QQQ Options History — December 2021 In December 2021, QQQ traded between $379.96 and $403.03. ATM implied volatility averaged 21.5%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 0.5% (HV 20d: 21.9%). Max pain ranged from $371.00 to $380.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.43.
Notable Days 2021-12-03 : Highest Volume — 2,477,851 contracts2021-12-03 : Largest IV spike — 21.5% change2021-12-03 : Highest IV Rank — 81.3%2021-12-03 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $393.22 $379.96 $403.03 $390.47 $398.88 Max Pain $376.18 $371.00 $380.00 $380.00 $380.00 ATM IV 21.5% 17.4% 29.8% 25.6% 17.4% Expected Move 6.2% 4.7% 9.4% 7.8% 4.7% HV 20d 21.9% 15.8% 25.3% 16.2% 23.4% HV 60d 17.9% 16.2% 18.9% 16.3% 17.5% IV Rank 39.3% 18.7% 81.3% 60.3% 18.8% IV Percentile 59.0% 30.6% 98.0% 86.9% 31.3% Term Structure -0.0% -0.8% 0.6% -0.6% 0.5% VWIV 24.3% 18.0% 35.3% 28.3% 18.0% Skew 25d 7.9% 5.7% 12.3% 9.2% 5.7% Skew 10d 15.0% 10.2% 23.2% 17.3% 11.7% Call IV 25d 18.3% 15.2% 24.2% 21.5% 15.2% Put IV 25d 26.2% 20.9% 36.4% 30.7% 20.9% Bid-Ask Spread % 2.03 1.58 3.14 2.83 1.98 Gamma HHI 0.03 0.02 0.05 0.03 0.05 Net GEX -677.9M -3.63B 1.43B -2.57B -1.10B Net DEX -17.74B -39.79B 16.09B -10.65B -21.47B Net VEX -367.5M -390.3M -349.2M -375.0M -354.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.43 0.85 1.96 1.87 1.12 Total Volume 1,666,643.182 981,590 2,477,851 2,437,575 1,202,921 Total OI 9,208,487.864 7,909,685 10,867,377 9,452,256 8,567,908
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 2021-12-01 $390.47 $380.00 25.6% 7.8% 16.2% 60.3% 28.3% 9.2% -0.6% -2.57B -10.65B -375.0M 1.87 2.83 N/A N/A 850,649 1,586,926 3,186,455 6,265,801 2021-12-02 $390.87 $380.00 24.5% 7.3% 15.8% 54.7% 27.7% 10.0% -0.5% -1.91B -12.45B -375.3M 1.70 2.21 N/A N/A 639,087 1,089,147 3,153,534 6,238,151 2021-12-03 $380.13 $380.00 29.8% 9.4% 17.9% 81.3% 35.3% 12.3% 0.3% -3.63B 16.09B -389.8M 1.66 2.24 N/A N/A 932,534 1,545,317 3,231,995 6,375,555 2021-12-06 $386.08 $371.00 25.9% 7.5% 19.0% 61.7% 27.8% 11.2% 0.3% -1.40B -6.50B -368.7M 1.36 1.75 N/A N/A 745,826 1,011,158 3,195,702 6,236,397 2021-12-07 $396.73 $371.00 21.4% 6.4% 21.5% 39.1% 26.2% 8.9% 0.5% 405.2M -34.60B -352.4M 1.54 1.59 N/A N/A 635,341 981,487 3,218,052 6,330,477 2021-12-08 $398.83 $372.00 20.3% 6.1% 21.5% 33.6% 23.8% 7.9% -0.3% 716.2M -39.79B -349.2M 1.28 1.63 N/A N/A 587,284 