QQQ Options History — June 2021 In June 2021, QQQ traded between $329.79 and $354.93. ATM implied volatility averaged 16.8%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 1.9% (HV 20d: 15.0%). Max pain ranged from $325.00 to $342.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.48.
Notable Days 2021-06-17 : Highest Volume — 1,953,044 contracts2021-06-04 : Largest IV drop — 11.4% change2021-06-16 : Highest IV Rank — 8.9%2021-06-03 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $342.73 $329.79 $354.93 $333.08 $354.93 Max Pain $336.77 $325.00 $342.00 $325.00 $342.00 ATM IV 16.8% 15.0% 19.2% 18.6% 16.7% Expected Move 4.8% 4.2% 5.6% 5.4% 4.3% HV 20d 15.0% 10.7% 21.4% 21.4% 11.0% HV 60d 17.3% 15.7% 20.3% 20.3% 15.7% IV Rank 4.5% 0.0% 8.9% 5.6% 6.9% IV Percentile 1.3% 0.0% 4.0% 1.6% 4.0% Term Structure 0.1% -1.1% 0.8% 0.3% -0.3% VWIV 18.9% 16.1% 22.1% 21.6% 18.2% Skew 25d 5.4% 4.6% 6.6% 5.8% 5.3% Skew 10d 11.4% 9.0% 13.8% 11.7% 11.7% Call IV 25d 14.9% 13.5% 16.8% 16.2% 14.9% Put IV 25d 20.3% 18.2% 23.3% 21.9% 20.2% Bid-Ask Spread % 2.05 1.48 2.97 1.48 1.66 Gamma HHI 0.04 0.03 0.07 0.03 0.06 Net GEX 799.7M -2.23B 2.54B -499.7M 1.15B Net DEX -24.43B -40.81B 718.6M -10.91B -34.02B Net VEX -306.6M -329.6M -288.5M -324.4M -317.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.48 1.10 2.44 1.95 1.65 Total Volume 1,133,747.591 611,696 1,953,044 1,085,339 1,036,979 Total OI 9,005,771.455 7,437,616 10,414,084 8,941,673 8,548,205
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 2021-06-01 $333.08 $325.00 18.6% 5.4% 21.4% 5.6% 21.6% 5.8% 0.3% -499.7M -10.91B -324.4M 1.95 1.48 N/A N/A 368,278 717,061 3,042,534 5,899,139 2021-06-02 $332.93 $325.00 18.4% 5.1% 19.7% 4.5% 22.1% 6.3% -1.1% -901.1M -9.08B -324.5M 2.22 1.62 N/A N/A 266,059 591,393 3,057,912 6,052,962 2021-06-03 $329.79 $335.00 19.2% 5.6% 20.0% 8.0% 21.2% 6.6% -0.6% -2.23B 718.6M -329.6M 2.44 2.70 N/A N/A 391,926 956,844 3,024,332 6,138,895 2021-06-04 $335.74 $335.00 17.0% 5.1% 21.0% 0.0% 20.0% 5.4% -0.5% 1.06B -18.15B -322.1M 1.80 2.19 N/A N/A 448,551 807,855 3,112,604 6,680,804 2021-06-07 $336.12 $335.00 17.4% 5.2% 20.4% 1.7% 19.8% 5.6% 0.4% -208.2M -17.20B -314.1M 1.13 2.35 N/A N/A 287,052 324,644 3,010,161 6,359,980 2021-06-08 $336.82 $335.00 17.5% 5.2% 18.5% 2.4% 19.9% 5.4% 0.4% -47.5M -18.22B -314.1M 1.10 2.22 N/A N/A 417,682 461,417 