QLD Options History — March 2022 In March 2022, QLD traded between $27.89 and $37.87. ATM implied volatility averaged 58.1%, placing in the 61.6% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded below realized volatility by 7.0% (HV 20d: 65.1%). Max pain ranged from $28.50 to $39.50. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.75.
Notable Days 2022-03-09 : Highest Volume — 15,116 contracts2022-03-16 : Largest IV drop — 16.3% change2022-03-07 : Highest IV Rank — 100.0%2022-03-08 : Largest Expected Move — 23.3%Monthly Statistics Metric Avg Min Max Open Close Price $32.75 $27.89 $37.87 $31.96 $36.42 Max Pain $33.43 $28.50 $39.50 $32.50 $33.50 ATM IV 58.1% 43.1% 80.4% 72.3% 47.8% Expected Move 17.0% 12.9% 23.3% 20.7% 14.0% HV 20d 65.1% 59.8% 69.9% 62.2% 62.6% HV 60d 56.8% 52.3% 60.3% 53.4% 60.3% IV Rank 61.6% 32.9% 100.0% 96.2% 41.4% IV Percentile 86.7% 64.7% 100.0% 99.2% 75.8% Term Structure -2.9% -9.0% 1.7% -9.0% 1.3% VWIV 58.3% 47.1% 72.8% 72.8% 55.7% Skew 25d 17.2% 10.3% 22.8% 22.8% 10.6% Skew 10d 31.2% 20.2% 39.9% 38.0% 22.1% Call IV 25d 48.9% 39.9% 60.6% 60.4% 43.5% Put IV 25d 66.1% 50.4% 83.2% 83.2% 54.1% Bid-Ask Spread % 31.50 7.03 61.95 42.52 17.80 Gamma HHI 0.10 0.05 0.46 0.05 0.07 Net GEX 307.7K -148.5K 2.3M 4.8K 515.8K Net DEX 8.4M -24.2M 32.9M 15.6M -14.5M Net VEX -195.0K -246.0K -137.9K -199.9K -246.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.25 1.27 1.08 0.62 Total Volume 7,242.261 5,350 15,116 6,458 5,350 Total OI 46,133.478 38,102 52,984 43,056 47,748
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 2022-03-01 $31.96 $32.50 72.3% 20.7% 62.2% 96.2% 72.8% 22.8% -9.0% 4.8K 15.6M -199.9K 1.08 42.52 N/A N/A 3,112 3,346 22,956 20,100 2022-03-02 $33.48 $32.50 62.2% 17.8% 64.5% 75.8% 65.6% 20.8% -2.5% 56.6K 9.5M -214.1K 0.96 38.77 N/A N/A 3,800 3,644 23,218 20,236 2022-03-03 $32.07 $32.50 66.6% 19.1% 65.2% 84.8% 68.7% 21.4% -5.3% -11.0K 16.8M -197.3K 1.27 43.85 N/A N/A 2,872 3,642 23,200 20,460 2022-03-04 $31.22 $32.50 71.5% 20.5% 59.8% 94.6% 69.1% 22.4% -7.4% -49.6K 20.8M -186.6K 1.14 37.99 N/A N/A 2,962 3,366 23,298 20,642 2022-03-07 $29.35 $32.50 80.4% 23.1% 61.6% 100.0% 68.6% 22.5% -8.7% -136.3K 27.6M -161.2K 0.41 51.04 N/A N/A 8,094 3,286 23,304 20,830 2022-03-08 $29.01 $32.50 68.4% 23.3% 61.4% 78.4% 72.4% 22.1% -8.5% 99.2K 27.5M -161.2K 0.56 53.07 N/A