QLD Options History — September 2021 In September 2021, QLD traded between $36.66 and $41.59. ATM implied volatility averaged 35.4%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 10.7% (HV 20d: 24.7%). Max pain ranged from $31.25 to $38.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.52.
Notable Days 2021-09-20 : Highest Volume — 10,636 contracts2021-09-20 : Largest IV spike — 45.1% change2021-09-20 : Highest IV Rank — 43.6%2021-09-20 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $39.68 $36.66 $41.59 $41.30 $36.66 Max Pain $35.51 $31.25 $38.00 $38.00 $37.50 ATM IV 35.4% 25.8% 49.0% 26.9% 46.5% Expected Move 10.3% 7.7% 14.1% 7.7% 13.3% HV 20d 24.7% 19.6% 33.3% 20.0% 33.1% HV 60d 23.8% 21.7% 27.8% 22.2% 27.7% IV Rank 19.1% 1.9% 43.6% 3.9% 39.0% IV Percentile 26.6% 0.8% 67.5% 1.2% 63.1% Term Structure 3.7% -2.6% 8.2% 5.2% -0.4% VWIV 38.0% 29.8% 48.2% 29.8% 45.2% Skew 25d 15.0% 9.8% 22.0% 9.8% 17.5% Skew 10d 29.8% 18.8% 42.3% 18.8% 30.7% Call IV 25d 30.0% 24.4% 38.9% 24.4% 37.9% Put IV 25d 45.0% 34.2% 59.7% 34.2% 55.4% Bid-Ask Spread % 21.04 14.10 39.63 39.63 15.44 Gamma HHI 0.08 0.05 0.16 0.07 0.06 Net GEX 657.7K -118.3K 2.4M 968.7K -118.3K Net DEX -47.2M -72.6M -1.9M -65.6M -1.9M Net VEX -168.0K -213.6K -137.4K -140.2K -210.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.19 1.83 0.53 0.48 Total Volume 3,923.714 1,380 10,636 3,186 1,380 Total OI 49,680.952 36,742 56,776 42,908 56,776
Daily Data (21 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 2021-09-01 $41.30 $38.00 26.9% 7.7% 20.0% 3.9% 29.8% 9.8% 5.2% 968.7K -65.6M -140.2K 0.53 39.63 N/A N/A 2,080 1,106 24,886 18,022 2021-09-02 $41.09 $31.25 29.1% 9.1% 20.1% 7.8% 34.5% 13.3% 6.5% 964.5K -64.5M -146.1K 0.66 17.97 N/A N/A 1,782 1,170 25,770 18,490 2021-09-03 $41.42 $31.50 25.8% 9.1% 19.8% 1.9% 35.7% 12.1% 6.2% 1.3M -68.7M -153.3K 0.50 18.73 N/A N/A 942 472 26,918 18,890 2021-09-07 $41.59 $32.50 28.6% 9.5% 19.8% 6.9% 33.6% 12.8% 6.1% 1.4M -72.6M -141.4K 0.38 15.19 N/A N/A 1,534 588 27,486 19,612 2021-09-08 $41.17 $32.50 32.9% 9.4% 19.6% 14.6% 41.0% 13.3% 6.1% 1.3M -68.3M -143.6K 0.55 21.88 N/A N/A 2,626 1,436 27,802 19,952 2021-09-09 $41.12 $33.25 33.4% 9.6% 19.6% 15.5% 39.6% 14.6% 6.0% 1.3M -67.1M -147.3K 0.24 23.42 N/A N/A 2,102 504 28,458 20,354 2021-09-10 $40.41 $33.50 37.1% 10.6% 20.8% 22.2% 39.8% 15.1% 4.1% 729.7K -59.0M -155.1K 0.38 18.38 N/A N/A 2,380 906 29,422 21,124 2021-09-13 $40.13 $33.75 36.4% 10.4% 21.1% 20.9% 40.6% 15.6% 4.2% 434.6K -55.8M -145.9K 0.46 24.15 N/A N/A 2,958 1,358 30,204 21,518 2021-09-14 $39.92 $35.00 35.5% 10.2% 21.2% 19.3% 37.6% 15.9% 4.9% 62.8K -54.1M -145.7K 0.26 16.35 N/A N/A 1,844 482 30,262 22,032 2021-09-15 $40.70 $36.00 29.7% 8.5% 20.5% 8.9% 34.3% 14.2% 8.2% 1.1M -65.8M -140.0K 0.19 18.71 N/A N/A 2,096 404 31,066 23,072 2021-09-16 $40.73 $36.00 29.2% 8.4% 20.2% 8.0% 34.8% 13.5% 6.4% 2.4M -71.5M -137.4K 1.06 16.23 N/A N/A 2,518 2,674 31,616 23,200 2021-09-17 $39.72 $36.00 33.8% 9.7% 22.7% 16.2% 39.8% 15.8% 4.4% 410.4K -51.0M -140.3K 1.83 17.51 N/A N/A 3,066 5,598 31,420 23,418 2021-09-20 $37.63 $36.50 49.0% 14.1% 29.4% 43.6% 48.2% 22.0% -1.9% 523.4K -30.9M -152.4K 0.76 30.01 N/A N/A 6,050 4,586 23,324 13,418 2021-09-21 $38.33 $37.50 41.3% 11.9% 28.0% 29.8% 42.0% 18.2% 1.7% 91.3K -27.5M -175.5K 0.64 20.61 N/A N/A 1,890 1,210 24,198 18,202 2021-09-22 $39.02 $37.50 38.1% 10.9% 28.8% 23.9% 37.0% 16.2% 1.4% 78.0K -33.0M -206.3K 0.27 32.76 N/A N/A 4,056 1,096 26,238 22,042 2021-09-23 $39.69 $37.50 31.7% 9.1% 29.5% 12.4% 33.4% 13.3% 4.6% 161.9K -40.4M -211.8K 0.33 17.87 N/A N/A 3,748 1,242 26,806 22,398 2021-09-24 $39.74 $37.50 29.6% 8.5% 29.1% 8.7% 32.3% 13.9% 6.6% 264.4K -41.1M -213.6K 0.22 21.64 N/A N/A 1,412 308 28,646 23,058 2021-09-27 $39.09 $37.50 34.7% 9.9% 28.6% 17.8% 32.3% 12.9% 2.2% 247.1K -35.5M -207.4K 0.49 22.33 N/A N/A 2,926 1,442 29,714 23,480 2021-09-28 $36.95 $37.50 47.3% 13.6% 33.3% 40.5% 45.3% 17.3% -2.6% 98.2K -11.6M -203.3K 0.43 18.85 N/A N/A 3,858 1,672 30,248 23,676 2021-09-29 $36.84 $37.50 46.9% 13.5% 33.3% 39.8% 41.3% 18.3% -2.5% 49.4K -5.4M -209.8K 0.34 14.10 N/A N/A 2,156 740 30,616 25,466 2021-09-30 $36.66 $37.50 46.5% 13.3% 33.1% 39.0% 45.2% 17.5% -0.4% -118.3K -1.9M -210.6K 0.48 15.44 N/A N/A 934 446 30,372 26,404
« Aug 2021 | All History | Oct 2021 » Home QLD History September 2021