QQQ Options History — March 2020 In March 2020, QQQ traded between $169.08 and $216.67. ATM implied volatility averaged 52.5%, placing in the 78.3% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded below realized volatility by 1.6% (HV 20d: 54.2%). Max pain ranged from $205.00 to $220.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 1.55.
Notable Days 2020-03-12 : Highest Volume — 1,609,647 contracts2020-03-16 : Largest IV spike — 36.9% change2020-03-09 : Highest IV Rank — 100.0%2020-03-18 : Largest Expected Move — 22.0%Monthly Statistics Metric Avg Min Max Open Close Price $190.86 $169.08 $216.67 $213.53 $190.62 Max Pain $212.73 $205.00 $220.00 $220.00 $205.00 ATM IV 52.5% 29.6% 76.6% 32.2% 45.9% Expected Move 15.3% 9.0% 22.0% 10.1% 13.8% HV 20d 54.2% 34.3% 73.1% 34.7% 69.5% HV 60d 34.3% 21.8% 44.9% 21.8% 44.9% IV Rank 78.3% 52.7% 100.0% 63.1% 52.7% IV Percentile 98.4% 94.0% 100.0% 99.2% 94.0% Term Structure -1.3% -3.0% 0.1% 0.1% -0.6% VWIV 54.4% 35.8% 76.0% 39.9% 51.8% Skew 25d 20.0% 13.4% 27.5% 15.0% 19.4% Skew 10d 32.6% 22.0% 45.3% 26.3% 34.7% Call IV 25d 42.4% 24.2% 61.7% 25.6% 37.0% Put IV 25d 62.4% 37.6% 88.2% 40.5% 56.4% Bid-Ask Spread % 5.74 2.13 12.50 2.31 3.08 Gamma HHI 0.03 0.03 0.05 0.03 0.04 Net GEX -853.4M -1.75B -313.6M -1.18B -450.5M Net DEX 32.31B 13.19B 52.60B 19.70B 18.54B Net VEX -127.9M -151.9M -94.8M -140.3M -126.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.55 0.86 2.61 1.53 1.46 Total Volume 817,602.591 454,458 1,609,647 1,053,321 569,332 Total OI 7,232,194.455 6,112,329 8,420,362 6,845,926 6,458,896
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 2020-03-02 $213.53 $220.00 32.2% 10.1% 34.7% 63.1% 39.9% 15.0% 0.1% -1.18B 19.70B -140.3M 1.53 2.31 N/A N/A 416,649 636,672 2,502,010 4,343,916 2020-03-03 $211.11 $220.00 35.1% 11.2% 34.3% 72.0% 39.4% 15.4% -1.1% -1.21B 23.16B -140.9M 1.82 5.24 N/A N/A 373,826 679,700 2,583,250 4,423,246 2020-03-04 $216.67 $220.00 29.6% 9.0% 34.6% 55.3% 35.8% 13.4% -0.5% -990.4M 13.19B -143.5M 1.74 2.13 N/A N/A 358,430 624,102 2,652,279 4,556,145 2020-03-05 $211.17 $220.00 39.6% 10.7% 35.5% 86.1% 37.2% 17.3% -1.1% -1.24B 23.60B -151.9M 1.52 3.91 N/A N/A 327,340 497,034 2,728,511 4,719,716 2020-03-06 $206.77 $220.00 42.2% 11.6% 35.7% 94.0% 46.0% 18.8% -0.9% -1.75B 31.44B -146.4M 2.61 7.46 N/A N/A 293,368 764,947 2,797,716 4,758,193 2020-03-09 $196.74 $220.00 50.7% 14.0% 39.0% 100.0% 48.9% 18.0% -1.9% -1.24B 38.97B -134.4M 1.98 4.37 