QQQ Options History — June 2023 In June 2023, QQQ traded between $348.45 and $370.93. ATM implied volatility averaged 17.9%, placing in the 4.8% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 0.8% (HV 20d: 17.1%). Max pain ranged from $317.00 to $355.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.36.
Notable Days 2023-06-15 : Highest Volume — 3,780,139 contracts2023-06-12 : Largest IV spike — 7.7% change2023-06-26 : Highest IV Rank — 8.5%2023-06-01 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $360.85 $348.45 $370.93 $351.62 $369.92 Max Pain $345.86 $317.00 $355.00 $317.00 $355.00 ATM IV 17.9% 16.9% 18.7% 18.6% 17.8% Expected Move 5.1% 4.6% 5.6% 5.6% 4.6% HV 20d 17.1% 15.6% 18.8% 17.1% 17.0% HV 60d 16.7% 16.2% 17.7% 17.7% 16.7% IV Rank 4.8% 0.0% 8.5% 6.2% 4.3% IV Percentile 5.2% 0.0% 11.5% 4.8% 5.6% Term Structure 0.3% -0.2% 1.3% -0.1% 0.0% VWIV 18.6% 17.1% 20.4% 20.4% 17.1% Skew 25d 2.7% 2.0% 3.4% 3.4% 2.2% Skew 10d 6.1% 4.4% 7.4% 7.4% 5.4% Call IV 25d 16.9% 15.8% 18.0% 17.3% 17.0% Put IV 25d 19.7% 18.6% 20.9% 20.7% 19.2% Bid-Ask Spread % 1.41 1.07 1.65 1.54 1.35 Gamma HHI 0.04 0.02 0.08 0.04 0.08 Net GEX 611.8M -2.69B 3.18B 1.55B 3.18B Net DEX -73.32B -122.65B -28.70B -76.85B -72.13B Net VEX -414.6M -434.8M -386.7M -421.3M -408.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.36 1.09 1.90 1.17 1.38 Total Volume 2,831,116.429 1,794,689 3,780,139 2,742,951 2,856,059 Total OI 14,391,966.381 12,519,867 16,862,702 14,387,858 13,474,198
Daily Data (21 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 2023-06-01 $351.62 $317.00 18.6% 5.6% 17.1% 6.2% 20.4% 3.4% -0.1% 1.55B -76.85B -421.3M 1.17 1.54 N/A N/A 1,262,648 1,480,303 4,728,826 9,659,032 2023-06-02 $354.69 $318.00 17.8% 5.3% 16.7% 2.4% 19.6% 2.7% -0.1% 2.27B -87.18B -406.6M 1.27 1.33 N/A N/A 1,162,069 1,481,424 4,799,670 9,837,672 2023-06-05 $355.01 $338.00 17.8% 5.2% 15.6% 2.6% 19.1% 2.9% 0.2% 1.17B -83.11B -406.4M 1.34 1.56 N/A N/A 1,274,139 1,711,943 4,754,456 9,720,518 2023-06-06 $354.82 $340.00 16.9% 4.9% 15.7% 0.0% 18.5% 2.8% 0.2% 432.5M -81.54B -407.1M 1.31 1.23 N/A N/A 999,228 1,309,472 4,899,573 9,937,221 2023-06-07 $348.45 $340.00 17.6% 5.1% 17.2% 3.4% 18.5% 2.9% 0.2% -1.28B -57.33B -426.4M 1.39 1.46 N/A N/A 954,424 1,325,928 4,958,892 10,007,992 2023-06-08 $353.03 $340.00 17.0% 4.9% 17.2% 0.6% 18.2% 3.1% 