QQQ Options History — August 2023 In August 2023, QQQ traded between $358.31 and $382.99. ATM implied volatility averaged 19.4%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 2.5% (HV 20d: 16.9%). Max pain ranged from $353.00 to $374.00. Net GEX was positive for 4 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 1.27.
Notable Days 2023-08-25 : Highest Volume — 4,491,466 contracts2023-08-02 : Largest IV spike — 13.2% change2023-08-17 : Highest IV Rank — 20.3%2023-08-17 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $369.15 $358.31 $382.99 $382.99 $379.19 Max Pain $360.48 $353.00 $374.00 $374.00 $360.00 ATM IV 19.4% 17.0% 21.1% 17.8% 17.0% Expected Move 5.5% 4.7% 6.0% 4.9% 4.7% HV 20d 16.9% 14.6% 19.3% 16.0% 17.8% HV 60d 16.9% 16.1% 17.3% 16.5% 17.3% IV Rank 12.1% 0.8% 20.3% 4.2% 0.8% IV Percentile 22.6% 0.8% 34.5% 6.0% 0.8% Term Structure 0.1% -0.4% 0.4% -0.3% 0.3% VWIV 19.8% 16.9% 21.8% 17.4% 16.9% Skew 25d 4.4% 3.0% 5.2% 3.0% 3.5% Skew 10d 9.0% 5.9% 10.6% 5.9% 7.5% Call IV 25d 17.2% 15.4% 18.5% 16.5% 15.4% Put IV 25d 21.7% 19.0% 23.2% 19.5% 19.0% Bid-Ask Spread % 1.20 1.00 1.65 1.32 1.31 Gamma HHI 0.03 0.02 0.04 0.03 0.03 Net GEX -2.41B -5.78B 1.80B 225.0M 1.78B Net DEX -19.51B -70.60B 21.28B -59.66B -70.60B Net VEX -519.3M -537.9M -465.3M -465.3M -488.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.27 1.09 1.63 1.25 1.21 Total Volume 3,583,513.348 2,599,040 4,491,466 2,599,040 2,989,747 Total OI 14,384,182.217 13,414,380 15,248,013 13,414,380 14,980,014
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 2023-08-01 $382.99 $374.00 17.8% 4.9% 16.0% 4.2% 17.4% 3.0% -0.3% 225.0M -59.66B -465.3M 1.25 1.32 N/A N/A 1,153,074 1,445,966 4,275,525 9,138,855 2023-08-02 $374.44 $374.00 20.1% 5.7% 18.2% 15.4% 20.1% 4.2% -0.4% -2.92B -23.58B -516.1M 1.22 1.65 N/A N/A 2,013,764 2,450,466 4,330,941 9,297,031 2023-08-03 $373.90 $353.00 20.1% 5.7% 17.8% 15.4% 20.9% 4.6% -0.4% -2.57B -24.92B -526.6M 1.19 1.00 N/A N/A 1,297,821 1,546,288 4,533,761 9,538,533 2023-08-04 $371.94 $355.00 19.9% 5.7% 18.0% 14.3% 21.3% 4.6% -0.3% -4.06B -15.78B -537.8M 1.27 1.19 N/A N/A 1,659,734 2,103,350 4,603,515 9,672,589 2023-08-07 $374.47 $357.00 19.1% 5.5% 18.0% 10.8% 21.8% 4.5% 0.2% -1.77B -30.00B -516.0M 1.63 1.13 N/A N/A 1,081,076 1,761,877 4,449,982 9,489,763 2023-08-08 $372.18 $359.00 19.4% 5.6% 18.1% 11.9% 21.1% 4.8% 0.2% -3.60B -19.68B -526.3M 1.15 1.06 N/A N/A 1,463,827 1,680,770 4,509,774 9,707,322 2023-08-09 $368.83 $359.00 19.7% 5.7% 17.7% 13.4% 