QQQ Options History — May 2022 In May 2022, QQQ traded between $286.67 and $329.08. ATM implied volatility averaged 34.9%, placing in the 83.2% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 6.0% (HV 20d: 41.0%). Max pain ranged from $325.00 to $350.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.11.
Notable Days 2022-05-11 : Highest Volume — 3,580,287 contracts2022-05-18 : Largest IV spike — 15.4% change2022-05-04 : Highest IV Rank — 100.0%2022-05-04 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $301.23 $286.67 $329.08 $316.48 $309.67 Max Pain $336.81 $325.00 $350.00 $345.00 $325.00 ATM IV 34.9% 29.6% 40.1% 35.2% 30.6% Expected Move 10.3% 8.8% 12.7% 11.1% 9.2% HV 20d 41.0% 31.4% 45.3% 33.3% 43.3% HV 60d 34.8% 31.5% 36.6% 31.7% 36.3% IV Rank 83.2% 60.4% 100.0% 94.2% 64.1% IV Percentile 93.9% 80.2% 100.0% 98.0% 82.1% Term Structure -0.3% -1.5% 0.4% 0.2% 0.1% VWIV 35.7% 32.1% 42.7% 39.5% 33.3% Skew 25d 9.1% 7.0% 10.6% 10.3% 7.5% Skew 10d 15.9% 12.8% 18.4% 18.4% 13.7% Call IV 25d 30.3% 26.2% 35.4% 29.8% 27.3% Put IV 25d 39.4% 33.2% 44.9% 40.1% 34.8% Bid-Ask Spread % 1.62 0.97 2.43 1.52 1.17 Gamma HHI 0.05 0.03 0.07 0.05 0.04 Net GEX -2.03B -3.46B 52.3M -2.68B -278.9M Net DEX 73.71B 30.51B 100.36B 70.61B 31.94B Net VEX -378.4M -411.6M -350.3M -390.3M -404.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.11 0.66 1.33 1.29 1.09 Total Volume 2,715,168.714 1,888,240 3,580,287 2,997,262 2,413,279 Total OI 11,391,483.238 10,226,008 12,462,173 10,226,008 11,500,776
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 2022-05-02 $316.48 $345.00 35.2% 11.1% 33.3% 94.2% 39.5% 10.3% 0.2% -2.68B 70.61B -390.3M 1.29 1.52 N/A N/A 1,309,717 1,687,545 3,715,430 6,510,578 2022-05-03 $317.58 $344.00 33.8% 10.6% 31.4% 87.8% 36.6% 9.5% 0.1% -2.35B 65.00B -391.9M 1.28 1.42 N/A N/A 826,752 1,061,488 3,866,753 6,566,808 2022-05-04 $329.08 $342.00 38.5% 12.7% 34.4% 100.0% 42.7% 10.6% 0.0% -1.44B 46.09B -402.3M 0.66 2.16 N/A N/A 1,306,065 863,397 4,011,854 6,674,995 2022-05-05 $311.96 $350.00 35.9% 10.1% 38.3% 89.5% 34.7% 9.4% -0.6% -2.59B 75.27B -386.9M 1.14 2.38 N/A N/A 1,389,623 1,589,782 4,062,347 6,644,099 2022-05-06 $308.90 $350.00 34.3% 9.9% 38.0% 83.0% 34.6% 9.7% -0.0% -3.46B 82.66B -377.2M 1.13 2.43 N/A N/A 1,650,195 1,872,866 4,338,570 6,818,625 2022-05-09 $297.35 $348.00 38.8% 11.1% 39.5% 100.0% 38.0% 