750,689 3,297,551 6,672,294 2021-12-09 $395.04 $373.00 21.8% 6.4% 20.9% 40.8% 24.5% 8.4% -0.4% -455.3M -28.42B -357.6M 1.96 1.58 N/A N/A 559,747 1,095,679 3,321,106 6,394,682 2021-12-10 $397.34 $373.00 19.8% 5.9% 20.9% 30.9% 22.6% 7.5% 0.5% 252.1M -35.87B -357.7M 1.68 1.79 N/A N/A 683,174 1,148,551 3,405,967 6,576,177 2021-12-13 $393.92 $374.00 21.2% 6.2% 20.9% 37.7% 23.9% 8.0% 0.4% -1.26B -24.23B -362.1M 1.72 1.82 N/A N/A 633,375 1,087,692 3,278,206 6,537,728 2021-12-14 $387.78 $374.00 23.2% 6.6% 21.6% 47.8% 25.4% 8.3% 0.3% -1.83B -7.02B -376.2M 1.71 1.86 N/A N/A 612,326 1,045,533 3,298,263 6,593,342 2021-12-15 $394.95 $374.00 21.0% 6.0% 22.4% 36.7% 25.6% 7.4% -0.6% 26.9M -27.98B -371.5M 1.48 3.14 N/A N/A 799,473 1,179,448 3,396,082 6,868,734 2021-12-16 $387.25 $375.00 22.5% 6.4% 23.4% 44.3% 23.5% 8.3% -0.8% -1.72B -5.82B -382.8M 0.85 2.36 N/A N/A 1,253,847 1,069,528 3,395,115 6,955,588 2021-12-17 $385.50 $375.00 23.2% 6.7% 23.1% 48.0% 24.8% 8.0% -0.8% -2.87B 1.06B -390.3M 1.10 2.65 N/A N/A 965,913 1,063,779 3,711,765 7,155,612 2021-12-20 $379.96 $378.00 24.8% 7.2% 23.3% 56.3% 26.5% 8.4% 0.3% -2.71B 14.08B -388.5M 1.23 1.81 N/A N/A 730,491 898,506 2,638,254 5,271,431 2021-12-21 $387.80 $376.00 21.7% 6.3% 24.8% 40.7% 25.5% 7.7% 0.4% -725.8M -4.26B -382.6M 1.17 1.87 N/A N/A 669,265 780,210 2,712,949 5,318,492 2021-12-22 $392.86 $376.00 19.5% 5.6% 24.9% 29.5% 21.6% 6.9% -0.3% 758.6M -15.92B -376.7M 1.23 1.97 N/A N/A 697,516 858,839 2,810,224 5,505,588 2021-12-23 $398.12 $378.00 17.4% 5.0% 25.3% 18.7% 20.2% 6.0% -0.1% 1.25B -25.83B -367.9M 1.16 2.09 N/A N/A 574,744 664,905 2,765,748 5,610,110 2021-12-27 $403.03 $378.00 17.8% 5.0% 25.0% 20.9% 19.7% 6.0% 0.6% 1.43B -33.65B -350.3M 1.08 1.93 N/A N/A 659,532 712,664 2,667,694 5,424,370 2021-12-28 $402.44 $380.00 18.1% 5.0% 24.2% 22.2% 22.5% 5.9% 0.5% 866.2M -30.61B -350.1M 1.24 2.07 N/A N/A 550,782 681,137 2,689,655 5,469,841 2021-12-29 $402.13 $378.00 17.8% 4.8% 23.5% 20.9% 19.4% 6.0% -0.2% 1.03B -30.22B -350.6M 1.72 1.71 N/A N/A 533,039 916,499 2,792,570 5,653,108 2021-12-30 $400.69 $380.00 17.7% 4.8% 23.3% 20.1% 23.0% 6.0% -0.2% 541.6M -26.21B -355.8M 1.60 1.80 N/A N/A 378,237 603,353 2,766,098 5,632,362 2021-12-31 $398.88 $380.00 17.4% 4.7% 23.4% 18.8% 18.0% 5.7% 0.5% -1.10B -21.47B -354.7M 1.12 1.98 N/A N/A 568,699 634,222 2,821,658 5,746,250
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