QDIV Options History — October 2024 In October 2024, QDIV traded between $35.59 and $36.57. ATM implied volatility averaged 32.1%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 23.2% (HV 20d: 8.9%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2024-10-21 : Largest IV spike — 63.7% change2024-10-21 : Highest IV Rank — 31.2%2024-10-21 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $36.10 $35.59 $36.57 $36.42 $35.59 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 32.1% 25.2% 47.9% 32.8% 36.6% Expected Move 8.6% 7.1% 13.7% 9.4% 10.5% HV 20d 8.9% 7.7% 10.1% 9.7% 7.7% HV 60d 11.1% 9.0% 12.1% 11.9% 9.0% IV Rank 10.7% 1.7% 31.2% 11.6% 16.5% IV Percentile 47.2% 4.8% 91.7% 55.2% 73.8% Term Structure -7.8% -13.2% -5.0% -7.8% -13.2% Skew 25d 3.9% 0.9% 45.6% 1.7% 2.0% Skew 10d 6.1% 2.5% 59.8% 2.6% 2.9% Call IV 25d 34.7% 27.8% 44.0% 40.3% 44.0% Put IV 25d 38.6% 30.4% 84.6% 42.0% 46.1% Bid-Ask Spread % 167.18 145.27 175.10 145.53 168.13 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -6 -15 0 -13 0 Net DEX 18 0 52 36 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.609 0 1 1 0
Daily Data (23 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 2024-10-01 $36.42 $30.00 32.8% 9.4% 9.7% 11.6% 0.0% 1.7% -7.8% -13 36 0 0.00 145.53 0 0 0 1 2024-10-02 $36.23 $30.00 34.0% 9.7% 9.9% 13.1% 0.0% 1.3% -8.5% -15 42 0 0.00 145.27 0 0 0 1 2024-10-03 $35.98 $0.00 34.4% 7.2% 10.0% 13.6% 0.0% 2.5% -5.0% -15 52 0 0.00 170.32 0 0 0 1 2024-10-04 $36.22 $0.00 34.0% 7.1% 9.8% 13.2% 0.0% 2.5% -5.1% -12 37 0 0.00 169.39 0 0 0 1 2024-10-07 $35.91 $0.00 38.6% 7.4% 10.1% 19.1% 0.0% 2.0% -6.8% -14 45 0 0.00 168.03 0 0 0 1 2024-10-08 $35.92 $0.00 39.5% 7.4% 9.9% 20.2% 0.0% 2.6% -6.9% -14 44 0 0.00 168.72 0 0 0 1 2024-10-09 $36.03 $0.00 25.2% 7.2% 9.4% 1.7% 0.0% 2.2% -6.0% -11 34 0 0.00 167.54 0 0 0 1 2024-10-10 $35.98 $0.00 26.1% 7.5% 9.1% 2.9% 0.0% 1.6% -6.8% -12 35 0 0.00 169.84 0 0 0 1 2024-10-11 $36.33 $0.00 26.3% 7.5% 9.4% 3.1% 0.0% 2.2% -6.7% -9 24 0 0.00 169.17 0 0 0 1 2024-10-14 $36.45 $0.00 27.1% 7.8% 9.1% 4.2% 0.0% 2.7% -7.3% -7 19 0 0.00 169.08 0 0 0 1 2024-10-15 $36.37 $0.00 27.9% 8.0% 9.1% 5.2% 0.0% 1.5% -9.0% -6 17 0 0.00 167.78 0 0 0 1 2024-10-16 $36.57 $0.00 26.7% 7.7% 9.3% 3.7% 0.0% 2.7% -7.3% -6 15 0 0.00 168.96 0 0 0 1 2024-10-17 $36.55 $0.00 27.5% 7.9% 8.9% 4.7% 0.0% 2.0% -5.9% -7 18 0 0.00 170.44 0 0 0 1 2024-10-18 $36.48 $0.00 29.3% 8.4% 8.5% 7.0% 0.0% 1.9% -5.5% 0 0 0 0.00 170.20 0 0 0 1 2024-10-21 $36.22 $0.00 47.9% 13.7% 8.8% 31.2% 0.0% 45.6% -7.1% 0 0 0 0.00 175.10 0 0 0 0 2024-10-22 $36.11 $0.00 29.5% 8.5% 8.8% 7.3% 0.0% 1.6% -7.2% 0 0 0 0.00 169.44 0 0 0 0 2024-10-23 $36.02 $0.00 30.6% 8.8% 8.2% 8.7% 0.0% 1.6% -7.9% 0 0 0 0.00 168.72 0 0 0 0 2024-10-24 $35.95 $0.00 30.9% 8.9% 8.1% 9.1% 0.0% 1.5% -8.2% 0 0 0 0.00 168.55 0 0 0 0 2024-10-25 $35.80 $0.00 30.2% 8.7% 7.7% 8.2% 0.0% 0.9% -8.3% 0 0 0 0.00 167.67 0 0 0 0 2024-10-28 $35.92 $0.00 33.0% 9.5% 7.8% 11.8% 0.0% 1.6% -9.8% 0 0 0 0.00 169.56 0 0 0 0 2024-10-29 $35.63 $0.00 34.4% 9.9% 8.1% 13.6% 0.0% 2.1% -11.2% 0 0 0 0.00 169.01 0 0 0 0 2024-10-30 $35.70 $0.00 35.4% 10.2% 8.0% 15.0% 0.0% 2.5% -11.4% 0 0 0 0.00 168.79 0 0 0 0 2024-10-31 $35.59 $0.00 36.6% 10.5% 7.7% 16.5% 0.0% 2.0% -13.2% 0 0 0 0.00 168.13 0 0 0 0
« Sep 2024 | All History | Nov 2024 » Home QDIV History October 2024