10.4% -0.2% -2.91B 95.44B -352.2M 1.13 1.84 N/A N/A 1,636,641 1,845,751 4,209,074 6,674,063 2022-05-10 $300.55 $345.00 38.3% 10.9% 39.4% 98.1% 36.8% 10.3% -0.6% -2.39B 84.96B -379.0M 1.07 1.54 N/A N/A 1,282,561 1,370,451 4,507,209 6,756,407 2022-05-11 $291.85 $345.00 39.0% 11.1% 40.3% 100.0% 36.8% 9.3% -0.4% -2.84B 100.36B -359.0M 0.99 1.51 N/A N/A 1,795,656 1,784,631 4,763,844 6,927,739 2022-05-12 $288.95 $340.00 40.1% 11.5% 38.6% 100.0% 40.4% 9.5% -0.6% -2.55B 99.30B -360.6M 1.11 1.80 N/A N/A 1,487,177 1,655,434 4,943,295 6,868,032 2022-05-13 $301.96 $338.00 35.2% 10.1% 42.5% 81.7% 36.1% 9.2% -0.3% -1.26B 71.12B -399.5M 1.18 1.80 N/A N/A 1,262,694 1,485,401 5,318,328 7,013,272 2022-05-16 $298.24 $338.00 34.9% 10.1% 42.6% 80.6% 35.0% 9.0% 0.4% -2.40B 81.79B -375.9M 1.07 1.35 N/A N/A 1,099,934 1,172,476 4,737,141 6,947,958 2022-05-17 $305.32 $335.00 31.7% 9.1% 42.5% 68.3% 32.6% 8.3% 0.3% -1.65B 64.80B -388.2M 1.09 1.63 N/A N/A 973,573 1,063,021 4,818,649 6,873,256 2022-05-18 $291.02 $335.00 36.6% 10.5% 45.1% 86.8% 36.5% 9.3% -0.9% -2.65B 94.06B -363.1M 1.14 1.73 N/A N/A 1,515,927 1,726,467 5,007,808 7,049,243 2022-05-19 $290.99 $332.00 33.9% 9.8% 44.7% 76.8% 33.3% 9.5% -1.3% -2.47B 91.09B -360.9M 1.09 1.87 N/A N/A 1,201,480 1,305,314 5,131,213 7,050,669 2022-05-20 $286.67 $330.00 34.2% 10.0% 44.6% 77.7% 33.9% 9.7% -1.5% -2.73B 97.75B -350.3M 1.16 1.83 N/A N/A 1,540,688 1,780,973 5,330,632 7,131,541 2022-05-23 $291.92 $329.00 33.5% 10.0% 45.3% 75.0% 34.3% 8.6% 0.2% -1.59B 69.76B -363.8M 1.13 1.26 N/A N/A 1,123,910 1,264,685 4,388,448 6,427,295 2022-05-24 $288.07 $327.00 34.4% 10.2% 44.5% 78.8% 36.2% 8.3% 0.2% -2.10B 76.56B -356.6M 1.33 1.29 N/A N/A 1,051,377 1,401,258 4,410,523 6,528,801 2022-05-25 $291.18 $325.00 33.9% 10.0% 44.8% 76.5% 34.4% 8.1% -0.8% -1.53B 68.83B -375.9M 1.01 1.25 N/A N/A 1,224,055 1,233,631 4,627,736 6,785,914 2022-05-26 $299.89 $325.00 31.4% 9.3% 44.3% 67.4% 32.9% 7.3% -0.7% -725.5M 50.00B -395.6M 1.07 1.30 N/A N/A 1,088,168 1,168,606 4,673,390 6,741,801 2022-05-27 $308.20 $325.00 29.6% 8.8% 43.3% 60.4% 32.1% 7.0% 0.4% 52.3M 30.51B -411.6M 1.17 0.97 N/A N/A 1,154,039 1,351,855 4,841,186 7,025,846 2022-05-31 $309.67 $325.00 30.6% 9.2% 43.3% 64.1% 33.3% 7.5% 0.1% -278.9M 31.94B -404.5M 1.09 1.17 N/A N/A 1,153,548 1,259,731 4,662,164 6,838,612
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