QQQ Options History — July 2022

In July 2022, QQQ traded between $282.02 and $316.14. ATM implied volatility averaged 29.5%, placing in the 60.1% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 1.1% (HV 20d: 30.7%). Max pain ranged from $294.00 to $300.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.23.

Notable Days

2022-07-20: Highest Volume — 3,207,062 contracts
2022-07-11: Largest IV spike — 8.8% change
2022-07-05: Highest IV Rank — 72.3%
2022-07-05: Largest Expected Move — 9.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$295.52	$282.02	$316.14	$282.02	$316.14
Max Pain	$298.45	$294.00	$300.00	$294.00	$300.00
ATM IV	29.5%	24.6%	32.8%	31.9%	24.6%
Expected Move	8.4%	7.0%	9.2%	9.0%	7.0%
HV 20d	30.7%	24.3%	38.0%	37.4%	27.3%
HV 60d	37.2%	36.4%	37.7%	37.4%	37.0%
IV Rank	60.1%	41.5%	72.3%	68.9%	41.5%
IV Percentile	70.3%	50.8%	83.3%	81.7%	50.8%
Term Structure	-0.1%	-0.9%	0.8%	0.3%	0.4%
VWIV	30.3%	26.1%	34.0%	32.2%	26.1%
Skew 25d	6.7%	5.5%	7.6%	7.2%	5.5%
Skew 10d	12.1%	10.3%	13.9%	13.3%	10.3%
Call IV 25d	26.3%	22.1%	28.9%	28.2%	22.1%
Put IV 25d	33.0%	27.5%	36.5%	35.4%	27.5%
Bid-Ask Spread %	1.29	1.07	1.87	1.16	1.22
Gamma HHI	0.05	0.03	0.07	0.05	0.06
Net GEX	-557.8M	-2.04B	1.67B	-1.41B	1.67B
Net DEX	20.43B	-22.53B	47.38B	47.38B	-22.53B
Net VEX	-367.6M	-387.9M	-349.8M	-350.2M	-374.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.23	0.97	1.49	0.98	1.31
Total Volume	2,330,039.4	1,692,089	3,207,062	2,008,065	2,882,423
Total OI	10,313,756.9	9,240,270	11,216,725	10,255,191	10,852,102

Daily Data (20 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
2022-07-01	$282.02	$294.00	31.9%	9.0%	37.4%	68.9%	32.2%	7.2%	0.3%	-1.41B	47.38B	-350.2M	0.98	1.16	N/A	N/A	1,015,856	992,209	4,229,323	6,025,868
2022-07-05	$286.45	$295.00	32.8%	9.2%	37.3%	72.3%	34.0%	7.6%	0.2%	-801.3M	37.00B	-349.8M	1.18	1.61	N/A	N/A	1,131,404	1,334,362	4,020,947	5,823,756
2022-07-06	$289.52	$295.00	31.7%	8.9%	37.5%	68.2%	32.6%	7.4%	-0.8%	-572.7M	30.53B	-358.9M	1.12	1.87	N/A	N/A	1,058,734	1,183,538	4,108,189	6,031,356
2022-07-07	$294.80	$295.00	30.4%	8.6%	38.0%	63.2%	32.4%	7.4%	-0.8%	-157.7M	18.62B	-364.8M	1.36	1.14	N/A	N/A	850,369	1,159,541	4,162,197	6,093,089
2022-07-08	$295.46	$295.00	28.8%	8.3%	38.0%	57.4%	31.1%	6.5%	0.3%	-217.6M	17.65B	-366.3M	1.33	1.36	N/A	N/A	1,081,128	1,440,555	4,239,366	6,380,903
2022-07-11	$288.89	$295.00	31.4%	8.9%	37.9%	67.1%	29.2%	6.8%	-0.0%	-1.48B	35.64B	-353.1M	1.11	1.31	N/A	N/A	1,134,499	1,259,520	4,077,495	6,165,072
2022-07-12	$285.31	$300.00	32.6%	9.2%	35.8%	71.6%	30.7%	6.9%	0.1%	-1.62B	42.75B	-351.2M	0.97	1.28	N/A	N/A	1,018,450	986,227	4,128,402	6,205,068
2022-07-13	$286.02	$300.00	32.3%	9.1%	30.8%	70.5%	31.8%	7.2%	-0.9%	-1.57B	40.64B	-354.1M	1.31	1.33	N/A	N/A	1,141,583	1,494,628	4,433,489	6,352,120
2022-07-14	$286.51	$300.00	31.2%	8.9%	30.8%	66.4%	31.9%	6.9%	-0.9%	-1.17B	37.61B	-355.2M	1.21	1.23	N/A	N/A	1,074,103	1,304,232	4,427,598	6,378,811
2022-07-15	$291.23	$300.00	28.7%	8.2%	29.9%	56.9%	28.6%	6.5%	0.2%	181.0M	23.60B	-365.6M	1.01	1.53	N/A	N/A	1,041,378	1,056,368	4,623,049	6,593,676
2022-07-18	$288.66	$300.00	30.5%	8.8%	24.3%	63.6%	31.3%	7.1%	0.2%	-1.05B	31.94B	-360.2M	1.06	1.25	N/A	N/A	1,162,751	1,227,629	3,659,314	5,580,956
2022-07-19	$298.21	$300.00	29.3%	8.4%	26.2%	59.1%	30.8%	7.0%	0.2%	-74.3M	12.83B	-375.3M	1.43	1.17	N/A	N/A	884,911	1,263,018	3,751,207	5,705,105
2022-07-20	$303.20	$300.00	28.9%	8.3%	25.5%	57.8%	29.9%	7.1%	-0.9%	565.4M	1.66B	-382.1M	1.29	1.07	N/A	N/A	1,402,116	1,804,946	3,894,891	6,031,019
2022-07-21	$306.56	$300.00	27.3%	7.9%	25.5%	51.6%	28.6%	6.4%	-0.5%	533.6M	-3.58B	-386.4M	1.35	1.12	N/A	N/A	916,186	1,240,650	3,955,318	6,167,577
2022-07-22	$301.42	$300.00	27.1%	7.9%	26.2%	50.7%	28.6%	5.7%	0.6%	-1.21B	11.92B	-387.9M	1.49	1.18	N/A	N/A	1,160,472	1,725,078	4,081,177	6,530,984
2022-07-25	$299.05	$300.00	27.6%	8.0%	24.7%	52.8%	29.3%	6.0%	0.8%	-2.04B	20.62B	-375.7M	1.38	1.12	N/A	N/A	837,401	1,155,408	3,937,850	6,306,577
2022-07-26	$294.15	$300.00	29.7%	8.6%	25.4%	60.8%	29.8%	6.3%	0.8%	-1.49B	31.48B	-374.3M	1.19	1.08	N/A	N/A	773,509	918,580	3,940,038	6,253,714
2022-07-27	$307.64	$300.00	27.7%	7.9%	27.4%	52.9%	29.4%	6.7%	-0.6%	521.1M	-3.07B	-385.3M	1.28	1.58	N/A	N/A	1,126,200	1,436,771	4,120,740	6,434,087
2022-07-28	$309.24	$300.00	26.5%	7.5%	27.3%	48.7%	27.8%	6.1%	-0.6%	241.7M	-4.05B	-381.4M	1.25	1.21	N/A	N/A	854,264	1,069,791	4,045,137	6,527,571
2022-07-29	$316.14	$300.00	24.6%	7.0%	27.3%	41.5%	26.1%	5.5%	0.4%	1.67B	-22.53B	-374.5M	1.31	1.22	N/A	N/A	1,247,566	1,634,857	4,148,739	6,703,363