QLD Options History — April 2024 In April 2024, QLD traded between $37.73 and $44.05. ATM implied volatility averaged 37.2%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 7.1% (HV 20d: 30.2%). Max pain ranged from $40.00 to $44.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.72.
Notable Days 2024-04-19 : Highest Volume — 7,076 contracts2024-04-02 : Largest IV spike — 11.8% change2024-04-19 : Highest IV Rank — 63.3%2024-04-19 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $41.42 $37.73 $44.05 $43.84 $40.22 Max Pain $41.91 $40.00 $44.00 $40.00 $40.00 ATM IV 37.2% 29.8% 43.8% 29.8% 39.1% Expected Move 10.6% 8.5% 12.6% 8.5% 11.2% HV 20d 30.2% 21.4% 39.2% 30.4% 39.2% HV 60d 34.0% 32.3% 36.2% 32.5% 35.1% IV Rank 38.4% 10.3% 63.3% 10.3% 45.3% IV Percentile 64.7% 8.7% 94.4% 8.7% 79.8% Term Structure -0.6% -3.0% 3.3% 3.3% -2.6% VWIV 36.9% 30.7% 42.7% 30.7% 38.6% Skew 25d 7.2% 5.5% 9.4% 5.9% 5.5% Skew 10d 14.5% 10.7% 17.9% 10.7% 11.6% Call IV 25d 33.6% 28.6% 39.4% 28.6% 35.9% Put IV 25d 40.8% 34.5% 47.6% 34.5% 41.4% Bid-Ask Spread % 37.21 25.31 51.32 42.44 32.63 Gamma HHI 0.16 0.08 0.24 0.24 0.18 Net GEX 403.5K -110.6K 1.1M 1.0M -15.2K Net DEX -43.0M -68.9M -9.9M -67.2M -28.0M Net VEX -238.7K -251.3K -222.9K -230.6K -250.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.12 2.96 0.12 0.68 Total Volume 2,474.818 852 7,076 1,396 2,432 Total OI 41,657.545 31,962 47,838 40,990 38,366
Daily Data (22 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 2024-04-01 $43.84 $40.00 29.8% 8.5% 30.4% 10.3% 30.7% 5.9% 3.3% 1.0M -67.2M -230.6K 0.12 42.44 N/A N/A 1,248 148 26,182 14,808 2024-04-02 $43.14 $40.00 33.3% 9.5% 30.8% 23.5% 32.4% 6.5% 1.2% 895.3K -61.0M -236.5K 0.81 43.21 N/A N/A 1,168 944 26,550 14,956 2024-04-03 $43.33 $40.00 33.5% 9.6% 26.2% 24.5% 33.1% 6.2% 0.2% 929.9K -62.7M -233.7K 0.75 48.35 N/A N/A 748 562 26,652 15,182 2024-04-04 $42.17 $44.00 36.8% 10.5% 27.2% 36.6% 38.7% 7.2% -1.4% 579.5K -52.0M -240.3K 0.34 36.65 N/A N/A 2,022 678 26,758 15,724 2024-04-05 $42.98 $43.50 35.8% 10.3% 25.6% 33.1% 32.6% 7.1% -3.0% 853.3K -59.7M -234.8K 0.17 27.82 N/A N/A 2,128 366 27,308 15,864 2024-04-08 $43.03 $43.50 35.8% 10.0% 23.4% 32.8% 34.8% 7.2% 1.6% 738.9K -60.3M -230.5K 0.31 26.62 N/A N/A 648 204 27,034 16,042 2024-04-09 $43.05 $43.50 36.1% 9.9% 23.2% 34.2% 34.3% 7.3% 0.2% 704.3K -60.0M -230.6K 0.57 32.96 N/A N/A 680 386 27,196 16,122 2024-04-10 $42.56 $43.50 35.5% 10.2% 21.4% 32.0% 33.9% 7.5% 1.6% 584.6K -57.1M -224.8K 1.03 31.91 N/A N/A 2,086 2,150 27,470 16,424 2024-04-11 $44.05 $43.50 34.2% 9.8% 24.1% 26.8% 33.7% 7.4% -0.0% 1.1M -68.9M -239.4K 0.51 25.31 N/A N/A 844 430 28,136 17,528 2024-04-12 $42.53 $43.50 37.3% 10.7% 27.0% 38.8% 38.7% 8.0% -1.1% 549.9K -55.5M -244.9K 0.48 27.29 N/A N/A 838 402 28,578 17,680 2024-04-15 $41.05 $43.00 41.2% 11.8% 29.2% 53.6% 40.1% 9.4% -1.1% 107.4K -41.0M -235.9K 0.66 31.85 N/A N/A 1,798 1,186 28,538 17,800 2024-04-16 $41.23 $42.50 39.8% 11.4% 27.9% 48.3% 39.3% 8.5% -1.7% 24.8K -45.0M -233.5K 0.71 39.14 N/A N/A 1,022 726 28,400 17,664 2024-04-17 $40.20 $43.00 40.3% 11.5% 29.1% 49.9% 40.0% 8.5% -2.3% -110.6K -33.5M -234.3K 0.36 38.47 N/A N/A 3,094 1,128 28,748 17,734 2024-04-18 $39.70 $42.50 40.8% 11.7% 27.7% 52.1% 42.7% 7.8% -1.1% 5.7K -28.9M -238.1K 0.82 42.72 N/A N/A 2,332 1,924 29,624 17,868 2024-04-19 $37.73 $42.50 43.8% 12.6% 31.3% 63.3% 42.5% 8.2% -2.2% 591.1K -9.9M -222.9K 2.96 51.32 N/A N/A 1,786 5,290 29,428 18,410 2024-04-22 $38.73 $41.00 40.3% 11.5% 33.5% 49.9% 37.7% 7.5% -1.6% -71.5K -17.9M -240.4K 1.11 46.93 N/A N/A 1,938 2,148 19,102 12,860 2024-04-23 $39.90 $41.00 37.1% 10.6% 35.9% 38.0% 37.5% 6.4% -0.2% 23.1K -24.1M -248.4K 0.51 40.03 N/A N/A 1,344 692 19,792 14,318 2024-04-24 $40.11 $40.50 37.4% 10.7% 36.1% 39.1% 36.1% 6.3% -1.3% 58.9K -26.3M -251.3K 0.23 39.07 N/A N/A 1,520 348 20,456 14,798 2024-04-25 $39.58 $40.50 38.8% 11.1% 36.1% 44.2% 40.6% 6.6% -1.3% -1.6K -22.8M -251.3K 1.40 42.47 N/A N/A 762 1,064 20,768 15,076 2024-04-26 $41.03 $40.50 35.3% 10.1% 39.0% 31.2% 35.4% 5.9% -0.2% 131.7K -32.5M -248.4K 0.33 33.05 N/A N/A 1,348 450 20,806 16,074 2024-04-29 $41.03 $40.00 36.8% 10.5% 39.0% 36.6% 38.1% 6.7% -1.2% 202.0K -32.4M -250.7K 0.97 38.35 N/A N/A 728 706 21,372 16,270 2024-04-30 $40.22 $40.00 39.1% 11.2% 39.2% 45.3% 38.6% 5.5% -2.6% -15.2K -28.0M -250.7K 0.68 32.63 N/A N/A 1,444 988 21,768 16,598
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