QLD Options History — March 2021 In March 2021, QLD traded between $26.27 and $30.27. ATM implied volatility averaged 53.7%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded below realized volatility by 0.2% (HV 20d: 53.9%). Max pain ranged from $28.75 to $31.75. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 1.05.
Notable Days 2021-03-16 : Highest Volume — 7,736 contracts2021-03-08 : Largest IV spike — 34.5% change2021-03-08 : Highest IV Rank — 31.7%2021-03-04 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $28.56 $26.27 $30.27 $30.27 $29.41 Max Pain $30.39 $28.75 $31.75 $31.75 $30.00 ATM IV 53.7% 41.3% 73.0% 49.0% 41.3% Expected Move 15.1% 11.8% 17.6% 14.0% 11.8% HV 20d 53.9% 38.4% 62.0% 41.1% 52.1% HV 60d 44.2% 37.3% 47.1% 37.3% 47.1% IV Rank 18.0% 9.7% 31.7% 11.9% 9.7% IV Percentile 44.4% 3.6% 85.3% 28.2% 3.6% Term Structure -0.7% -4.3% 3.2% 1.4% 3.2% VWIV 53.5% 43.7% 64.5% 53.0% 43.7% Skew 25d 15.0% 8.6% 22.1% 15.9% 8.6% Skew 10d 27.5% 17.5% 41.1% 31.5% 17.5% Call IV 25d 45.8% 40.3% 50.9% 42.0% 40.3% Put IV 25d 60.8% 48.9% 71.3% 57.8% 48.9% Bid-Ask Spread % 45.94 31.21 68.79 33.32 66.03 Gamma HHI 0.11 0.08 0.17 0.08 0.10 Net GEX -634.3K -1.2M 69.6K -991.0K 69.6K Net DEX 12.1M -6.2M 36.7M 5.2M -6.2M Net VEX -173.1K -202.6K -158.2K -202.6K -171.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.05 0.19 3.49 1.28 0.63 Total Volume 3,654.087 832 7,736 3,180 2,112 Total OI 56,519.13 41,648 66,836 53,072 55,696
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-03-01 $30.27 $31.75 49.0% 14.0% 41.1% 11.9% 53.0% 15.9% 1.4% -991.0K 5.2M -202.6K 1.28 33.32 N/A N/A 1,396 1,784 20,240 32,832 2021-03-02 $29.60 $31.75 54.8% 15.7% 38.4% 16.7% 52.8% 18.1% -4.3% -971.4K 11.7M -198.8K 0.81 36.73 N/A N/A 460 372 20,796 33,140 2021-03-03 $27.96 $31.75 59.9% 17.2% 41.2% 20.9% 57.3% 21.6% 1.4% -904.6K 27.1M -181.6K 1.76 42.68 N/A N/A 1,356 2,392 21,056 33,252 2021-03-04 $26.71 $31.25 66.3% 17.6% 43.5% 26.2% 64.5% 22.1% -4.3% -804.7K 35.9M -165.8K 0.91 51.45 N/A N/A 3,496 3,184 20,980 33,920 2021-03-05 $27.64 $30.00 54.3% 15.3% 45.6% 16.3% 53.9% 11.3% -0.9% -984.7K 27.4M -177.2K 0.80 57.01 N/A N/A 1,728 1,388 22,292 34,712 2021-03-08 $26.27 $30.00 73.0% 17.4% 47.7% 31.7% 59.3% 20.0% -2.0% -728.6K 36.7M -159.0K 0.73 35.81 N/A N/A 2,780 2,016 22,756 