QQQ Options History — October 2018

In October 2018, QQQ traded between $160.78 and $185.91. ATM implied volatility averaged 22.9%, placing in the 65.2% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 3.0% (HV 20d: 19.9%). Max pain ranged from $175.00 to $185.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 1.80.

Notable Days

2018-10-11: Highest Volume — 2,204,808 contracts
2018-10-10: Largest IV spike — 26.2% change
2018-10-29: Highest IV Rank — 100.0%
2018-10-29: Largest Expected Move — 10.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$174.83	$160.78	$185.91	$185.82	$170.44
Max Pain	$179.61	$175.00	$185.00	$184.00	$175.00
ATM IV	22.9%	14.9%	31.9%	14.9%	25.5%
Expected Move	6.8%	3.9%	10.5%	3.9%	8.4%
HV 20d	19.9%	9.9%	33.7%	11.1%	33.7%
HV 60d	15.1%	11.2%	21.1%	11.3%	21.1%
IV Rank	65.2%	24.1%	100.0%	24.1%	70.5%
IV Percentile	88.4%	52.8%	100.0%	52.8%	94.4%
Term Structure	-0.5%	-1.6%	0.7%	0.6%	-0.5%
VWIV	24.5%	14.7%	35.4%	14.7%	31.7%
Skew 25d	7.9%	5.4%	10.0%	5.5%	8.1%
Skew 10d	14.7%	11.0%	18.6%	11.1%	15.0%
Call IV 25d	19.2%	12.8%	26.7%	12.8%	21.7%
Put IV 25d	27.0%	18.4%	36.7%	18.4%	29.8%
Bid-Ask Spread %	3.19	1.70	8.48	1.70	1.97
Gamma HHI	0.04	0.03	0.05	0.03	0.04
Net GEX	-1.98B	-2.96B	-436.9M	-436.9M	-1.35B
Net DEX	19.60B	-3.84B	40.09B	-3.84B	16.95B
Net VEX	-140.3M	-151.5M	-120.9M	-121.4M	-151.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.80	1.24	2.54	2.02	2.06
Total Volume	1,303,107.696	698,195	2,204,808	737,238	1,333,618
Total OI	8,537,345.174	7,312,043	9,840,198	7,312,043	9,074,750

