QQQ Options History — February 2023 In February 2023, QQQ traded between $290.98 and $309.72. ATM implied volatility averaged 25.0%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 0.5% (HV 20d: 24.5%). Max pain ranged from $282.00 to $292.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 1.32.
Notable Days 2023-02-02 : Highest Volume — 4,288,310 contracts2023-02-14 : Largest IV drop — 11.4% change2023-02-21 : Highest IV Rank — 33.0%2023-02-21 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $301.32 $290.98 $309.72 $302.60 $294.09 Max Pain $289.11 $282.00 $292.00 $282.00 $291.00 ATM IV 25.0% 22.5% 27.6% 22.5% 25.4% Expected Move 7.2% 6.5% 7.8% 7.2% 7.4% HV 20d 24.5% 22.1% 26.0% 22.1% 24.3% HV 60d 25.6% 23.8% 28.2% 27.8% 23.8% IV Rank 19.3% 6.0% 33.0% 6.0% 21.3% IV Percentile 18.3% 0.8% 38.9% 0.8% 21.4% Term Structure 0.0% -0.8% 0.8% -0.1% -0.6% VWIV 25.9% 24.4% 27.7% 26.9% 25.3% Skew 25d 5.2% 3.8% 6.7% 4.1% 5.5% Skew 10d 9.3% 7.4% 11.7% 8.4% 9.5% Call IV 25d 22.5% 20.5% 24.2% 20.6% 22.3% Put IV 25d 27.7% 24.7% 30.8% 24.7% 27.8% Bid-Ask Spread % 1.11 0.81 1.74 1.56 1.04 Gamma HHI 0.04 0.03 0.07 0.03 0.03 Net GEX -827.1M -3.61B 1.71B 1.48B -1.97B Net DEX -13.64B -54.82B 26.56B -37.73B 12.53B Net VEX -430.9M -450.9M -391.0M -392.5M -443.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.32 1.02 1.47 1.19 1.30 Total Volume 2,763,579.895 1,967,859 4,288,310 2,809,879 1,967,859 Total OI 12,977,518.579 11,990,391 14,088,920 11,990,391 12,867,139
Daily Data (19 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 2023-02-01 $302.60 $282.00 22.5% 7.2% 22.1% 6.0% 26.9% 4.1% -0.1% 1.48B -37.73B -392.5M 1.19 1.56 N/A N/A 1,280,611 1,529,268 4,462,426 7,527,965 2023-02-02 $309.72 $285.00 23.5% 6.8% 22.6% 11.5% 24.4% 3.8% -0.1% 1.71B -54.82B -391.0M 1.06 1.74 N/A N/A 2,081,100 2,207,210 4,598,280 7,700,548 2023-02-03 $305.92 $285.00 23.9% 6.9% 23.2% 13.5% 25.1% 3.9% -0.0% 256.4M -37.84B -419.0M 1.28 1.09 N/A N/A 1,562,319 2,004,240 4,871,332 8,156,023 2023-02-06 $303.44 $287.00 24.5% 7.1% 22.5% 16.9% 25.4% 4.5% 0.2% -628.9M -23.97B -420.5M 1.33 0.95 N/A N/A 1,014,961 1,351,962 4,634,059 7,842,966 2023-02-07 $309.64 $287.00 23.6% 6.9% 23.1% 11.8% 26.5% 4.2% 0.5% 1.14B -41.89B -411.3M 1.32 1.04 N/A N/A 1,278,256 1,683,719 4,668,799 7,946,884 2023-02-08 $304.47 $288.00 25.0% 7.3% 24.5% 19.6% 25.5% 4.3% 0.3% -932.4M -24.47B -431.1M 1.02 0.94 N/A N/A 1,330,659 1,358,609 4,767,733 8,161,808 2023-02-09 $301.63 $289.00 26.3% 7.6% 24.7% 26.1% 26.8% 4.8% 0.2% -1.08B -14.42B -441.1M 1.25 1.29 N/A N/A 1,191,761 1,494,536 4,911,740 8,228,019 2023-02-10 $299.69 $290.00 26.0% 7.5% 25.0% 24.9% 26.2% 4.5% 0.1% -2.05B -7.50B -443.8M 1.43 0.81 N/A N/A 1,120,243 1,600,831 4,973,159 8,388,025 2023-02-13 $304.44 $290.00 26.0% 7.5% 25.3% 25.0% 26.9% 4.9% 0.2% -9.4M -22.86B -435.8M 1.39 0.87 N/A N/A 999,405 1,393,822 4,852,283 8,363,008 2023-02-14 $307.28 $290.00 23.1% 6.6% 25.3% 9.0% 24.7% 5.2% 0.8% 556.0M -31.32B -424.1M 1.42 1.06 N/A N/A 1,319,205 1,868,405 4,998,854 8,590,324 2023-02-15 $308.13 $290.00 22.7% 6.5% 24.7% 6.8% 24.4% 5.0% 0.8% 845.7M -35.03B -426.2M 1.32 1.08 N/A N/A 1,020,024 1,348,303 5,065,408 8,765,069 2023-02-16 $303.81 $290.00 24.0% 6.8% 25.2% 13.9% 24.7% 6.2% 0.7% -792.0M -17.45B -436.7M 1.36 1.38 N/A N/A 1,119,448 1,520,243 5,133,007 8,779,363 2023-02-17 $300.54 $291.00 24.9% 7.1% 24.9% 18.7% 25.5% 6.1% 0.4% -2.78B -6.13B -439.1M 1.34 1.13 N/A N/A 1,320,014 1,767,158 5,190,945 8,897,975 2023-02-21 $294.57 $291.00 27.6% 7.8% 25.1% 33.0% 27.7% 6.6% -0.8% -2.42B 18.19B -441.2M 1.46 0.93 N/A N/A 1,057,586 1,546,834 4,481,819 7,716,790 2023-02-22 $293.10 $292.00 27.5% 7.7% 25.1% 32.5% 27.1% 6.7% -0.7% -2.52B 20.23B -446.9M 1.42 0.92 N/A N/A 1,007,272 1,428,204 4,599,170 7,922,890 2023-02-23 $297.26 $292.00 25.7% 7.2% 25.6% 23.0% 25.5% 6.3% -0.5% -1.28B 5.90B -447.6M 1.25 1.07 N/A N/A 1,224,363 1,532,683 4,690,122 8,088,076 2023-02-24 $290.98 $292.00 26.7% 7.5% 26.0% 28.6% 26.2% 5.9% -0.7% -3.61B 26.56B -450.9M 1.47 0.99 N/A N/A 1,153,169 1,691,121 4,811,308 8,200,805 2023-02-27 $293.81 $291.00 25.9% 7.4% 25.6% 24.4% 26.8% 5.6% -0.6% -1.63B 12.91B -444.0M 1.42 1.15 N/A N/A 882,465 1,250,150 4,672,202 8,046,530 2023-02-28 $294.09 $291.00 25.4% 7.4% 24.3% 21.3% 25.3% 5.5% -0.6% -1.97B 12.53B -443.7M 1.30 1.04 N/A N/A 854,539 1,113,320 4,716,351 8,150,788
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