3,056,979 6,383,804 2021-06-09 $336.85 $335.00 18.2% 5.3% 18.3% 5.6% 19.6% 5.9% -0.3% -357.7M -18.22B -315.5M 1.24 2.43 N/A N/A 342,008 422,693 3,114,609 6,517,292 2021-06-10 $339.82 $335.00 16.3% 4.8% 15.8% 0.0% 19.2% 4.9% -0.2% 1.16B -28.32B -298.7M 1.64 2.35 N/A N/A 527,179 862,584 3,093,954 6,543,187 2021-06-11 $340.60 $335.00 15.0% 4.5% 15.6% 0.0% 17.5% 4.7% 0.4% 1.38B -28.96B -300.4M 1.50 2.06 N/A N/A 325,065 487,173 3,192,965 6,715,970 2021-06-14 $343.35 $335.00 16.3% 4.8% 14.8% 5.1% 17.2% 4.6% 0.4% 1.87B -35.02B -288.5M 1.16 2.21 N/A N/A 443,500 515,038 3,087,561 6,383,321 2021-06-15 $342.32 $338.00 17.1% 5.0% 14.4% 8.7% 19.2% 5.1% 0.4% 678.4M -29.21B -298.1M 1.27 2.36 N/A N/A 416,125 527,273 3,130,419 6,510,590 2021-06-16 $341.57 $339.00 17.2% 4.9% 14.5% 8.9% 20.1% 5.3% 0.2% 325.4M -27.34B -301.8M 1.23 2.72 N/A N/A 765,174 942,893 3,286,628 6,622,656 2021-06-17 $346.01 $340.00 16.0% 4.6% 14.3% 3.9% 17.6% 4.9% 0.0% 2.54B -40.81B -293.0M 1.30 2.12 N/A N/A 849,745 1,103,299 3,312,088 6,744,682 2021-06-18 $343.58 $340.00 17.2% 5.0% 12.3% 8.8% 19.6% 6.2% 0.4% 604.8M -29.94B -305.9M 1.23 1.97 N/A N/A 625,464 766,475 3,430,557 6,983,527 2021-06-21 $343.86 $340.00 17.1% 4.9% 11.8% 8.7% 18.9% 6.0% 0.4% 463.9M -16.30B -301.9M 1.14 1.80 N/A N/A 487,440 553,839 2,603,673 4,833,943 2021-06-22 $347.65 $340.00 16.0% 4.5% 10.7% 3.8% 17.9% 5.5% 0.6% 1.90B -25.61B -298.3M 1.32 1.54 N/A N/A 433,798 573,154 2,660,624 4,860,119 2021-06-23 $347.78 $340.00 15.8% 4.4% 10.7% 3.3% 18.0% 5.5% -0.3% 2.14B -25.99B -298.6M 1.39 1.59 N/A N/A 483,278 670,881 2,754,379 5,044,249 2021-06-24 $349.77 $340.00 15.7% 4.3% 10.8% 2.5% 17.1% 5.2% -0.2% 2.24B -30.01B -296.6M 1.55 2.97 N/A N/A 580,433 901,162 2,728,506 5,108,907 2021-06-25 $349.24 $340.00 15.2% 4.2% 10.7% 0.6% 16.8% 4.8% 0.6% 589.4M -24.96B -305.3M 1.42 1.60 N/A N/A 412,832 585,266 2,835,970 5,422,166 2021-06-28 $353.48 $340.00 15.8% 4.3% 11.3% 3.3% 16.1% 5.1% 0.8% 2.46B -35.51B -294.0M 1.47 1.67 N/A N/A 454,627 667,429 2,743,572 5,280,686 2021-06-29 $354.86 $340.00 16.5% 4.3% 11.0% 6.0% 17.0% 4.8% 0.5% 1.28B -34.42B -302.1M 1.36 1.49 N/A N/A 484,122 656,757 2,721,885 5,489,976 2021-06-30 $354.93 $342.00 16.7% 4.3% 11.0% 6.9% 18.2% 5.3% -0.3% 1.15B -34.02B -317.2M 1.65 1.66 N/A N/A 391,423 645,556 2,873,394 5,674,811
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