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
2018-10-01	$185.82	$184.00	14.9%	3.9%	11.1%	24.1%	14.7%	5.5%	0.6%	-436.9M	-3.84B	-121.4M	2.02	1.70	N/A	N/A	243,976	493,262	2,134,109	5,177,934
2018-10-02	$185.78	$184.00	15.1%	3.9%	11.1%	24.8%	15.5%	5.5%	0.7%	-493.3M	-3.78B	-120.9M	2.54	1.75	N/A	N/A	199,378	507,399	2,237,726	5,330,193
2018-10-03	$185.91	$184.00	15.3%	4.0%	9.9%	25.9%	15.4%	5.4%	0.7%	-603.1M	-3.50B	-122.1M	2.26	1.85	N/A	N/A	214,474	483,721	2,258,266	5,461,072
2018-10-04	$181.96	$185.00	18.2%	5.3%	12.3%	41.5%	19.5%	6.8%	0.4%	-2.28B	10.49B	-135.2M	2.01	3.02	N/A	N/A	589,083	1,181,958	2,327,560	5,583,692
2018-10-05	$180.15	$184.00	20.0%	5.7%	12.8%	51.1%	20.5%	7.5%	0.3%	-2.81B	16.57B	-140.7M	2.25	3.32	N/A	N/A	533,993	1,200,020	2,495,290	5,891,593
2018-10-08	$179.34	$184.00	20.3%	5.8%	12.8%	52.8%	21.4%	7.5%	-0.0%	-2.52B	15.88B	-138.1M	2.04	2.84	N/A	N/A	396,243	806,444	2,342,331	5,578,062
2018-10-09	$179.66	$183.00	20.1%	5.6%	12.4%	51.6%	21.6%	7.4%	-0.5%	-2.49B	14.46B	-139.1M	1.63	2.57	N/A	N/A	315,792	514,127	2,485,806	5,749,793
2018-10-10	$172.75	$183.00	25.3%	7.0%	18.4%	79.7%	23.1%	8.7%	-0.9%	-2.96B	34.29B	-141.6M	1.74	4.45	N/A	N/A	731,364	1,274,816	2,581,679	5,825,668
2018-10-11	$170.54	$180.00	25.8%	7.1%	18.3%	82.2%	24.9%	9.1%	-1.0%	-2.89B	38.61B	-142.3M	1.85	8.48	N/A	N/A	774,593	1,430,215	2,856,145	5,986,805
2018-10-12	$173.85	$180.00	23.3%	6.5%	20.0%	69.0%	24.6%	8.2%	-0.8%	-2.56B	27.21B	-145.7M	1.76	5.99	N/A	N/A	574,469	1,008,890	3,133,967	6,089,203
2018-10-15	$173.06	$180.00	24.1%	6.9%	19.5%	73.5%	23.8%	8.4%	-1.1%	-2.48B	26.95B	-142.2M	1.73	3.04	N/A	N/A	439,143	757,627	2,969,134	5,882,038
2018-10-16	$177.15	$178.00	21.4%	6.1%	21.2%	58.7%	23.4%	7.6%	-0.8%	-1.80B	12.17B	-144.0M	1.27	2.23	N/A	N/A	495,127	630,409	3,189,203	5,974,628
2018-10-17	$177.15	$178.00	21.8%	6.3%	21.2%	61.0%	23.1%	7.6%	-1.0%	-1.83B	12.17B	-145.2M	1.71	2.32	N/A	N/A	404,955	692,857	3,292,455	6,112,949
2018-10-18	$173.54	$178.00	24.2%	7.0%	21.7%	73.7%	24.8%	8.2%	-0.8%	-2.58B	25.61B	-146.3M	1.75	3.49	N/A	N/A	502,681	878,260	3,381,270	6,235,937
2018-10-19	$173.44	$178.00	23.8%	7.0%	21.6%	71.4%	25.1%	8.0%	-1.6%	-2.23B	24.71B	-145.6M	2.02	2.64	N/A	N/A	439,624	888,148	3,523,999	6,316,199
2018-10-22	$174.52	$177.00	22.7%	6.8%	21.8%	65.7%	25.2%	7.8%	-0.3%	-1.55B	14.93B	-143.1M	1.83	1.85	N/A	N/A	289,339	528,376	2,639,806	5,138,390
2018-10-23	$173.55	$177.00	23.4%	7.1%	21.8%	69.3%	25.6%	7.9%	-0.5%	-1.66B	17.02B	-143.8M	1.77	2.77	N/A	N/A	484,575	857,998	2,734,540	5,236,278
2018-10-24	$168.22	$177.00	27.3%	8.4%	23.8%	90.3%	29.2%	8.8%	-0.8%	-2.04B	29.69B	-144.0M	1.41	3.32	N/A	N/A	485,757	683,193	2,875,204	5,424,553
2018-10-25	$171.60	$176.00	25.6%	8.0%	25.2%	81.4%	29.0%	8.6%	-0.8%	-1.65B	19.64B	-150.0M	1.41	2.69	N/A	N/A	602,881	848,414	3,072,437	5,551,578
2018-10-26	$166.59	$176.00	28.7%	9.1%	26.7%	98.2%	31.6%	9.2%	-1.1%	-2.55B	33.16B	-146.7M	1.76	4.01	N/A	N/A	631,895	1,112,132	3,260,866	5,728,337
2018-10-29	$160.78	$175.00	31.9%	10.5%	28.6%	100.0%	35.4%	10.0%	-1.0%	-1.84B	40.09B	-132.9M	1.45	3.91	N/A	N/A	557,904	809,150	3,001,577	5,395,763
2018-10-30	$165.31	$175.00	28.4%	9.4%	31.2%	84.1%	33.5%	9.2%	-0.7%	-1.86B	31.31B	-144.6M	1.24	3.14	N/A	N/A	510,859	632,338	3,214,537	5,605,617
2018-10-31	$170.44	$175.00	25.5%	8.4%	33.7%	70.5%	31.7%	8.1%	-0.5%	-1.35B	16.95B	-151.5M	2.06	1.97	N/A	N/A	435,668	897,950	3,376,588	5,698,162