QQQ Options History — August 2018 In August 2018, QQQ traded between $177.17 and $186.75. ATM implied volatility averaged 13.7%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 1.5% (HV 20d: 12.2%). Max pain ranged from $174.00 to $178.00. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 2.12.
Notable Days 2018-08-02 : Highest Volume — 1,418,836 contracts2018-08-15 : Largest IV spike — 13.6% change2018-08-01 : Highest IV Rank — 31.6%2018-08-01 : Largest Expected Move — 4.7%Monthly Statistics Metric Avg Min Max Open Close Price $181.69 $177.17 $186.75 $177.17 $186.49 Max Pain $175.87 $174.00 $178.00 $176.00 $178.00 ATM IV 13.7% 12.3% 16.3% 16.3% 14.1% Expected Move 4.0% 3.6% 4.7% 4.7% 3.9% HV 20d 12.2% 9.2% 14.4% 14.3% 9.2% HV 60d 12.5% 12.2% 12.8% 12.6% 12.4% IV Rank 17.7% 10.1% 31.6% 31.6% 19.5% IV Percentile 40.2% 22.2% 69.4% 69.4% 45.6% Term Structure 0.3% -0.1% 0.8% -0.1% -0.1% VWIV 15.4% 13.9% 18.3% 18.3% 14.9% Skew 25d 4.8% 3.8% 6.1% 5.9% 4.4% Skew 10d 9.6% 7.3% 12.1% 11.5% 8.4% Call IV 25d 11.7% 10.5% 13.6% 13.6% 12.2% Put IV 25d 16.5% 14.6% 19.5% 19.5% 16.6% Bid-Ask Spread % 2.10 1.67 2.99 2.69 2.21 Gamma HHI 0.04 0.03 0.06 0.04 0.04 Net GEX -50.4M -1.99B 1.10B -1.99B 489.3M Net DEX -10.06B -20.56B 1.94B 1.94B -17.89B Net VEX -115.2M -133.0M -100.9M -133.0M -117.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.12 1.31 2.98 2.14 2.52 Total Volume 836,714.174 453,571 1,418,836 940,170 750,868 Total OI 8,469,213 7,397,034 9,245,118 8,508,019 9,044,125
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 2018-08-01 $177.17 $176.00 16.3% 4.7% 14.3% 31.6% 18.3% 5.9% -0.1% -1.99B 1.94B -133.0M 2.14 2.69 N/A N/A 299,844 640,326 2,755,030 5,752,989 2018-08-02 $179.47 $176.00 14.1% 3.9% 14.4% 19.9% 16.6% 4.8% 0.1% -559.9M -7.36B -122.1M 2.54 2.22 N/A N/A 400,754 1,018,082 2,822,573 5,924,739 2018-08-03 $179.91 $176.00 13.4% 3.6% 13.5% 16.2% 14.1% 4.7% 0.1% -202.7M -9.37B -121.6M 1.48 2.99 N/A N/A 325,820 481,742 2,915,294 6,165,924 2018-08-06 $181.12 $174.00 13.1% 4.0% 13.4% 14.4% 16.2% 4.5% 0.5% 324.1M -12.34B -113.6M 1.92 2.24 N/A N/A 239,275 458,928 2,764,448 5,615,833 2018-08-07 $181.78 $174.00 12.3% 3.8% 13.4% 10.1% 15.3% 4.1% 0.5% 802.4M -15.01B -110.2M 1.81 2.82 N/A N/A 240,216 433,710 2,828,642 5,719,766 2018-08-08 $182.22 $175.00 12.3% 3.8% 13.3% 10.2% 16.0% 4.2% 0.5% 852.2M -15.67B -110.2M 2.98 2.00 N/A N/A 195,059 581,998 2,891,648 5,799,799 2018-08-09 $182.14 $175.00 12.4% 