QQQ Options History — May 2023 In May 2023, QQQ traded between $316.22 and $350.26. ATM implied volatility averaged 18.7%, placing in the 4.4% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 2.0% (HV 20d: 16.7%). Max pain ranged from $300.00 to $316.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 1.35.
Notable Days 2023-05-18 : Highest Volume — 4,053,097 contracts2023-05-05 : Largest IV drop — 13.5% change2023-05-30 : Highest IV Rank — 14.7%2023-05-04 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $330.54 $316.22 $350.26 $322.50 $348.87 Max Pain $309.68 $300.00 $316.00 $315.00 $316.00 ATM IV 18.7% 17.3% 21.5% 18.6% 19.7% Expected Move 5.5% 5.0% 6.4% 5.4% 5.9% HV 20d 16.7% 15.4% 17.9% 15.4% 17.3% HV 60d 18.1% 16.9% 19.0% 19.0% 17.9% IV Rank 4.4% 0.0% 14.7% 0.0% 11.4% IV Percentile 2.5% 0.0% 9.9% 0.0% 6.7% Term Structure 0.2% -0.3% 1.1% 0.2% -0.2% VWIV 20.9% 18.6% 24.7% 19.8% 21.8% Skew 25d 5.6% 4.1% 6.8% 5.0% 4.1% Skew 10d 10.9% 7.6% 12.9% 9.9% 7.6% Call IV 25d 16.1% 14.7% 18.6% 16.3% 18.0% Put IV 25d 21.8% 20.0% 24.8% 21.3% 22.1% Bid-Ask Spread % 1.22 0.93 1.86 1.37 1.43 Gamma HHI 0.04 0.03 0.06 0.03 0.03 Net GEX 678.4M -2.21B 2.76B 467.5M 92.5M Net DEX -42.63B -79.98B -3.79B -29.63B -68.13B Net VEX -427.1M -465.0M -399.1M -438.4M -422.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.35 1.01 1.63 1.39 1.44 Total Volume 2,595,870.273 1,384,858 4,053,097 2,247,946 2,757,534 Total OI 13,246,836.955 12,540,523 14,528,171 12,540,523 14,142,208
Daily Data (22 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 2023-05-01 $322.50 $315.00 18.6% 5.4% 15.4% 0.0% 19.8% 5.0% 0.2% 467.5M -29.63B -438.4M 1.39 1.37 N/A N/A 940,368 1,307,578 4,393,122 8,147,401 2023-05-02 $319.15 $315.00 20.0% 5.8% 15.9% 6.5% 21.0% 6.0% 0.2% -1.41B -14.34B -458.4M 1.24 1.47 N/A N/A 1,102,170 1,369,185 4,449,208 8,252,602 2023-05-03 $317.76 $315.00 20.3% 5.9% 15.8% 8.1% 21.3% 6.3% 0.1% -1.42B -10.28B -457.9M 1.34 1.86 N/A N/A 880,106 1,177,451 4,500,104 8,303,639 2023-05-04 $316.22 $300.00 21.5% 6.4% 15.7% 13.6% 24.7% 6.8% 0.2% -2.21B -3.79B -465.0M 1.48 1.13 N/A N/A 857,126 1,266,701 4,520,261 8,360,601 2023-05-05 $323.19 $300.00 18.6% 5.7% 17.3% 0.1% 21.9% 5.8% 0.5% 1.87B -32.61B -443.0M 1.40 1.09 N/A N/A 1,113,388 1,559,887 4,538,070 8,417,124 2023-05-08 $323.80 $302.00 18.3% 5.6% 17.3% 0.0% 21.3% 6.0% 1.0% 486.8M -30.59B -435.7M 1.46 1.06 N/A N/A 843,560 1,233,262 