QDIV Options History — June 2024 In June 2024, QDIV traded between $32.84 and $33.79. ATM implied volatility averaged 31.6%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 22.5% (HV 20d: 9.1%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 42.1% change2024-06-11 : Highest IV Rank — 24.5%2024-06-04 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $33.27 $32.84 $33.79 $33.35 $33.23 ATM IV 31.6% 24.8% 42.8% 34.4% 30.8% Expected Move 8.2% 7.0% 10.3% 9.9% 8.8% HV 20d 9.1% 8.4% 10.3% 9.4% 9.4% HV 60d 9.4% 9.2% 9.6% 9.6% 9.3% IV Rank 10.0% 1.2% 24.5% 13.7% 9.0% IV Percentile 40.5% 1.6% 84.9% 57.5% 42.9% Term Structure -7.4% -12.1% -5.4% -12.1% -7.4% Skew 25d 0.9% 0.4% 1.5% 0.5% 0.9% Skew 10d 2.5% 2.0% 2.9% 2.2% 2.3% Call IV 25d 35.4% 29.5% 44.6% 42.2% 39.5% Put IV 25d 36.4% 30.5% 45.0% 42.7% 40.4% Bid-Ask Spread % 150.37 145.16 169.51 167.39 146.90 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -65 -69 -60 -64 -67 Net DEX 657 545 737 669 656 Net VEX -5 -6 -4 -6 -5 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 (19 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 2024-06-03 $33.35 $0.00 34.4% 9.9% 9.4% 13.7% 0.0% 0.5% -12.1% -64 669 -6 0.00 167.39 0 0 0 1 2024-06-04 $33.34 $0.00 35.9% 10.3% 9.3% 15.6% 0.0% 0.4% -12.1% -64 676 -5 0.00 169.51 0 0 0 1 2024-06-05 $33.29 $0.00 34.2% 9.8% 8.8% 13.4% 0.0% 0.4% -10.3% -64 648 -5 0.00 168.49 0 0 0 1 2024-06-06 $33.31 $0.00 36.7% 7.1% 8.8% 16.6% 0.0% 0.9% -6.9% -64 646 -5 0.00 147.53 0 0 0 1 2024-06-07 $33.32 $0.00 38.5% 7.2% 8.7% 18.9% 0.0% 1.0% -7.0% -63 646 -5 0.00 146.88 0 0 0 1 2024-06-10 $33.28 $0.00 40.2% 7.0% 8.5% 21.1% 0.0% 1.5% -5.7% -64 650 -5 0.00 147.26 0 0 0 1 2024-06-11 $33.20 $0.00 42.8% 7.2% 8.4% 24.5% 0.0% 1.4% -5.6% -65 673 -5 0.00 148.16 0 0 0 1 2024-06-12 $33.09 $0.00 24.8% 7.1% 8.5% 1.2% 0.0% 0.6% -6.3% -67 676 -5 0.00 146.85 0 0 0 1 2024-06-13 $33.08 $0.00 24.8% 7.1% 8.4% 1.2% 0.0% 0.7% -5.7% -67 685 -5 0.00 147.09 0 0 0 1 2024-06-14 $32.84 $0.00 25.3% 7.2% 8.5% 1.8% 0.0% 0.8% -6.8% -69 737 -6 0.00 146.70 0 0 0 1 2024-06-17 $33.14 $0.00 26.3% 7.5% 9.2% 3.1% 0.0% 1.0% -7.4% -66 676 -5 0.00 146.16 0 0 0 1 2024-06-18 $33.22 $0.00 27.0% 7.7% 9.2% 4.0% 0.0% 0.9% -7.1% -66 661 -5 0.00 147.80 0 0 0 1 2024-06-20 $33.38 $0.00 28.8% 8.2% 9.4% 6.4% 0.0% 1.1% -5.4% -64 628 -5 0.00 147.06 0 0 0 1 2024-06-21 $33.34 $0.00 29.7% 8.5% 9.3% 7.5% 0.0% 1.1% -7.0% -64 655 -5 0.00 146.95 0 0 0 1 2024-06-24 $33.79 $0.00 28.3% 8.1% 9.7% 5.7% 0.0% 1.5% -5.9% -60 545 -4 0.00 145.16 0 0 0 1 2024-06-25 $33.48 $0.00 31.2% 8.9% 10.3% 9.5% 0.0% 1.2% -7.5% -63 617 -5 0.00 146.17 0 0 0 1 2024-06-26 $33.26 $0.00 30.5% 8.8% 10.2% 8.6% 0.0% 0.8% -6.6% -65 667 -5 0.00 147.76 0 0 0 1 2024-06-27 $33.19 $0.00 30.5% 8.7% 9.5% 8.6% 0.0% 0.7% -7.5% -67 673 -5 0.00 147.15 0 0 0 1 2024-06-28 $33.23 $0.00 30.8% 8.8% 9.4% 9.0% 0.0% 0.9% -7.4% -67 656 -5 0.00 146.90 0 0 0 1
« May 2024 | All History | Jul 2024 » Home QDIV History June 2024