QLD Options History — June 2022

In June 2022, QLD traded between $19.32 and $26.18. ATM implied volatility averaged 65.9%, placing in the 64.9% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded below realized volatility by 11.7% (HV 20d: 77.6%). Max pain ranged from $22.50 to $32.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.16.

Notable Days

  • 2022-06-16: Highest Volume — 15,054 contracts
  • 2022-06-13: Largest IV spike — 20.3% change
  • 2022-06-13: Highest IV Rank — 80.9%
  • 2022-06-13: Largest Expected Move — 21.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.43$19.32$26.18$25.22$20.73
Max Pain$26.74$22.50$32.50$22.50$22.50
ATM IV65.9%58.4%76.1%64.8%69.2%
Expected Move18.7%16.5%21.8%18.6%19.8%
HV 20d77.6%70.5%87.6%87.6%77.7%
HV 60d73.7%70.5%76.8%72.0%75.8%
IV Rank64.9%53.0%80.9%63.1%70.0%
IV Percentile85.1%73.8%97.6%86.9%88.5%
Term Structure-3.2%-8.8%0.3%-5.5%-3.5%
VWIV62.8%53.5%70.4%61.1%63.1%
Skew 25d13.8%10.8%16.8%13.4%12.3%
Skew 10d23.9%7.0%30.1%23.0%21.4%
Call IV 25d58.8%50.1%68.2%57.2%61.6%
Put IV 25d72.6%65.1%85.0%70.6%73.8%
Bid-Ask Spread %69.9636.9881.5844.0074.24
Gamma HHI0.160.090.620.100.17
Net GEX453.9K167.8K1.1M511.7K361.4K
Net DEX10.4M-3.8M23.9M811.4K14.3M
Net VEX-153.9K-190.8K-113.9K-173.7K-147.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.160.511.950.641.49
Total Volume10,634.196,17415,0548,81810,890
Total OI62,395.14355,05472,54255,05465,220

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$25.22$22.5064.8%18.6%87.6%63.1%61.1%13.4%-5.5%511.7K811.4K-173.7K0.6444.00N/AN/A5,3863,43236,34418,710
2022-06-02$26.18$32.5061.5%16.7%84.6%57.9%53.5%16.0%0.3%616.9K-3.8M-190.8K0.7666.02N/AN/A3,9963,04637,47219,744
2022-06-03$24.83$32.5062.2%16.9%77.3%59.0%56.2%15.6%-1.7%522.0K3.5M-171.2K0.8468.30N/AN/A4,0903,45637,62619,724
2022-06-06$25.07$32.5065.9%17.2%77.2%64.8%55.8%15.7%-2.9%555.5K2.6M-170.4K0.8569.42N/AN/A3,3302,84437,82419,700
2022-06-07$25.57$32.5062.2%16.5%71.8%59.0%56.5%14.9%0.2%628.2K-79.1K-174.9K0.8068.44N/AN/A3,6122,89238,12819,796
2022-06-08$25.20$32.5058.4%16.7%71.8%53.0%54.5%14.5%-1.0%639.6K1.2M-169.2K0.8869.55N/AN/A3,5623,13838,70019,822
2022-06-09$24.02$32.5061.2%17.5%70.5%57.4%63.6%14.5%-4.2%518.8K7.4M-155.0K0.5168.21N/AN/A6,1383,16039,06419,958
2022-06-10$22.29$30.0063.2%18.1%75.4%60.7%65.9%15.3%-2.6%390.4K13.0M-136.0K1.1262.99N/AN/A5,4226,08841,02219,892
2022-06-13$20.10$27.5076.1%21.8%76.4%80.9%70.4%16.8%-8.8%167.8K20.8M-113.9K0.6374.67N/AN/A6,4244,04242,07421,764
2022-06-14$20.18$26.0072.8%20.9%76.3%75.7%68.6%16.1%-7.7%190.2K20.3M-117.5K0.7775.33N/AN/A5,6544,35044,27821,816
2022-06-15$21.25$25.5064.0%18.4%76.8%61.9%70.0%13.6%-4.0%389.1K14.1M-143.4K1.8479.24N/AN/A5,2329,62446,21622,288
2022-06-16$19.32$25.0072.0%20.6%76.3%74.5%69.5%16.6%-2.4%215.8K23.9M-121.2K1.0881.58N/AN/A7,2527,80246,61223,618
2022-06-17$19.91$25.0069.2%19.8%77.5%70.1%69.3%11.9%-3.1%1.1M20.1M-135.9K1.4475.05N/AN/A5,8068,36048,92023,622
2022-06-21$21.00$24.5069.4%19.9%79.7%70.4%63.9%11.8%-4.3%232.8K16.6M-145.0K0.8672.96N/AN/A8,0286,88437,79421,158
2022-06-22$20.86$24.0070.2%20.1%78.4%71.6%65.7%11.8%-5.5%322.9K14.1M-152.5K1.5936.98N/AN/A4,7387,53641,19621,372
2022-06-23$21.47$24.0064.0%18.3%78.8%61.9%62.3%12.4%-0.2%390.0K11.4M-162.6K1.3574.44N/AN/A5,3447,23242,21821,350
2022-06-24$22.69$22.5061.5%17.6%81.0%57.9%62.1%11.6%-0.4%468.6K6.7M-175.6K1.2072.87N/AN/A6,3287,56841,96221,396
2022-06-27$22.64$22.5063.1%18.1%78.1%60.4%61.7%11.8%-2.0%496.9K7.4M-169.6K1.9375.87N/AN/A3,6547,04441,95821,340
2022-06-28$21.27$22.5063.0%18.1%77.7%60.3%62.9%10.8%-1.1%394.5K12.1M-154.1K1.8178.16N/AN/A3,5766,48842,66021,224
2022-06-29$21.25$22.5070.1%20.1%77.5%71.5%62.2%13.1%-5.6%410.0K12.6M-153.4K1.9580.82N/AN/A3,3486,52243,25621,460
2022-06-30$20.73$22.5069.2%19.8%77.7%70.0%63.1%12.3%-3.5%361.4K14.3M-147.0K1.4974.24N/AN/A4,3706,52043,64621,574