QDIV Options History — April 2024 In April 2024, QDIV traded between $32.72 and $34.59. ATM implied volatility averaged 31.7%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 21.3% (HV 20d: 10.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-04-01 : Highest Volume — 1 contracts2024-04-10 : Largest IV drop — 37.6% change2024-04-09 : Highest IV Rank — 25.9%2024-04-03 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $33.47 $32.72 $34.59 $34.59 $32.93 ATM IV 31.7% 25.3% 40.6% 34.0% 34.4% Expected Move 8.4% 6.9% 10.2% 9.8% 9.9% HV 20d 10.4% 9.1% 11.4% 9.1% 10.2% HV 60d 10.2% 9.5% 10.6% 9.5% 10.6% IV Rank 15.1% 7.3% 25.9% 17.9% 18.4% IV Percentile 40.0% 1.2% 80.2% 53.6% 57.1% Term Structure -6.5% -12.8% 17.4% -8.5% -11.7% Skew 25d 1.2% 0.1% 2.1% 1.0% 0.1% Skew 10d 2.7% 2.2% 3.1% 2.2% 2.4% Call IV 25d 36.0% 28.8% 44.2% 41.5% 43.9% Put IV 25d 37.2% 29.7% 44.3% 42.5% 44.0% Bid-Ask Spread % 166.16 148.14 171.40 148.66 168.51 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -56 -63 0 0 -63 Net DEX 694 0 856 0 797 Net VEX -6 -7 0 0 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.045 0 1 1 0 Total OI 0.955 0 1 0 1
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2024-04-01 $34.59 $0.00 34.0% 9.8% 9.1% 17.9% 0.0% 1.0% -8.5% 0 0 0 0.00 148.66 0 1 0 0 2024-04-02 $34.39 $0.00 34.8% 10.0% 9.6% 18.9% 0.0% 0.4% -10.8% -51 589 -6 0.00 148.33 0 0 0 1 2024-04-03 $34.20 $0.00 35.5% 10.2% 9.6% 19.7% 0.0% 0.1% -12.8% -52 597 -6 0.00 148.14 0 0 0 1 2024-04-04 $33.88 $0.00 35.0% 6.9% 9.8% 19.2% 0.0% 0.4% -4.5% -55 635 -6 0.00 171.40 0 0 0 1 2024-04-05 $34.02 $0.00 34.8% 6.9% 9.8% 18.9% 0.0% 1.8% -4.7% -54 636 -6 0.00 169.66 0 0 0 1 2024-04-08 $34.06 $0.00 38.7% 7.1% 9.8% 23.6% 0.0% 1.2% -5.5% -54 624 -6 0.00 170.18 0 0 0 1 2024-04-09 $34.08 $0.00 40.6% 7.2% 9.6% 25.9% 0.0% 1.3% -5.7% -54 612 -6 0.00 170.01 0 0 0 1 2024-04-10 $33.74 $0.00 25.3% 7.3% 10.3% 7.3% 0.0% 1.5% -6.0% -56 682 -6 0.00 169.25 0 0 0 1 2024-04-11 $33.65 $0.00 25.7% 7.4% 10.2% 7.7% 0.0% 1.9% -6.1% -57 687 -6 0.00 170.06 0 0 0 1 2024-04-12 $33.09 $0.00 27.0% 7.7% 11.3% 9.3% 0.0% 1.3% -7.1% -61 777 -7 0.00 167.32 0 0 0 1 2024-04-15 $32.86 $0.00 27.1% 7.8% 11.4% 9.4% 0.0% 1.0% -7.5% -63 818 -7 0.00 165.01 0 0 0 1 2024-04-16 $32.80 $0.00 28.5% 8.2% 11.3% 11.1% 0.0% 2.1% -7.2% -62 841 -7 0.00 168.57 0 0 0 1 2024-04-17 $32.72 $0.00 28.6% 8.2% 11.2% 11.3% 0.0% 1.6% -7.8% -63 851 -7 0.00 168.25 0 0 0 1 2024-04-18 $32.72 $0.00 28.8% 8.3% 10.7% 11.5% 0.0% 1.6% 17.4% -63 856 -7 0.00 168.66 0 0 0 1 2024-04-19 $32.98 $0.00 29.2% 8.4% 10.8% 12.1% 0.0% 1.9% -6.7% -61 801 -7 0.00 169.02 0 0 0 1 2024-04-22 $33.28 $0.00 30.0% 8.6% 11.4% 13.0% 0.0% 1.9% -6.3% -60 733 -7 0.00 167.19 0 0 0 1 2024-04-23 $33.30 $0.00 31.3% 9.0% 11.4% 14.6% 0.0% 1.7% -7.7% -60 740 -7 0.00 170.06 0 0 0 1 2024-04-24 $33.34 $0.00 30.5% 8.7% 11.4% 13.6% 0.0% 1.4% -7.2% -60 725 -7 0.00 168.30 0 0 0 1 2024-04-25 $33.19 $0.00 31.7% 9.1% 10.3% 15.0% 0.0% 0.7% -8.0% -61 757 -7 0.00 169.00 0 0 0 1 2024-04-26 $33.15 $0.00 31.6% 9.1% 9.6% 15.0% 0.0% 0.7% -8.8% -61 767 -7 0.00 169.87 0 0 0 1 2024-04-29 $33.28 $0.00 34.1% 9.8% 9.8% 18.0% 0.0% 1.3% -9.3% -61 739 -7 0.00 170.10 0 0 0 1 2024-04-30 $32.93 $0.00 34.4% 9.9% 10.2% 18.4% 0.0% 0.1% -11.7% -63 797 -7 0.00 168.51 0 0 0 1
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