QQQ Options History — April 2023 In April 2023, QQQ traded between $310.50 and $321.85. ATM implied volatility averaged 21.4%, placing in the 4.2% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 4.9% (HV 20d: 16.5%). Max pain ranged from $305.00 to $315.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 1.25.
Notable Days 2023-04-20 : Highest Volume — 3,446,850 contracts2023-04-25 : Largest IV spike — 12.5% change2023-04-25 : Highest IV Rank — 14.6%2023-04-25 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $317.09 $310.50 $321.85 $320.00 $321.85 Max Pain $310.95 $305.00 $315.00 $305.00 $315.00 ATM IV 21.4% 18.9% 23.1% 22.1% 18.9% Expected Move 6.1% 5.4% 6.6% 5.9% 5.4% HV 20d 16.5% 13.9% 20.4% 20.4% 16.2% HV 60d 20.9% 19.6% 21.8% 21.8% 19.6% IV Rank 4.2% 0.0% 14.6% 4.1% 0.0% IV Percentile 2.0% 0.0% 6.7% 0.8% 0.0% Term Structure -0.1% -0.4% 0.1% 0.1% -0.0% VWIV 21.9% 19.8% 24.4% 21.8% 19.8% Skew 25d 5.5% 4.8% 7.0% 5.2% 5.0% Skew 10d 10.3% 9.0% 12.5% 10.5% 9.6% Call IV 25d 18.8% 16.6% 20.6% 20.0% 16.6% Put IV 25d 24.3% 21.6% 26.1% 25.1% 21.6% Bid-Ask Spread % 1.37 1.12 1.70 1.23 1.37 Gamma HHI 0.04 0.03 0.05 0.03 0.05 Net GEX 83.4M -2.53B 2.25B 640.0M 1.55B Net DEX -23.33B -37.50B 8.70B -37.50B -31.60B Net VEX -450.4M -462.8M -436.7M -453.8M -444.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.25 0.94 1.48 1.39 1.39 Total Volume 2,572,236.526 2,114,515 3,446,850 2,314,570 2,865,384 Total OI 12,602,511.474 11,873,102 13,700,537 12,186,956 12,735,638
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 2023-04-03 $320.00 $305.00 22.1% 5.9% 20.4% 4.1% 21.8% 5.2% 0.1% 640.0M -37.50B -453.8M 1.39 1.23 N/A N/A 967,192 1,347,378 4,422,738 7,764,218 2023-04-04 $318.00 $305.00 22.9% 6.1% 19.8% 8.1% 21.6% 5.5% 0.1% -33.0M -30.12B -461.3M 1.24 1.44 N/A N/A 1,045,610 1,297,647 4,459,690 7,841,272 2023-04-05 $315.82 $305.00 23.0% 6.0% 20.1% 8.5% 21.6% 5.3% 0.1% -716.2M -21.89B -462.8M 1.15 1.33 N/A N/A 1,092,845 1,258,371 4,523,935 7,951,245 2023-04-06 $318.17 $305.00 22.4% 6.4% 18.5% 3.2% 23.5% 5.1% 0.1% 1.03B -31.23B -459.4M 1.34 1.12 N/A N/A 1,078,579 1,447,387 4,584,661 7,924,316 2023-04-10 $317.35 $306.00 23.1% 6.6% 17.0% 7.4% 22.9% 5.6% -0.2% 435.1M -27.25B -450.2M 1.20 1.14 N/A N/A 1,015,579 1,214,396 4,452,545 7,756,838 2023-04-11 $315.94 $309.00 23.1% 6.5% 16.8% 7.1% 24.4% 5.6% -0.3% 36.0M -22.96B -452.2M 0.94 1.12 N/A N/A 1,167,746 1,097,135 4,490,277 7,863,666 2023-04-12 $313.46 $309.00 23.0% 6.5% 17.1% 6.9% 22.8% 5.5% -0.2% -642.8M -15.20B -449.5M 1.09 1.28 N/A N/A 1,450,759 1,579,844 4,566,507 7,944,647 2023-04-13 $319.56 $310.00 21.7% 6.2% 18.0% 0.0% 22.3% 5.1% -0.2% 2.25B -37.38B -443.2M 1.46 1.31 N/A N/A 1,061,186 1,551,559 4,651,409 7,979,238 2023-04-14 $318.63 $310.00 20.9% 6.0% 15.1% 0.0% 22.6% 4.9% -0.1% 658.1M -33.01B -447.7M 1.18 1.46 N/A N/A 1,332,857 1,570,901 4,719,592 8,229,072 2023-04-17 $318.31 $310.00 20.6% 5.9% 14.9% 0.0% 21.4% 4.8% 0.0% 711.4M -30.05B -436.7M 1.18 1.50 N/A N/A 1,018,261 1,198,996 4,595,641 8,157,289 2023-04-18 $318.74 $314.00 20.1% 5.7% 14.9% 0.0% 21.0% 4.8% 0.0% 860.1M -30.97B -438.0M 1.01 1.50 N/A N/A 1,152,310 1,168,645 4,660,788 8,320,869 2023-04-19 $318.77 $315.00 19.7% 5.7% 13.9% 0.0% 20.4% 5.2% 0.1% 869.5M -30.29B -439.4M 1.32 1.47 N/A N/A 912,139 1,202,376 4,752,165 8,459,813 2023-04-20 $315.58 $315.00 20.6% 5.9% 14.4% 4.2% 21.5% 5.8% -0.0% -1.02B -17.02B -449.8M 1.48 1.70 N/A N/A 1,389,943 2,056,907 4,832,556 8,569,041 2023-04-21 $316.08 $315.00 20.2% 5.8% 14.4% 2.2% 20.9% 5.6% -0.0% -983.9M -19.08B -452.4M 1.35 1.44 N/A N/A 1,104,045 1,488,847 4,877,120 8,823,417 2023-04-24 $315.83 $315.00 20.2% 5.8% 14.4% 2.2% 21.1% 6.0% -0.2% -1.24B -9.47B -450.8M 1.05 1.26 N/A N/A 1,159,003 1,214,450 4,211,978 7,661,124 2023-04-25 $310.50 $315.00 22.7% 6.6% 15.6% 14.6% 23.0% 7.0% -0.4% -2.53B 8.70B -462.7M 1.10 1.56 N/A N/A 1,316,488 1,446,117 4,258,545 7,770,682 2023-04-26 $311.78 $315.00 22.0% 6.4% 15.2% 11.1% 22.5% 6.7% -0.4% -1.51B 2.08B -458.5M 1.39 1.28 N/A N/A 1,119,597 1,553,496 4,402,915 7,844,290 2023-04-27 $320.43 $315.00 19.9% 5.8% 16.3% 0.9% 21.9% 5.7% -0.2% 1.21B -29.01B -445.3M 1.48 1.43 N/A N/A 1,181,150 1,747,369 4,433,125 7,954,856 2023-04-28 $321.85 $315.00 18.9% 5.4% 16.2% 0.0% 19.8% 5.0% -0.0% 1.55B -31.60B -444.6M 1.39 1.37 N/A N/A 1,197,827 1,667,557 4,509,655 8,225,983
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