QDIV Options History — November 2024

In November 2024, QDIV traded between $35.47 and $37.22. ATM implied volatility averaged 35.7%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 25.3% (HV 20d: 10.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2024-11-13: Largest IV drop — 65.4% change
  • 2024-11-12: Highest IV Rank — 81.7%
  • 2024-11-01: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.43$35.47$37.22$35.47$37.22
ATM IV35.7%24.6%71.1%40.8%29.1%
Expected Move7.6%6.6%11.7%11.7%8.4%
HV 20d10.4%6.7%11.8%7.3%11.3%
HV 60d9.6%8.7%10.0%8.8%9.8%
IV Rank20.0%1.3%81.7%21.9%9.1%
IV Percentile46.5%1.6%98.4%84.1%37.7%
Term Structure-5.3%-14.4%-3.1%-14.4%-7.2%
Skew 25d1.6%0.8%3.2%1.3%1.4%
Skew 10d3.8%2.5%7.4%2.9%5.8%
Call IV 25d31.1%26.7%45.8%45.8%35.9%
Put IV 25d32.7%28.9%47.1%47.1%37.3%
Bid-Ask Spread %169.14167.96170.16168.73169.65
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$35.47$0.0040.8%11.7%7.3%21.9%0.0%1.3%-14.4%0000.00168.730000
2024-11-04$35.51$0.0043.3%7.0%6.7%33.5%0.0%2.4%-4.2%0000.00168.990000
2024-11-05$35.66$0.0042.2%6.9%6.9%31.6%0.0%2.3%-3.6%0000.00168.130000
2024-11-06$36.49$0.0044.4%6.7%10.8%35.4%0.0%2.3%-3.1%0000.00169.590000
2024-11-07$36.36$0.0046.6%7.1%10.9%39.3%0.0%2.1%-5.3%0000.00170.120000
2024-11-08$36.39$0.0049.2%7.0%10.3%43.7%0.0%1.6%-3.5%0000.00169.440000
2024-11-11$36.61$0.0059.1%6.6%10.5%60.9%0.0%1.6%-3.6%0000.00169.020000
2024-11-12$36.45$0.0071.1%7.4%10.6%81.7%0.0%1.2%-4.1%0000.00168.560000
2024-11-13$36.53$0.0024.6%7.1%10.4%1.3%0.0%1.7%-3.3%0000.00169.010000
2024-11-14$36.33$0.0025.6%7.4%10.6%3.1%0.0%1.0%-5.5%0000.00169.990000
2024-11-15$36.15$0.0025.0%7.2%10.7%2.0%0.0%1.3%-4.5%0000.00168.910000
2024-11-18$36.35$0.0026.3%7.5%10.6%4.2%0.0%1.7%-4.5%0000.00169.730000
2024-11-19$36.09$0.0026.3%7.5%10.9%4.2%0.0%1.2%-4.8%0000.00170.160000
2024-11-20$36.18$0.0026.4%7.6%10.8%4.3%0.0%1.5%-4.7%0000.00169.050000
2024-11-21$36.66$0.0025.7%7.4%11.7%3.1%0.0%1.9%-5.4%0000.00167.960000
2024-11-22$36.89$0.0025.5%7.3%11.7%2.8%0.0%3.2%-4.8%0000.00168.770000
2024-11-25$37.13$0.0027.2%7.8%11.8%5.7%0.0%0.8%-6.0%0000.00169.180000
2024-11-26$37.03$0.0027.5%7.9%11.4%6.2%0.0%1.1%-6.0%0000.00169.480000
2024-11-27$37.02$0.0027.7%7.9%11.4%6.7%0.0%1.1%-7.3%0000.00168.350000
2024-11-29$37.22$0.0029.1%8.4%11.3%9.1%0.0%1.4%-7.2%0000.00169.650000