QQQ Options History — June 2019 In June 2019, QQQ traded between $169.89 and $188.96. ATM implied volatility averaged 19.1%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded below realized volatility by 1.8% (HV 20d: 21.0%). Max pain ranged from $180.00 to $185.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 1.60.
Notable Days 2019-06-03 : Highest Volume — 1,343,189 contracts2019-06-04 : Largest IV drop — 12.1% change2019-06-03 : Highest IV Rank — 49.8%2019-06-03 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $183.07 $169.89 $188.96 $169.89 $186.33 Max Pain $183.80 $180.00 $185.00 $180.00 $185.00 ATM IV 19.1% 17.0% 24.1% 24.1% 19.4% Expected Move 5.5% 4.9% 7.1% 7.1% 5.6% HV 20d 21.0% 18.2% 25.1% 21.3% 18.2% HV 60d 17.3% 16.7% 17.6% 16.7% 17.2% IV Rank 28.9% 19.7% 49.8% 49.8% 30.1% IV Percentile 57.9% 44.8% 82.5% 82.5% 60.3% Term Structure 0.1% -0.3% 0.5% -0.3% 0.1% VWIV 20.1% 17.6% 24.6% 24.6% 20.3% Skew 25d 5.3% 4.3% 5.9% 5.5% 5.9% Skew 10d 9.8% 8.5% 10.8% 10.1% 10.8% Call IV 25d 16.8% 15.3% 21.3% 21.3% 16.8% Put IV 25d 22.1% 19.6% 26.8% 26.8% 22.7% Bid-Ask Spread % 1.66 1.28 2.62 1.80 1.78 Gamma HHI 0.04 0.03 0.08 0.05 0.03 Net GEX 20.7M -1.81B 2.16B -1.81B -131.0M Net DEX -2.99B -23.88B 29.26B 29.26B -2.32B Net VEX -127.6M -134.6M -118.5M -124.2M -126.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.60 0.64 2.46 2.36 1.57 Total Volume 717,172.95 386,413 1,343,189 1,343,189 503,903 Total OI 7,860,815.55 5,993,995 9,097,959 7,419,316 6,764,744
Daily Data (20 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 2019-06-03 $169.89 $180.00 24.1% 7.1% 21.3% 49.8% 24.6% 5.5% -0.3% -1.81B 29.26B -124.2M 2.36 1.80 N/A N/A 399,574 943,615 2,805,623 4,613,693 2019-06-04 $174.39 $180.00 21.2% 6.1% 24.1% 37.5% 22.2% 5.8% -0.2% -1.61B 18.15B -131.6M 1.74 1.28 N/A N/A 328,991 572,109 2,954,817 4,821,803 2019-06-05 $175.90 $180.00 20.3% 5.7% 23.4% 33.6% 21.3% 5.6% -0.1% -1.44B 13.56B -132.4M 2.23 1.47 N/A N/A 226,245 505,355 3,016,551 4,889,333 2019-06-06 $177.67 $184.00 19.7% 5.5% 23.7% 31.1% 20.2% 5.5% -0.2% -1.19B 8.47B -132.7M 1.82 1.70 N/A N/A 217,831 396,596 3,078,389 5,051,698 2019-06-07 $181.07 $184.00 18.7% 5.3% 24.8% 27.1% 20.4% 5.3% -0.1% -140.3M -2.43B -134.4M 1.76 1.60 N/A N/A 413,309 728,671 3,141,763 5,110,794 2019-06-10 $183.15 $184.00 18.9% 5.4% 25.1% 27.7% 19.5% 4.9% -0.1% 101.3M -6.76B -131.8M 1.22 1.79 N/A N/A 396,539 483,319 3,048,285 5,029,408 2019-06-11 $183.43 $184.00 19.0% 5.4% 21.6% 28.1% 19.6% 5.1% 0.1% 17.8M -6.84B -134.2M 1.44 1.68 N/A N/A 321,883 462,219 3,160,842 5,203,062 2019-06-12 $182.22 $184.00 19.4% 5.5% 21.3% 29.8% 20.6% 5.6% -0.1% -333.9M -2.94B -134.6M 1.53 1.67 N/A N/A 152,526 233,887 3,238,460 5,273,971 2019-06-13 $182.97 $184.00 18.8% 5.4% 20.8% 27.5% 21.0% 5.6% -0.1% -127.1M -4.82B -133.3M 2.46 1.53 N/A N/A 179,686 442,927 3,250,709 5,362,742 2019-06-14 $182.88 $184.00 18.4% 5.3% 20.5% 25.9% 20.2% 5.5% 0.1% -121.2M -4.98B -130.7M 0.90 1.51 N/A N/A 314,827 284,687 3,301,451 5,423,108 2019-06-17 $183.72 $184.00 18.6% 5.3% 20.4% 26.3% 20.8% 5.7% 0.4% 3.7M -6.22B -125.0M 2.20 1.48 N/A N/A 126,613 278,501 3,108,591 5,167,245 2019-06-18 $186.56 $184.00 18.0% 5.2% 20.0% 24.0% 19.6% 5.0% 0.5% 975.7M -15.73B -122.9M 1.11 2.62 N/A N/A 430,985 478,403 3,182,840 5,286,052 2019-06-19 $187.46 $185.00 17.5% 5.0% 19.9% 21.8% 19.8% 4.8% 0.0% 1.48B -18.59B -121.3M 1.67 1.80 N/A N/A 265,835 443,962 3,314,496 5,455,654 2019-06-20 $188.86 $185.00 17.0% 4.9% 19.9% 19.7% 17.6% 4.3% 0.3% 2.16B -23.24B -118.5M 0.64 1.67 N/A N/A 592,419 381,849 3,354,453 5,502,416 2019-06-21 $188.96 $185.00 17.3% 4.9% 18.2% 20.9% 18.4% 4.5% 0.3% 1.83B -23.88B -120.6M 1.32 1.73 N/A N/A 341,262 451,485 3,515,177 5,582,782 2019-06-24 $188.24 $185.00 18.5% 5.3% 18.4% 26.1% 19.0% 4.9% 0.2% 711.9M -6.85B -120.9M 1.56 1.57 N/A N/A 152,224 237,706 2,267,048 3,726,947 2019-06-25 $185.00 $185.00 19.7% 5.6% 19.6% 31.2% 19.6% 5.6% 0.2% -146.8M 599.3M -123.9M 1.33 1.64 N/A N/A 294,496 390,992 2,319,432 3,854,826 2019-06-26 $185.94 $185.00 19.5% 5.6% 19.3% 30.5% 19.5% 5.8% 0.1% 40.8M -1.42B -126.3M 1.86 1.41 N/A N/A 161,756 300,559 2,442,026 3,995,514 2019-06-27 $186.69 $185.00 19.1% 5.4% 19.3% 28.6% 18.5% 5.6% 0.1% 151.5M -2.91B -125.4M 1.25 1.51 N/A N/A 224,487 281,226 2,479,260 4,120,306 2019-06-28 $186.33 $185.00 19.4% 5.6% 18.2% 30.1% 20.3% 5.9% 0.1% -131.0M -2.32B -126.7M 1.57 1.78 N/A N/A 195,916 307,987 2,567,484 4,197,260
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