QQQ Options History — October 2021 In October 2021, QQQ traded between $352.39 and $385.10. ATM implied volatility averaged 18.0%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded below realized volatility by 0.4% (HV 20d: 18.4%). Max pain ranged from $369.00 to $373.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.49.
Notable Days 2021-10-04 : Highest Volume — 2,228,404 contracts2021-10-04 : Largest IV spike — 15.0% change2021-10-04 : Highest IV Rank — 44.5%2021-10-04 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $368.82 $352.39 $385.10 $360.21 $385.10 Max Pain $370.14 $369.00 $373.00 $370.00 $373.00 ATM IV 18.0% 15.1% 24.8% 21.6% 15.6% Expected Move 5.2% 4.4% 7.0% 6.2% 4.5% HV 20d 18.4% 15.0% 21.3% 16.7% 15.1% HV 60d 14.6% 13.8% 15.0% 13.8% 14.6% IV Rank 17.4% 5.7% 44.5% 31.5% 7.9% IV Percentile 24.5% 3.2% 70.2% 46.4% 10.7% Term Structure 0.0% -0.7% 0.6% 0.4% 0.5% VWIV 20.0% 17.1% 25.1% 22.5% 18.0% Skew 25d 6.7% 5.2% 9.1% 8.4% 5.3% Skew 10d 13.3% 10.0% 17.3% 15.4% 10.8% Call IV 25d 15.3% 13.0% 20.3% 17.4% 13.6% Put IV 25d 22.0% 18.8% 29.5% 25.9% 18.9% Bid-Ask Spread % 1.50 1.18 2.47 2.22 1.53 Gamma HHI 0.04 0.03 0.11 0.08 0.11 Net GEX -1.38B -4.76B 2.26B -4.76B 2.26B Net DEX -6.65B -42.80B 36.10B 23.44B -42.80B Net VEX -344.4M -364.4M -328.1M -364.4M -340.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.49 1.02 2.54 1.37 1.80 Total Volume 1,489,123.19 988,789 2,228,404 1,928,545 1,730,461 Total OI 8,690,986.905 7,663,722 9,235,414 8,655,400 9,002,309
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 2021-10-01 $360.21 $370.00 21.6% 6.2% 16.7% 31.5% 22.5% 8.4% 0.4% -4.76B 23.44B -364.4M 1.37 2.22 N/A N/A 812,750 1,115,795 2,801,435 5,853,965 2021-10-04 $352.39 $373.00 24.8% 7.0% 17.9% 44.5% 25.1% 9.1% 0.0% -3.76B 36.10B -360.0M 1.34 2.47 N/A N/A 953,780 1,274,624 2,717,227 5,602,377 2021-10-05 $358.38 $373.00 22.2% 6.4% 19.2% 34.1% 22.6% 8.9% 0.2% -3.59B 22.54B -360.7M 1.58 1.61 N/A N/A 510,741 808,250 2,797,949 5,714,275 2021-10-06 $358.67 $370.00 22.1% 6.3% 19.3% 33.9% 24.3% 8.8% -0.3% -3.04B 19.11B -363.1M 1.47 1.84 N/A N/A 644,834 945,680 2,943,894 5,928,203 2021-10-07 $363.20 $370.00 19.8% 5.8% 20.0% 24.5% 21.7% 8.2% -0.7% -2.57B 7.62B -361.7M 1.66 1.67 N/A N/A 475,124 790,896 2,930,530 6,021,313 2021-10-08 $361.29 $370.00 19.4% 5.8% 19.9% 22.7% 20.8% 8.0% 0.6% -2.72B 11.63B -358.6M 1.36 1.18 N/A N/A 604,512 823,715 3,020,455 6,110,494 2021-10-11 $359.32 $370.00 20.6% 6.0% 20.0% 27.5% 22.1% 8.4% 0.2% -3.81B 17.88B -351.0M 1.59 1.34 N/A N/A 460,362 734,178 2,879,439 5,936,175 2021-10-12 $356.71 $370.00 20.9% 6.1% 20.1% 29.0% 21.9% 7.8% 0.2% -4.17B 24.39B -349.3M 1.48 1.61 N/A N/A 453,409 670,051 2,889,641 5,993,102 2021-10-13 $359.61 $370.00 19.2% 5.5% 19.9% 22.1% 20.1% 7.4% -0.4% -4.27B 16.57B -344.1M 1.24 1.27 N/A N/A 513,630 635,152 2,957,843 6,148,893 2021-10-14 $366.32 $369.00 16.5% 4.8% 21.3% 11.3% 17.9% 6.3% -0.3% -1.57B -4.96B -334.1M 1.32 1.59 N/A N/A 627,743 828,704 2,964,315 6,105,883 2021-10-15 $368.49 $369.00 15.5% 4.6% 21.0% 7.1% 18.1% 5.9% 0.3% -282.6M -13.62B -330.2M 1.38 1.27 N/A N/A 558,270 767,668 3,084,490 6,150,924 2021-10-18 $372.61 $369.00 15.7% 4.6% 18.8% 8.1% 17.5% 5.6% 0.5% 360.4M -22.29B -328.1M 1.02 1.24 N/A N/A 614,142 629,196 2,554,571 5,109,151 2021-10-19 $374.95 $369.00 15.4% 4.5% 18.7% 7.0% 17.8% 5.4% 0.3% 538.7M -25.50B -328.5M 1.73 1.22 N/A N/A 415,927 718,468 2,549,771 5,282,011 2021-10-20 $374.77 $369.00 15.6% 4.5% 18.4% 7.7% 20.3% 5.6% -0.2% -302.0M -23.96B -337.9M 1.67 1.41 N/A N/A 530,974 885,497 2,750,222 5,608,448 2021-10-21 $376.83 $369.00 15.1% 4.4% 18.3% 5.7% 17.4% 5.5% -0.3% 574.1M -28.28B -334.9M 1.70 1.23 N/A N/A 366,854 621,935 2,742,373 5,693,765 2021-10-22 $373.96 $369.00 15.5% 4.5% 18.5% 7.3% 18.4% 5.8% 0.4% -1.74B -19.04B -342.3M 1.37 1.28 N/A N/A 768,929 1,052,473 2,820,006 5,881,982 2021-10-25 $377.98 $369.00 15.3% 4.4% 18.6% 6.3% 17.4% 5.2% -0.1% 1.12B -30.56B -332.3M 1.12 1.47 N/A N/A 695,152 780,558 2,810,095 5,639,084 2021-10-26 $379.90 $369.00 15.6% 4.5% 15.2% 7.6% 17.1% 5.2% -0.1% 883.3M -34.12B -329.0M 1.25 1.23 N/A N/A 867,793 1,080,572 2,799,284 5,692,603 2021-10-27 $381.23 $370.00 16.2% 4.7% 15.2% 10.2% 17.5% 5.4% -0.2% 891.3M -36.38B -339.5M 1.33 1.50 N/A N/A 807,606 1,075,946 3,003,856 5,996,213 2021-10-28 $383.23 $373.00 15.9% 4.6% 15.0% 8.8% 21.5% 5.4% -0.1% 905.5M -37.46B -342.5M 2.54 1.39 N/A N/A 457,106 1,162,130 2,954,727 6,067,432 2021-10-29 $385.10 $373.00 15.6% 4.5% 15.1% 7.9% 18.0% 5.3% 0.5% 2.26B -42.80B -340.8M 1.80 1.53 N/A N/A 617,687 1,112,774 3,015,792 5,986,517
« Sep 2021 | All History | Nov 2021 » Home QQQ History October 2021