.330000
2024-03-19$33.77$0.0026.7%7.7%7.7%8.9%0.0%0.6%-5.6%0000.00149.360000
2024-03-20$34.02$0.0026.1%7.5%7.9%8.2%0.0%1.5%-5.1%0000.00148.220000
2024-03-21$34.27$0.0028.0%8.0%7.7%10.6%0.0%1.6%-5.6%0000.00149.070000
2024-03-22$34.09$0.0027.0%7.7%8.1%9.3%0.0%0.5%-5.5%0000.00148.790000
2024-03-25$34.04$0.0028.2%8.1%7.8%10.8%0.0%0.8%-6.2%0000.00148.900000
2024-03-26$33.98$0.0028.5%8.2%7.8%11.1%0.0%0.8%-6.0%0000.00149.440000
2024-03-27$34.42$0.0030.6%8.8%8.7%13.7%0.0%1.2%-7.7%0000.00147.680000
2024-03-28$34.70$0.0030.4%8.7%8.9%13.5%0.0%0.9%-6.8%0000.00148.640000