4,439,273 8,217,557 2023-05-09 $321.57 $303.00 18.9% 5.7% 17.4% 2.6% 21.7% 6.2% 1.0% -1.16B -21.63B -442.9M 1.21 1.09 N/A N/A 797,873 964,857 4,494,602 8,374,523 2023-05-10 $325.69 $304.00 17.8% 5.4% 17.6% 0.0% 20.3% 5.7% 1.1% 2.03B -38.73B -426.8M 1.01 1.15 N/A N/A 1,534,468 1,556,505 4,521,242 8,451,688 2023-05-11 $326.18 $305.00 17.7% 5.3% 16.4% 0.0% 20.4% 5.5% 1.0% 1.64B -39.24B -424.4M 1.25 1.20 N/A N/A 1,200,962 1,497,754 4,580,563 8,528,278 2023-05-12 $324.74 $305.00 17.8% 5.3% 16.4% 0.4% 19.2% 5.5% 1.1% 292.1M -33.75B -429.6M 1.11 0.93 N/A N/A 1,231,128 1,361,538 4,665,705 8,661,892 2023-05-15 $326.50 $305.00 17.8% 5.2% 16.5% 0.8% 19.6% 6.0% -0.1% 1.76B -40.70B -415.3M 1.31 1.07 N/A N/A 905,326 1,188,837 4,576,460 8,620,498 2023-05-16 $327.94 $306.00 17.9% 5.2% 16.5% 1.2% 19.9% 6.1% -0.2% 1.86B -43.48B -418.3M 1.47 1.05 N/A N/A 1,042,224 1,530,522 4,618,829 8,773,727 2023-05-17 $331.32 $310.00 17.3% 5.0% 16.8% 0.0% 18.6% 5.3% -0.2% 2.76B -55.65B -409.7M 1.43 1.11 N/A N/A 1,281,257 1,834,658 4,681,981 8,978,239 2023-05-18 $337.04 $310.00 17.3% 5.0% 17.0% 0.2% 19.1% 4.9% -0.3% 2.58B -71.43B -399.9M 1.46 1.14 N/A N/A 1,649,750 2,403,347 4,723,340 9,252,177 2023-05-19 $336.44 $312.00 17.5% 5.1% 17.1% 1.2% 19.6% 5.3% -0.3% 897.0M -65.16B -416.8M 1.63 1.07 N/A N/A 1,246,908 2,036,033 4,846,023 9,682,148 2023-05-22 $337.65 $315.00 17.4% 5.1% 17.0% 0.7% 20.2% 5.4% 0.1% 1.49B -52.76B -409.4M 1.49 1.42 N/A N/A 806,508 1,203,469 4,309,165 8,700,311 2023-05-23 $334.06 $315.00 18.3% 5.4% 16.1% 4.8% 20.3% 5.9% 0.1% -972.8M -38.52B -421.3M 1.28 1.28 N/A N/A 696,741 888,968 4,375,859 8,744,260 2023-05-24 $331.76 $315.00 19.5% 5.8% 16.6% 10.5% 22.8% 6.4% 0.0% -1.54B -28.93B -434.2M 1.17 1.22 N/A N/A 639,647 745,211 4,406,017 8,670,423 2023-05-25 $340.51 $315.00 19.1% 5.7% 16.3% 8.8% 21.8% 5.9% -0.0% 1.99B -61.01B -424.0M 1.35 1.20 N/A N/A 1,318,090 1,779,730 4,488,972 8,845,917 2023-05-26 $348.75 $315.00 19.9% 5.9% 17.9% 12.3% 22.8% 4.9% -0.2% 1.77B -79.98B -404.3M 1.47 1.16 N/A N/A 1,621,177 2,375,939 4,520,120 8,961,440 2023-05-30 $350.26 $315.00 20.4% 6.2% 17.9% 14.7% 22.7% 4.2% -0.2% 1.65B -77.63B -399.1M 1.41 1.29 N/A N/A 1,396,525 1,964,878 4,526,192 9,168,652 2023-05-31 $348.87 $316.00 19.7% 5.9% 17.3% 11.4% 21.8% 4.1% -0.2% 92.5M -68.13B -422.8M 1.44 1.43 N/A N/A 1,129,157 1,628,377 4,645,778 9,496,430
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