QDIV Options History — December 2024

In December 2024, QDIV traded between $34.49 and $36.99. ATM implied volatility averaged 30.5%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 20.0% (HV 20d: 10.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2024-12-11: Largest IV drop — 36.2% change
  • 2024-12-09: Highest IV Rank — 27.0%
  • 2024-12-04: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.52$34.49$36.99$36.99$34.63
ATM IV30.5%24.1%39.5%30.6%33.3%
Expected Move8.0%6.6%9.9%8.8%9.5%
HV 20d10.5%9.5%12.6%11.6%10.4%
HV 60d10.0%9.6%10.5%9.8%10.4%
IV Rank11.6%0.5%27.0%11.6%16.7%
IV Percentile43.4%1.2%82.1%49.2%61.9%
Term Structure-7.3%-12.1%-4.6%-8.7%-10.2%
Skew 25d1.3%0.4%3.3%3.3%0.7%
Skew 10d4.7%1.8%24.8%8.2%1.9%
Call IV 25d34.1%27.1%41.9%37.2%41.9%
Put IV 25d35.4%28.5%42.6%40.5%42.6%
Bid-Ask Spread %166.08164.19170.03167.58165.13
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$36.99$0.0030.6%8.8%11.6%11.6%0.0%3.3%-8.7%0000.00167.580000
2024-12-03$36.78$0.0031.5%9.0%11.9%13.2%0.0%0.9%-9.3%0000.00170.030000
2024-12-04$36.41$0.0034.6%9.9%12.6%18.5%0.0%0.4%-12.1%0000.00169.370000
2024-12-05$36.45$0.0035.2%6.9%9.5%19.7%0.0%1.5%-6.7%0000.00165.750000
2024-12-06$36.13$0.0033.2%6.6%9.9%16.2%0.0%1.2%-4.6%0000.00164.190000
2024-12-09$36.14$0.0039.5%6.9%9.9%27.0%0.0%1.2%-4.7%0000.00165.300000
2024-12-10$36.01$0.0037.9%6.7%9.7%24.2%0.0%1.3%-4.9%0000.00164.410000
2024-12-11$35.89$0.0024.1%6.9%9.7%0.5%0.0%1.2%-5.4%0000.00166.700000
2024-12-12$35.95$0.0024.5%7.0%9.6%1.0%0.0%1.6%-5.0%0000.00166.540000
2024-12-13$35.80$0.0024.3%7.0%9.6%0.7%0.0%1.4%-5.7%0000.00165.870000
2024-12-16$35.55$0.0025.4%7.3%9.7%2.8%0.0%0.9%-6.2%0000.00165.450000
2024-12-17$35.28$0.0026.9%7.7%9.7%5.4%0.0%1.5%-7.5%0000.00165.790000
2024-12-18$34.55$0.0027.0%7.7%11.8%5.6%0.0%0.6%-8.3%0000.00165.210000
2024-12-19$34.49$0.0031.5%9.0%11.6%13.4%0.0%1.4%-8.3%0000.00167.000000
2024-12-20$34.78$0.0028.6%8.2%10.9%8.3%0.0%1.3%-6.0%0000.00166.740000
2024-12-23$34.75$0.0029.2%8.4%10.4%9.5%0.0%1.4%-6.9%0000.00166.320000
2024-12-24$34.94$0.0028.6%8.2%10.3%8.5%0.0%1.8%-6.4%0000.00165.690000
2024-12-26$35.06$0.0029.6%8.5%10.5%10.1%0.0%1.3%-7.7%0000.00165.400000
2024-12-27$34.83$0.0031.1%8.9%10.6%12.8%0.0%0.9%-8.9%0000.00164.930000
2024-12-30$34.55$0.0033.6%9.6%10.2%17.2%0.0%1.5%-9.8%0000.00164.250000
2024-12-31$34.63$0.0033.3%9.5%10.4%16.7%0.0%0.7%-10.2%0000.00165.130000