QLD Options History — July 2024 In July 2024, QLD traded between $45.09 and $54.87. ATM implied volatility averaged 35.3%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 4.5% (HV 20d: 30.8%). Max pain ranged from $47.50 to $52.50. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.68.
Notable Days 2024-07-17 : Highest Volume — 7,004 contracts2024-07-24 : Largest IV spike — 18.7% change2024-07-30 : Highest IV Rank — 88.5%2024-07-30 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $50.45 $45.09 $54.87 $50.33 $47.94 Max Pain $50.52 $47.50 $52.50 $47.50 $49.50 ATM IV 35.3% 26.1% 47.7% 26.9% 44.2% Expected Move 10.2% 7.5% 13.7% 7.7% 12.7% HV 20d 30.8% 21.0% 48.2% 22.2% 48.2% HV 60d 29.2% 27.4% 32.9% 29.2% 32.9% IV Rank 37.9% 0.0% 88.5% 3.0% 74.3% IV Percentile 51.8% 0.0% 98.8% 0.4% 93.7% Term Structure -0.1% -5.2% 3.1% 2.5% -3.5% VWIV 35.7% 26.3% 45.5% 28.0% 41.9% Skew 25d 6.2% 3.7% 11.2% 4.5% 7.1% Skew 10d 11.4% 7.1% 17.6% 10.0% 12.9% Call IV 25d 32.8% 24.3% 43.7% 25.1% 40.2% Put IV 25d 39.1% 28.2% 54.9% 29.6% 47.2% Bid-Ask Spread % 26.13 11.88 51.32 28.45 51.32 Gamma HHI 0.15 0.08 0.22 0.09 0.17 Net GEX 763.1K -435.0K 2.4M 627.5K 137.8K Net DEX -69.9M -106.1M -26.3M -74.8M -45.5M Net VEX -223.7K -257.5K -190.1K -205.5K -253.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.12 2.34 0.99 0.12 Total Volume 2,050.455 506 7,004 674 3,674 Total OI 37,205.818 33,076 46,076 33,218 36,912
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 2024-07-01 $50.33 $47.50 26.9% 7.7% 22.2% 3.0% 28.0% 4.5% 2.5% 627.5K -74.8M -205.5K 0.99 28.45 N/A N/A 338 336 21,754 11,464 2024-07-02 $51.37 $47.50 26.1% 7.5% 22.7% 0.0% 26.6% 3.9% 2.9% 826.5K -81.1M -208.4K 1.03 27.27 N/A N/A 444 458 21,856 11,468 2024-07-03 $52.17 $47.50 26.8% 7.7% 22.8% 2.7% 26.3% 3.8% 2.8% 906.4K -85.9M -196.6K 0.12 30.58 N/A N/A 2,208 266 21,892 11,606 2024-07-05 $53.53 $50.00 26.7% 8.6% 21.1% 2.3% 31.7% 4.9% -0.4% 1.6M -99.1M -196.6K 1.01 11.88 N/A N/A 650 656 23,660 11,792 2024-07-08 $53.58 $52.50 28.0% 8.7% 21.1% 7.8% 32.5% 4.0% 3.1% 1.6M -99.7M -190.1K 0.61 14.65 N/A N/A 1,490 908 23,774 12,134 2024-07-09 $53.72 $51.50 28.1% 8.7% 21.0% 8.2% 30.3% 4.2% 2.2% 1.7M -100.8M -198.1K 0.16 14.08 N/A N/A 1,082 178 24,256 12,786 2024-07-10 $54.87 $51.50 30.6% 8.8% 21.6% 18.2% 32.4% 4.3% 3.1% 1.4M -106.1M -205.7K 0.98 15.36 N/A N/A 818 800 24,492 12,844 2024-07-11 $52.67 $51.50 31.8% 9.1% 27.5% 23.1% 33.1% 5.2% 1.7% 1.7M -91.3M -203.4K 1.91 12.41 N/A N/A 1,254 2,394 24,690 13,344 2024-07-12 $53.30 $51.50 30.3% 8.7% 26.6% 17.0% 30.7% 4.2% 2.8% 1.8M -97.4M -202.6K 1.04 14.92 N/A N/A 702 730 25,024 14,552 2024-07-15 $53.23 $51.50 31.9% 9.1% 26.3% 23.7% 32.2% 3.7% 2.5% 2.0M -97.5M -203.5K 0.69 14.63 N/A N/A 928 636 25,198 14,434 2024-07-16 $53.23 $52.50 32.0% 9.2% 26.4% 24.0% 33.0% 4.0% 2.2% 2.4M -97.7M -215.9K 0.38 17.91 N/A N/A 680 260 26,344 14,710 2024-07-17 $50.42 $52.00 36.1% 10.3% 31.3% 40.9% 38.4% 6.8% 0.0% 691.8K -71.3M -215.6K 2.34 21.38 N/A N/A 2,094 4,910 26,570 14,702 2024-07-18 $49.84 $51.50 36.8% 10.5% 31.5% 43.6% 38.1% 7.8% 0.4% -435.0K -60.2M -239.2K 0.64 24.48 N/A N/A 1,826 1,172 27,106 18,206 2024-07-19 $48.83 $51.00 39.3% 11.3% 32.1% 53.9% 39.0% 8.9% 1.9% -264.0K -50.4M -239.6K 0.69 21.72 N/A N/A 1,388 954 27,396 18,680 2024-07-22 $50.39 $51.00 37.0% 10.6% 34.1% 44.4% 36.1% 7.2% 0.1% 173.8K -56.8M -236.0K 0.16 28.36 N/A N/A 1,106 178 20,560 12,516 2024-07-23 $50.01 $51.00 37.8% 10.8% 33.4% 48.0% 37.0% 5.7% -2.8% 240.0K -56.4M -239.5K 0.15 27.79 N/A N/A 478 74 21,236 12,594 2024-07-24 $46.67 $50.50 44.9% 12.9% 41.1% 77.1% 42.6% 9.3% -4.7% -63.5K -36.3M -250.7K 0.32 34.86 N/A N/A 3,826 1,220 21,448 12,610 2024-07-25 $45.95 $50.00 45.2% 13.0% 41.2% 78.5% 44.1% 10.8% -4.3% -45.1K -33.2M -255.8K 0.43 38.08 N/A N/A 856 372 22,174 13,108 2024-07-26 $46.20 $50.00 44.6% 12.8% 41.2% 75.8% 41.7% 8.2% -5.2% -77.0K -33.9M -257.5K 0.51 40.13 N/A N/A 856 438 22,408 13,238 2024-07-29 $46.63 $50.00 45.0% 12.9% 41.5% 77.7% 45.5% 7.5% -4.5% -37.7K -36.9M -255.2K 0.44 41.61 N/A N/A 352 154 22,940 13,460 2024-07-30 $45.09 $50.00 47.7% 13.7% 42.8% 88.5% 45.2% 11.2% -4.9% -75.6K -26.3M -252.4K 0.31 43.05 N/A N/A 736 230 23,034 13,556 2024-07-31 $47.94 $49.50 44.2% 12.7% 48.2% 74.3% 41.9% 7.1% -3.5% 137.8K -45.5M -253.2K 0.12 51.32 N/A N/A 3,278 396 23,262 13,650
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