QQQ Options History — August 2022 In August 2022, QQQ traded between $300.97 and $333.27. ATM implied volatility averaged 26.1%, placing in the 46.8% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 0.8% (HV 20d: 26.9%). Max pain ranged from $300.00 to $325.00. Net GEX was positive for 8 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 1.39.
Notable Days 2022-08-26 : Highest Volume — 3,156,804 contracts2022-08-22 : Largest IV spike — 14.6% change2022-08-30 : Highest IV Rank — 63.9%2022-08-30 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $319.22 $300.97 $333.27 $315.29 $301.32 Max Pain $320.04 $300.00 $325.00 $300.00 $325.00 ATM IV 26.1% 22.7% 30.7% 26.5% 30.5% Expected Move 7.5% 6.6% 8.8% 7.6% 8.8% HV 20d 26.9% 23.4% 28.9% 27.5% 24.8% HV 60d 32.1% 30.3% 36.2% 36.2% 30.9% IV Rank 46.8% 34.1% 63.9% 48.4% 62.5% IV Percentile 54.0% 36.9% 74.2% 57.1% 72.6% Term Structure -0.0% -0.9% 1.0% 0.3% -0.8% VWIV 27.3% 23.9% 30.7% 27.8% 30.5% Skew 25d 6.3% 5.0% 7.4% 6.2% 6.9% Skew 10d 11.7% 9.9% 13.8% 11.6% 13.1% Call IV 25d 23.2% 20.4% 27.1% 23.7% 27.0% Put IV 25d 29.5% 25.5% 34.1% 29.9% 33.9% Bid-Ask Spread % 1.04 0.75 1.28 1.22 0.75 Gamma HHI 0.04 0.03 0.13 0.05 0.06 Net GEX -1.06B -3.68B 2.12B 333.6M -3.35B Net DEX 826.5M -40.57B 60.29B -9.97B 57.45B Net VEX -388.0M -404.0M -371.9M -379.3M -389.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.39 1.01 1.75 1.37 1.27 Total Volume 2,284,588.348 1,487,660 3,156,804 2,297,071 2,481,801 Total OI 11,355,636.609 10,444,257 12,621,626 10,444,257 11,951,934
Daily Data (23 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 2022-08-01 $315.29 $300.00 26.5% 7.6% 27.5% 48.4% 27.8% 6.2% 0.3% 333.6M -9.97B -379.3M 1.37 1.22 N/A N/A 969,803 1,327,268 3,919,977 6,524,280 2022-08-02 $315.12 $300.00 27.6% 8.0% 27.3% 52.6% 29.2% 7.1% 0.2% -199.7M -6.71B -384.1M 1.43 1.15 N/A N/A 810,404 1,159,698 3,944,509 6,573,686 2022-08-03 $323.44 $300.00 26.2% 7.4% 28.3% 47.4% 27.8% 6.6% -0.9% 819.8M -27.99B -378.2M 1.54 1.26 N/A N/A 1,109,534 1,705,148 4,059,419 6,761,509 2022-08-04 $323.59 $315.00 25.8% 7.5% 27.9% 45.7% 27.4% 6.3% -0.9% 207.5M -24.05B -382.0M 1.75 1.17 N/A N/A 762,771 1,337,677 4,010,618 6,886,579 2022-08-05 $321.38 $320.00 24.9% 7.3% 28.2% 42.5% 27.5% 6.0% -0.9% -1.09B -16.46B -384.6M 1.49 1.05 N/A N/A 1,062,654 1,578,793 4,106,629 7,274,277 2022-08-08 $320.60 $320.00 25.3% 7.5% 26.5% 43.9% 28.3% 6.0% 0.4% -1.55B -10.88B -381.8M 1.40 0.97 N/A N/A 1,064,070 1,488,826 3,961,855 7,002,373 2022-08-09 $316.96 $320.00 26.4% 7.8% 26.4% 48.2% 28.1% 6.0% 0.3% -1.23B -1.07B -384.0M 1.24 1.08 N/A N/A 832,632 1,036,124 4,032,564 6,955,949 2022-08-10 $325.86 $321.00 23.5% 7.0% 27.6% 37.3% 26.2% 5.1% -0.5% 1.21B -28.72B -376.0M 1.38 1.16 N/A N/A 1,044,618 1,444,066 4,257,906 7,096,639 2022-08-11 $323.52 $320.00 23.8% 7.1% 28.0% 38.5% 25.9% 5.4% -0.5% 90.0M -19.57B -379.2M 1.42 1.08 N/A N/A 1,002,165 1,426,830 4,192,570 7,118,650 2022-08-12 $329.99 $322.00 22.7% 6.9% 28.2% 34.1% 25.5% 5.0% 0.9% 2.12B -35.93B -381.5M 1.30 1.16 N/A N/A 920,312 1,195,127 4,312,672 7,499,595 2022-08-15 $333.27 $323.00 23.1% 6.8% 27.6% 35.6% 25.5% 5.2% 0.6% 1.03B -40.57B -371.9M 1.51 1.22 N/A N/A 801,162 1,207,488 4,205,332 7,284,790 2022-08-16 $332.80 $325.00 23.2% 6.7% 26.1% 36.0% 25.6% 5.4% 0.3% 369.2M -35.36B -380.0M 1.75 1.28 N/A N/A 727,738 1,274,489 4,243,048 7,506,094 2022-08-17 $328.74 $325.00 24.2% 6.9% 26.4% 39.7% 25.0% 5.9% -0.3% -1.01B -21.46B -390.5M 1.38 1.11 N/A N/A 1,148,675 1,579,413 4,349,235 7,813,810 2022-08-18 $329.85 $325.00 23.0% 6.6% 26.3% 35.5% 23.9% 5.7% -0.3% -369.9M -24.75B -389.4M 1.44 1.17 N/A N/A 711,305 1,027,327 4,339,203 7,898,837 2022-08-19 $322.85 $325.00 24.3% 7.0% 26.8% 40.3% 24.9% 6.3% 1.0% -2.12B 148.1M -399.8M 1.21 0.87 N/A N/A 1,129,729 1,371,989 4,439,059 8,182,567 2022-08-22 $313.73 $325.00 27.9% 7.9% 28.9% 53.7% 28.1% 7.0% 0.4% -2.74B 33.12B -399.1M 1.32 0.89 N/A N/A 1,039,309 1,372,962 3,772,979 6,901,199 2022-08-23 $314.03 $325.00 27.7% 7.8% 28.1% 53.1% 27.0% 7.0% 0.4% -2.53B 30.59B -400.1M 1.09 0.83 N/A N/A 759,512 829,286 3,837,674 6,981,514 2022-08-24 $315.73 $325.00 27.0% 7.5% 23.4% 50.5% 26.2% 6.8% -0.6% -2.17B 25.73B -404.0M 1.01 0.86 N/A N/A 912,216 921,391 4,028,599 7,125,924 2022-08-25 $319.83 $325.00 26.0% 7.2% 23.7% 46.8% 26.6% 6.6% -0.6% -1.38B 13.74B -403.4M 1.20 0.92 N/A N/A 675,279 812,381 4,107,448 7,119,645 2022-08-26 $307.79 $325.00 29.1% 8.3% 26.4% 58.3% 29.1% 7.3% 0.3% -3.43B 49.43B -401.0M 1.35 0.89 N/A N/A 1,344,959 1,811,845 4,243,990 7,277,275 2022-08-29 $305.46 $325.00 30.1% 8.7% 26.5% 62.4% 30.2% 7.4% 0.2% -3.68B 52.00B -394.8M 1.71 0.87 N/A N/A 966,359 1,656,548 4,162,155 7,324,926 2022-08-30 $300.97 $325.00 30.7% 8.8% 26.9% 63.9% 30.7% 7.0% 0.3% -3.60B 60.29B -389.1M 1.49 0.92 N/A N/A 1,086,609 1,617,240 4,196,477 7,393,672 2022-08-31 $301.32 $325.00 30.5% 8.8% 24.8% 62.5% 30.5% 6.9% -0.8% -3.35B 57.45B -389.6M 1.27 0.75 N/A N/A 1,092,135 1,389,666 4,389,512 7,562,422
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