QQQ Options History — November 2022 In November 2022, QQQ traded between $261.56 and $291.83. ATM implied volatility averaged 28.4%, placing in the 49.2% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 6.1% (HV 20d: 34.5%). Max pain ranged from $280.00 to $290.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.18.
Notable Days 2022-11-11 : Highest Volume — 3,487,480 contracts2022-11-10 : Largest IV drop — 9.2% change2022-11-02 : Highest IV Rank — 63.1%2022-11-01 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $279.42 $261.56 $291.83 $275.33 $291.83 Max Pain $285.76 $280.00 $290.00 $280.00 $285.00 ATM IV 28.4% 25.5% 31.3% 30.7% 25.6% Expected Move 8.5% 7.4% 9.7% 9.7% 8.2% HV 20d 34.5% 30.4% 39.0% 31.5% 36.0% HV 60d 32.1% 30.0% 33.8% 30.0% 33.5% IV Rank 49.2% 35.7% 63.1% 62.2% 36.1% IV Percentile 43.7% 25.0% 64.3% 59.9% 25.0% Term Structure -0.1% -0.7% 1.9% 0.4% -0.0% VWIV 29.3% 25.2% 33.7% 33.7% 27.8% Skew 25d 4.1% 2.9% 5.0% 3.5% 4.3% Skew 10d 8.1% 5.8% 9.8% 6.8% 8.1% Call IV 25d 26.4% 23.1% 29.5% 28.7% 23.5% Put IV 25d 30.5% 27.8% 33.1% 32.2% 27.8% Bid-Ask Spread % 1.19 0.81 1.73 0.81 1.19 Gamma HHI 0.05 0.03 0.11 0.06 0.05 Net GEX -960.7M -2.92B 942.1M -1.75B 942.1M Net DEX 21.45B -14.20B 67.34B 37.13B -7.38B Net VEX -373.8M -398.0M -332.6M -369.3M -378.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.18 0.96 1.55 1.28 1.16 Total Volume 2,539,051.714 792,522 3,487,480 1,595,403 3,049,371 Total OI 12,081,560.667 11,194,895 13,501,090 11,194,895 11,911,830
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 2022-11-01 $275.33 $280.00 30.7% 9.7% 31.5% 62.2% 33.7% 3.5% 0.4% -1.75B 37.13B -369.3M 1.28 0.81 N/A N/A 699,462 895,941 4,493,085 6,701,810 2022-11-02 $267.31 $280.00 30.9% 9.7% 33.0% 63.1% 33.2% 3.6% -0.6% -2.83B 57.38B -348.9M 1.19 1.43 N/A N/A 1,367,437 1,622,850 4,614,869 6,841,092 2022-11-03 $261.56 $290.00 30.6% 9.0% 33.5% 61.8% 31.3% 2.9% -0.7% -2.92B 67.34B -332.6M 1.25 1.16 N/A N/A 1,077,652 1,352,501 4,671,920 6,818,430 2022-11-04 $264.24 $290.00 29.5% 8.9% 30.6% 54.7% 30.9% 2.9% 0.3% -2.74B 58.56B -346.7M 1.36 1.28 N/A N/A 1,465,726 1,991,975 4,998,530 7,025,815 2022-11-07 $267.72 $290.00 29.6% 8.8% 30.9% 54.5% 30.5% 3.1% 0.4% -1.66B 45.96B -351.7M 1.15 1.02 N/A N/A 1,021,250 1,178,145 4,840,290 6,830,830 2022-11-08 $270.42 $290.00 30.3% 9.0% 30.4% 56.9% 29.9% 3.4% 0.3% -1.32B 38.48B -360.1M 1.55 1.38 N/A N/A 1,034,453 1,608,093 4,940,632 6,880,392 2022-11-09 $263.77 $290.00 31.3% 9.3% 31.8% 61.2% 31.4% 3.6% -0.7% -2.25B 57.17B -347.2M 1.45 1.47 N/A N/A 1,151,971 1,671,502 5,091,695 7,105,172 2022-11-10 $281.82 $285.00 28.4% 8.6% 39.0% 48.5% 30.4% 3.2% -0.7% 121.2M 5.03B -377.1M 0.99 1.25 N/A N/A 1,563,254 1,552,016 5,146,381 7,107,741 2022-11-11 $288.03 $285.00 26.7% 8.2% 37.7% 41.1% 29.6% 3.8% 1.9% 861.5M -14.20B -381.7M 0.99 1.28 N/A N/A 1,749,671 1,737,809 5,406,857 7,408,106 2022-11-14 $286.60 $285.00 28.7% 8.3% 36.4% 50.2% 29.0% 4.6% 0.3% -25.9M -1.44B -380.0M 1.15 1.40 N/A N/A 1,158,027 1,333,463 5,210,086 7,144,466 2022-11-15 $289.39 $285.00 28.4% 8.2% 36.5% 48.8% 29.0% 5.0% 0.3% 496.5M -8.50B -385.3M 1.14 1.73 N/A N/A 1,599,116 1,829,234 5,275,489 7,238,729 2022-11-16 $285.37 $285.00 28.8% 8.3% 36.9% 50.5% 28.7% 4.9% -0.3% -642.7M 5.24B -387.0M 1.45 1.28 N/A N/A 1,086,857 1,573,201 5,449,958 7,470,012 2022-11-17 $283.97 $286.00 28.9% 8.3% 36.9% 50.7% 29.4% 4.7% -0.3% -651.6M 10.19B -391.8M 1.30 1.27 N/A N/A 1,142,623 1,481,149 5,543,745 7,573,427 2022-11-18 $285.01 $285.00 28.1% 8.1% 35.9% 47.4% 28.0% 4.4% -0.2% -439.6M 6.61B -398.0M 0.96 1.31 N/A N/A 1,239,945 1,186,280 5,720,063 7,781,027 2022-11-21 $281.91 $285.00 28.0% 8.1% 36.0% 46.8% 28.1% 4.6% -0.6% -1.18B 20.85B -389.8M 0.98 1.15 N/A N/A 1,042,161 1,024,097 4,884,977 6,642,638 2022-11-22 $285.63 $285.00 26.5% 7.7% 35.6% 40.3% 25.5% 4.6% -0.5% -6.0M 9.83B -391.2M 1.28 0.93 N/A N/A 1,100,102 1,412,901 4,957,039 6,690,258 2022-11-23 $288.35 $285.00 25.5% 7.4% 34.9% 35.7% 25.2% 4.8% -0.6% 361.0M 2.28B -392.0M 1.08 1.03 N/A N/A 1,277,197 1,382,916 5,039,765 6,911,166 2022-11-25 $287.08 $285.00 25.6% 7.5% 34.2% 36.3% 26.5% 4.8% -0.5% -495.8M 7.33B -391.2M 0.97 0.88 N/A N/A 402,603 389,919 5,076,891 6,869,614 2022-11-28 $282.32 $285.00 27.2% 8.4% 33.5% 43.3% 28.3% 4.9% -0.1% -1.64B 23.35B -376.8M 1.12 0.84 N/A N/A 908,116 1,015,630 4,886,869 6,760,612 2022-11-29 $280.23 $285.00 27.3% 8.6% 33.4% 43.9% 29.0% 4.7% -0.1% -2.40B 29.29B -371.8M 1.05 0.85 N/A N/A 947,922 995,548 4,948,204 6,802,262 2022-11-30 $291.83 $285.00 25.6% 8.2% 36.0% 36.1% 27.8% 4.3% -0.0% 942.1M -7.38B -378.7M 1.16 1.19 N/A N/A 1,410,491 1,638,880 5,038,735 6,873,095
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