QQQ Options History — February 2021 In February 2021, QQQ traded between $313.43 and $335.76. ATM implied volatility averaged 24.4%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 2.8% (HV 20d: 21.6%). Max pain ranged from $315.00 to $320.00. Net GEX was positive for 7 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 1.88.
Notable Days 2021-02-23 : Highest Volume — 2,264,589 contracts2021-02-25 : Largest IV spike — 25.3% change2021-02-01 : Highest IV Rank — 20.9%2021-02-25 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $328.53 $313.43 $335.76 $323.07 $318.01 Max Pain $316.63 $315.00 $320.00 $315.00 $317.00 ATM IV 24.4% 20.6% 32.2% 28.4% 28.5% Expected Move 7.0% 6.1% 9.5% 7.9% 8.3% HV 20d 21.6% 18.9% 24.2% 24.2% 21.2% HV 60d 17.3% 16.3% 19.8% 19.8% 18.5% IV Rank 12.1% 7.9% 20.9% 20.9% 14.1% IV Percentile 22.3% 2.4% 66.7% 50.4% 50.4% Term Structure 0.5% -0.5% 1.1% 0.4% -0.2% VWIV 27.0% 23.2% 34.6% 29.1% 31.7% Skew 25d 8.9% 6.4% 11.5% 11.5% 11.5% Skew 10d 17.1% 13.3% 21.5% 21.5% 20.7% Call IV 25d 20.8% 17.7% 27.2% 23.6% 23.7% Put IV 25d 29.7% 25.1% 38.7% 35.1% 35.2% Bid-Ask Spread % 2.25 1.45 4.36 1.45 1.97 Gamma HHI 0.03 0.02 0.04 0.02 0.03 Net GEX -709.5M -3.16B 1.15B -857.8M -3.16B Net DEX -11.67B -28.82B 27.92B -6.25B 18.04B Net VEX -310.3M -353.6M -291.5M -309.8M -353.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.88 1.21 2.68 1.35 1.68 Total Volume 1,025,344.632 676,304 2,264,589 815,895 1,671,957 Total OI 8,449,116.632 7,563,660 9,351,363 7,563,660 9,351,363
Daily Data (19 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 2021-02-01 $323.07 $315.00 28.4% 7.9% 24.2% 20.9% 29.1% 11.5% 0.4% -857.8M -6.25B -309.8M 1.35 1.45 N/A N/A 347,872 468,023 2,399,112 5,164,548 2021-02-02 $328.21 $315.00 24.9% 6.7% 24.1% 15.0% 25.1% 9.3% 0.6% -177.0M -16.65B -301.9M 1.21 1.86 N/A N/A 422,225 510,111 2,519,359 5,283,084 2021-02-03 $327.52 $315.00 24.0% 6.2% 24.1% 13.7% 25.7% 8.4% 0.8% -133.6M -15.23B -304.5M 1.58 2.27 N/A N/A 295,808 466,770 2,657,003 5,441,886 2021-02-04 $329.37 $315.00 22.5% 6.9% 23.6% 11.1% 24.6% 7.5% 0.8% 17.5M -19.01B -301.8M 1.57 2.26 N/A N/A 270,889 424,634 2,710,279 5,589,561 2021-02-05 $331.10 $315.00 21.5% 6.6% 22.3% 9.5% 25.7% 6.4% 0.9% 803.0M -23.11B -298.4M 1.38 2.88 N/A N/A 361,193 496,685 2,767,604 5,685,216 2021-02-08 $332.80 $315.00 21.4% 6.4% 22.1% 9.3% 26.3% 7.4% 0.9% 326.4M -23.44B -295.0M 2.59 1.80 N/A N/A 212,321 548,963 2,559,580 5,457,174 2021-02-09 $334.10 $315.00 21.4% 6.4% 21.4% 9.4% 23.2% 7.4% 0.9% 585.3M -26.87B -291.5M 2.20 2.02 N/A N/A 216,625 477,372 2,620,776 5,589,687 2021-02-10 $332.21 $315.00 22.7% 6.7% 21.5% 11.5% 26.6% 7.8% 0.8% -108.8M -21.10B -307.0M 1.77 2.20 N/A N/A 304,977 538,377 2,695,760 5,687,096 2021-02-11 $333.98 $315.00 22.1% 6.5% 21.5% 10.4% 26.3% 7.9% 0.8% 309.5M -24.38B -303.8M 2.02 2.09 N/A N/A 228,004 459,941 2,760,953 5,805,646 2021-02-12 $335.76 $315.00 20.6% 6.1% 21.3% 7.9% 26.6% 7.5% 1.1% 1.15B -28.82B -298.6M 2.49 2.94 N/A N/A 264,336 657,913 2,779,908 5,927,332 2021-02-16 $335.50 $315.00 24.4% 7.0% 20.8% 14.1% 26.7% 9.4% 0.5% 130.5M -24.77B -300.7M 2.08 2.39 N/A N/A 261,118 542,038 2,659,002 5,920,122 2021-02-17 $333.82 $317.00 23.6% 6.8% 20.6% 12.2% 25.3% 8.9% 0.6% -502.9M -20.41B -304.0M 1.57 1.94 N/A N/A 263,550 412,754 2,728,718 6,165,232 2021-02-18 $332.95 $317.00 22.9% 6.5% 18.9% 11.1% 24.6% 8.5% 0.7% -600.7M -20.10B -301.5M 1.50 2.06 N/A N/A 341,274 511,210 2,766,267 6,227,505 2021-02-19 $331.21 $320.00 23.1% 6.6% 18.9% 9.6% 24.6% 8.9% 0.6% -1.29B -16.09B -304.6M 1.85 1.85 N/A N/A 333,668 615,883 2,778,451 6,325,441 2021-02-22 $323.04 $320.00 26.7% 7.6% 21.0% 11.1% 28.8% 10.2% -0.1% -2.40B 7.02B -311.8M 2.68 2.45 N/A N/A 337,251 904,612 2,320,470 5,435,262 2021-02-23 $322.49 $320.00 26.3% 7.6% 20.9% 10.1% 29.5% 9.4% 0.0% -2.43B 7.80B -322.8M 2.20 2.28 N/A N/A 707,903 1,556,686 2,440,366 5,669,270 2021-02-24 $323.51 $320.00 25.7% 7.3% 20.9% 9.0% 27.3% 9.3% -0.0% -2.06B 3.68B -333.0M 2.04 1.67 N/A N/A 413,375 842,560 2,593,103 6,029,493 2021-02-25 $313.43 $320.00 32.2% 9.5% 21.0% 20.6% 34.6% 11.4% -0.5% -3.08B 27.92B -351.8M 1.93 4.36 N/A N/A 611,913 1,180,757 2,654,030 6,367,557 2021-02-26 $318.01 $317.00 28.5% 8.3% 21.2% 14.1% 31.7% 11.5% -0.2% -3.16B 18.04B -353.6M 1.68 1.97 N/A N/A 622,867 1,049,090 2,783,606 6,567,757
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