QDIV Options History — July 2024 In July 2024, QDIV traded between $32.80 and $34.95. ATM implied volatility averaged 30.7%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 20.3% (HV 20d: 10.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 38.6% change2024-07-09 : Highest IV Rank — 23.4%2024-07-29 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $33.84 $32.80 $34.95 $33.01 $34.95 ATM IV 30.7% 24.5% 41.9% 31.7% 33.9% Expected Move 8.2% 6.8% 9.8% 9.1% 9.7% HV 20d 10.4% 8.5% 12.2% 8.5% 11.2% HV 60d 9.3% 8.3% 9.8% 9.2% 9.8% IV Rank 8.9% 0.9% 23.4% 10.2% 13.0% IV Percentile 36.7% 1.2% 84.1% 46.8% 55.2% Term Structure -7.2% -11.4% -4.2% -8.6% -11.4% Skew 25d 1.0% -0.1% 1.9% 1.0% 1.1% Skew 10d 4.6% 2.1% 8.4% 2.4% 8.4% Call IV 25d 36.1% 30.0% 45.1% 42.3% 42.6% Put IV 25d 37.0% 30.7% 44.9% 43.3% 43.7% Bid-Ask Spread % 164.89 144.33 171.18 144.33 165.88 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -59 -72 -44 -70 -44 Net DEX 507 303 707 686 303 Net VEX -4 -5 -2 -5 -2 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 2024-07-01 $33.01 $0.00 31.7% 9.1% 8.5% 10.2% 0.0% 1.0% -8.6% -70 686 -5 0.00 144.33 0 0 0 1 2024-07-02 $33.05 $0.00 33.0% 9.5% 8.5% 11.9% 0.0% 0.2% -10.2% -68 702 -5 0.00 147.53 0 0 0 1 2024-07-03 $32.98 $0.00 33.9% 9.7% 8.5% 13.0% 0.0% -0.1% -9.8% -69 686 -5 0.00 146.99 0 0 0 1 2024-07-05 $32.86 $0.00 34.9% 6.8% 8.6% 14.4% 0.0% 0.7% -4.2% -71 696 -5 0.00 169.74 0 0 0 1 2024-07-08 $32.87 $0.00 39.4% 7.1% 8.6% 20.2% 0.0% 1.0% -5.4% -71 691 -5 0.00 169.59 0 0 0 1 2024-07-09 $32.80 $0.00 41.9% 7.1% 8.6% 23.4% 0.0% 0.9% -5.2% -72 707 -5 0.00 169.59 0 0 0 1 2024-07-10 $32.89 $0.00 25.8% 7.4% 8.7% 2.4% 0.0% 1.0% -5.5% -71 698 -5 0.00 171.18 0 0 0 1 2024-07-11 $33.36 $0.00 25.2% 7.2% 10.1% 1.8% 0.0% 1.3% -5.3% -66 577 -4 0.00 168.88 0 0 0 1 2024-07-12 $33.73 $0.00 24.5% 7.0% 10.7% 0.9% 0.0% 1.3% -4.9% -61 515 -4 0.00 167.86 0 0 0 1 2024-07-15 $33.94 $0.00 25.3% 7.3% 10.8% 1.9% 0.0% 0.8% -6.1% -59 473 -4 0.00 168.38 0 0 0 1 2024-07-16 $34.39 $0.00 25.1% 7.2% 11.1% 1.6% 0.0% 0.8% -5.0% -52 382 -3 0.00 165.24 0 0 0 1 2024-07-17 $34.70 $0.00 26.0% 7.5% 11.1% 2.8% 0.0% 0.7% -7.3% -48 355 -3 0.00 167.69 0 0 0 1 2024-07-18 $34.47 $0.00 28.5% 8.2% 11.5% 6.0% 0.0% 1.2% -5.8% -51 388 -3 0.00 164.48 0 0 0 1 2024-07-19 $34.13 $0.00 28.6% 8.2% 12.2% 6.1% 0.0% 0.6% -6.6% -56 446 -3 0.00 167.66 0 0 0 1 2024-07-22 $34.23 $0.00 28.4% 8.2% 12.2% 5.9% 0.0% 1.2% -6.5% -55 430 -3 0.00 167.76 0 0 0 1 2024-07-23 $33.97 $0.00 29.6% 8.5% 11.7% 7.4% 0.0% 0.8% -7.8% -59 472 -3 0.00 169.13 0 0 0 1 2024-07-24 $33.90 $0.00 30.6% 8.8% 11.2% 8.7% 0.0% 1.0% -8.5% -60 484 -4 0.00 168.05 0 0 0 1 2024-07-25 $34.20 $0.00 30.0% 8.6% 11.2% 7.9% 0.0% 1.3% -7.1% -55 421 -3 0.00 165.73 0 0 0 1 2024-07-26 $34.55 $0.00 31.5% 9.0% 11.6% 9.9% 0.0% 1.9% -8.3% -50 362 -3 0.00 166.28 0 0 0 1 2024-07-29 $34.64 $0.00 34.0% 9.8% 11.6% 13.2% 0.0% 1.6% -9.6% -49 364 -3 0.00 168.20 0 0 0 1 2024-07-30 $34.88 $0.00 33.3% 9.5% 11.2% 12.2% 0.0% 0.9% -10.1% -46 320 -3 0.00 167.34 0 0 0 1 2024-07-31 $34.95 $0.00 33.9% 9.7% 11.2% 13.0% 0.0% 1.1% -11.4% -44 303 -2 0.00 165.88 0 0 0 1
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