QQQ Options History — October 2022 In October 2022, QQQ traded between $261.27 and $284.21. ATM implied volatility averaged 34.2%, placing in the 76.5% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 2.0% (HV 20d: 32.2%). Max pain ranged from $280.00 to $295.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.24.
Notable Days 2022-10-13 : Highest Volume — 4,046,075 contracts2022-10-28 : Largest IV drop — 5.9% change2022-10-12 : Highest IV Rank — 90.7%2022-10-11 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $273.35 $261.27 $284.21 $274.12 $278.40 Max Pain $286.67 $280.00 $295.00 $295.00 $280.00 ATM IV 34.2% 30.1% 37.7% 33.9% 30.1% Expected Move 10.0% 9.4% 10.6% 9.9% 9.5% HV 20d 32.2% 27.8% 34.1% 32.5% 32.7% HV 60d 29.7% 28.9% 30.6% 28.9% 30.0% IV Rank 76.5% 59.6% 90.7% 75.2% 59.6% IV Percentile 83.8% 55.6% 97.6% 87.3% 55.6% Term Structure -0.3% -1.2% 0.6% 0.3% 0.4% VWIV 35.1% 33.0% 38.9% 35.0% 33.1% Skew 25d 5.7% 3.6% 7.6% 7.6% 3.6% Skew 10d 10.9% 7.1% 14.4% 14.4% 7.1% Call IV 25d 31.4% 28.0% 34.7% 30.0% 28.3% Put IV 25d 37.1% 32.0% 40.8% 37.5% 32.0% Bid-Ask Spread % 1.09 0.82 1.49 0.82 0.85 Gamma HHI 0.05 0.04 0.07 0.05 0.05 Net GEX -1.58B -3.03B -62.1M -1.92B -1.48B Net DEX 45.07B 10.44B 73.18B 55.07B 29.31B Net VEX -369.6M -389.1M -343.0M -361.6M -371.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.24 1.00 1.49 1.41 1.18 Total Volume 2,603,612.952 1,986,363 4,046,075 2,478,333 2,200,545 Total OI 11,718,991.952 10,970,352 12,745,895 10,980,420 11,293,168
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 2022-10-03 $274.12 $295.00 33.9% 9.9% 32.5% 75.2% 35.0% 7.6% 0.3% -1.92B 55.07B -361.6M 1.41 0.82 N/A N/A 1,027,964 1,450,369 4,395,719 6,584,701 2022-10-04 $281.26 $295.00 32.5% 9.4% 34.1% 69.6% 33.6% 7.1% 0.3% -1.15B 35.99B -380.5M 1.26 0.87 N/A N/A 1,018,103 1,284,357 4,473,655 6,566,792 2022-10-05 $283.12 $295.00 32.6% 9.4% 33.3% 70.1% 33.5% 7.2% -0.8% -915.4M 31.05B -389.1M 1.26 0.98 N/A N/A 1,110,002 1,403,302 4,637,809 6,840,149 2022-10-06 $280.10 $290.00 33.7% 9.6% 33.4% 74.7% 33.4% 6.9% -1.0% -1.67B 39.92B -388.3M 1.14 1.10 N/A N/A 930,264 1,056,099 4,617,518 6,829,299 2022-10-07 $268.62 $290.00 34.8% 10.1% 34.1% 79.0% 34.5% 6.3% 0.6% -3.03B 68.89B -360.4M 1.08 1.32 N/A N/A 1,480,199 1,592,539 4,851,186 6,968,180 2022-10-10 $267.08 $290.00 36.6% 10.3% 33.5% 86.2% 36.5% 6.4% 