QQQ Options History — June 2018

In June 2018, QQQ traded between $170.77 and $177.68. ATM implied volatility averaged 15.2%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 4.8% (HV 20d: 10.4%). Max pain ranged from $166.00 to $175.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.82.

Notable Days

2018-06-25: Highest Volume — 1,459,350 contracts
2018-06-25: Largest IV spike — 21.5% change
2018-06-27: Highest IV Rank — 52.2%
2018-06-27: Largest Expected Move — 5.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$174.57	$170.77	$177.68	$172.55	$172.02
Max Pain	$171.95	$166.00	$175.00	$166.00	$174.00
ATM IV	15.2%	12.5%	20.2%	12.6%	19.2%
Expected Move	4.4%	3.7%	5.7%	3.7%	5.3%
HV 20d	10.4%	8.0%	13.8%	11.9%	12.9%
HV 60d	19.8%	16.0%	22.3%	22.3%	16.0%
IV Rank	25.8%	11.0%	52.2%	11.5%	47.0%
IV Percentile	56.5%	25.8%	88.9%	27.8%	87.3%
Term Structure	0.3%	-0.1%	0.6%	0.1%	-0.1%
VWIV	17.0%	14.2%	22.3%	14.2%	20.3%
Skew 25d	5.4%	4.1%	7.7%	4.6%	6.7%
Skew 10d	11.0%	7.8%	14.5%	10.0%	12.5%
Call IV 25d	13.0%	10.9%	16.9%	10.9%	16.1%
Put IV 25d	18.4%	15.1%	24.4%	15.4%	22.7%
Bid-Ask Spread %	2.57	1.94	3.69	2.12	2.97
Gamma HHI	0.04	0.04	0.06	0.05	0.05
Net GEX	-552.4M	-2.07B	514.6M	430.7M	-1.61B
Net DEX	-4.41B	-16.69B	12.65B	-11.18B	8.01B
Net VEX	-108.0M	-130.1M	-87.2M	-89.3M	-129.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.82	1.20	2.89	1.20	2.89
Total Volume	853,003.095	545,201	1,459,350	805,552	914,346
Total OI	7,681,840.286	6,208,692	9,296,895	7,524,857	7,806,700

