QQQ Options History — April 2019 In April 2019, QQQ traded between $182.07 and $191.06. ATM implied volatility averaged 14.9%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 4.2% (HV 20d: 10.8%). Max pain ranged from $179.00 to $185.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.53.
Notable Days 2019-04-23 : Highest Volume — 954,030 contracts2019-04-12 : Largest IV drop — 8.2% change2019-04-09 : Highest IV Rank — 16.7%2019-04-09 : Largest Expected Move — 4.6%Monthly Statistics Metric Avg Min Max Open Close Price $186.61 $182.07 $191.06 $182.07 $189.39 Max Pain $181.31 $179.00 $185.00 $179.00 $185.00 ATM IV 14.9% 13.9% 16.3% 15.5% 14.6% Expected Move 4.3% 4.0% 4.6% 4.5% 4.2% HV 20d 10.8% 6.2% 15.5% 15.5% 6.8% HV 60d 13.4% 11.1% 16.3% 16.3% 11.3% IV Rank 11.0% 6.6% 16.7% 13.3% 9.9% IV Percentile 25.8% 9.5% 43.3% 32.9% 23.8% Term Structure 0.0% -0.3% 0.3% 0.1% 0.2% VWIV 16.3% 14.7% 18.1% 17.2% 15.8% Skew 25d 4.3% 3.7% 5.0% 4.5% 4.3% Skew 10d 8.5% 7.0% 9.8% 8.8% 8.5% Call IV 25d 13.1% 12.0% 14.1% 13.5% 12.9% Put IV 25d 17.3% 15.9% 18.9% 18.1% 17.2% Bid-Ask Spread % 1.62 1.32 1.88 1.49 1.81 Gamma HHI 0.05 0.04 0.09 0.04 0.04 Net GEX 1.13B 606.8M 1.96B 795.8M 606.8M Net DEX -19.22B -24.45B -12.99B -12.99B -15.21B Net VEX -127.6M -137.5M -121.1M -125.4M -137.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.53 1.01 2.26 1.69 2.26 Total Volume 573,065.81 288,355 954,030 571,998 517,377 Total OI 6,967,954.095 6,174,381 7,926,889 6,394,804 7,062,494
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 2019-04-01 $182.07 $179.00 15.5% 4.5% 15.5% 13.3% 17.2% 4.5% 0.1% 795.8M -12.99B -125.4M 1.69 1.49 N/A N/A 212,404 359,594 2,552,498 3,842,306 2019-04-02 $182.85 $179.00 15.1% 4.4% 15.5% 11.9% 16.3% 4.3% 0.0% 987.1M -15.11B -125.8M 1.58 1.57 N/A N/A 158,652 251,161 2,630,842 3,973,986 2019-04-03 $183.65 $179.00 15.8% 4.5% 15.0% 14.9% 17.5% 4.3% -0.1% 1.10B -17.16B -127.6M 1.61 1.66 N/A N/A 263,118 422,746 2,706,969 4,087,464 2019-04-04 $183.54 $179.00 15.9% 4.5% 13.9% 15.0% 16.5% 4.4% -0.1% 914.9M -16.52B -129.0M 1.19 1.51 N/A N/A 221,386 264,406 2,762,957 4,200,177 2019-04-05 $184.64 $180.00 15.4% 4.4% 13.7% 12.9% 16.8% 4.2% -0.0% 1.64B -19.88B -127.5M 1.01 1.60 N/A N/A 269,580 271,665 2,815,454 4,281,035 2019-04-08 $185.14 $180.00 15.5% 4.5% 12.0% 13.6% 18.1% 4.6% 0.0% 1.17B -19.41B -125.5M 1.55 1.57 N/A N/A 121,999 189,303 2,741,204 4,083,283 2019-04-09 $184.51 $180.00 16.3% 4.6% 12.1% 16.7% 17.6% 4.9% -0.2% 960.2M -17.32B -128.3M 1.86 1.61 N/A N/A 148,373 275,254 2,766,329 4,156,840 2019-04-10 $185.42 $180.00 15.4% 4.5% 11.9% 13.2% 17.2% 4.9% 0.3% 1.07B -19.94B -124.3M 1.81 1.48 N/A N/A 102,546 185,809 2,792,655 4,251,397 2019-04-11 $184.88 $180.00 15.2% 4.4% 12.0% 12.3% 17.1% 5.0% 0.1% 913.3M -18.30B -125.5M 1.61 1.32 N/A N/A 152,945 245,841 2,813,296 4,302,946 2019-04-12 $185.78 $180.00 14.0% 4.1% 11.8% 7.0% 16.0% 4.4% 0.3% 1.50B -21.59B -123.1M 1.14 1.42 N/A N/A 293,730 333,608 2,889,917 4,394,313 2019-04-15 $185.81 $181.00 14.6% 4.2% 11.8% 9.5% 16.2% 4.4% 0.2% 1.18B -20.51B -121.1M 1.56 1.60 N/A N/A 184,848 287,815 2,846,001 4,278,089 2019-04-16 $186.31 $182.00 14.8% 4.2% 11.8% 10.3% 15.4% 4.2% -0.1% 1.32B -21.66B -124.7M 1.37 1.74 N/A N/A 369,435 505,740 2,926,543 4,430,121 2019-04-17 $187.12 $182.00 14.3% 4.1% 11.6% 8.6% 15.0% 4.0% 0.3% 1.70B -23.78B -130.1M 1.22 1.71 N/A N/A 288,467 351,618 3,077,961 4,670,219 2019-04-18 $187.25 $182.00 13.9% 4.0% 10.6% 6.6% 15.4% 3.9% 0.3% 1.96B -24.45B -129.8M 1.63 1.62 N/A N/A 291,361 475,261 3,150,781 4,776,108 2019-04-22 $187.88 $182.00 14.2% 4.0% 6.2% 7.8% 15.5% 4.3% -0.0% 880.6M -16.11B -126.4M 1.57 1.71 N/A N/A 138,672 218,384 2,492,648 3,681,733 2019-04-23 $190.03 $182.00 14.6% 4.2% 6.8% 9.5% 15.9% 3.7% -0.2% 1.10B -20.58B -124.7M 1.01 1.88 N/A N/A 474,794 479,236 2,528,331 3,759,735 2019-04-24 $190.12 $183.00 15.2% 4.4% 6.7% 12.3% 16.9% 4.0% -0.3% 964.3M -19.94B -131.0M 1.21 1.86 N/A N/A 333,012 403,394 2,654,468 4,031,866 2019-04-25 $190.85 $184.00 14.8% 4.3% 6.6% 10.7% 15.9% 3.7% -0.2% 1.18B -22.31B -128.8M 1.98 1.64 N/A N/A 272,290 539,033 2,751,853 4,146,169 2019-04-26 $190.43 $184.00 14.0% 4.0% 6.8% 6.9% 14.7% 3.7% -0.1% 816.8M -20.62B -133.0M 1.50 1.72 N/A N/A 293,204 440,204 2,827,014 4,353,534 2019-04-29 $191.06 $184.50 14.4% 4.1% 6.7% 8.9% 16.4% 4.1% 0.2% 1.07B -20.23B -130.7M 1.78 1.56 N/A N/A 153,444 272,673 2,696,589 4,138,911 2019-04-30 $189.39 $185.00 14.6% 4.2% 6.8% 9.9% 15.8% 4.3% 0.2% 606.8M -15.21B -137.5M 2.26 1.81 N/A N/A 158,681 358,696 2,761,714 4,300,780
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