QQQ Options History — July 2021 In July 2021, QQQ traded between $352.77 and $368.23. ATM implied volatility averaged 17.5%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 6.1% (HV 20d: 11.4%). Max pain ranged from $342.00 to $355.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.37.
Notable Days 2021-07-19 : Highest Volume — 1,672,910 contracts2021-07-19 : Largest IV spike — 17.5% change2021-07-19 : Highest IV Rank — 27.3%2021-07-19 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $361.58 $352.77 $368.23 $354.21 $364.29 Max Pain $349.76 $342.00 $355.00 $342.00 $355.00 ATM IV 17.5% 15.2% 21.6% 16.4% 17.2% Expected Move 5.0% 3.8% 6.2% 4.2% 4.7% HV 20d 11.4% 9.2% 14.2% 10.1% 14.2% HV 60d 15.6% 15.1% 16.0% 15.7% 15.2% IV Rank 10.2% 0.5% 27.3% 5.7% 9.0% IV Percentile 8.7% 0.4% 27.4% 3.6% 10.3% Term Structure 0.1% -0.5% 0.9% -0.3% 0.4% VWIV 19.0% 15.8% 21.8% 16.3% 18.0% Skew 25d 6.0% 4.8% 7.9% 5.4% 6.1% Skew 10d 12.5% 9.6% 16.0% 12.0% 13.1% Call IV 25d 15.1% 13.2% 18.1% 14.5% 14.6% Put IV 25d 21.1% 18.3% 26.1% 19.9% 20.7% Bid-Ask Spread % 1.37 1.07 1.83 1.83 1.51 Gamma HHI 0.03 0.02 0.06 0.04 0.03 Net GEX 367.2M -1.74B 2.31B 611.9M -421.0M Net DEX -28.62B -40.57B 443.5M -26.14B -22.67B Net VEX -328.3M -351.3M -311.1M -324.1M -331.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.37 1.02 1.77 1.42 1.23 Total Volume 1,248,164.714 744,004 1,672,910 893,060 1,294,475 Total OI 8,242,131.952 7,659,704 9,308,225 7,751,492 8,365,291
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 2021-07-01 $354.21 $342.00 16.4% 4.2% 10.1% 5.7% 16.3% 5.4% -0.3% 611.9M -26.14B -324.1M 1.42 1.83 N/A N/A 368,922 524,138 2,698,386 5,053,106 2021-07-02 $358.57 $343.00 15.6% 3.8% 9.2% 2.2% 15.8% 4.8% 0.4% 2.31B -38.25B -318.4M 1.59 1.79 N/A N/A 492,749 783,548 2,793,393 5,230,092 2021-07-06 $360.29 $345.00 17.2% 5.1% 9.2% 8.9% 19.8% 5.0% 0.3% 1.32B -37.24B -311.1M 1.56 1.07 N/A N/A 543,686 846,926 2,700,371 5,153,854 2021-07-07 $360.89 $345.00 17.7% 5.2% 9.2% 11.2% 21.3% 5.3% -0.2% 659.6M -35.32B -321.7M 1.63 1.27 N/A N/A 556,415 907,830 2,792,965 5,381,749 2021-07-08 $358.01 $349.00 19.7% 5.7% 10.0% 19.4% 21.8% 6.6% -0.5% -448.7M -26.07B -339.8M 1.76 1.36 N/A N/A 503,802 888,380 2,846,621 5,532,132 2021-07-09 $360.93 $350.00 17.4% 5.1% 9.9% 9.7% 19.4% 5.4% 0.3% -83.9M -33.69B -328.9M 1.53 1.27 N/A N/A 449,927 688,139 2,879,387 5,730,969 2021-07-12 $362.10 $350.00 17.1% 5.0% 9.9% 8.5% 20.3% 5.0% 0.3% 825.8M -37.41B -321.7M 1.18 1.31 N/A N/A 401,098 472,152 2,864,706 5,687,438 2021-07-13 $362.71 $350.00 18.1% 5.2% 9.8% 12.8% 21.3% 5.8% 0.1% 488.3M -36.02B -322.0M 1.77 1.19 N/A N/A 542,807 961,156 2,852,571 5,680,775 2021-07-14 $363.65 $350.00 17.4% 5.1% 9.5% 9.9% 18.8% 5.7% -0.3% 625.7M -37.51B -324.2M 1.21 1.18 N/A N/A 612,672 741,254 2,949,467 5,951,093 2021-07-15 $360.11 $350.00 18.0% 5.2% 10.4% 12.4% 19.8% 5.8% -0.3% -359.9M -27.86B -332.8M 1.68 1.16 N/A N/A 573,380 965,518 2,980,590 5,985,327 2021-07-16 $357.51 $350.00 18.4% 5.3% 10.2% 13.9% 19.5% 6.3% 0.2% -994.1M -19.49B -341.1M 1.24 1.30 N/A N/A 675,490 840,679 3,090,179 6,218,046 2021-07-19 $352.77 $350.00 21.6% 6.2% 11.2% 27.3% 21.6% 7.9% 0.2% -1.74B 443.5M -351.3M 1.14 1.24 N/A N/A 780,890 892,020 2,674,922 5,085,255 2021-07-20 $359.90 $350.00 18.0% 5.2% 13.0% 12.4% 19.2% 6.8% 0.3% 366.9M -19.62B -338.7M 1.16 1.17 N/A N/A 489,207 567,965 2,738,157 5,120,771 2021-07-21 $360.58 $350.00 17.2% 4.9% 12.6% 8.9% 18.4% 6.5% -0.2% 946.8M -21.81B -335.3M 1.40 1.31 N/A N/A 391,150 547,995 2,797,248 5,251,728 2021-07-22 $363.55 $350.00 16.6% 4.8% 12.7% 6.4% 17.6% 6.6% -0.3% 1.37B -29.34B -332.8M 1.55 1.26 N/A N/A 373,352 580,489 2,790,456 5,222,323 2021-07-23 $368.23 $351.00 15.2% 4.4% 13.2% 0.5% 17.1% 5.2% 0.5% 1.54B -40.57B -321.4M 1.08 1.55 N/A N/A 659,811 709,373 2,822,846 5,388,737 2021-07-26 $368.10 $351.00 16.4% 4.7% 13.2% 5.7% 17.7% 5.9% 0.8% 833.4M -33.77B -315.3M 1.02 1.46 N/A N/A 439,078 448,734 2,569,026 5,090,678 2021-07-27 $363.43 $354.00 18.5% 5.2% 13.8% 14.4% 20.6% 6.9% 0.9% -669.2M -21.17B -333.5M 1.17 1.43 N/A N/A 750,166 879,950 2,601,087 5,232,774 2021-07-28 $366.43 $355.00 17.2% 4.7% 14.0% 9.0% 17.9% 6.5% -0.2% -378.0M -27.57B -325.7M 1.24 1.58 N/A N/A 589,220 732,912 2,706,298 5,357,035 2021-07-29 $366.82 $355.00 16.5% 4.4% 14.0% 6.0% 17.3% 6.0% 0.1% 914.9M -29.88B -323.9M 1.28 1.47 N/A N/A 326,099 417,905 2,774,751 5,442,171 2021-07-30 $364.29 $355.00 17.2% 4.7% 14.2% 9.0% 18.0% 6.1% 0.4% -421.0M -22.67B -331.2M 1.23 1.51 N/A N/A 581,286 713,189 2,826,907 5,538,384
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