3.8% 12.3% 10.8% 14.4% 4.1% 0.5% 911.9M -15.21B -112.4M 1.74 1.96 N/A N/A 205,153 356,618 2,929,761 5,949,720 2018-08-10 $180.47 $175.00 13.9% 4.2% 12.8% 18.6% 15.5% 5.1% 0.4% -481.1M -7.83B -120.5M 1.81 2.58 N/A N/A 309,802 562,271 2,981,951 6,065,430 2018-08-13 $180.63 $175.00 14.7% 4.3% 12.7% 22.8% 16.7% 5.7% 0.1% -478.9M -8.04B -118.2M 2.57 1.88 N/A N/A 209,610 537,860 2,883,236 5,755,170 2018-08-14 $181.60 $175.00 13.5% 3.9% 12.6% 16.4% 15.0% 5.0% 0.2% 103.9M -11.85B -113.1M 2.67 1.82 N/A N/A 208,611 557,601 2,906,909 5,855,720 2018-08-15 $179.26 $175.00 15.3% 4.6% 13.4% 26.3% 16.8% 6.1% 0.6% -1.25B -2.98B -120.8M 2.39 1.94 N/A N/A 386,214 923,580 2,948,933 5,904,939 2018-08-16 $179.87 $175.00 14.3% 4.2% 13.3% 21.0% 15.9% 5.5% 0.4% -914.4M -5.58B -121.5M 1.31 1.71 N/A N/A 307,386 401,828 3,004,141 6,073,407 2018-08-17 $180.00 $175.00 13.8% 4.1% 13.3% 18.2% 15.9% 5.5% 0.5% -579.4M -6.27B -120.0M 2.08 1.78 N/A N/A 326,762 679,898 3,053,108 6,192,010 2018-08-20 $179.89 $176.00 14.1% 4.1% 13.3% 19.8% 15.8% 5.3% 0.4% -939.3M -1.97B -119.1M 2.22 2.20 N/A N/A 140,777 312,794 2,436,017 4,961,017 2018-08-21 $180.55 $176.00 14.0% 4.0% 13.3% 19.3% 14.9% 4.8% 0.2% -646.7M -4.42B -116.9M 2.07 1.67 N/A N/A 219,253 454,101 2,478,609 5,066,235 2018-08-22 $181.22 $176.00 13.7% 3.9% 12.5% 17.4% 15.9% 4.8% 0.5% -304.7M -6.48B -114.3M 2.45 1.75 N/A N/A 172,043 421,644 2,554,057 5,158,682 2018-08-23 $180.89 $176.50 13.7% 3.9% 11.6% 17.4% 14.3% 4.8% 0.5% -575.4M -5.37B -115.1M 2.07 2.07 N/A N/A 232,550 481,972 2,574,376 5,250,098 2018-08-24 $182.48 $177.00 13.0% 3.7% 10.8% 14.0% 14.5% 4.4% 0.8% 595.9M -11.01B -108.5M 1.63 2.21 N/A N/A 348,803 568,798 2,628,620 5,394,110 2018-08-27 $184.13 $177.00 13.4% 3.7% 9.4% 16.2% 13.9% 4.4% 0.2% 853.9M -14.42B -103.9M 1.38 1.84 N/A N/A 344,953 476,793 2,574,920 5,198,077 2018-08-28 $184.62 $177.00 13.0% 3.6% 9.3% 14.0% 13.9% 4.2% 0.5% 1.00B -15.75B -104.4M 2.61 1.67 N/A N/A 206,213 537,750 2,678,947 5,379,220 2018-08-29 $186.75 $177.50 13.1% 3.7% 9.8% 14.6% 14.9% 3.8% 0.4% 1.10B -20.56B -100.9M 1.82 1.85 N/A N/A 429,614 780,563 2,697,843 5,571,698 2018-08-30 $186.16 $178.00 14.1% 3.9% 9.2% 19.7% 14.5% 4.3% 0.1% 720.5M -17.86B -111.8M 2.50 2.09 N/A N/A 307,651 768,338 2,820,722 5,863,406 2018-08-31 $186.49 $178.00 14.1% 3.9% 9.2% 19.5% 14.9% 4.4% -0.1% 489.3M -17.89B -117.2M 2.52 2.21 N/A N/A 213,572 537,296 2,878,345 6,165,780
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