0.2% 1.03B -76.02B -426.3M 1.81 1.52 N/A N/A 638,714 1,155,975 5,127,757 10,197,990 2023-06-09 $354.65 $341.00 17.2% 4.9% 17.2% 1.5% 18.4% 2.7% 0.0% 2.27B -82.22B -421.4M 1.44 1.32 N/A N/A 884,128 1,269,157 5,182,895 10,436,401 2023-06-12 $359.95 $343.00 18.5% 5.2% 17.3% 7.6% 19.4% 3.1% -0.2% 1.78B -94.04B -413.1M 1.47 1.45 N/A N/A 1,043,848 1,537,279 5,094,292 10,308,486 2023-06-13 $362.86 $345.00 18.2% 5.2% 17.3% 6.0% 19.1% 2.9% -0.2% 2.22B -103.88B -386.7M 1.38 1.07 N/A N/A 1,444,689 2,000,351 5,183,916 10,569,881 2023-06-14 $364.63 $349.00 17.8% 5.1% 17.3% 4.1% 19.0% 2.6% -0.1% 1.72B -107.54B -398.1M 1.90 1.65 N/A N/A 1,225,292 2,326,702 5,308,717 10,847,973 2023-06-15 $370.93 $350.00 18.6% 5.3% 17.8% 8.1% 19.7% 2.1% -0.1% 2.22B -122.65B -396.3M 1.34 1.55 N/A N/A 1,613,236 2,166,903 5,422,808 11,077,358 2023-06-16 $368.83 $350.00 18.1% 5.2% 17.6% 5.6% 18.7% 2.0% 0.1% 197.1M -113.80B -411.8M 1.34 1.44 N/A N/A 1,328,956 1,778,153 5,520,974 11,341,728 2023-06-20 $367.28 $353.00 18.3% 5.2% 17.8% 6.7% 19.3% 2.3% 1.1% -233.1M -55.10B -419.8M 1.39 1.42 N/A N/A 1,169,923 1,628,950 3,961,865 8,558,002 2023-06-21 $362.50 $354.00 17.7% 5.1% 18.8% 4.0% 18.2% 2.4% 1.2% -1.83B -40.94B -433.3M 1.25 1.49 N/A N/A 1,454,917 1,819,847 4,093,058 8,641,384 2023-06-22 $365.70 $355.00 17.3% 4.9% 18.1% 2.0% 17.7% 2.3% 1.3% 840.9M -57.55B -409.0M 1.13 1.33 N/A N/A 1,336,461 1,515,630 4,141,518 8,732,407 2023-06-23 $363.12 $355.00 17.8% 5.0% 18.2% 4.5% 18.1% 2.8% 1.3% -1.64B -45.52B -426.6M 1.40 1.38 N/A N/A 1,134,271 1,592,437 4,191,756 8,913,085 2023-06-26 $358.65 $355.00 18.7% 5.1% 17.2% 8.5% 18.1% 3.3% 0.1% -2.69B -28.70B -434.8M 1.09 1.46 N/A N/A 1,510,530 1,647,923 4,125,684 8,771,224 2023-06-27 $364.31 $355.00 18.4% 5.0% 16.1% 7.5% 18.0% 3.0% 0.0% 457.7M -52.95B -421.5M 1.22 1.35 N/A N/A 1,349,240 1,650,662 4,212,031 8,899,697 2023-06-28 $363.88 $355.00 18.4% 4.9% 16.1% 7.5% 17.5% 2.9% -0.0% -265.4M -53.22B -410.1M 1.24 1.38 N/A N/A 1,314,010 1,631,976 4,272,153 8,999,871 2023-06-29 $363.06 $355.00 18.4% 4.9% 16.0% 7.4% 17.7% 2.8% -0.0% -540.3M -47.47B -421.8M 1.18 1.29 N/A N/A 1,129,090 1,336,558 4,302,534 9,015,799 2023-06-30 $369.92 $355.00 17.8% 4.6% 17.0% 4.3% 17.1% 2.2% 0.0% 3.18B -72.13B -408.8M 1.38 1.35 N/A N/A 1,199,552 1,656,507 4,319,370 9,154,828
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