QQQ Options History — May 2021 In May 2021, QQQ traded between $317.65 and $336.18. ATM implied volatility averaged 21.6%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 3.0% (HV 20d: 18.6%). Max pain ranged from $322.00 to $330.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.51.
Notable Days 2021-05-04 : Highest Volume — 2,051,796 contracts2021-05-10 : Largest IV spike — 20.0% change2021-05-12 : Highest IV Rank — 49.5%2021-05-12 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $328.41 $317.65 $336.18 $336.18 $334.40 Max Pain $325.00 $322.00 $330.00 $330.00 $325.00 ATM IV 21.6% 17.4% 28.6% 19.7% 17.4% Expected Move 6.2% 5.0% 8.1% 5.7% 5.0% HV 20d 18.6% 13.0% 21.6% 13.0% 21.4% HV 60d 22.0% 20.5% 23.1% 21.0% 20.5% IV Rank 15.7% 0.0% 49.5% 6.2% 0.0% IV Percentile 15.0% 0.0% 69.0% 1.6% 0.0% Term Structure -0.0% -0.9% 0.4% 0.4% 0.3% VWIV 23.3% 19.5% 28.9% 20.6% 19.5% Skew 25d 7.3% 5.4% 9.5% 6.8% 5.4% Skew 10d 13.5% 11.2% 17.7% 11.8% 11.2% Call IV 25d 18.4% 15.2% 24.1% 16.8% 15.2% Put IV 25d 25.7% 20.6% 33.6% 23.6% 20.6% Bid-Ask Spread % 1.87 1.29 2.39 1.90 1.57 Gamma HHI 0.03 0.03 0.06 0.04 0.06 Net GEX -1.97B -4.09B 960.1M -2.19B 960.1M Net DEX 6.23B -16.01B 39.74B -5.58B -16.01B Net VEX -351.4M -373.1M -330.2M -342.4M -330.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.51 1.17 1.93 1.30 1.35 Total Volume 1,255,129.6 733,239 2,051,796 759,387 860,421 Total OI 9,364,447.15 8,537,880 10,217,741 8,537,880 9,338,916
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 2021-05-03 $336.18 $330.00 19.7% 5.7% 13.0% 6.2% 20.6% 6.8% 0.4% -2.19B -5.58B -342.4M 1.30 1.90 N/A N/A 330,083 429,304 2,664,675 5,873,205 2021-05-04 $328.45 $330.00 22.8% 6.7% 15.5% 21.3% 25.4% 7.7% 0.3% -3.07B 13.68B -354.6M 1.93 1.32 N/A N/A 699,827 1,351,969 2,707,565 5,938,418 2021-05-05 $329.48 $330.00 22.3% 6.5% 15.6% 18.7% 24.9% 7.7% -0.8% -2.85B 10.86B -357.4M 1.78 1.29 N/A N/A 409,331 727,128 2,853,648 6,229,293 2021-05-06 $330.04 $325.00 21.3% 6.3% 15.2% 14.1% 23.5% 8.1% -0.4% -3.00B 9.54B -361.3M 1.61 1.85 N/A N/A 455,994 735,694 2,874,586 6,384,372 2021-05-07 $334.53 $325.00 18.6% 5.7% 15.9% 0.8% 22.2% 6.6% 0.4% -1.30B -5.80B -355.4M 1.82 2.39 N/A N/A 480,899 877,519 2,988,390 6,549,938 2021-05-10 $326.89 $325.00 22.3% 6.4% 17.8% 18.9% 22.5% 7.2% -0.3% -3.46B 16.78B -355.7M 1.17 1.90 N/A N/A 667,934 783,827 2,842,887 6,386,148 2021-05-11 $325.23 $325.00 24.1% 7.0% 17.2% 27.8% 25.3% 8.3% 0.2% -3.33B 20.25B -365.4M 1.51 1.96 N/A N/A 740,692 1,115,404 2,961,957 6,467,877 2021-05-12 $317.65 $324.00 28.6% 8.1% 18.4% 49.5% 28.9% 9.5% -0.9% -4.09B 39.74B -373.1M 1.45 1.83 N/A N/A 801,850 1,164,855 3,124,923 6,580,746 2021-05-13 $320.95 $323.00 24.8% 7.2% 17.7% 31.1% 26.3% 8.6% -0.6% -3.30B 27.36B -364.5M 1.65 1.76 N/A N/A 593,956 977,150 3,167,181 6,571,959 2021-05-14 $326.57 $322.00 21.1% 6.2% 19.1% 12.8% 23.4% 7.4% 0.4% -2.04B 8.33B -357.2M 1.53 2.11 N/A N/A 512,017 782,040 3,275,549 6,681,396 2021-05-17 $323.89 $322.00 22.7% 6.6% 19.0% 20.6% 23.6% 7.6% 0.3% -2.89B 16.46B -352.6M 1.28 2.07 N/A N/A 465,727 597,713 3,138,664 6,402,231 2021-05-18 $323.92 $323.00 22.6% 6.5% 19.0% 20.2% 24.1% 7.2% 0.4% -2.57B 14.15B -352.1M 1.71 2.08 N/A N/A 331,253 568,061 3,196,372 6,377,108 2021-05-19 $321.12 $324.00 24.6% 7.0% 18.8% 29.8% 26.1% 7.8% -0.5% -3.23B 22.76B -356.5M 1.71 2.25 N/A N/A 560,010 955,115 3,269,258 6,518,469 2021-05-20 $329.29 $323.00 21.5% 6.2% 21.0% 14.8% 23.0% 7.1% -0.3% -923.9M -4.43B -350.2M 1.29 2.34 N/A N/A 594,193 767,482 3,361,690 6,607,635 2021-05-21 $326.98 $324.00 21.1% 6.1% 20.4% 13.1% 23.3% 7.2% 0.2% -2.22B 5.63B -350.9M 1.34 2.29 N/A N/A 597,851 803,089 3,457,030 6,760,711 2021-05-24 $333.08 $325.00 19.2% 5.5% 21.6% 3.9% 20.0% 6.8% 0.3% 102.0M -12.79B -337.3M 1.41 1.74 N/A N/A 453,141 639,615 2,956,032 5,774,038 2021-05-25 $332.76 $325.00 20.0% 5.7% 21.6% 7.6% 22.5% 6.5% 0.3% -150.5M -10.93B -339.3M 1.51 1.69 N/A N/A 318,365 479,524 2,998,719 5,842,325 2021-05-26 $333.77 $325.00 19.1% 5.4% 21.6% 3.1% 21.5% 6.5% -0.4% 270.9M -14.16B -336.7M 1.30 1.65 N/A N/A 318,612 414,627 3,101,346 5,964,303 2021-05-27 $333.04 $325.00 18.4% 5.2% 21.6% 0.0% 20.0% 6.2% -0.4% -197.6M -11.33B -334.7M 1.54 1.49 N/A N/A 291,159 449,161 3,073,723 6,025,660 2021-05-28 $334.40 $325.00 17.4% 5.0% 21.4% 0.0% 19.5% 5.4% 0.3% 960.1M -16.01B -330.2M 1.35 1.57 N/A N/A 366,049 494,372 3,163,805 6,175,111
« Apr 2021 | All History | Jun 2021 » Home QQQ History May 2021