QQQ Options History — April 2021 In April 2021, QQQ traded between $324.12 and $341.82. ATM implied volatility averaged 20.4%, placing in the 4.6% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 2.5% (HV 20d: 17.8%). Max pain ranged from $319.00 to $330.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.64.
Notable Days 2021-04-29 : Highest Volume — 1,295,175 contracts2021-04-19 : Largest IV spike — 15.5% change2021-04-22 : Highest IV Rank — 16.1%2021-04-20 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $336.89 $324.12 $341.82 $324.12 $337.32 Max Pain $327.86 $319.00 $330.00 $319.00 $330.00 ATM IV 20.4% 18.4% 21.8% 20.6% 19.7% Expected Move 5.8% 5.3% 6.3% 5.6% 5.7% HV 20d 17.8% 14.7% 25.1% 24.8% 14.7% HV 60d 22.8% 20.9% 23.9% 23.7% 21.0% IV Rank 4.6% 0.0% 16.1% 0.0% 6.3% IV Percentile 1.8% 0.0% 7.5% 0.0% 1.6% Term Structure 0.1% -0.9% 0.8% 0.2% -0.8% VWIV 22.3% 20.5% 24.8% 22.5% 21.4% Skew 25d 6.2% 5.1% 7.5% 5.6% 7.2% Skew 10d 11.3% 10.1% 12.7% 10.4% 12.3% Call IV 25d 17.9% 16.3% 19.3% 18.4% 17.1% Put IV 25d 24.0% 21.8% 26.0% 24.0% 24.4% Bid-Ask Spread % 1.53 1.24 1.80 1.80 1.52 Gamma HHI 0.03 0.02 0.07 0.03 0.04 Net GEX -194.3M -2.50B 1.10B -313.5M -2.50B Net DEX -20.99B -37.67B -7.78B -9.36B -7.78B Net VEX -319.8M -341.7M -304.7M -328.5M -341.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.64 1.17 2.01 1.80 1.43 Total Volume 895,476.714 485,552 1,295,175 1,285,189 1,277,265 Total OI 8,681,091.667 7,565,039 9,707,839 8,666,184 8,946,371
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 2021-04-01 $324.12 $319.00 20.6% 5.6% 24.8% 0.0% 22.5% 5.6% 0.2% -313.5M -9.36B -328.5M 1.80 1.80 N/A N/A 458,710 826,479 2,697,136 5,969,048 2021-04-05 $331.02 $321.00 21.1% 6.1% 25.1% 2.3% 23.0% 5.5% 0.1% 79.3M -20.30B -313.5M 1.59 1.63 N/A N/A 187,639 297,913 2,625,041 5,874,480 2021-04-06 $330.77 $324.00 21.3% 6.1% 22.8% 2.9% 23.9% 5.5% 0.0% 172.4M -19.80B -315.2M 1.91 1.53 N/A N/A 246,732 470,839 2,712,661 6,024,269 2021-04-07 $331.73 $324.00 20.7% 5.9% 19.8% 0.6% 22.0% 5.1% -0.1% 208.3M -20.91B -316.1M 1.56 1.43 N/A N/A 248,227 387,101 2,753,081 6,118,125 2021-04-08 $334.80 $325.00 20.8% 6.0% 19.8% 0.9% 21.5% 5.3% 0.0% 804.3M -27.68B -311.9M 1.51 1.24 N/A N/A 337,026 509,621 2,785,443 6,199,880 2021-04-09 $336.55 $325.00 20.5% 6.0% 18.6% 0.0% 22.3% 5.3% 0.3% 1.10B -30.98B -309.3M 1.69 1.52 N/A N/A 381,834 646,371 2,817,947 6,317,115 2021-04-12 $336.86 $327.00 20.5% 6.0% 18.0% 0.0% 22.2% 5.3% 0.3% 569.8M -28.29B -306.4M 1.17 1.48 N/A N/A 322,914 377,147 2,711,429 6,142,988 2021-04-13 $340.68 $330.00 20.4% 5.9% 18.1% 0.0% 21.8% 5.2% 0.2% 957.8M -35.32B -305.5M 1.29 1.38 N/A N/A 378,867 489,132 2,784,962 6,267,337 2021-04-14 $336.19 $330.00 21.2% 6.1% 18.9% 3.8% 23.4% 5.7% 0.1% 434.6M -25.79B -314.0M 1.44 1.72 N/A N/A 469,598 675,147 2,859,734 6,393,881 2021-04-15 $341.65 $330.00 19.3% 5.6% 19.5% 0.0% 20.8% 5.4% 0.1% 1.01B -37.55B -304.7M 1.44 1.38 N/A N/A 397,451 574,165 2,900,606 6,556,637 2021-04-16 $341.82 $330.00 18.4% 5.3% 15.2% 0.0% 20.5% 5.5% 0.3% 612.1M -37.67B -305.9M 1.63 1.66 N/A N/A 379,163 616,210 2,935,198 6,772,641 2021-04-19 $338.20 $330.00 21.3% 6.1% 16.1% 12.1% 23.6% 7.1% 0.2% -841.9M -14.68B -321.1M 1.90 1.24 N/A N/A 298,118 567,055 2,391,418 5,173,621 2021-04-20 $336.67 $330.00 21.8% 6.3% 15.8% 14.3% 24.8% 7.5% 0.1% -1.26B -11.05B -328.7M 1.82 1.32 N/A N/A 318,487 578,318 2,481,377 5,446,772 2021-04-21 $339.01 $330.00 20.4% 5.8% 15.5% 8.3% 22.3% 6.9% 0.3% -863.0M -16.36B -324.9M 1.68 1.44 N/A N/A 251,671 423,337 2,558,945 5,562,227 2021-04-22 $335.54 $330.00 21.7% 6.2% 15.2% 16.1% 22.3% 7.5% 0.2% -1.65B -8.76B -332.9M 1.41 1.77 N/A N/A 413,266 581,644 2,618,300 5,656,301 2021-04-23 $340.02 $330.00 19.2% 5.6% 15.4% 3.7% 21.2% 6.8% 0.8% 1.8M -19.99B -324.0M 1.42 1.59 N/A N/A 396,496 563,192 2,691,793 5,754,464 2021-04-26 $341.48 $330.00 20.0% 5.7% 15.3% 7.6% 22.6% 6.5% 0.4% -535.6M -19.28B -321.3M 1.91 1.60 N/A N/A 235,720 451,118 2,555,349 5,604,582 2021-04-27 $340.49 $330.00 19.8% 5.6% 15.5% 6.6% 22.9% 6.7% 0.3% -663.2M -17.10B -325.9M 2.01 1.57 N/A N/A 246,509 495,563 2,625,733 5,740,308 2021-04-28 $339.48 $330.00 19.8% 5.6% 15.5% 6.8% 21.9% 6.8% -0.9% -756.6M -15.22B -331.4M 1.87 1.59 N/A N/A 255,493 478,298 2,724,930 5,838,153 2021-04-29 $340.38 $330.00 19.4% 5.5% 14.7% 4.9% 21.3% 6.8% -0.6% -647.9M -16.91B -333.7M 1.98 1.62 N/A N/A 434,298 860,877 2,744,176 5,968,466 2021-04-30 $337.32 $330.00 19.7% 5.7% 14.7% 6.3% 21.4% 7.2% -0.8% -2.50B -7.78B -341.7M 1.43 1.52 N/A N/A 525,004 752,261 2,799,323 6,147,048
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