QQQ Options History — June 2022

In June 2022, QQQ traded between $270.66 and $313.50. ATM implied volatility averaged 32.4%, placing in the 70.8% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 6.0% (HV 20d: 38.4%). Max pain ranged from $295.00 to $325.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.26.

Notable Days

2022-06-10: Highest Volume — 3,370,184 contracts
2022-06-13: Largest IV spike — 20.5% change
2022-06-13: Highest IV Rank — 93.9%
2022-06-13: Largest Expected Move — 11.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$290.67	$270.66	$313.50	$307.56	$280.48
Max Pain	$303.95	$295.00	$325.00	$325.00	$295.00
ATM IV	32.4%	28.5%	38.4%	30.6%	33.6%
Expected Move	9.4%	8.3%	11.1%	9.2%	9.7%
HV 20d	38.4%	35.1%	43.4%	43.4%	38.2%
HV 60d	36.6%	35.1%	38.0%	35.9%	37.5%
IV Rank	70.8%	56.0%	93.9%	64.3%	75.5%
IV Percentile	85.2%	75.8%	98.4%	82.1%	87.7%
Term Structure	-0.3%	-1.3%	1.0%	-1.3%	-0.9%
VWIV	33.4%	29.6%	39.0%	33.9%	34.2%
Skew 25d	7.1%	6.3%	8.8%	7.5%	8.0%
Skew 10d	13.1%	11.9%	15.4%	13.6%	14.9%
Call IV 25d	29.2%	25.2%	34.5%	27.2%	30.2%
Put IV 25d	36.3%	32.1%	43.3%	34.7%	38.1%
Bid-Ask Spread %	1.55	1.02	2.70	1.02	1.19
Gamma HHI	0.05	0.04	0.08	0.04	0.06
Net GEX	-1.75B	-3.39B	430.2K	-1.06B	-2.24B
Net DEX	58.39B	22.88B	106.75B	39.63B	55.00B
Net VEX	-363.2M	-408.9M	-322.5M	-400.0M	-345.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.26	1.02	1.90	1.33	1.33
Total Volume	2,407,146.143	1,767,012	3,370,184	2,777,508	2,822,064
Total OI	11,506,807.381	10,163,960	13,485,782	11,406,894	10,827,211