N/A N/A 258,947 513,779 2,547,469 4,519,210 2020-03-10 $202.42 $220.00 45.5% 12.8% 40.7% 86.7% 46.3% 17.8% -0.9% -1.29B 32.43B -137.0M 1.45 3.93 N/A N/A 347,227 504,218 2,609,748 4,539,608 2020-03-11 $195.61 $220.00 49.1% 13.6% 41.6% 95.9% 48.7% 18.0% -1.8% -1.28B 40.51B -130.5M 1.45 3.82 N/A N/A 336,865 488,913 2,724,444 4,681,085 2020-03-12 $180.31 $218.00 63.8% 17.6% 48.4% 100.0% 60.5% 24.0% -3.0% -1.01B 52.60B -111.9M 1.71 7.44 N/A N/A 594,650 1,014,997 2,901,322 4,783,895 2020-03-13 $187.49 $213.00 54.8% 15.3% 51.7% 82.7% 53.2% 24.8% -2.5% -1.05B 47.46B -122.1M 1.39 12.50 N/A N/A 416,229 579,547 3,207,181 4,907,373 2020-03-16 $176.46 $211.00 75.0% 21.3% 54.3% 100.0% 74.4% 27.5% -1.4% -747.2M 47.69B -119.3M 2.11 11.30 N/A N/A 249,577 525,620 3,118,186 4,779,761 2020-03-17 $181.56 $210.00 67.8% 19.3% 56.1% 88.6% 68.8% 25.1% -0.9% -767.1M 43.72B -127.6M 1.42 5.30 N/A N/A 333,494 474,749 3,238,770 4,790,071 2020-03-18 $170.06 $210.00 76.6% 22.0% 58.5% 100.0% 76.0% 26.5% -0.9% -653.3M 49.29B -114.6M 2.58 8.59 N/A N/A 222,119 572,944 3,368,689 4,865,383 2020-03-19 $181.12 $210.00 63.7% 18.4% 65.0% 80.2% 62.8% 24.7% -1.7% -798.6M 43.27B -124.2M 0.86 7.06 N/A N/A 368,701 316,419 3,422,895 4,909,564 2020-03-20 $172.64 $210.00 58.8% 16.9% 66.1% 72.6% 54.6% 22.0% -0.6% -780.5M 49.16B -103.7M 1.19 8.88 N/A N/A 348,669 415,312 3,587,105 4,833,257 2020-03-23 $169.08 $207.00 57.0% 16.7% 65.8% 69.8% 56.0% 18.0% -1.5% -552.4M 33.77B -94.8M 0.98 6.05 N/A N/A 294,159 289,240 2,493,776 3,618,553 2020-03-24 $182.43 $206.00 53.5% 16.1% 72.7% 64.5% 60.1% 14.3% -1.9% -407.1M 23.73B -120.0M 1.44 4.54 N/A N/A 328,562 474,608 2,602,052 3,629,647 2020-03-25 $185.11 $205.00 55.5% 16.9% 73.1% 67.6% 58.6% 17.7% -1.3% -358.3M 21.52B -129.7M 1.13 5.37 N/A N/A 295,769 333,798 2,660,736 3,781,086 2020-03-26 $188.78 $205.00 53.4% 16.3% 72.6% 64.2% 57.7% 20.5% -1.8% -320.3M 19.21B -132.0M 1.15 5.44 N/A N/A 272,031 313,915 2,675,790 3,843,868 2020-03-27 $187.39 $205.00 55.7% 17.0% 72.1% 67.8% 60.6% 22.2% -1.7% -385.6M 21.07B -131.6M 1.13 3.98 N/A N/A 238,269 268,072 2,694,254 3,931,621 2020-03-30 $191.89 $205.00 50.1% 15.1% 69.5% 59.2% 58.7% 20.0% -1.0% -313.6M 16.76B -130.8M 1.36 3.65 N/A N/A 192,959 261,499 2,573,294 3,744,707 2020-03-31 $190.62 $205.00 45.9% 13.8% 69.5% 52.7% 51.8% 19.4% -0.6% -450.5M 18.54B -126.0M 1.46 3.08 N/A N/A 231,818 337,514 2,625,052 3,833,844
« Feb 2020 | All History | Apr 2020 » Home QQQ History March 2020