QQQ Options History — January 2020 In January 2020, QQQ traded between $214.56 and $224.61. ATM implied volatility averaged 15.7%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 6.3% (HV 20d: 9.4%). Max pain ranged from $205.00 to $218.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.88.
Notable Days 2020-01-31 : Highest Volume — 1,315,534 contracts2020-01-24 : Largest IV spike — 16.8% change2020-01-31 : Highest IV Rank — 60.7%2020-01-31 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $219.98 $214.56 $224.61 $215.62 $218.93 Max Pain $214.33 $205.00 $218.00 $205.00 $218.00 ATM IV 15.7% 13.8% 20.0% 13.8% 20.0% Expected Move 4.5% 3.7% 5.9% 3.7% 5.9% HV 20d 9.4% 7.7% 13.2% 8.2% 13.2% HV 60d 9.3% 8.6% 10.3% 10.3% 10.3% IV Rank 28.0% 11.1% 60.7% 11.1% 60.7% IV Percentile 35.8% 7.5% 85.3% 7.5% 85.3% Term Structure 0.2% -0.2% 0.7% 0.5% 0.4% VWIV 17.5% 14.4% 22.0% 14.4% 22.0% Skew 25d 5.7% 4.5% 7.7% 4.6% 7.7% Skew 10d 10.9% 8.9% 13.9% 9.5% 13.9% Call IV 25d 13.1% 12.0% 16.3% 12.0% 16.3% Put IV 25d 18.9% 16.5% 24.0% 16.6% 24.0% Bid-Ask Spread % 1.65 1.32 2.43 1.66 2.43 Gamma HHI 0.06 0.03 0.09 0.09 0.03 Net GEX 88.8M -1.55B 979.2M 979.2M -1.55B Net DEX -11.70B -24.30B 4.03B -13.94B 4.03B Net VEX -93.1M -118.2M -78.3M -78.3M -118.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.88 1.34 3.34 1.84 1.85 Total Volume 728,803.095 384,387 1,315,534 616,398 1,315,534 Total OI 5,700,100.048 4,565,001 6,931,615 5,188,557 5,989,824
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 2020-01-02 $215.62 $205.00 13.8% 3.7% 8.2% 11.1% 14.4% 4.6% 0.5% 979.2M -13.94B -78.3M 1.84 1.66 N/A N/A 217,063 399,335 1,663,975 3,524,582 2020-01-03 $214.56 $205.00 15.3% 4.2% 8.6% 19.0% 14.6% 5.2% 0.3% 136.3M -10.71B -82.3M 1.57 2.14 N/A N/A 308,306 485,215 1,695,018 3,661,347 2020-01-06 $215.22 $210.00 15.8% 4.6% 8.5% 26.4% 17.9% 5.8% 0.1% 363.2M -11.47B -80.0M 1.71 1.74 N/A N/A 203,004 346,873 1,617,943 3,613,952 2020-01-07 $215.75 $211.00 15.3% 4.5% 8.0% 24.1% 17.9% 5.8% 0.2% 469.4M -12.30B -83.1M 1.38 1.52 N/A N/A 161,530 222,857 1,718,922 3,769,154 2020-01-08 $217.86 $211.00 14.4% 4.2% 8.0% 18.9% 16.4% 5.4% 0.2% 896.8M -16.59B -79.2M 1.67 1.71 N/A N/A 278,984 466,914 1,727,998 3,845,618 2020-01-09 $218.79 $212.00 14.3% 4.1% 7.7% 19.0% 17.1% 5.3% 0.2% 970.9M -18.21B -80.9M 1.86 1.52 N/A N/A 275,199 512,461 1,799,692 4,058,389 2020-01-10 $218.39 $213.00 15.1% 4.4% 7.9% 24.6% 16.4% 5.3% 0.3% 738.8M -17.33B -84.4M 1.93 1.76 N/A N/A 326,317 630,430 1,885,304 4,260,925 2020-01-13 $220.61 $215.00 14.7% 4.2% 8.1% 22.0% 17.3% 5.3% -0.1% 708.0M -19.66B -83.0M 1.34 1.56 N/A N/A 292,504 393,213 1,828,966 4,194,659 2020-01-14 $220.39 $215.00 15.6% 4.4% 8.2% 28.7% 16.0% 5.3% -0.2% 562.7M -18.87B -89.7M 1.69 1.61 N/A N/A 221,069 373,089 1,979,323 4,387,184 2020-01-15 $219.76 $216.00 15.3% 4.3% 8.2% 25.8% 16.9% 5.3% -0.2% 390.5M -17.19B -92.4M 2.50 1.58 N/A N/A 165,328 412,528 2,027,912 4,560,067 2020-01-16 $221.96 $216.00 14.0% 4.0% 8.5% 16.8% 15.6% 4.6% -0.2% 687.9M -22.45B -90.0M 2.17 1.39 N/A N/A 159,576 345,475 2,073,647 4,707,197 2020-01-17 $223.06 $217.00 13.9% 4.0% 8.6% 16.1% 15.2% 4.5% -0.1% 483.6M -24.30B -89.1M 1.93 1.32 N/A N/A 270,397 522,171 2,085,235 4,846,380 2020-01-21 $223.39 $217.00 14.8% 4.2% 8.6% 22.7% 18.3% 5.1% 0.1% 28.7M -9.87B -90.2M 3.34 1.51 N/A N/A 168,539 562,986 1,428,907 3,136,094 2020-01-22 $223.96 $217.00 14.7% 4.2% 8.6% 21.6% 16.8% 5.3% 0.1% -163.5M -9.83B -95.3M 2.07 1.43 N/A N/A 182,082 376,066 1,494,132 3,516,287 2020-01-23 $224.61 $217.00 14.3% 4.1% 8.5% 18.6% 17.2% 5.5% 0.2% -66.7M -10.74B -96.3M 2.26 1.36 N/A N/A 198,658 449,249 1,554,614 3,618,650 2020-01-24 $222.49 $217.00 16.7% 4.8% 9.6% 36.0% 18.5% 6.4% -0.1% -896.3M -5.69B -104.8M 1.90 2.10 N/A N/A 362,959 688,820 1,616,598 3,728,943 2020-01-27 $218.31 $217.00 19.1% 5.6% 12.0% 53.7% 20.2% 7.4% 0.3% -1.23B 3.95B -111.4M 1.71 1.62 N/A N/A 308,258 526,900 1,574,153 3,648,502 2020-01-28 $221.67 $217.00 17.1% 5.0% 13.0% 39.2% 20.1% 7.1% 0.5% -480.5M -4.28B -108.1M 1.61 1.60 N/A N/A 278,072 448,907 1,705,143 3,758,685 2020-01-29 $222.03 $217.00 17.4% 5.1% 12.7% 41.5% 19.5% 6.9% 0.6% -559.5M -4.91B -108.0M 1.73 1.63 N/A N/A 243,849 420,960 1,734,254 3,872,912 2020-01-30 $222.24 $218.00 17.3% 5.0% 12.7% 40.8% 18.6% 6.9% 0.7% -605.3M -5.25B -109.3M 1.47 1.60 N/A N/A 317,504 465,684 1,791,709 3,999,305 2020-01-31 $218.93 $218.00 20.0% 5.9% 13.2% 60.7% 22.0% 7.7% 0.4% -1.55B 4.03B -118.2M 1.85 2.43 N/A N/A 461,120 854,414 1,869,231 4,120,593
« Dec 2019 | All History | Feb 2020 » Home QQQ History January 2020