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
2022-06-01	$307.56	$325.00	30.6%	9.2%	43.4%	64.3%	33.9%	7.5%	-1.3%	-1.06B	39.63B	-400.0M	1.33	1.02	N/A	N/A	1,189,610	1,587,898	4,564,761	6,842,133
2022-06-02	$313.50	$312.00	29.3%	8.4%	41.8%	59.1%	31.0%	7.2%	-1.1%	-221.8M	25.34B	-408.9M	1.20	1.98	N/A	N/A	933,958	1,116,499	4,594,942	6,964,593
2022-06-03	$305.48	$312.00	30.0%	8.7%	38.4%	61.7%	33.1%	7.1%	-1.2%	-2.02B	48.20B	-396.3M	1.18	1.63	N/A	N/A	1,110,854	1,313,774	4,701,868	7,184,774
2022-06-06	$306.96	$312.00	29.6%	8.7%	38.3%	60.5%	30.7%	7.2%	0.3%	-1.18B	43.80B	-389.3M	1.27	1.49	N/A	N/A	1,058,939	1,349,387	4,576,627	6,963,831
2022-06-07	$310.00	$310.00	28.5%	8.3%	35.7%	56.0%	30.3%	6.8%	0.4%	-899.9M	37.63B	-395.8M	1.30	1.90	N/A	N/A	790,676	1,024,867	4,602,765	7,101,277
2022-06-08	$307.81	$310.00	28.7%	8.3%	35.7%	57.0%	29.6%	7.1%	-0.6%	-1.30B	42.55B	-390.0M	1.22	1.56	N/A	N/A	903,225	1,104,501	4,716,365	7,243,001
2022-06-09	$300.64	$310.00	30.5%	8.9%	35.1%	63.7%	30.8%	7.1%	-0.7%	-2.28B	60.41B	-378.6M	1.39	1.73	N/A	N/A	888,810	1,239,677	4,683,298	7,257,789
2022-06-10	$289.70	$310.00	31.9%	9.3%	37.5%	69.1%	33.3%	7.0%	0.6%	-3.18B	86.14B	-352.9M	1.90	1.76	N/A	N/A	1,162,744	2,207,440	4,852,058	7,374,148
2022-06-13	$275.62	$310.00	38.4%	11.1%	37.7%	93.9%	39.0%	8.8%	0.3%	-3.02B	103.85B	-330.3M	1.64	2.15	N/A	N/A	1,250,356	2,046,454	4,768,946	7,338,929
2022-06-14	$276.17	$305.00	36.5%	10.5%	37.7%	86.4%	36.0%	7.8%	0.2%	-2.87B	98.08B	-330.7M	1.19	1.48	N/A	N/A	995,049	1,187,434	4,954,180	7,363,612
2022-06-15	$283.58	$300.00	33.6%	9.6%	38.0%	75.5%	34.9%	6.3%	-0.8%	-2.24B	83.37B	-348.4M	1.20	2.70	N/A	N/A	1,246,905	1,493,135	5,242,064	7,558,437
2022-06-16	$270.66	$300.00	36.8%	10.6%	37.8%	87.7%	36.6%	7.9%	-0.9%	-3.39B	106.75B	-322.5M	1.37	1.60	N/A	N/A	1,267,393	1,738,296	5,317,209	7,625,153
2022-06-17	$274.73	$300.00	34.2%	10.0%	38.3%	77.9%	34.4%	6.3%	0.4%	-2.78B	96.09B	-339.7M	1.07	1.66	N/A	N/A	1,345,359	1,433,686	5,686,821	7,798,961
2022-06-21	$281.71	$298.00	33.3%	9.7%	39.3%	74.4%	33.7%	6.3%	0.3%	-1.25B	52.61B	-350.7M	1.10	1.26	N/A	N/A	950,192	1,047,073	4,045,229	6,141,743
2022-06-22	$280.80	$298.00	33.7%	9.7%	38.7%	75.9%	34.5%	6.5%	-0.6%	-1.53B	53.42B	-349.7M	1.11	1.03	N/A	N/A	1,056,433	1,168,991	4,045,879	6,118,081
2022-06-23	$284.93	$296.00	32.7%	9.5%	38.8%	72.2%	33.4%	6.8%	-0.7%	-969.9M	43.18B	-359.7M	1.02	1.13	N/A	N/A	875,773	891,239	4,193,438	6,103,278
2022-06-24	$293.07	$295.00	30.4%	8.9%	40.0%	63.2%	32.1%	6.3%	1.0%	430.2K	22.88B	-372.9M	1.27	1.37	N/A	N/A	1,097,479	1,393,922	4,361,045	6,212,528
2022-06-27	$292.76	$295.00	31.1%	9.0%	38.5%	66.2%	33.0%	6.9%	0.1%	-648.4M	28.43B	-365.7M	1.02	1.38	N/A	N/A	920,610	936,888	4,165,569	6,190,841
2022-06-28	$283.97	$295.00	33.0%	9.6%	38.3%	73.2%	33.7%	7.1%	0.2%	-1.76B	48.98B	-351.0M	1.10	1.44	N/A	N/A	990,422	1,085,813	4,260,560	6,255,900
2022-06-29	$283.85	$295.00	32.9%	9.5%	38.1%	72.9%	33.9%	7.8%	-0.8%	-1.84B	49.89B	-349.2M	1.23	1.08	N/A	N/A	1,041,592	1,284,652	4,433,351	6,409,760
2022-06-30	$280.48	$295.00	33.6%	9.7%	38.2%	75.5%	34.2%	8.0%	-0.9%	-2.24B	55.00B	-345.0M	1.33	1.19	N/A	N/A	1,211,163	1,610,901	4,476,667	6,350,544