QQQ Options History — March 2023 In March 2023, QQQ traded between $287.66 and $320.00. ATM implied volatility averaged 24.6%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 3.5% (HV 20d: 21.1%). Max pain ranged from $290.00 to $303.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 1.39.
Notable Days 2023-03-16 : Highest Volume — 4,102,323 contracts2023-03-09 : Largest IV spike — 10.4% change2023-03-13 : Highest IV Rank — 35.0%2023-03-13 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $302.92 $287.66 $320.00 $291.38 $320.00 Max Pain $298.30 $290.00 $303.00 $291.00 $303.00 ATM IV 24.6% 21.8% 27.9% 25.8% 21.8% Expected Move 7.0% 5.9% 7.8% 7.6% 5.9% HV 20d 21.1% 19.5% 24.3% 24.3% 20.3% HV 60d 23.1% 21.6% 24.2% 23.8% 21.9% IV Rank 17.3% 2.1% 35.0% 23.6% 2.1% IV Percentile 18.4% 0.4% 46.8% 25.8% 0.4% Term Structure 0.1% -0.7% 1.1% -0.7% 1.1% VWIV 25.4% 22.5% 28.6% 25.5% 22.5% Skew 25d 5.8% 4.2% 7.6% 5.3% 4.8% Skew 10d 10.9% 7.3% 15.6% 9.1% 9.8% Call IV 25d 21.8% 19.2% 24.7% 22.8% 19.2% Put IV 25d 27.6% 24.0% 30.9% 28.1% 24.0% Bid-Ask Spread % 1.27 0.89 1.72 1.02 1.41 Gamma HHI 0.04 0.03 0.15 0.05 0.15 Net GEX -265.7M -3.69B 4.13B -2.89B 4.13B Net DEX -8.82B -48.27B 37.90B 21.62B -48.27B Net VEX -459.4M -476.0M -440.5M -450.5M -459.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.39 1.14 1.64 1.45 1.50 Total Volume 2,972,569.478 2,265,743 4,102,323 2,557,488 3,387,622 Total OI 13,255,887.522 11,699,910 14,780,067 13,083,528 13,619,138
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 2023-03-01 $291.38 $291.00 25.8% 7.6% 24.3% 23.6% 25.5% 5.3% -0.7% -2.89B 21.62B -450.5M 1.45 1.02 N/A N/A 1,042,908 1,514,580 4,783,556 8,299,972 2023-03-02 $293.97 $290.00 25.1% 7.4% 21.7% 19.9% 26.4% 5.1% -0.7% -1.13B 10.35B -450.8M 1.37 1.10 N/A N/A 1,072,218 1,468,269 4,919,124 8,331,298 2023-03-03 $299.52 $290.00 23.4% 6.8% 21.0% 10.7% 24.6% 4.8% -0.6% 562.7M -10.07B -446.4M 1.64 1.35 N/A N/A 1,044,264 1,714,776 4,991,601 8,482,000 2023-03-06 $300.26 $299.00 23.4% 6.7% 20.7% 11.0% 25.1% 4.3% 0.3% -401.5M -8.94B -440.5M 1.63 1.05 N/A N/A 1,048,242 1,705,003 4,771,613 8,397,087 2023-03-07 $296.48 $299.00 24.1% 6.8% 21.0% 14.3% 23.9% 4.2% 0.1% -2.10B 5.45B -443.6M 1.37 1.01 N/A N/A 1,110,298 1,524,164 4,911,092 8,512,489 2023-03-08 $297.98 $299.00 23.6% 6.7% 19.5% 11.9% 24.0% 4.2% 0.1% -1.15B -200.0M -446.5M 1.32 0.89 N/A N/A 1,033,091 1,365,636 5,026,762 8,644,255 2023-03-09 $292.51 $300.00 26.1% 7.2% 19.7% 25.1% 25.1% 4.7% -0.2% -2.80B 