QQQ Options History — February 2019 In February 2019, QQQ traded between $167.44 and $173.89. ATM implied volatility averaged 17.1%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 0.3% (HV 20d: 16.8%). Max pain ranged from $165.00 to $168.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 1.52.
Notable Days 2019-02-05 : Highest Volume — 890,713 contracts2019-02-07 : Largest IV spike — 8.0% change2019-02-07 : Highest IV Rank — 29.4%2019-02-07 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $171.08 $167.44 $173.89 $167.44 $173.22 Max Pain $165.89 $165.00 $168.00 $165.00 $168.00 ATM IV 17.1% 15.5% 19.3% 18.1% 15.7% Expected Move 4.9% 4.3% 5.6% 5.4% 4.3% HV 20d 16.8% 11.1% 21.5% 21.5% 11.1% HV 60d 26.4% 24.6% 28.3% 28.2% 24.6% IV Rank 20.3% 13.6% 29.4% 24.5% 14.1% IV Percentile 42.0% 30.6% 56.0% 46.8% 32.5% Term Structure 0.2% -0.2% 0.4% 0.3% 0.1% VWIV 18.2% 15.8% 20.0% 20.0% 16.7% Skew 25d 5.2% 4.6% 5.8% 4.8% 5.6% Skew 10d 10.2% 9.0% 11.2% 9.0% 11.1% Call IV 25d 14.7% 13.1% 16.6% 15.8% 13.1% Put IV 25d 20.0% 18.5% 22.2% 20.6% 18.7% Bid-Ask Spread % 2.03 1.68 3.90 1.95 1.89 Gamma HHI 0.04 0.03 0.06 0.04 0.04 Net GEX 510.6M -21.9M 842.3M 526.2M 415.2M Net DEX -9.29B -14.42B -4.87B -6.87B -8.12B Net VEX -98.3M -101.2M -93.7M -96.5M -100.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.52 1.01 2.15 1.91 2.15 Total Volume 598,478.053 340,129 890,713 730,954 522,618 Total OI 6,483,148.632 5,819,169 7,221,004 6,290,396 6,659,602
Daily Data (19 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 2019-02-01 $167.44 $165.00 18.1% 5.4% 21.5% 24.5% 20.0% 4.8% 0.3% 526.2M -6.87B -96.5M 1.91 1.95 N/A N/A 251,337 479,617 2,591,135 3,699,261 2019-02-04 $169.08 $165.00 18.0% 5.3% 17.6% 24.1% 18.6% 4.6% 0.3% 531.5M -8.89B -95.0M 1.01 1.87 N/A N/A 251,748 255,110 2,484,725 3,552,143 2019-02-05 $171.03 $165.00 17.6% 5.1% 17.5% 22.2% 19.8% 4.7% 0.3% 842.3M -13.10B -93.7M 1.79 1.81 N/A N/A 318,828 571,885 2,584,195 3,649,934 2019-02-06 $170.53 $165.00 17.9% 5.2% 17.6% 23.4% 19.0% 4.8% 0.1% 755.0M -11.64B -96.8M 1.75 2.17 N/A N/A 173,824 304,467 2,651,435 3,884,586 2019-02-07 $168.04 $165.00 19.3% 5.6% 18.6% 29.4% 19.6% 5.6% 0.3% 5.0M -4.87B -100.8M 1.81 2.08 N/A N/A 297,269 538,167 2,714,302 3,943,189 2019-02-08 $168.03 $165.00 18.5% 5.4% 18.6% 26.1% 19.6% 5.4% 0.4% 150.2M -5.08B -100.3M 1.48 1.96 N/A N/A 301,555 447,597 2,782,452 4,088,515 2019-02-11 $168.42 $165.00 18.7% 5.4% 18.5% 26.8% 19.4% 5.4% -0.1% 174.0M -6.21B -98.0M 1.24 1.68 N/A N/A 152,292 188,382 2,718,699 3,888,987 2019-02-12 $170.86 $165.00 17.3% 5.0% 18.5% 21.2% 19.4% 5.0% 0.2% 679.4M -12.01B -95.8M 1.22 3.90 N/A N/A 259,656 317,378 2,745,350 3,939,947 2019-02-13 $171.14 $165.00 17.4% 5.0% 17.7% 21.5% 18.6% 5.0% 0.3% 721.8M -12.72B -97.1M 1.57 1.76 N/A N/A 219,177 344,531 2,803,990 4,004,330 2019-02-14 $171.46 $165.00 17.4% 5.0% 17.7% 21.5% 19.0% 5.2% 0.0% 706.2M -13.11B -98.8M 1.27 1.73 N/A N/A 303,962 384,800 2,876,349 4,140,048 2019-02-15 $171.89 $165.00 16.3% 4.6% 17.7% 16.8% 18.1% 4.8% 0.3% 818.9M -14.42B -100.2M 1.69 1.84 N/A N/A 302,770 512,246 2,927,952 4,293,052 2019-02-19 $172.53 $166.00 16.5% 4.7% 17.5% 17.9% 17.8% 5.6% -0.1% 574.3M -8.62B -97.9M 1.69 1.76 N/A N/A 126,422 213,707 2,485,189 3,333,980 2019-02-20 $172.12 $166.00 16.6% 4.7% 15.4% 18.3% 16.6% 5.8% 0.2% 422.2M -7.59B -98.4M 1.04 2.22 N/A N/A 342,331 356,162 2,526,415 3,436,534 2019-02-21 $171.26 $167.00 16.9% 4.8% 15.6% 19.2% 17.7% 5.8% 0.3% -21.9M -5.11B -101.2M 1.43 2.31 N/A N/A 216,416 309,108 2,633,743 3,627,431 2019-02-22 $172.53 $167.00 15.5% 4.4% 15.7% 13.6% 16.8% 5.2% -0.0% 662.8M -8.46B -99.5M 1.47 1.94 N/A N/A 241,256 355,522 2,680,785 3,727,264 2019-02-25 $173.78 $167.00 15.7% 4.4% 15.3% 14.2% 16.2% 5.3% 0.1% 713.6M -10.65B -97.3M 1.40 1.79 N/A N/A 265,354 370,473 2,599,464 3,602,068 2019-02-26 $173.89 $168.00 15.8% 4.5% 14.1% 14.8% 15.8% 5.5% 0.1% 656.3M -10.48B -98.7M 1.42 2.05 N/A N/A 149,162 211,535 2,669,378 3,732,729 2019-02-27 $173.35 $168.00 16.2% 4.4% 13.7% 16.5% 17.5% 5.7% -0.2% 367.8M -8.44B -100.6M 1.48 1.86 N/A N/A 207,828 306,591 2,688,609 3,812,057 2019-02-28 $173.22 $168.00 15.7% 4.3% 11.1% 14.1% 16.7% 5.6% 0.1% 415.2M -8.12B -100.6M 2.15 1.89 N/A N/A 166,007 356,611 2,722,017 3,937,585
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