QQQ Options History — January 2023 In January 2023, QQQ traded between $262.03 and $297.27. ATM implied volatility averaged 25.1%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 1.5% (HV 20d: 23.6%). Max pain ranged from $270.00 to $280.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.24.
Notable Days 2023-01-27 : Highest Volume — 3,213,300 contracts2023-01-12 : Largest IV drop — 9.0% change2023-01-03 : Highest IV Rank — 50.3%2023-01-03 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $279.64 $262.03 $297.27 $264.27 $293.36 Max Pain $275.85 $270.00 $280.00 $279.00 $280.00 ATM IV 25.1% 22.6% 28.8% 28.8% 24.6% Expected Move 7.4% 6.6% 8.2% 8.2% 7.9% HV 20d 23.6% 19.9% 26.9% 24.8% 20.4% HV 60d 29.0% 27.6% 31.0% 31.0% 27.6% IV Rank 22.5% 10.4% 50.3% 50.3% 16.9% IV Percentile 16.7% 1.2% 44.0% 44.0% 13.5% Term Structure -0.3% -0.8% 0.8% -0.5% -0.0% VWIV 26.3% 23.4% 28.5% 28.4% 28.3% Skew 25d 4.4% 3.7% 5.5% 4.5% 4.6% Skew 10d 8.1% 6.5% 9.8% 7.8% 8.7% Call IV 25d 22.9% 20.3% 26.3% 26.2% 22.5% Put IV 25d 27.3% 24.5% 30.7% 30.7% 27.1% Bid-Ask Spread % 1.19 0.89 1.55 0.89 1.17 Gamma HHI 0.04 0.03 0.07 0.05 0.03 Net GEX -233.3M -2.01B 1.22B -1.57B 222.2M Net DEX 3.92B -34.23B 41.20B 36.25B -14.66B Net VEX -362.2M -392.0M -340.7M -343.9M -392.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.24 1.05 1.86 1.07 1.28 Total Volume 2,604,737.75 1,874,595 3,213,300 2,216,365 2,062,698 Total OI 11,056,364.55 9,993,326 12,136,346 9,993,326 11,636,318
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 2023-01-03 $264.27 $279.00 28.8% 8.2% 24.8% 50.3% 28.4% 4.5% -0.5% -1.57B 36.25B -343.9M 1.07 0.89 N/A N/A 1,071,982 1,144,383 4,342,565 5,650,761 2023-01-04 $263.69 $276.00 28.6% 8.1% 24.4% 48.9% 27.5% 4.2% -0.5% -1.55B 37.29B -344.2M 1.86 0.96 N/A N/A 1,001,943 1,863,500 4,514,568 5,813,299 2023-01-05 $262.03 $270.00 28.5% 8.1% 23.9% 46.1% 28.5% 3.7% -0.7% -2.01B 41.20B -340.7M 1.55 1.37 N/A N/A 882,944 1,372,461 4,578,239 5,881,515 2023-01-06 $269.56 $270.00 26.4% 7.6% 26.4% 30.2% 26.9% 3.7% -0.6% -143.7M 22.05B -357.6M 1.14 1.54 N/A N/A 1,296,804 1,472,566 4,666,195 6,038,231 2023-01-09 $271.19 $270.00 27.2% 7.8% 26.1% 34.2% 27.8% 4.3% 0.2% -371.9M 17.74B -358.8M 1.34 1.30 N/A N/A 1,168,308 1,560,620 4,588,517 6,044,646 2023-01-10 $272.03 $270.00 26.6% 7.7% 26.2% 31.1% 27.6% 4.1% 0.3% -960.9M 17.92B -360.3M 1.05 1.16 N/A N/A 912,413 962,182 4,659,871 6,320,466 2023-01-11 $276.64 $270.00 26.5% 7.7% 26.9% 30.8% 28.1% 4.1% 0.4% -73.0M 4.88B -366.8M 1.08 1.04 N/A N/A 1,373,643 1,477,931 4,723,385 6,486,211 2023-01-12 $278.25 $270.00 24.1% 7.0% 26.2% 18.7% 25.1% 3.9% 0.4% 474.3M 2.12B -361.9M 1.06 1.31 N/A N/A 1,533,137 1,632,434 4,917,848 6,633,065 2023-01-13 $280.77 $272.00 22.6% 6.6% 26.3% 10.8% 23.4% 4.2% 0.8% 1.19B -5.96B -360.6M 1.27 1.13 N/A N/A 1,013,922 1,285,672 4,986,578 6,781,606 2023-01-17 $281.22 $275.00 23.6% 6.8% 23.0% 11.6% 23.9% 5.1% -0.4% 204.8M -2.95B -353.2M 1.16 1.04 N/A N/A 913,490 1,055,463 4,789,891 6,667,111 2023-01-18 $278.35 $280.00 24.3% 7.0% 23.2% 15.9% 24.6% 5.5% -0.7% -1.03B 8.06B -357.2M 1.35 1.23 N/A N/A 1,245,132 1,676,667 4,890,132 6,829,180 2023-01-19 $275.92 $280.00 24.2% 7.0% 22.1% 14.9% 24.7% 5.3% -0.7% -1.66B 16.46B -358.3M 1.29 1.33 N/A N/A 1,068,473 1,380,452 4,982,420 6,955,262 2023-01-20 $282.17 $275.00 23.5% 6.8% 23.3% 11.4% 24.4% 5.0% -0.8% 535.0M -8.49B -362.2M 1.07 1.30 N/A N/A 1,315,720 1,405,666 5,075,537 7,060,809 2023-01-23 $288.49 $280.00 23.7% 7.0% 24.1% 12.4% 25.2% 4.5% -0.3% 635.0M -13.78B -360.4M 1.16 1.11 N/A N/A 1,449,653 1,682,490 3,807,339 6,213,435 2023-01-24 $287.31 $280.00 23.7% 7.1% 21.2% 12.6% 25.1% 4.5% -0.5% -36.6M -8.89B -366.9M 1.22 1.07 N/A N/A 879,456 1,072,255 3,995,295 6,448,933 2023-01-25 $287.17 $280.00 23.4% 7.1% 21.3% 10.9% 25.3% 4.4% -0.4% -186.0M -7.34B -368.0M 1.28 1.08 N/A N/A 1,303,462 1,674,160 4,068,726 6,601,391 2023-01-26 $292.38 $280.00 23.8% 7.3% 21.1% 12.7% 26.2% 4.2% -0.7% 1.21B -22.63B -371.4M 1.12 1.55 N/A N/A 1,318,886 1,473,282 4,180,380 6,730,666 2023-01-27 $297.27 $280.00 23.3% 7.1% 19.9% 10.4% 25.9% 3.9% -0.5% 1.22B -34.23B -371.7M 1.11 1.08 N/A N/A 1,525,287 1,688,013 4,272,625 6,991,494 2023-01-30 $290.82 $280.00 25.1% 8.0% 20.8% 19.9% 28.4% 4.8% -0.2% -758.3M -6.76B -388.6M 1.36 1.06 N/A N/A 1,218,376 1,658,829 4,213,983 7,088,798 2023-01-31 $293.36 $280.00 24.6% 7.9% 20.4% 16.9% 28.3% 4.6% -0.0% 222.2M -14.66B -392.0M 1.28 1.17 N/A N/A 903,231 1,159,467 4,396,506 7,239,812
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