N/A 5,820 3,244 28,656 21,156 2022-03-09 $31.04 $32.50 66.9% 20.9% 66.6% 75.8% 64.2% 20.5% -7.2% 670.8K 15.5M -192.5K 0.25 54.27 N/A N/A 12,118 2,998 31,716 21,268 2022-03-10 $30.18 $32.50 65.0% 20.8% 64.6% 72.3% 70.3% 20.3% -6.1% 60.6K 24.7M -169.4K 1.10 59.50 N/A N/A 2,848 3,126 26,498 21,414 2022-03-11 $29.15 $32.50 62.6% 21.2% 63.7% 68.0% 70.8% 18.7% -4.7% -66.1K 28.9M -154.6K 1.11 61.95 N/A N/A 3,062 3,384 26,584 21,506 2022-03-14 $27.89 $39.50 71.3% 18.0% 62.4% 83.7% 54.3% 18.0% -8.5% -148.5K 32.9M -137.9K 0.51 47.58 N/A N/A 4,366 2,216 26,802 21,728 2022-03-15 $29.52 $39.50 63.7% 16.8% 66.6% 70.0% 54.5% 18.6% -5.2% -42.7K 26.0M -156.8K 0.57 41.91 N/A N/A 3,638 2,058 27,906 21,758 2022-03-16 $31.34 $39.50 53.3% 15.2% 68.3% 51.3% 50.3% 17.5% -0.5% 241.2K 16.7M -172.6K 0.57 41.49 N/A N/A 3,896 2,226 28,694 21,912 2022-03-17 $32.47 $0.00 51.9% 15.0% 69.7% 48.8% 57.4% 17.2% 0.2% 670.8K 9.4M -180.6K 0.86 7.17 N/A N/A 3,666 3,166 28,958 22,438 2022-03-18 $33.82 $28.50 48.2% 14.2% 68.8% 42.1% 55.2% 15.4% 0.9% 2.3M -5.0M -193.9K 0.60 7.03 N/A N/A 4,880 2,950 28,610 22,608 2022-03-21 $33.34 $29.50 51.9% 14.6% 68.4% 48.7% 51.3% 16.5% -0.9% 88.5K 6.7M -190.1K 0.73 17.41 N/A N/A 3,370 2,476 21,150 16,952 2022-03-22 $35.05 $30.00 49.2% 14.1% 69.9% 43.9% 49.0% 14.2% -0.1% 148.0K -1.4M -211.3K 0.60 12.98 N/A N/A 5,004 2,980 22,268 17,786 2022-03-23 $34.36 $34.50 50.7% 14.4% 67.1% 46.6% 48.0% 14.9% -0.2% 318.4K -21.3K -212.8K 0.72 14.96 N/A N/A 4,036 2,914 24,490 18,112 2022-03-24 $35.30 $33.50 48.2% 13.9% 65.1% 42.1% 47.8% 14.0% 0.0% 390.7K -5.8M -223.5K 0.71 12.76 N/A N/A 3,426 2,436 25,012 18,408 2022-03-25 $35.16 $34.00 48.2% 13.9% 64.4% 42.1% 47.1% 14.0% 0.7% 364.7K -4.2M -221.8K 0.65 14.59 N/A N/A 3,444 2,224 25,232 18,796 2022-03-28 $36.41 $34.00 46.4% 13.6% 65.3% 38.8% 47.4% 12.7% 1.0% 429.7K -12.8M -227.8K 1.02 14.03 N/A N/A 3,440 3,520 25,406 19,068 2022-03-29 $37.87 $33.50 43.1% 12.9% 65.2% 32.9% 48.6% 10.5% 1.7% 550.3K -24.2M -236.2K 0.81 15.81 N/A N/A 3,964 3,216 25,970 19,472 2022-03-30 $36.85 $33.50 46.4% 13.5% 64.7% 38.8% 51.3% 10.3% 1.4% 583.0K -18.4M -236.1K 0.52 15.95 N/A N/A 4,600 2,386 27,142 19,602 2022-03-31 $36.42 $33.50 47.8% 14.0% 62.6% 41.4% 55.7% 10.6% 1.3% 515.8K -14.5M -246.0K 0.62 17.80 N/A N/A 3,302 2,048 27,618 20,130
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