QLD Options History — August 2024 In August 2024, QLD traded between $40.35 and $49.47. ATM implied volatility averaged 46.5%, placing in the 39.9% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded below realized volatility by 11.7% (HV 20d: 58.3%). Max pain ranged from $44.00 to $49.50. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.64.
Notable Days 2024-08-15 : Highest Volume — 6,512 contracts2024-08-05 : Largest IV spike — 39.3% change2024-08-02 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 18.7%Monthly Statistics Metric Avg Min Max Open Close Price $46.04 $40.35 $49.47 $45.16 $47.87 Max Pain $46.91 $44.00 $49.50 $49.50 $47.50 ATM IV 46.5% 34.0% 83.5% 48.9% 34.0% Expected Move 12.4% 9.7% 18.7% 14.0% 9.7% HV 20d 58.3% 46.4% 64.7% 51.5% 46.4% HV 60d 41.9% 35.1% 43.9% 35.1% 43.2% IV Rank 39.9% 13.7% 100.0% 93.3% 13.7% IV Percentile 82.2% 54.4% 100.0% 99.6% 54.4% Term Structure -2.2% -6.5% 0.1% -2.4% -0.0% VWIV 42.4% 33.9% 60.8% 50.1% 33.9% Skew 25d 10.9% 5.8% 24.0% 8.2% 7.8% Skew 10d 19.1% 12.2% 31.1% 16.9% 14.5% Call IV 25d 37.8% 31.1% 52.7% 46.7% 31.1% Put IV 25d 48.7% 37.6% 76.7% 54.9% 38.9% Bid-Ask Spread % 34.84 25.47 48.27 43.99 43.73 Gamma HHI 0.14 0.08 0.36 0.18 0.12 Net GEX 513.9K -659.2K 1.1M 51.8K 988.7K Net DEX -44.5M -73.1M -6.9M -29.1M -59.3M Net VEX -268.3K -289.7K -246.1K -254.6K -272.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.12 2.41 0.74 0.41 Total Volume 2,190.364 370 6,512 1,814 370 Total OI 41,993.364 38,006 51,072 38,006 42,456
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 2024-08-01 $45.16 $49.50 48.9% 14.0% 51.5% 93.3% 50.1% 8.2% -2.4% 51.8K -29.1M -254.6K 0.74 43.99 N/A N/A 1,040 774 24,210 13,796 2024-08-02 $43.05 $49.00 59.9% 17.2% 51.9% 100.0% 57.1% 18.3% -6.5% 35.0K -16.5M -255.5K 0.79 48.27 N/A N/A 1,396 1,108 24,616 14,262 2024-08-05 $40.35 $46.00 83.5% 18.7% 55.1% 100.0% 60.8% 24.0% -3.0% 151.9K -6.9M -246.1K 0.60 39.98 N/A N/A 1,810 1,082 25,288 14,918 2024-08-06 $42.10 $45.00 63.3% 15.3% 58.4% 64.9% 51.5% 16.0% -3.7% 121.4K -13.5M -248.3K 0.55 40.69 N/A N/A 1,464 810 25,866 15,158 2024-08-07 $40.97 $45.00 65.2% 15.9% 57.2% 68.2% 53.8% 18.1% -2.3% 204.4K -12.2M -250.0K 0.89 39.94 N/A N/A 894 796 26,380 14,812 2024-08-08 $42.90 $44.50 58.3% 14.3% 60.2% 56.1% 49.4% 15.9% -3.5% 235.0K -19.6M -251.2K 0.34 34.02 N/A N/A 1,314 444 26,702 15,076 2024-08-09 $43.47 $44.00 46.3% 13.2% 60.2% 35.1% 43.5% 12.5% -1.3% 286.5K -22.2M -252.9K 0.39 35.13 N/A N/A 840 330 27,196 15,172 2024-08-12 $43.41 $44.00 56.3% 13.0% 60.2% 52.6% 41.5% 11.2% -2.0% 355.5K -22.5M -247.1K 2.41 33.75 N/A N/A 1,572 3,784 27,580 15,276 2024-08-13 $45.66 $47.50 57.3% 12.2% 63.9% 54.4% 40.0% 11.0% -1.9% -74.2K -35.0M -267.6K 1.79 29.91 N/A N/A 2,046 3,656 27,996 16,796 2024-08-14 $45.66 $47.50 38.5% 11.0% 61.5% 21.6% 39.2% 9.4% -0.6% 40.2K -34.5M -269.8K 1.02 32.08 N/A N/A 1,084 1,104 28,880 17,698 2024-08-15 $48.08 $47.50 36.0% 10.3% 64.7% 17.3% 34.0% 6.9% 0.1% -659.2K -64.8M -264.2K 0.16 26.22 N/A N/A 5,594 918 29,346 18,260 2024-08-16 $48.09 $47.50 35.5% 10.2% 64.3% 16.4% 34.8% 6.8% -1.1% 894.3K -73.1M -276.7K 0.27 30.51 N/A N/A 2,044 544 32,550 18,522 2024-08-19 $49.02 $47.50 34.9% 10.0% 63.6% 15.3% 35.4% 5.8% -1.7% 942.8K -66.4M -278.2K 0.49 28.40 N/A N/A 1,574 776 25,266 12,912 2024-08-20 $49.30 $47.50 35.6% 10.2% 63.6% 16.6% 36.7% 6.7% 0.1% 1.0M -70.2M -288.6K 0.12 31.38 N/A N/A 1,114 134 26,160 13,480 2024-08-21 $49.47 $47.50 37.0% 10.6% 58.3% 19.0% 37.3% 8.1% -0.9% 1.1M -71.6M -289.7K 0.40 25.47 N/A N/A 562 226 26,542 13,530 2024-08-22 $48.02 $47.50 40.3% 11.5% 59.0% 24.6% 38.7% 9.4% -1.7% 905.1K -61.1M -288.0K 0.42 28.71 N/A N/A 1,230 518 26,518 13,618 2024-08-23 $48.88 $47.50 38.6% 11.1% 59.3% 21.7% 39.1% 8.1% -4.6% 1.1M -66.9M -285.2K 0.93 32.84 N/A N/A 566 528 26,818 13,776 2024-08-26 $48.01 $47.50 38.6% 11.1% 59.7% 21.8% 38.5% 8.1% -1.3% 934.9K -60.6M -281.9K 0.29 34.21 N/A N/A 952 272 27,086 14,094 2024-08-27 $48.45 $47.50 37.8% 10.8% 58.3% 20.3% 38.7% 7.9% -0.8% 1.0M -63.9M -279.9K 0.31 34.28 N/A N/A 332 104 27,170 14,298 2024-08-28 $47.48 $47.50 40.2% 11.5% 54.6% 24.5% 40.0% 9.7% -6.5% 824.2K -54.9M -282.5K 0.43 33.06 N/A N/A 886 384 27,290 14,412 2024-08-29 $47.40 $47.50 37.3% 10.7% 50.0% 19.5% 38.4% 8.8% -1.9% 843.8K -54.4M -272.5K 0.23 39.86 N/A N/A 988 224 27,548 14,524 2024-08-30 $47.87 $47.50 34.0% 9.7% 46.4% 13.7% 33.9% 7.8% -0.0% 988.7K -59.3M -272.4K 0.41 43.73 N/A N/A 262 108 27,842 14,614
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