QLD Options History — October 2024 In October 2024, QLD traded between $48.78 and $52.75. ATM implied volatility averaged 41.7%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 12.4% (HV 20d: 29.3%). Max pain ranged from $47.50 to $50.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.64.
Notable Days 2024-10-09 : Highest Volume — 5,176 contracts2024-10-07 : Largest IV spike — 19.1% change2024-10-31 : Highest IV Rank — 46.3%2024-10-31 : Largest Expected Move — 15.1%Monthly Statistics Metric Avg Min Max Open Close Price $50.79 $48.78 $52.75 $48.95 $49.56 Max Pain $49.43 $47.50 $50.50 $47.50 $50.50 ATM IV 41.7% 34.8% 52.7% 39.1% 52.7% Expected Move 12.2% 10.8% 15.1% 11.2% 15.1% HV 20d 29.3% 25.9% 33.5% 33.0% 33.5% HV 60d 43.5% 35.1% 47.2% 46.9% 36.0% IV Rank 27.2% 15.0% 46.3% 22.6% 46.3% IV Percentile 83.2% 56.3% 97.2% 77.4% 97.2% Term Structure -2.1% -6.8% 4.2% 4.2% -6.8% VWIV 43.0% 38.2% 50.6% 39.7% 50.6% Skew 25d 12.3% 10.4% 18.6% 10.4% 13.0% Skew 10d 23.3% -1.4% 42.4% 21.1% 23.7% Call IV 25d 36.5% 30.4% 46.2% 34.6% 46.2% Put IV 25d 48.8% 43.7% 59.2% 44.9% 59.2% Bid-Ask Spread % 29.57 19.70 56.05 50.95 31.18 Gamma HHI 0.15 0.08 0.27 0.13 0.13 Net GEX 1.4M 459.1K 3.5M 547.1K 948.7K Net DEX -77.2M -99.8M -60.9M -62.7M -63.8M Net VEX -256.5K -279.2K -227.6K -259.3K -279.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.08 1.54 0.43 0.43 Total Volume 1,847.652 488 5,176 1,500 1,800 Total OI 41,604.348 33,390 51,372 37,796 42,640
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 2024-10-01 $48.95 $47.50 39.1% 11.2% 33.0% 22.6% 39.7% 10.4% 4.2% 547.1K -62.7M -259.3K 0.43 50.95 N/A N/A 1,048 452 24,434 13,362 2024-10-02 $49.28 $47.50 37.8% 10.8% 33.0% 20.3% 43.2% 10.5% 4.2% 572.1K -64.4M -258.9K 1.42 56.05 N/A N/A 612 872 24,612 13,646 2024-10-03 $48.78 $48.50 39.9% 12.7% 33.3% 24.0% 44.4% 14.6% -2.3% 459.1K -60.9M -262.1K 0.64 26.52 N/A N/A 354 226 24,910 14,296 2024-10-04 $50.06 $48.50 34.8% 12.0% 28.2% 15.0% 40.2% 12.5% -1.9% 678.1K -70.6M -259.4K 0.49 28.18 N/A N/A 746 364 24,938 14,380 2024-10-07 $48.91 $49.00 41.4% 13.0% 30.1% 26.6% 42.6% 14.6% -3.2% 589.8K -63.2M -252.0K 1.04 34.46 N/A N/A 350 364 25,798 14,502 2024-10-08 $50.55 $49.00 37.4% 12.1% 31.2% 19.6% 41.6% 13.3% -1.4% 1.1M -76.1M -249.2K 0.44 26.92 N/A N/A 554 246 25,932 14,734 2024-10-09 $51.24 $49.00 41.6% 11.9% 29.3% 27.0% 41.3% 12.1% -1.5% 1.3M -83.3M -243.0K 0.08 25.68 N/A N/A 4,802 374 26,062 14,806 2024-10-10 $51.08 $49.00 41.7% 12.0% 28.3% 27.2% 41.1% 13.0% -1.3% 2.4M -86.7M -250.0K 0.24 26.81 N/A N/A 1,052 252 30,282 14,976 2024-10-11 $51.44 $49.00 42.3% 12.1% 28.3% 28.1% 41.7% 12.6% -4.9% 2.9M -90.3M -243.1K 1.47 26.75 N/A N/A 596 878 30,576 15,062 2024-10-14 $52.27 $49.50 39.5% 11.3% 28.1% 23.3% 38.2% 11.1% -0.5% 3.5M -99.8M -227.6K 0.26 24.47 N/A N/A 1,656 430 30,510 15,652 2024-10-15 $50.55 $50.00 43.0% 12.3% 31.2% 29.3% 50.3% 13.2% -2.0% 1.9M -80.0M -239.4K 1.54 25.60 N/A N/A 1,400 2,162 30,978 15,838 2024-10-16 $50.72 $50.00 41.3% 11.8% 31.1% 26.4% 47.0% 12.3% -1.8% 2.2M -81.9M -239.5K 0.26 29.02 N/A N/A 3,548 912 31,328 17,446 2024-10-17 $50.94 $50.00 39.9% 11.4% 25.9% 24.0% 40.3% 11.4% -1.0% 2.2M -87.0M -257.7K 1.04 28.15 N/A N/A 748 780 32,528 18,310 2024-10-18 $51.41 $50.00 38.0% 10.9% 26.0% 20.6% 38.7% 10.5% 1.4% 1.8M -91.1M -255.3K 0.36 29.51 N/A N/A 1,402 508 32,790 18,582 2024-10-21 $51.44 $50.00 40.0% 11.5% 26.0% 24.1% 43.0% 10.9% -1.8% 840.5K -73.9M -262.9K 1.47 19.70 N/A N/A 988 1,448 23,002 10,388 2024-10-22 $51.83 $50.00 39.9% 11.4% 25.9% 24.1% 38.5% 11.3% -2.2% 830.0K -75.7M -260.5K 0.41 23.99 N/A N/A 360 148 23,680 11,728 2024-10-23 $50.15 $50.00 45.0% 12.9% 28.7% 32.9% 48.5% 12.3% -4.1% 661.6K -65.8M -264.0K 0.90 21.36 N/A N/A 1,186 1,072 23,952 11,808 2024-10-24 $50.98 $50.00 43.0% 12.3% 28.7% 29.4% 40.9% 12.0% -3.4% 758.3K -71.2M -264.2K 0.20 29.32 N/A N/A 490 96 24,390 12,696 2024-10-25 $51.65 $50.00 43.9% 12.6% 28.6% 31.0% 39.2% 18.6% -3.4% 887.1K -75.3M -263.3K 0.10 33.99 N/A N/A 3,598 364 24,662 12,754 2024-10-28 $51.69 $50.00 45.2% 13.0% 28.6% 33.3% 45.4% 11.2% -4.6% 1.5M -80.8M -267.4K 0.33 25.17 N/A N/A 592 194 27,774 12,882 2024-10-29 $52.75 $50.00 45.6% 13.1% 28.0% 33.9% 45.1% 10.9% -5.2% 1.7M -88.4M -268.0K 0.70 27.93 N/A N/A 1,168 816 28,004 12,886 2024-10-30 $51.91 $50.00 47.4% 13.6% 28.9% 37.1% 46.8% 10.6% -5.8% 1.6M -82.7M -273.8K 0.37 28.49 N/A N/A 356 132 28,876 13,508 2024-10-31 $49.56 $50.50 52.7% 15.1% 33.5% 46.3% 50.6% 13.0% -6.8% 948.7K -63.8M -279.2K 0.43 31.18 N/A N/A 1,256 544 29,038 13,602
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