QQQ Options History — May 2019 In May 2019, QQQ traded between $174.14 and $191.06. ATM implied volatility averaged 19.4%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 2.6% (HV 20d: 16.8%). Max pain ranged from $180.00 to $185.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.70.
Notable Days 2019-05-09 : Highest Volume — 1,059,092 contracts2019-05-07 : Largest IV spike — 32.7% change2019-05-13 : Highest IV Rank — 45.9%2019-05-13 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $182.46 $174.14 $191.06 $189.49 $174.14 Max Pain $180.68 $180.00 $185.00 $185.00 $180.00 ATM IV 19.4% 14.2% 23.2% 14.7% 22.6% Expected Move 5.5% 3.8% 6.5% 4.2% 6.5% HV 20d 16.8% 6.7% 21.5% 6.7% 21.5% HV 60d 14.0% 11.2% 16.1% 11.2% 16.1% IV Rank 30.0% 7.8% 45.9% 10.2% 43.5% IV Percentile 62.1% 16.3% 78.6% 25.8% 75.8% Term Structure -0.0% -0.5% 0.4% 0.3% -0.0% VWIV 19.9% 14.3% 22.9% 14.8% 22.6% Skew 25d 5.9% 4.0% 7.6% 4.4% 5.8% Skew 10d 10.7% 7.8% 14.3% 9.2% 10.2% Call IV 25d 16.5% 12.4% 19.6% 12.8% 19.6% Put IV 25d 22.4% 16.4% 26.6% 17.2% 25.3% Bid-Ask Spread % 1.81 1.35 2.79 1.75 1.65 Gamma HHI 0.04 0.03 0.08 0.04 0.06 Net GEX -716.8M -2.35B 1.58B 578.3M -2.35B Net DEX 3.74B -21.14B 23.03B -15.14B 23.03B Net VEX -141.7M -153.1M -134.1M -139.8M -134.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.70 1.16 2.58 1.35 2.58 Total Volume 762,942.545 513,338 1,059,092 623,076 902,829 Total OI 7,567,173.591 6,769,112 8,412,971 7,261,089 7,771,423
Daily Data (22 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 2019-05-01 $189.49 $185.00 14.7% 4.2% 6.7% 10.2% 14.8% 4.4% 0.3% 578.3M -15.14B -139.8M 1.35 1.75 N/A N/A 265,580 357,496 2,805,158 4,455,931 2019-05-02 $187.92 $185.00 15.5% 4.5% 7.5% 13.6% 16.5% 4.7% 0.3% -131.0M -9.78B -142.6M 1.39 2.07 N/A N/A 303,324 422,708 2,907,328 4,582,219 2019-05-03 $191.06 $185.00 14.2% 3.8% 9.3% 7.8% 14.3% 4.0% 0.4% 1.58B -21.14B -134.4M 1.16 1.88 N/A N/A 348,726 405,061 2,965,590 4,661,079 2019-05-06 $189.88 $180.00 16.4% 4.7% 9.6% 17.3% 17.7% 5.3% 0.0% 497.4M -14.67B -140.3M 1.22 1.55 N/A N/A 305,314 373,361 2,808,331 4,364,691 2019-05-07 $185.44 $180.00 21.8% 6.1% 13.1% 39.9% 21.6% 7.6% -0.4% -362.6M -1.39B -153.1M 1.80 2.56 N/A N/A 341,100 613,651 2,928,578 4,448,484 2019-05-08 $186.31 $180.00 20.3% 5.7% 13.1% 33.5% 20.4% 7.2% -0.4% -319.7M -3.60B -153.0M 1.74 2.05 N/A N/A 196,746 341,612 