QDIV Options History — May 2024 In May 2024, QDIV traded between $32.80 and $34.02. ATM implied volatility averaged 36.2%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 27.8% (HV 20d: 8.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 65.6% change2024-05-14 : Highest IV Rank — 62.2%2024-05-02 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $33.41 $32.80 $34.02 $32.84 $33.42 ATM IV 36.2% 23.9% 70.2% 35.5% 29.8% Expected Move 7.9% 6.8% 10.4% 10.2% 8.6% HV 20d 8.4% 6.6% 10.4% 10.1% 9.3% HV 60d 9.6% 8.9% 10.4% 10.3% 9.7% IV Rank 18.5% 1.9% 62.2% 19.7% 7.7% IV Percentile 47.2% 0.4% 96.8% 61.9% 34.5% Term Structure -5.7% -13.1% -2.2% -13.1% -6.8% Skew 25d 0.9% 0.1% 1.5% 1.1% 1.5% Skew 10d 3.2% 2.2% 4.5% 2.5% 2.8% Call IV 25d 34.5% 28.9% 46.8% 45.2% 38.8% Put IV 25d 35.4% 29.6% 48.0% 46.3% 40.3% Bid-Ask Spread % 169.73 166.83 171.68 166.83 166.95 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -61 -67 -56 -64 -63 Net DEX 681 571 827 817 654 Net VEX -6 -7 -5 -7 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 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 2024-05-01 $32.84 $0.00 35.5% 10.2% 10.1% 19.7% 0.0% 1.1% -13.1% -64 817 -7 0.00 166.83 0 0 0 1 2024-05-02 $32.80 $0.00 36.2% 10.4% 9.8% 20.6% 0.0% 0.1% -12.4% -64 827 -7 0.00 168.98 0 0 0 1 2024-05-03 $32.90 $0.00 35.9% 10.3% 9.7% 20.2% 0.0% 1.2% -12.6% -64 772 -7 0.00 168.32 0 0 0 1 2024-05-06 $32.98 $0.00 39.4% 6.8% 9.7% 24.5% 0.0% 0.5% -2.2% -63 763 -6 0.00 171.55 0 0 0 1 2024-05-07 $33.27 $0.00 43.9% 7.2% 10.4% 30.0% 0.0% 1.1% -4.3% -61 710 -6 0.00 170.84 0 0 0 1 2024-05-08 $33.35 $0.00 45.5% 7.2% 9.9% 32.0% 0.0% 1.2% -4.4% -61 693 -6 0.00 171.14 0 0 0 1 2024-05-09 $33.48 $0.00 49.4% 7.2% 10.0% 36.8% 0.0% 1.1% -3.7% -60 662 -6 0.00 169.80 0 0 0 1 2024-05-10 $33.63 $0.00 51.4% 6.8% 8.0% 39.2% 0.0% 1.1% -2.9% -58 646 -6 0.00 171.68 0 0 0 1 2024-05-13 $33.73 $0.00 60.8% 6.9% 7.5% 50.7% 0.0% 0.8% -3.2% -58 622 -6 0.00 169.56 0 0 0 1 2024-05-14 $33.73 $0.00 70.2% 6.9% 7.4% 62.2% 0.0% 0.8% -3.3% -58 620 -6 0.00 168.51 0 0 0 1 2024-05-15 $33.78 $0.00 24.1% 6.9% 7.3% 5.8% 0.0% 0.9% -3.4% -58 610 -5 0.00 171.24 0 0 0 1 2024-05-16 $33.91 $0.00 24.7% 7.1% 7.3% 6.6% 0.0% 1.3% -3.6% -57 588 -5 0.00 169.91 0 0 0 1 2024-05-17 $34.02 $0.00 23.9% 6.8% 6.9% 5.5% 0.0% 0.9% -2.5% -56 571 -5 0.00 169.57 0 0 0 1 2024-05-20 $33.90 $0.00 25.3% 7.3% 6.6% 1.9% 0.0% 0.7% -4.2% -57 591 -5 0.00 170.09 0 0 0 1 2024-05-21 $33.81 $0.00 25.4% 7.3% 6.7% 2.0% 0.0% 0.7% -4.4% -58 599 -5 0.00 170.80 0 0 0 1 2024-05-22 $33.65 $0.00 26.2% 7.5% 7.0% 3.0% 0.0% 0.7% -4.8% -59 637 -6 0.00 170.18 0 0 0 1 2024-05-23 $33.30 $0.00 28.8% 8.3% 7.8% 6.5% 0.0% 0.4% -6.7% -63 684 -6 0.00 169.67 0 0 0 1 2024-05-24 $33.42 $0.00 28.9% 8.3% 7.9% 6.5% 0.0% 0.5% -5.6% -62 669 -6 0.00 170.10 0 0 0 1 2024-05-28 $33.18 $0.00 29.6% 8.5% 8.2% 7.4% 0.0% 0.7% -6.8% -64 707 -6 0.00 169.31 0 0 0 1 2024-05-29 $32.84 $0.00 30.4% 8.7% 8.1% 8.5% 0.0% 0.9% -7.2% -67 784 -6 0.00 170.31 0 0 0 1 2024-05-30 $33.00 $0.00 30.6% 8.8% 8.3% 8.8% 0.0% 1.1% -7.7% -65 756 -6 0.00 168.79 0 0 0 1 2024-05-31 $33.42 $0.00 29.8% 8.6% 9.3% 7.7% 0.0% 1.5% -6.8% -63 654 -6 0.00 166.95 0 0 0 1
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