QDIV Options History — September 2024 In September 2024, QDIV traded between $34.98 and $36.29. ATM implied volatility averaged 31.7%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 22.0% (HV 20d: 9.7%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-09-18 : Largest IV spike — 67.2% change2024-09-18 : Highest IV Rank — 26.9%2024-09-18 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $35.70 $34.98 $36.29 $35.55 $36.28 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 31.7% 24.9% 44.6% 32.0% 31.6% Expected Move 8.3% 7.1% 12.8% 9.2% 9.1% HV 20d 9.7% 9.0% 10.4% 10.2% 10.3% HV 60d 12.0% 11.8% 12.2% 11.8% 11.9% IV Rank 10.1% 1.3% 26.9% 10.5% 10.1% IV Percentile 40.7% 2.8% 88.9% 50.4% 48.8% Term Structure -7.1% -16.9% -4.3% -8.8% -6.7% Skew 25d 1.2% 0.1% 2.2% 0.9% 1.1% Skew 10d 3.7% 1.6% 11.8% 6.3% 2.5% Call IV 25d 35.7% 28.2% 59.6% 41.1% 39.3% Put IV 25d 36.9% 29.9% 60.3% 42.0% 40.4% Bid-Ask Spread % 149.38 144.45 167.22 167.22 145.34 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -27 -43 -14 -32 -14 Net DEX 140 43 375 169 43 Net VEX -1 -2 0 -1 0 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 (20 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 2024-09-03 $35.55 $0.00 32.0% 9.2% 10.2% 10.5% 0.0% 0.9% -8.8% -32 169 -1 0.00 167.22 0 0 0 1 2024-09-04 $35.56 $0.00 33.8% 9.7% 9.1% 12.9% 0.0% 1.5% -10.4% -32 175 -1 0.00 166.17 0 0 0 1 2024-09-05 $35.33 $30.00 36.8% 7.1% 9.2% 16.8% 0.0% 2.1% -5.8% -33 169 -1 0.00 146.70 0 0 0 1 2024-09-06 $35.12 $30.00 36.0% 7.1% 9.0% 15.7% 0.0% 1.2% -6.6% -36 185 -1 0.00 145.79 0 0 0 1 2024-09-09 $35.41 $30.00 40.8% 7.3% 9.3% 22.0% 0.0% 2.2% -6.1% -31 151 -1 0.00 146.47 0 0 0 1 2024-09-10 $35.25 $30.00 42.5% 7.5% 9.1% 24.1% 0.0% 1.6% -6.2% -35 181 -1 0.00 147.75 0 0 0 1 2024-09-11 $34.98 $30.00 25.1% 7.2% 9.6% 1.6% 0.0% 1.6% -6.3% -37 187 -1 0.00 145.27 0 0 0 1 2024-09-12 $35.26 $30.00 25.0% 7.2% 9.7% 1.5% 0.0% 2.1% -6.4% -32 156 -1 0.00 146.57 0 0 0 1 2024-09-13 $35.51 $30.00 24.9% 7.1% 9.5% 1.3% 0.0% 1.6% -6.6% -29 136 -1 0.00 147.98 0 0 0 1 2024-09-16 $35.81 $30.00 25.7% 7.4% 9.8% 2.4% 0.0% 0.8% -7.6% -23 103 -1 0.00 146.76 0 0 0 1 2024-09-17 $35.82 $30.00 26.7% 7.7% 9.7% 3.7% 0.0% 1.2% -7.9% -24 106 -1 0.00 147.19 0 0 0 1 2024-09-18 $35.80 $30.00 44.6% 12.8% 9.6% 26.9% 0.0% 0.6% -16.9% -43 375 -2 0.00 154.72 0 0 0 1 2024-09-19 $36.10 $30.00 26.6% 7.6% 9.7% 3.5% 0.0% 1.1% -4.3% -18 78 -1 0.00 146.76 0 0 0 1 2024-09-20 $35.87 $30.00 26.8% 7.7% 10.1% 3.8% 0.0% 1.3% -4.5% -21 91 -1 0.00 146.40 0 0 0 1 2024-09-23 $36.06 $30.00 28.0% 8.0% 9.7% 5.3% 0.0% 0.8% -5.3% -18 77 0 0.00 146.98 0 0 0 1 2024-09-24 $36.16 $30.00 28.5% 8.2% 9.5% 6.0% 0.0% 0.8% -6.1% -17 68 0 0.00 146.86 0 0 0 1 2024-09-25 $35.84 $30.00 27.5% 7.9% 10.1% 4.7% 0.0% 0.1% -4.9% -18 70 0 0.00 144.45 0 0 0 1 2024-09-26 $36.00 $30.00 40.6% 11.6% 10.2% 21.6% 0.0% 0.9% -9.2% -35 222 -1 0.00 155.62 0 0 0 1 2024-09-27 $36.29 $30.00 30.0% 8.6% 10.4% 7.9% 0.0% 1.0% -5.8% -15 57 0 0.00 146.69 0 0 0 1 2024-09-30 $36.28 $30.00 31.6% 9.1% 10.3% 10.1% 0.0% 1.1% -6.7% -14 43 0 0.00 145.34 0 0 0 1
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