QQQ Options History — January 2019 In January 2019, QQQ traded between $150.25 and $167.92. ATM implied volatility averaged 23.4%, placing in the 47.0% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded below realized volatility by 6.7% (HV 20d: 30.1%). Max pain ranged from $155.00 to $164.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.51.
Notable Days 2019-01-04 : Highest Volume — 1,162,997 contracts2019-01-22 : Largest IV spike — 14.2% change2019-01-03 : Highest IV Rank — 79.2%2019-01-03 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $161.14 $150.25 $167.92 $154.43 $167.92 Max Pain $158.00 $155.00 $164.00 $161.00 $164.00 ATM IV 23.4% 18.9% 30.9% 29.5% 18.9% Expected Move 6.8% 5.5% 8.8% 8.6% 5.5% HV 20d 30.1% 21.4% 35.1% 31.8% 24.3% HV 60d 30.3% 27.8% 32.3% 30.7% 28.2% IV Rank 47.0% 27.7% 79.2% 73.4% 27.7% IV Percentile 74.1% 52.4% 97.6% 96.8% 52.4% Term Structure -0.1% -0.7% 0.4% -0.0% 0.2% VWIV 24.9% 21.0% 30.7% 30.7% 21.3% Skew 25d 7.0% 5.0% 8.6% 8.5% 5.0% Skew 10d 13.2% 9.7% 15.8% 15.8% 9.7% Call IV 25d 20.0% 16.4% 26.4% 25.4% 16.4% Put IV 25d 27.0% 21.4% 35.1% 33.9% 21.4% Bid-Ask Spread % 2.32 1.88 3.37 2.67 2.23 Gamma HHI 0.04 0.03 0.05 0.04 0.04 Net GEX -339.0M -987.8M 717.0M -786.7M 717.0M Net DEX 3.05B -8.28B 20.25B 14.19B -8.28B Net VEX -88.2M -97.2M -78.4M -83.2M -95.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.51 0.54 2.25 1.44 1.44 Total Volume 715,280.905 180,452 1,162,997 621,424 978,338 Total OI 6,372,424.048 5,021,535 7,791,120 6,235,601 6,022,866
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 2019-01-02 $154.43 $161.00 29.5% 8.6% 31.8% 73.4% 30.7% 8.5% -0.0% -786.7M 14.19B -83.2M 1.44 2.67 N/A N/A 254,792 366,632 2,559,731 3,675,870 2019-01-03 $150.25 $155.00 30.9% 8.8% 31.0% 79.2% 29.3% 8.6% -0.2% -987.8M 20.25B -78.4M 1.67 3.37 N/A N/A 289,369 483,011 2,656,196 3,744,041 2019-01-04 $156.17 $155.00 27.2% 7.8% 34.6% 64.1% 26.9% 7.8% 0.2% -619.9M 9.77B -83.4M 1.45 3.27 N/A N/A 474,651 688,346 2,690,362 3,788,267 2019-01-07 $158.39 $155.00 26.7% 7.8% 35.1% 61.3% 26.5% 7.9% 0.3% -571.5M 6.67B -84.0M 1.31 2.49 N/A N/A 88,603 115,969 2,681,566 3,705,737 2019-01-08 $159.46 $155.00 26.1% 7.6% 34.7% 58.3% 27.8% 7.7% 0.3% -514.3M 4.78B -84.8M 1.85 2.31 N/A N/A 224,983 415,888 2,754,835 3,787,850 2019-01-09 $160.68 $155.00 25.0% 7.1% 34.8% 53.6% 27.5% 7.5% -0.1% -452.9M 2.73B -84.9M 2.25 2.20 N/A N/A 237,173 533,558 2,803,721 3,904,080 2019-01-10 $161.33 $155.00 24.4% 7.1% 34.8% 51.0% 26.2% 7.3% 0.4% -487.9M 1.99B -86.5M 1.92 2.11 N/A N/A 222,291 425,911 2,848,033 4,095,443 2019-01-11 $160.78 $156.00 23.3% 6.7% 34.5% 46.3% 24.9% 6.9% 0.4% -284.7M 3.04B -85.8M 1.79 1.88 N/A N/A 234,845 419,993 2,919,098 4,139,564 2019-01-14 $159.47 $157.00 24.1% 6.9% 34.6% 49.8% 26.3% 7.4% -0.7% -718.0M 5.80B -83.3M 1.83 2.13 N/A N/A 194,422 356,272 2,864,131 3,995,403 2019-01-15 $162.36 $157.00 21.9% 6.3% 33.9% 40.7% 23.9% 7.2% -0.6% -234.8M -359.6M -83.6M 1.78 2.04 N/A N/A 269,292 478,663 2,938,346 4,061,161 2019-01-16 $162.47 $157.00 22.0% 6.3% 32.2% 40.9% 23.7% 7.2% -0.6% -297.1M -292.1M -84.6M 1.45 2.30 N/A N/A 314,714 455,086 2,994,436 4,211,787 2019-01-17 $163.39 $158.00 21.3% 6.2% 31.7% 38.2% 23.2% 7.0% -0.6% -90.0M -2.58B -85.6M 1.89 2.29 N/A N/A 335,997 634,109 3,096,001 4,342,164 2019-01-18 $164.94 $158.00 20.2% 5.8% 29.9% 33.4% 21.7% 6.5% -0.4% 201.9M -6.45B -87.0M 1.26 2.52 N/A N/A 508,228 640,794 3,216,547 4,574,573 2019-01-22 $161.53 $160.00 23.1% 6.9% 30.4% 45.5% 25.0% 7.0% -0.1% -621.1M 5.30B -89.1M 1.33 2.52 N/A N/A 389,270 517,989 1,897,032 3,124,503 2019-01-23 $162.03 $160.00 22.6% 6.7% 27.8% 43.5% 24.8% 6.9% -0.0% -630.3M 4.50B -94.4M 2.07 1.93 N/A N/A 234,842 485,726 2,089,170 3,277,325 2019-01-24 $163.03 $160.00 21.1% 6.3% 25.9% 37.1% 23.5% 6.5% 0.0% -519.3M 2.53B -94.3M 1.28 2.04 N/A N/A 269,814 345,576 2,160,808 3,411,567 2019-01-25 $165.17 $160.00 19.6% 5.8% 21.4% 30.9% 22.2% 5.9% 0.2% 239.2M -2.66B -97.2M 1.40 2.02 N/A N/A 285,987 399,174 2,288,742 3,518,575 2019-01-28 $162.93 $160.00 21.5% 6.5% 22.4% 38.8% 21.0% 6.5% 0.0% -253.8M 2.13B -95.4M 0.54 2.09 N/A N/A 117,482 62,970 2,201,841 3,292,920 2019-01-29 $161.58 $160.00 21.9% 6.7% 22.7% 40.7% 24.2% 6.3% 0.1% -470.9M 4.49B -94.7M 0.86 2.22 N/A N/A 338,253 289,393 2,256,373 3,350,143 2019-01-30 $165.67 $160.00 19.8% 5.9% 24.1% 31.8% 22.3% 5.8% 0.2% 263.0M -3.54B -96.0M 0.99 2.12 N/A N/A 323,297 319,196 2,441,490 3,438,607 2019-01-31 $167.92 $164.00 18.9% 5.5% 24.3% 27.7% 21.3% 5.0% 0.2% 717.0M -8.28B -95.1M 1.44 2.23 N/A N/A 400,451 577,887 2,511,603 3,511,263
« Dec 2018 | All History | Feb 2019 » Home QQQ History January 2019