QQQ Options History — July 2023 In July 2023, QQQ traded between $365.74 and $386.38. ATM implied volatility averaged 18.2%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 2.0% (HV 20d: 16.2%). Max pain ranged from $355.00 to $374.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.24.
Notable Days 2023-07-20 : Highest Volume — 4,350,116 contracts2023-07-12 : Largest IV drop — 7.3% change2023-07-10 : Highest IV Rank — 11.8%2023-07-10 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $376.09 $365.74 $386.38 $369.95 $382.69 Max Pain $365.65 $355.00 $374.00 $355.00 $374.00 ATM IV 18.2% 17.2% 19.4% 18.1% 17.7% Expected Move 5.1% 4.7% 5.5% 4.7% 4.9% HV 20d 16.2% 15.3% 17.3% 16.8% 16.0% HV 60d 16.6% 16.2% 17.5% 16.6% 16.6% IV Rank 6.1% 1.3% 11.8% 5.6% 4.0% IV Percentile 9.6% 0.8% 16.3% 7.9% 5.2% Term Structure -0.0% -0.3% 0.3% 0.0% -0.2% VWIV 18.5% 17.3% 20.4% 17.6% 18.0% Skew 25d 2.8% 2.1% 3.7% 2.6% 2.9% Skew 10d 6.3% 5.1% 7.5% 6.0% 5.7% Call IV 25d 17.0% 16.1% 17.7% 17.0% 16.5% Put IV 25d 19.8% 18.6% 21.3% 19.6% 19.3% Bid-Ask Spread % 1.43 1.15 1.83 1.36 1.60 Gamma HHI 0.04 0.02 0.05 0.04 0.02 Net GEX 567.9M -1.67B 2.82B 1.29B 323.2M Net DEX -63.24B -102.11B -40.44B -59.46B -61.12B Net VEX -427.0M -467.8M -382.4M -414.6M -457.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.24 1.01 1.57 1.14 1.53 Total Volume 2,951,459.95 1,176,511 4,350,116 1,176,511 2,707,436 Total OI 13,327,898.4 12,554,067 14,870,233 12,554,067 13,320,652
Daily Data (20 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 2023-07-03 $369.95 $355.00 18.1% 4.7% 16.8% 5.6% 17.6% 2.6% 0.0% 1.29B -59.46B -414.6M 1.14 1.36 N/A N/A 551,064 625,447 3,980,028 8,574,039 2023-07-05 $370.74 $355.00 18.2% 4.8% 16.8% 6.5% 17.8% 2.9% -0.0% 1.60B -61.97B -402.8M 1.54 1.35 N/A N/A 867,548 1,331,954 3,997,031 8,622,647 2023-07-06 $367.34 $357.00 19.1% 5.5% 17.3% 10.9% 19.5% 3.7% -0.1% -1.00B -46.64B -431.5M 1.57 1.15 N/A N/A 1,157,175 1,820,003 4,043,991 8,733,347 2023-07-07 $367.17 $360.00 18.6% 5.3% 15.7% 8.5% 18.8% 3.2% 0.0% -486.7M -49.29B -425.6M 1.31 1.20 N/A N/A 1,023,405 1,338,977 4,121,889 8,942,031 2023-07-10 $365.74 $360.00 19.4% 5.5% 15.3% 11.8% 19.5% 3.6% -0.1% -1.29B -40.44B -435.9M 1.12 1.18 N/A N/A 1,196,744 1,345,860 4,000,684 8,609,552 2023-07-11 $367.69 $360.00 19.2% 5.4% 15.3% 11.3% 20.4% 3.5% -0.3% 578.5M -48.13B -430.8M 1.01 1.23 N/A N/A 1,200,871 1,210,007 4,067,047 8,696,921 2023-07-12 $372.97 $360.00 17.8% 5.1% 15.3% 4.6% 18.4% 3.1% -0.2% 2.32B -69.41B -404.0M 1.17 1.29 N/A N/A 1,549,871 1,806,820 4,172,082 8,864,286 2023-07-13 $379.94 $364.00 18.2% 5.1% 16.3% 6.4% 18.8% 2.8% -0.3% 2.82B -84.88B -394.4M 1.21 1.39 N/A N/A 1,408,129 1,701,014 4,160,026 8,992,155 2023-07-14 $378.70 $365.00 17.9% 5.1% 16.4% 4.7% 18.1% 2.5% -0.3% 1.87B -80.87B -415.9M 1.27 1.34 N/A N/A 1,493,231 1,892,239 4,366,172 9,203,294 2023-07-17 $382.78 $366.00 17.9% 5.1% 15.7% 4.7% 18.8% 2.4% 0.2% 2.47B -90.77B -392.7M 1.14 1.39 N/A N/A 1,221,193 1,387,529 4,375,818 9,184,857 2023-07-18 $386.38 $370.00 17.8% 5.1% 15.7% 4.4% 18.6% 2.2% 0.2% 2.82B -102.11B -382.4M 1.11 1.53 N/A N/A 1,644,383 1,830,900 4,493,316 9,338,472 2023-07-19 $385.63 $370.00 17.9% 5.1% 15.6% 5.1% 18.6% 2.1% 0.2% 1.80B -93.99B -422.2M 1.11 1.50 N/A N/A 1,605,461 1,786,116 4,631,801 9,586,449 2023-07-20 $376.76 $370.00 18.3% 5.2% 17.3% 6.9% 18.7% 2.7% 0.2% -901.9M -59.94B -436.8M 1.10 1.62 N/A N/A 2,069,815 2,280,301 4,748,308 9,822,937 2023-07-21 $375.73 $370.00 17.7% 5.1% 17.1% 4.0% 17.9% 2.1% 0.3% -800.3M -58.11B -449.7M 1.17 1.65 N/A N/A 1,550,220 1,809,719 4,848,796 10,021,437 2023-07-24 $375.88 $370.00 18.1% 5.2% 16.9% 5.8% 18.4% 2.5% -0.0% -1.67B -43.70B -437.2M 1.35 1.46 N/A N/A 1,206,063 1,622,543 4,152,160 8,508,459 2023-07-25 $379.31 $370.00 18.1% 5.2% 16.2% 6.0% 18.3% 2.7% -0.0% 15.6M -53.98B -449.8M 1.15 1.49 N/A N/A 1,017,139 1,167,277 4,210,823 8,883,885 2023-07-26 $377.73 $372.00 17.4% 4.9% 15.6% 2.5% 17.4% 2.7% 0.1% -677.6M -48.84B -445.9M 1.08 1.83 N/A N/A 1,169,551 1,265,945 4,311,538 8,976,023 2023-07-27 $375.53 $372.00 18.4% 5.2% 15.8% 7.2% 18.4% 3.3% 0.1% -1.39B -40.84B -467.8M 1.20 1.59 N/A N/A 1,957,612 2,345,648 4,359,182 8,972,829 2023-07-28 $383.19 $373.00 17.2% 4.7% 17.1% 1.3% 17.3% 2.5% 0.2% 1.67B -70.37B -443.2M 1.57 1.43 N/A N/A 1,502,127 2,361,862 4,443,396 9,219,608 2023-07-31 $382.69 $374.00 17.7% 4.9% 16.0% 4.0% 18.0% 2.9% -0.2% 323.2M -61.12B -457.4M 1.53 1.60 N/A N/A 1,072,070 1,635,366 4,304,376 9,016,276
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