20.3% 4.9% 0.1% -4.04B -8.53B -528.6M 1.11 1.06 N/A N/A 1,746,260 1,940,831 4,583,961 9,801,821 2023-08-10 $368.04 $360.00 19.5% 5.6% 16.2% 12.6% 19.8% 4.9% 0.1% -3.88B -7.66B -529.7M 1.09 1.13 N/A N/A 1,988,666 2,175,332 4,730,180 9,873,529 2023-08-11 $366.25 $360.00 19.0% 5.5% 16.2% 10.3% 19.3% 4.5% 0.2% -4.75B -1.46B -527.1M 1.20 1.12 N/A N/A 1,655,954 1,987,065 4,798,986 9,915,713 2023-08-14 $369.93 $360.00 18.6% 5.4% 16.1% 8.4% 19.5% 4.5% 0.3% -1.46B -22.33B -513.6M 1.31 1.21 N/A N/A 1,286,931 1,685,903 4,765,208 9,858,620 2023-08-15 $366.00 $360.00 19.8% 5.7% 15.9% 13.7% 19.9% 4.6% 0.3% -4.12B -3.01B -526.0M 1.28 1.21 N/A N/A 1,434,410 1,839,389 4,823,189 9,984,041 2023-08-16 $363.27 $360.00 20.0% 5.7% 15.9% 14.8% 19.8% 4.5% 0.4% -4.94B 6.13B -529.9M 1.22 1.12 N/A N/A 1,774,651 2,161,968 4,929,509 10,064,286 2023-08-17 $358.31 $360.00 21.1% 6.0% 14.6% 20.3% 20.7% 4.7% 0.3% -5.78B 21.28B -536.7M 1.10 1.05 N/A N/A 1,931,765 2,122,545 5,038,108 10,105,180 2023-08-18 $359.02 $360.00 20.4% 5.8% 14.7% 16.7% 20.7% 4.4% 0.4% -4.79B 13.60B -537.9M 1.49 1.07 N/A N/A 1,684,616 2,505,393 5,129,500 10,118,513 2023-08-21 $364.28 $360.00 20.2% 5.7% 15.9% 15.8% 20.9% 5.2% 0.1% -1.71B -13.63B -525.3M 1.43 1.13 N/A N/A 1,462,146 2,096,967 4,427,880 9,111,491 2023-08-22 $362.89 $360.00 20.5% 5.8% 15.4% 17.6% 20.1% 4.8% -0.0% -2.81B -6.64B -531.3M 1.16 1.15 N/A N/A 1,470,937 1,703,751 4,527,334 9,342,517 2023-08-23 $369.67 $360.00 19.7% 5.5% 17.0% 13.3% 20.1% 4.7% 0.1% -152.9M -33.34B -518.2M 1.52 1.31 N/A N/A 1,285,507 1,950,588 4,600,950 9,425,367 2023-08-24 $361.73 $360.00 20.9% 5.9% 18.5% 19.1% 20.7% 4.6% 0.0% -4.43B 5.01B -537.4M 1.25 1.19 N/A N/A 1,938,311 2,417,601 4,681,384 9,710,506 2023-08-25 $364.71 $360.00 19.3% 5.3% 17.0% 11.5% 19.5% 4.3% 0.2% -1.98B -12.63B -527.6M 1.19 1.40 N/A N/A 2,054,903 2,436,563 4,790,174 9,819,934 2023-08-28 $366.66 $360.00 18.9% 5.2% 17.2% 9.8% 19.0% 4.4% 0.2% -615.9M -23.14B -511.6M 1.28 1.30 N/A N/A 1,400,346 1,796,832 4,728,304 9,530,273 2023-08-29 $375.03 $360.00 17.9% 5.0% 19.3% 5.0% 18.1% 3.9% 0.2% 1.18B -56.11B -495.4M 1.46 1.27 N/A N/A 1,694,033 2,473,580 4,723,750 9,623,773 2023-08-30 $376.69 $360.00 17.3% 4.7% 17.7% 2.1% 17.0% 3.7% 0.3% 1.80B -61.99B -492.4M 1.30 1.29 N/A N/A 1,594,460 2,074,843 4,868,352 9,876,253 2023-08-31 $379.19 $360.00 17.0% 4.7% 17.8% 0.8% 16.9% 3.5% 0.3% 1.78B -70.60B -488.1M 1.21 1.31 N/A N/A 1,355,634 1,634,113 4,968,918 10,011,096
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