QLD Options History — March 2023 In March 2023, QLD traded between $19.98 and $24.65. ATM implied volatility averaged 51.3%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 9.1% (HV 20d: 42.2%). Max pain ranged from $17.50 to $21.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.64.
Notable Days 2023-03-17 : Highest Volume — 5,026 contracts2023-03-13 : Largest IV spike — 21.9% change2023-03-13 : Highest IV Rank — 59.5%2023-03-13 : Largest Expected Move — 15.4%Monthly Statistics Metric Avg Min Max Open Close Price $22.16 $19.98 $24.65 $20.55 $24.65 Max Pain $18.52 $17.50 $21.50 $21.50 $19.50 ATM IV 51.3% 41.8% 76.7% 51.8% 41.8% Expected Move 13.8% 12.0% 15.4% 14.9% 12.0% HV 20d 42.2% 38.8% 48.6% 48.6% 40.5% HV 60d 46.2% 43.0% 48.3% 47.6% 43.8% IV Rank 15.0% 0.0% 59.5% 15.8% 0.0% IV Percentile 22.4% 0.0% 96.0% 23.8% 0.0% Term Structure 0.1% -3.0% 3.4% -2.3% 3.1% VWIV 47.9% 43.5% 57.6% 47.9% 44.2% Skew 25d 11.3% 7.7% 14.5% 9.7% 7.7% Skew 10d 21.4% 13.3% 29.1% 16.2% 17.8% Call IV 25d 42.6% 37.9% 47.2% 46.5% 38.3% Put IV 25d 53.9% 46.0% 59.5% 56.3% 46.0% Bid-Ask Spread % 44.54 13.70 61.11 52.48 31.33 Gamma HHI 0.13 0.06 0.68 0.06 0.15 Net GEX 680.2K 213.5K 2.2M 298.4K 1.0M Net DEX -22.4M -40.5M -8.9M -10.6M -40.5M Net VEX -145.8K -168.0K -121.8K -130.5K -168.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.11 1.96 0.38 0.76 Total Volume 2,567.217 916 5,026 2,228 2,684 Total OI 42,939.478 36,882 46,236 39,944 46,236
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 2023-03-01 $20.55 $21.50 51.8% 14.9% 48.6% 15.8% 47.9% 9.7% -2.3% 298.4K -10.6M -130.5K 0.38 52.48 N/A N/A 1,618 610 28,458 11,486 2023-03-02 $20.91 $21.00 50.9% 14.6% 43.4% 14.1% 49.3% 8.0% -3.0% 374.5K -14.2M -134.5K 0.46 31.42 N/A N/A 732 338 29,300 11,526 2023-03-03 $21.70 $21.00 47.9% 13.7% 42.3% 8.9% 46.4% 9.1% -1.7% 522.6K -18.9M -140.4K 0.89 49.96 N/A N/A 1,900 1,686 29,388 11,698 2023-03-06 $21.80 $17.50 49.7% 12.9% 41.5% 12.0% 44.6% 9.1% 0.1% 639.7K -20.4M -140.2K 0.40 48.25 N/A N/A 1,308 526 30,732 12,626 2023-03-07 $21.24 $17.50 53.2% 13.5% 42.1% 18.2% 46.4% 9.0% -0.5% 523.1K -16.7M -135.1K 0.80 43.22 N/A N/A 708 564 30,862 11,966 2023-03-08 $21.46 $17.50 52.1% 13.1% 39.2% 16.3% 46.6% 9.6% -0.1% 567.0K -17.8M -135.0K 0.38 53.02 N/A N/A 662 254 30,896 11,982 2023-03-09 $20.65 $17.50 60.9% 14.6% 39.6% 31.7% 49.5% 10.1% -2.1% 391.6K -13.4M -130.1K 0.91 39.83 N/A N/A 1,004 912 31,098 11,932 2023-03-10 $19.98 $17.50 62.9% 15.3% 40.6% 35.3% 50.6% 12.3% -2.3% 213.5K -8.9M -121.8K 0.36 19.73 N/A N/A 2,106 752 31,188 12,260 2023-03-13 $20.60 $18.00 76.7% 15.4% 42.4% 59.5% 53.4% 12.9% -2.6% 313.8K -12.5M -130.7K 0.59 59.86 N/A N/A 894 526 31,472 12,618 2023-03-14 $21.07 $17.50 62.1% 14.3% 41.6% 33.8% 47.3% 11.8% -1.5% 409.4K -15.1M -132.3K 0.40 56.38 N/A N/A 1,916 772 31,836 12,714 2023-03-15 $21.39 $18.00 51.1% 14.6% 41.4% 14.4% 57.6% 14.2% -0.8% 510.2K -17.4M -138.8K 1.96 55.63 N/A N/A 508 996 31,818 12,894 2023-03-16 $22.67 $18.00 47.9% 13.7% 46.8% 8.8% 47.9% 13.2% 1.9% 1.2M -27.5M -145.9K 0.35 52.63 N/A N/A 2,324 816 31,836 13,280 2023-03-17 $22.42 $18.00 51.5% 14.8% 45.8% 15.1% 51.8% 14.3% 1.1% 2.2M -25.8M -145.9K 0.41 49.75 N/A N/A 3,574 1,452 32,520 12,818 2023-03-20 $22.55 $18.00 50.4% 14.4% 45.1% 13.2% 50.8% 14.5% 0.3% 447.1K -22.4M -147.8K 0.19 49.79 N/A N/A 2,474 468 26,858 10,024 2023-03-21 $23.30 $18.00 46.5% 13.3% 43.4% 6.3% 46.4% 12.7% 0.7% 594.0K -27.6M -154.3K 0.11 48.19 N/A N/A 4,118 472 28,768 10,258 2023-03-22 $23.07 $18.00 47.3% 13.6% 43.4% 7.8% 45.1% 11.1% 1.0% 659.5K -27.9M -159.4K 0.35 60.97 N/A N/A 2,866 1,006 30,188 10,320 2023-03-23 $23.15 $18.00 50.1% 14.4% 42.6% 12.6% 49.9% 13.4% 0.4% 722.3K -28.6M -161.7K 0.47 61.11 N/A N/A 3,116 1,462 31,846 10,792 2023-03-24 $23.25 $18.50 48.6% 13.9% 38.8% 10.1% 49.5% 13.0% 1.3% 745.1K -29.5M -162.6K 1.77 48.91 N/A N/A 512 908 32,162 10,996 2023-03-27 $23.05 $18.50 46.0% 13.2% 38.9% 5.4% 43.9% 11.9% 1.6% 745.1K -27.9M -159.2K 0.79 44.63 N/A N/A 1,114 882 32,202 11,500 2023-03-28 $22.60 $19.00 46.2% 13.2% 39.8% 5.8% 43.5% 11.0% 2.1% 706.5K -25.3M -154.4K 0.21 17.01 N/A N/A 1,542 328 32,496 11,794 2023-03-29 $23.61 $19.00 43.4% 12.4% 41.3% 0.9% 45.8% 10.9% 2.7% 873.1K -31.8M -160.0K 0.80 13.70 N/A N/A 1,472 1,182 32,572 11,982 2023-03-30 $23.97 $19.00 42.0% 12.0% 41.2% 0.0% 44.3% 9.6% 3.4% 947.9K -35.2M -165.3K 0.90 36.74 N/A N/A 1,566 1,416 32,952 12,458 2023-03-31 $24.65 $19.50 41.8% 12.0% 40.5% 0.0% 44.2% 7.7% 3.1% 1.0M -40.5M -168.0K 0.76 31.33 N/A N/A 1,526 1,158 33,514 12,722
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