20.09B -457.8M 1.22 1.32 N/A N/A 1,436,304 1,746,915 5,123,578 8,702,302 2023-03-10 $287.66 $300.00 27.8% 7.7% 20.3% 34.2% 26.9% 6.0% -0.2% -3.69B 37.90B -463.5M 1.33 1.47 N/A N/A 1,613,793 2,150,708 5,280,864 8,693,087 2023-03-13 $292.23 $299.00 27.9% 7.8% 21.2% 35.0% 27.0% 6.5% -0.7% -1.61B 17.44B -459.3M 1.42 1.69 N/A N/A 1,432,036 2,033,698 5,203,377 8,514,453 2023-03-14 $295.60 $296.00 25.7% 7.2% 20.8% 22.9% 26.2% 6.0% -0.5% -770.2M 4.83B -455.1M 1.38 1.44 N/A N/A 1,183,505 1,638,950 5,351,611 8,602,328 2023-03-15 $297.77 $296.00 26.8% 7.5% 20.6% 28.9% 27.0% 7.6% -0.6% -678.9M -997.0M -468.1M 1.31 1.57 N/A N/A 1,485,962 1,945,168 5,364,535 8,747,143 2023-03-16 $306.82 $296.00 24.4% 6.9% 23.5% 16.4% 25.8% 6.7% -0.4% 1.93B -36.90B -456.9M 1.32 1.11 N/A N/A 1,767,665 2,334,658 5,496,323 8,907,406 2023-03-17 $305.21 $299.00 26.6% 7.6% 23.0% 28.0% 28.6% 7.6% -0.4% -208.9M -26.96B -473.7M 1.29 1.19 N/A N/A 1,493,493 1,929,123 5,562,478 9,217,589 2023-03-20 $305.56 $300.00 25.5% 7.3% 22.6% 22.0% 26.9% 7.2% 0.1% 37.2M -10.06B -468.1M 1.39 1.72 N/A N/A 948,452 1,317,291 4,199,358 7,500,552 2023-03-21 $310.67 $300.00 23.6% 6.8% 21.8% 11.9% 25.5% 5.9% 0.2% 1.32B -26.51B -457.9M 1.20 0.99 N/A N/A 1,192,017 1,431,331 4,317,244 7,565,563 2023-03-22 $309.24 $300.00 23.8% 6.8% 21.8% 12.8% 25.1% 5.6% 0.3% 684.6M -21.41B -467.1M 1.29 1.35 N/A N/A 1,282,010 1,659,639 4,495,790 7,783,098 2023-03-23 $309.82 $300.00 24.8% 7.1% 21.4% 18.2% 25.8% 6.8% 0.2% 64.5M -19.67B -474.4M 1.61 1.18 N/A N/A 1,445,719 2,322,889 4,542,312 7,965,823 2023-03-24 $310.57 $300.00 24.3% 6.9% 19.5% 15.5% 26.2% 6.7% 0.3% -176.7M -21.00B -476.0M 1.60 1.06 N/A N/A 994,910 1,595,520 4,628,659 8,174,678 2023-03-27 $309.20 $301.00 23.6% 6.7% 19.6% 11.6% 25.2% 6.3% 0.8% -55.6M -16.00B -465.9M 1.14 1.20 N/A N/A 1,161,833 1,320,833 4,468,786 8,040,349 2023-03-28 $306.26 $301.00 23.6% 6.7% 20.0% 12.1% 24.6% 5.8% 0.8% -913.6M -7.72B -467.2M 1.16 1.23 N/A N/A 1,200,165 1,391,667 4,566,031 8,155,311 2023-03-29 $313.05 $301.00 22.4% 6.2% 20.7% 5.3% 23.4% 5.5% 0.9% 1.58B -29.99B -458.0M 1.63 1.44 N/A N/A 1,034,727 1,689,877 4,587,525 8,283,054 2023-03-30 $315.50 $301.00 22.3% 6.1% 20.7% 4.6% 22.5% 5.3% 0.9% 2.15B -35.80B -459.5M 1.46 1.31 N/A N/A 1,281,034 1,876,135 4,672,191 8,482,028 2023-03-31 $320.00 $303.00 21.8% 5.9% 20.3% 2.1% 22.5% 4.8% 1.1% 4.13B -48.27B -459.9M 1.50 1.41 N/A N/A 1,353,839 2,033,783 4,800,936 8,818,202
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