34,904 2021-03-09 $28.12 $30.00 65.4% 16.7% 54.8% 25.4% 56.6% 19.5% -4.2% -956.0K 21.5M -182.1K 0.32 36.05 N/A N/A 3,348 1,076 23,892 36,516 2021-03-10 $27.99 $30.00 57.7% 16.5% 54.5% 19.1% 58.5% 17.9% -3.6% -947.3K 23.4M -182.5K 1.37 37.80 N/A N/A 900 1,232 24,824 37,144 2021-03-11 $29.23 $30.00 54.2% 15.5% 57.4% 16.2% 54.2% 16.8% -2.0% -1.1M 10.1M -188.1K 0.91 31.21 N/A N/A 1,692 1,540 25,028 37,644 2021-03-12 $28.64 $30.00 54.5% 15.6% 57.3% 16.5% 57.9% 16.4% -1.2% -1.1M 16.9M -181.6K 0.74 34.50 N/A N/A 796 588 25,528 37,600 2021-03-15 $29.09 $30.00 52.4% 15.0% 57.5% 14.7% 54.5% 15.1% -0.3% -1.2M 12.6M -168.3K 0.47 34.99 N/A N/A 2,556 1,200 25,624 37,736 2021-03-16 $29.71 $28.75 50.5% 14.5% 58.3% 13.1% 50.0% 14.9% 0.5% -1.1M 1.4M -171.8K 3.31 43.14 N/A N/A 1,796 5,940 26,680 38,380 2021-03-17 $29.80 $31.25 49.8% 14.3% 58.4% 12.6% 61.7% 15.5% 1.4% -905.6K -850.4K -169.7K 0.73 68.79 N/A N/A 1,360 988 26,768 38,024 2021-03-18 $28.05 $31.25 59.2% 17.0% 61.7% 20.3% 57.3% 14.6% -2.9% -880.9K 23.2M -160.0K 0.73 37.83 N/A N/A 3,612 2,620 27,196 38,632 2021-03-19 $28.36 $31.25 51.2% 14.7% 62.0% 18.0% 52.5% 13.7% 1.8% -385.2K 23.6M -158.2K 0.89 41.60 N/A N/A 2,548 2,276 27,584 39,252 2021-03-22 $29.31 $30.00 48.9% 14.0% 61.1% 17.4% 45.9% 11.1% 0.3% -255.1K -2.9M -164.7K 0.19 49.01 N/A N/A 5,172 1,000 18,308 23,340 2021-03-23 $28.98 $30.00 50.7% 14.5% 61.2% 19.6% 51.4% 12.7% 0.8% 7.0K -3.4M -171.5K 0.74 55.46 N/A N/A 1,256 928 22,064 23,932 2021-03-24 $28.24 $30.00 51.1% 14.7% 61.7% 20.1% 54.7% 12.8% 0.1% -59.5K 2.3M -167.9K 1.13 53.18 N/A N/A 1,380 1,560 22,808 24,348 2021-03-25 $28.06 $30.00 51.1% 14.6% 57.4% 20.1% 48.0% 10.4% -1.3% -133.4K 4.9M -162.6K 0.40 50.55 N/A N/A 2,476 984 23,152 25,416 2021-03-26 $28.35 $30.00 46.2% 13.2% 56.5% 14.2% 49.2% 11.5% 0.5% -99.9K 3.4M -164.8K 1.72 52.49 N/A N/A 768 1,324 23,780 26,008 2021-03-29 $28.69 $30.00 47.5% 13.6% 55.3% 15.8% 47.0% 13.0% -0.1% -75.7K 1.7M -159.9K 3.49 57.12 N/A N/A 1,284 4,476 24,012 26,620 2021-03-30 $28.46 $30.00 46.7% 13.4% 54.8% 17.4% 47.9% 11.8% 0.1% -152.3K 3.6M -171.3K 0.20 49.82 N/A N/A 756 148 24,956 30,568 2021-03-31 $29.41 $30.00 41.3% 11.8% 52.1% 9.7% 43.7% 8.6% 3.2% 69.6K -6.2M -171.0K 0.63 66.03 N/A N/A 1,296 816 25,048 30,648
« Feb 2021 | All History | Apr 2021 » Home QLD History March 2021