QLD Options History — May 2019 In May 2019, QLD traded between $10.44 and $12.65. ATM implied volatility averaged 40.7%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 6.9% (HV 20d: 33.8%). Max pain ranged from $11.75 to $12.25. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.73.
Notable Days 2019-05-07 : Highest Volume — 29,424 contracts2019-05-13 : Largest IV spike — 55.1% change2019-05-13 : Highest IV Rank — 81.2%2019-05-13 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $11.51 $10.44 $12.65 $12.45 $10.44 Max Pain $11.99 $11.75 $12.25 $11.75 $11.75 ATM IV 40.7% 26.8% 63.8% 28.6% 44.1% Expected Move 10.8% 7.7% 12.8% 8.2% 12.6% HV 20d 33.8% 13.4% 43.3% 13.4% 43.3% HV 60d 28.2% 22.3% 32.4% 22.3% 32.4% IV Rank 36.1% 9.1% 81.2% 12.6% 42.7% IV Percentile 64.2% 7.5% 96.4% 23.8% 72.2% Term Structure -0.4% -2.6% 2.2% -0.4% -1.3% VWIV 38.4% 28.9% 44.5% 29.8% 44.5% Skew 25d 11.3% 3.9% 13.7% 3.9% 9.8% Skew 10d 20.3% 12.4% 26.1% 12.4% 17.6% Call IV 25d 32.6% 24.2% 39.2% 28.2% 39.2% Put IV 25d 43.9% 30.6% 51.1% 32.0% 49.0% Bid-Ask Spread % 35.10 13.87 69.56 69.56 29.77 Gamma HHI 0.08 0.05 0.33 0.09 0.05 Net GEX -124.1K -835.6K 442.6K 314.9K -193.3K Net DEX -3.9M -22.1M 9.9M -19.1M 9.9M Net VEX -138.3K -147.1K -121.5K -123.1K -139.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.28 1.33 0.83 0.63 Total Volume 10,214.545 2,944 29,424 5,432 8,624 Total OI 94,135.636 82,056 107,704 82,056 100,168
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-05-01 $12.45 $11.75 28.6% 8.2% 13.4% 12.6% 29.8% 3.9% -0.4% 314.9K -19.1M -123.1K 0.83 69.56 N/A N/A 2,968 2,464 32,888 49,168 2019-05-02 $12.24 $11.75 30.5% 8.8% 15.1% 16.3% 31.2% 8.6% 1.0% 282.6K -15.2M -125.9K 0.90 52.22 N/A N/A 4,088 3,672 33,992 49,752 2019-05-03 $12.65 $11.75 26.8% 7.7% 18.5% 9.1% 28.9% 6.3% 2.2% 442.6K -22.1M -121.5K 0.82 52.47 N/A N/A 4,008 3,296 34,352 50,488 2019-05-06 $12.49 $12.25 33.0% 9.4% 19.1% 21.1% 34.2% 13.2% 1.0% 428.3K -19.9M -127.3K 0.69 23.94 N/A N/A 1,744 1,200 36,048 50,648 2019-05-07 $11.90 $12.25 50.1% 12.1% 26.2% 54.4% 42.2% 12.7% -2.3% 111.6K -9.0M -136.2K 0.34 24.94 N/A N/A 21,920 7,504 37,000 51,584 2019-05-08 $12.02 $12.25 46.4% 11.1% 26.2% 47.3% 41.0% 13.3% -0.6% 2.8K -11.1M -147.1K 0.46 13.87 N/A N/A 13,928 6,408 38,816 57,000 2019-05-09 $11.82 $12.25 49.3% 11.2% 26.7% 52.9% 44.3% 13.7% -2.0% -103.0K -7.3M -142.7K 0.80 19.57 N/A N/A 7,456 5,968 39,360 57,352 2019-05-10 $11.81 $12.25 41.1% 10.0% 26.6% 37.0% 38.8% 12.2% 0.4% -239.6K -6.3M -146.8K 0.53 33.84 N/A N/A 5,240 2,776 40,520 58,864 2019-05-13 $11.00 $12.25 63.8% 12.8% 36.4% 81.2% 42.4% 13.1% -2.6% -292.5K 8.6M -136.0K 0.62 33.44 N/A N/A 6,640 4,136 40,472 58,864 2019-05-14 $11.27 $12.25 51.8% 11.5% 37.8% 57.7% 39.4% 12.6% -1.4% -342.2K 3.1M -140.5K 0.65 33.18 N/A N/A 10,704 6,904 41,456 59,776 2019-05-15 $11.59 $12.25 36.3% 10.4% 39.2% 27.6% 37.3% 13.0% -0.8% -492.7K -3.7M -139.2K 0.28 23.65 N/A N/A 7,712 2,192 42,056 60,520 2019-05-16 $11.79 $12.13 35.1% 10.1% 39.6% 25.2% 37.1% 12.2% 0.3% -264.9K -10.7M -137.7K 0.46 23.94 N/A N/A 8,664 4,024 44,992 61,096 2019-05-17 $11.58 $12.25 35.6% 10.2% 40.0% 26.3% 35.5% 12.2% 0.6% -835.6K -4.6M -134.3K 1.33 32.18 N/A N/A 7,920 10,520 46,200 61,504 2019-05-20 $11.20 $11.88 40.5% 11.6% 41.4% 35.8% 40.5% 12.6% -1.4% -210.3K 896.9K -143.8K 1.11 24.23 N/A N/A 2,880 3,184 30,584 54,224 2019-05-21 $11.40 $11.88 37.9% 10.9% 41.0% 30.6% 37.0% 11.5% -0.2% -217.8K -1.8M -144.9K 0.93 30.64 N/A N/A 3,632 3,392 31,864 55,712 2019-05-22 $11.35 $11.88 36.8% 10.5% 40.9% 28.5% 37.6% 10.6% 0.4% -183.0K -1.5M -146.6K 0.74 36.80 N/A N/A 3,464 2,552 33,472 56,464 2019-05-23 $10.91 $11.88 41.6% 11.9% 42.5% 38.0% 40.5% 12.9% -0.7% -180.2K 3.4M -142.4K 0.59 38.47 N/A N/A 4,544 2,672 34,664 56,520 2019-05-24 $10.94 $11.75 38.7% 11.1% 42.6% 32.3% 38.0% 11.5% 0.7% -182.6K 3.6M -142.7K 0.67 33.46 N/A N/A 4,424 2,976 35,312 57,216 2019-05-28 $10.87 $11.75 41.6% 11.9% 42.3% 37.9% 39.3% 10.7% 0.4% -181.2K 4.4M -140.1K 1.07 51.45 N/A N/A 1,496 1,600 36,280 57,832 2019-05-29 $10.69 $11.75 43.0% 12.3% 42.3% 40.6% 43.3% 10.3% -1.2% -216.8K 7.4M -140.6K 0.73 47.80 N/A N/A 4,312 3,128 37,256 59,248 2019-05-30 $10.77 $11.75 41.8% 12.0% 42.6% 38.4% 42.4% 11.1% 0.2% -176.8K 5.7M -143.7K 0.78 42.85 N/A N/A 4,384 3,400 39,464 59,936 2019-05-31 $10.44 $11.75 44.1% 12.6% 43.3% 42.7% 44.5% 9.8% -1.3% -193.3K 9.9M -139.3K 0.63 29.77 N/A N/A 5,288 3,336 39,968 60,200
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