3,035,983 4,627,307 2019-05-09 $184.83 $180.00 20.6% 5.7% 13.3% 35.1% 21.8% 6.9% -0.5% -616.5M 888.8M -151.7M 1.98 2.27 N/A N/A 354,856 704,236 3,076,961 4,686,640 2019-05-10 $184.76 $180.00 17.9% 5.1% 13.3% 23.4% 19.1% 6.1% -0.1% -719.7M 827.0M -145.4M 1.53 2.79 N/A N/A 379,707 580,667 3,163,254 4,796,793 2019-05-13 $178.40 $180.00 23.2% 6.5% 18.0% 45.9% 22.9% 7.1% -0.2% -1.27B 16.23B -139.0M 1.61 2.19 N/A N/A 387,963 625,687 2,932,576 4,560,455 2019-05-14 $180.61 $180.00 20.8% 5.9% 18.7% 35.8% 21.6% 6.6% -0.3% -1.03B 9.82B -141.5M 1.52 1.79 N/A N/A 312,917 476,438 3,148,690 4,727,545 2019-05-15 $183.18 $180.00 18.7% 5.4% 19.5% 26.9% 19.5% 6.1% 0.0% -494.6M 1.54B -142.4M 1.40 1.73 N/A N/A 296,894 414,345 3,226,618 4,829,275 2019-05-16 $184.79 $180.00 17.4% 5.0% 19.7% 21.6% 18.0% 5.8% 0.1% -71.4M -4.58B -140.1M 1.59 1.45 N/A N/A 349,849 557,093 3,282,892 4,909,895 2019-05-17 $183.21 $180.00 18.2% 5.2% 19.9% 24.7% 19.5% 5.6% 0.1% -206.8M 2.40B -142.3M 1.87 2.03 N/A N/A 299,244 560,217 3,308,809 5,104,162 2019-05-20 $180.17 $180.00 20.9% 6.0% 20.6% 36.1% 22.0% 6.2% -0.1% -1.01B 8.53B -140.3M 2.34 1.60 N/A N/A 212,973 498,439 2,594,618 4,174,494 2019-05-21 $181.79 $180.00 18.9% 5.4% 20.4% 28.0% 18.8% 5.7% 0.1% -800.7M 4.36B -141.2M 1.40 1.35 N/A N/A 216,364 302,681 2,676,175 4,344,860 2019-05-22 $181.44 $180.00 19.0% 5.5% 20.3% 28.3% 20.1% 5.6% 0.3% -934.1M 5.88B -141.4M 1.71 1.47 N/A N/A 198,671 340,397 2,742,483 4,467,213 2019-05-23 $177.90 $180.00 21.1% 6.1% 21.1% 37.3% 21.4% 5.9% -0.0% -1.64B 15.68B -142.2M 1.66 1.58 N/A N/A 336,944 558,127 2,825,246 4,575,800 2019-05-24 $178.18 $180.00 20.3% 5.8% 21.2% 33.6% 20.0% 5.4% 0.2% -1.54B 14.16B -141.1M 1.80 1.48 N/A N/A 216,294 388,578 2,940,358 4,617,521 2019-05-28 $177.60 $180.00 21.4% 6.2% 21.0% 38.6% 21.2% 6.0% 0.1% -1.42B 14.67B -136.8M 1.76 1.47 N/A N/A 185,790 327,548 2,795,966 4,503,748 2019-05-29 $176.14 $180.00 21.9% 6.3% 21.0% 40.6% 22.2% 5.7% -0.1% -1.73B 18.48B -136.5M 2.33 1.55 N/A N/A 292,619 680,409 2,856,829 4,601,319 2019-05-30 $176.83 $180.00 21.2% 6.0% 21.1% 37.5% 21.1% 5.6% 0.0% -1.77B 15.97B -137.7M 1.71 1.62 N/A N/A 203,672 347,609 2,943,967 4,700,555 2019-05-31 $174.14 $180.00 22.6% 6.5% 21.5% 43.5% 22.6% 5.8% -0.0% -2.35B 23.03B -134.1M 2.58 1.65 N/A N/A 252,021 650,808 3,011,957 4,759,466
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