0.4% -2.60B 66.43B -351.0M 1.39 1.31 N/A N/A 1,087,087 1,512,103 4,699,219 6,754,390 2022-10-11 $262.57 $290.00 37.5% 10.6% 28.2% 90.0% 36.7% 6.4% 0.6% -2.53B 73.18B -343.0M 1.17 1.40 N/A N/A 1,120,713 1,314,419 4,749,447 6,860,118 2022-10-12 $263.55 $290.00 37.7% 10.5% 27.8% 90.7% 36.9% 6.1% -1.1% -2.36B 69.73B -351.1M 1.23 1.22 N/A N/A 1,017,145 1,254,734 4,970,201 7,057,828 2022-10-13 $268.98 $290.00 36.8% 10.4% 29.0% 86.9% 38.9% 6.0% -1.1% -1.89B 54.96B -366.9M 1.30 1.49 N/A N/A 1,758,648 2,287,427 4,976,251 6,965,913 2022-10-14 $261.27 $286.00 36.4% 10.4% 30.2% 85.2% 36.6% 5.7% 0.3% -2.87B 73.11B -346.1M 1.00 1.20 N/A N/A 1,515,751 1,512,008 5,304,850 7,296,969 2022-10-17 $269.91 $285.00 35.5% 10.2% 32.8% 81.8% 36.2% 6.0% 0.1% -1.35B 49.46B -364.8M 1.19 1.11 N/A N/A 1,082,483 1,285,763 5,072,910 6,962,726 2022-10-18 $271.40 $285.00 35.0% 10.0% 33.0% 79.9% 35.2% 5.5% -0.2% -1.57B 46.07B -370.6M 1.40 1.27 N/A N/A 1,080,025 1,510,936 5,101,654 7,000,926 2022-10-19 $269.68 $285.00 35.2% 10.1% 32.5% 80.6% 35.3% 5.8% -0.9% -1.98B 51.59B -366.9M 1.19 1.33 N/A N/A 1,149,183 1,371,724 5,260,698 7,224,857 2022-10-20 $268.77 $285.00 34.7% 10.1% 32.5% 78.4% 34.8% 5.6% -1.2% -1.98B 52.52B -364.5M 1.22 1.06 N/A N/A 1,096,927 1,343,173 5,277,096 7,172,611 2022-10-21 $275.59 $285.00 33.6% 9.8% 32.7% 74.3% 35.1% 5.3% 0.2% -283.5M 31.78B -380.0M 1.32 1.09 N/A N/A 1,366,510 1,799,180 5,405,254 7,340,641 2022-10-24 $278.70 $282.00 34.2% 10.1% 32.9% 76.4% 35.7% 4.9% -0.6% -421.3M 21.99B -384.4M 1.12 0.89 N/A N/A 1,192,770 1,330,140 4,432,840 6,537,512 2022-10-25 $284.21 $282.00 32.8% 9.8% 33.5% 70.9% 34.7% 4.5% -0.5% -62.1M 10.44B -388.7M 1.09 0.91 N/A N/A 998,002 1,092,359 4,465,702 6,609,937 2022-10-26 $278.51 $280.00 32.0% 9.7% 33.3% 67.4% 33.9% 4.4% -0.7% -1.27B 26.59B -380.3M 1.28 0.98 N/A N/A 1,246,967 1,597,402 4,589,921 6,875,192 2022-10-27 $273.37 $280.00 32.2% 9.9% 31.8% 68.2% 34.4% 4.2% -0.8% -1.80B 40.20B -370.8M 1.31 0.97 N/A N/A 919,616 1,209,143 4,569,075 6,849,137 2022-10-28 $281.06 $280.00 30.3% 9.4% 33.0% 60.5% 33.0% 4.0% 0.1% -131.9M 18.12B -380.1M 1.49 0.82 N/A N/A 1,231,904 1,837,887 4,711,730 6,945,050 2022-10-31 $278.40 $280.00 30.1% 9.5% 32.7% 59.6% 33.1% 3.6% 0.4% -1.48B 29.31B -371.9M 1.18 0.85 N/A N/A 1,009,622 1,190,923 4,521,541 6,771,627
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