Daily Data (21 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
2018-06-01	$172.55	$166.00	12.6%	3.7%	11.9%	11.5%	14.2%	4.6%	0.1%	430.7M	-11.18B	-89.3M	1.20	2.12	N/A	N/A	365,863	439,689	2,320,629	5,204,228
2018-06-04	$174.26	$166.00	12.5%	3.8%	10.6%	11.0%	14.7%	4.3%	0.4%	277.7M	-11.96B	-87.2M	1.35	2.39	N/A	N/A	298,971	402,689	2,237,863	4,999,623
2018-06-05	$174.71	$168.00	12.7%	3.8%	10.5%	12.1%	15.5%	4.4%	0.4%	437.2M	-13.37B	-89.2M	1.73	2.12	N/A	N/A	263,531	454,651	2,355,830	5,181,612
2018-06-06	$175.48	$168.00	12.7%	3.9%	10.4%	12.3%	16.2%	4.2%	0.2%	392.0M	-14.06B	-90.6M	2.01	3.04	N/A	N/A	299,415	602,236	2,399,692	5,374,416
2018-06-07	$174.64	$170.00	13.5%	4.0%	10.2%	16.6%	16.5%	4.8%	0.3%	-184.6M	-10.85B	-98.6M	1.70	2.40	N/A	N/A	364,583	621,231	2,577,147	5,725,195
2018-06-08	$174.52	$170.00	13.5%	4.0%	9.8%	16.5%	17.1%	4.8%	0.3%	-335.6M	-9.74B	-100.9M	1.79	2.63	N/A	N/A	277,730	496,678	2,606,835	5,899,634
2018-06-11	$175.10	$171.00	13.9%	4.1%	9.8%	18.4%	16.0%	5.0%	0.3%	-140.7M	-10.65B	-99.6M	1.86	1.96	N/A	N/A	190,594	354,607	2,535,038	5,875,358
2018-06-12	$175.53	$171.00	13.4%	3.9%	9.8%	16.1%	15.4%	4.6%	0.3%	-10.0M	-11.94B	-100.3M	1.91	2.13	N/A	N/A	214,308	409,227	2,587,496	5,964,814
2018-06-13	$176.14	$172.00	14.0%	4.1%	8.0%	19.0%	15.0%	4.2%	0.3%	127.4M	-13.84B	-98.6M	1.38	2.93	N/A	N/A	391,243	541,471	2,628,976	6,070,974
2018-06-14	$177.68	$172.00	13.7%	4.0%	8.0%	17.4%	14.7%	4.1%	0.1%	514.6M	-16.69B	-99.6M	1.36	3.11	N/A	N/A	397,254	539,932	2,727,559	6,285,100
2018-06-15	$177.00	$173.00	13.3%	3.9%	8.1%	15.6%	15.4%	4.1%	0.5%	-96.9M	-14.58B	-105.4M	1.97	2.42	N/A	N/A	299,568	590,428	2,826,609	6,470,286
2018-06-18	$176.39	$174.00	14.7%	4.2%	8.0%	22.8%	16.3%	5.0%	0.4%	-423.0M	-2.46B	-106.8M	1.83	3.69	N/A	N/A	231,353	422,782	1,944,550	4,264,142
2018-06-19	$175.70	$174.00	15.3%	4.4%	8.3%	25.9%	16.2%	5.4%	0.5%	-841.4M	-380.8M	-111.4M	2.04	2.92	N/A	N/A	278,132	566,452	2,005,134	4,461,934
2018-06-20	$177.39	$174.00	14.5%	4.1%	8.7%	21.7%	15.6%	5.1%	0.6%	-156.4M	-4.45B	-112.9M	1.25	2.49	N/A	N/A	319,954	399,883	2,042,688	4,645,123
2018-06-21	$175.43	$175.00	16.8%	4.8%	9.9%	34.4%	17.5%	6.2%	0.4%	-995.7M	1.00B	-120.0M	2.30	2.60	N/A	N/A	326,275	751,024	2,114,789	4,743,502
2018-06-22	$175.54	$175.00	16.1%	4.6%	9.9%	30.4%	16.3%	6.0%	0.5%	-1.27B	1.35B	-121.7M	1.49	2.31	N/A	N/A	304,644	452,821	2,207,431	5,008,115
2018-06-25	$171.35	$175.00	19.6%	5.6%	13.5%	49.0%	20.8%	7.7%	-0.0%	-1.95B	12.04B	-123.7M	2.29	2.95	N/A	N/A	443,987	1,015,363	2,126,533	4,748,174
2018-06-26	$172.40	$175.00	18.4%	5.1%	13.5%	42.7%	19.1%	7.2%	0.2%	-1.77B	8.08B	-124.6M	1.70	1.94	N/A	N/A	333,523	566,050	2,269,112	4,948,347
2018-06-27	$170.77	$174.00	20.2%	5.7%	13.7%	52.2%	21.5%	7.5%	-0.0%	-2.07B	12.65B	-129.7M	1.87	2.57	N/A	N/A	330,169	618,159	2,386,994	5,083,337
2018-06-28	$171.40	$174.00	19.8%	5.5%	13.8%	50.0%	22.3%	7.4%	0.1%	-1.93B	10.34B	-130.1M	2.21	2.24	N/A	N/A	256,012	566,237	2,502,221	5,154,906
2018-06-29	$172.02	$174.00	19.2%	5.3%	12.9%	47.0%	20.3%	6.7%	-0.1%	-1.61B	8.01B	-129.0M	2.89	2.97	N/A	N/A	235,089	679,257	2,535,483	5,271,217