QDIV Options History — August 2024 In August 2024, QDIV traded between $33.47 and $35.87. ATM implied volatility averaged 39.4%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 24.7% (HV 20d: 14.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-08-05 : Largest IV spike — 77.0% change2024-08-06 : Highest IV Rank — 73.3%2024-08-06 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $34.71 $33.47 $35.87 $34.62 $35.87 ATM IV 39.4% 24.9% 80.4% 33.7% 29.5% Expected Move 8.4% 7.1% 12.7% 9.7% 8.5% HV 20d 14.6% 11.9% 16.4% 11.9% 13.0% HV 60d 11.7% 10.0% 12.1% 10.0% 11.6% IV Rank 20.1% 1.4% 73.3% 12.7% 7.3% IV Percentile 47.6% 2.8% 98.4% 54.4% 33.7% Term Structure -5.8% -14.1% -3.0% -12.3% -7.6% Skew 25d 1.6% 0.5% 3.0% 0.7% 1.6% Skew 10d 6.8% 3.4% 27.3% 5.9% 8.3% Call IV 25d 35.4% 29.3% 52.6% 44.1% 36.6% Put IV 25d 37.0% 31.2% 54.7% 44.8% 38.2% Bid-Ask Spread % 169.65 161.83 178.75 161.83 167.04 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -46 -61 -26 -49 -26 Net DEX 349 138 745 345 138 Net VEX -2 -4 -1 -3 -1 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 2024-08-01 $34.62 $0.00 33.7% 9.7% 11.9% 12.7% 0.0% 0.7% -12.3% -49 345 -3 0.00 161.83 0 0 0 1 2024-08-02 $34.23 $0.00 38.0% 10.9% 12.7% 18.3% 0.0% 1.3% -14.1% -56 438 -3 0.00 164.20 0 0 0 1 2024-08-05 $33.47 $0.00 67.3% 10.8% 15.4% 56.2% 0.0% 3.0% -5.1% -59 745 -4 0.00 178.75 0 0 0 1 2024-08-06 $34.00 $0.00 80.4% 12.7% 16.2% 73.3% 0.0% 2.0% -6.4% -53 728 -4 0.00 178.70 0 0 0 1 2024-08-07 $33.81 $0.00 44.1% 7.3% 16.4% 26.2% 0.0% 1.8% -3.1% -61 471 -3 0.00 166.19 0 0 0 1 2024-08-08 $34.18 $0.00 64.5% 10.0% 16.1% 52.7% 0.0% 2.7% -5.1% -56 597 -4 0.00 176.02 0 0 0 1 2024-08-09 $34.17 $0.00 49.0% 7.5% 15.7% 32.6% 0.0% 2.5% -3.9% -56 412 -3 0.00 168.70 0 0 0 1 2024-08-12 $33.94 $0.00 64.3% 7.5% 15.8% 52.3% 0.0% 1.6% -3.4% -59 454 -3 0.00 169.77 0 0 0 1 2024-08-13 $34.12 $0.00 68.8% 7.3% 15.1% 58.3% 0.0% 2.1% -3.0% -57 408 -3 0.00 168.79 0 0 0 1 2024-08-14 $34.34 $0.00 25.9% 7.4% 14.9% 2.6% 0.0% 1.8% -3.4% -53 362 -3 0.00 170.54 0 0 0 1 2024-08-15 $34.66 $0.00 24.9% 7.1% 15.1% 1.4% 0.0% 1.8% -3.2% -47 309 -2 0.00 169.66 0 0 0 1 2024-08-16 $34.73 $0.00 25.3% 7.2% 14.7% 1.8% 0.0% 1.7% -3.8% -46 291 -2 0.00 170.10 0 0 0 1 2024-08-19 $34.91 $0.00 25.8% 7.4% 14.7% 2.5% 0.0% 1.3% -4.4% -43 270 -2 0.00 169.84 0 0 0 1 2024-08-20 $34.78 $0.00 26.2% 7.5% 14.5% 3.1% 0.0% 0.8% -4.9% -45 284 -2 0.00 170.10 0 0 0 1 2024-08-21 $35.00 $0.00 26.6% 7.6% 14.5% 3.6% 0.0% 0.7% -4.8% -42 255 -2 0.00 170.32 0 0 0 1 2024-08-22 $35.01 $0.00 27.1% 7.8% 14.3% 4.2% 0.0% 0.8% -5.8% -41 250 -2 0.00 169.10 0 0 0 1 2024-08-23 $35.37 $0.00 27.0% 7.7% 14.3% 4.0% 0.0% 1.4% -5.3% -35 196 -1 0.00 167.98 0 0 0 1 2024-08-26 $35.60 $0.00 27.4% 7.9% 14.4% 4.6% 0.0% 0.6% -6.1% -31 169 -1 0.00 168.13 0 0 0 1 2024-08-27 $35.55 $0.00 29.7% 8.5% 14.3% 7.6% 0.0% 0.5% -6.6% -33 188 -1 0.00 168.54 0 0 0 1 2024-08-28 $35.50 $0.00 31.8% 9.1% 14.3% 10.3% 0.0% 1.9% -8.1% -34 194 -1 0.00 169.09 0 0 0 1 2024-08-29 $35.68 $0.00 29.2% 8.4% 13.8% 6.9% 0.0% 1.4% -7.4% -30 167 -1 0.00 168.89 0 0 0 1 2024-08-30 $35.87 $0.00 29.5% 8.5% 13.0% 7.3% 0.0% 1.6% -7.6% -26 138 -1 0.00 167.04 0 0 0 1
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