QQQ Options History — October 2023 In October 2023, QQQ traded between $343.44 and $370.90. ATM implied volatility averaged 21.6%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 4.2% (HV 20d: 17.4%). Max pain ranged from $360.00 to $368.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.26.
Notable Days 2023-10-26 : Highest Volume — 5,099,163 contracts2023-10-13 : Largest IV spike — 11.8% change2023-10-26 : Highest IV Rank — 51.4%2023-10-26 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $359.43 $343.44 $370.90 $360.08 $350.63 Max Pain $364.45 $360.00 $368.00 $368.00 $360.00 ATM IV 21.6% 18.9% 24.5% 20.9% 21.2% Expected Move 6.3% 5.5% 7.3% 6.0% 6.4% HV 20d 17.4% 14.8% 20.6% 14.8% 19.8% HV 60d 17.1% 16.5% 17.7% 16.8% 17.6% IV Rank 29.8% 14.4% 51.4% 23.5% 35.3% IV Percentile 47.3% 28.2% 69.8% 44.0% 48.0% Term Structure -0.1% -0.6% 0.1% -0.1% 0.0% VWIV 22.3% 19.9% 25.5% 21.2% 22.7% Skew 25d 5.4% 4.4% 6.4% 4.9% 5.0% Skew 10d 10.6% 8.8% 12.5% 9.3% 9.8% Call IV 25d 18.8% 16.7% 21.6% 18.3% 18.7% Put IV 25d 24.2% 21.3% 27.3% 23.2% 23.7% Bid-Ask Spread % 1.12 0.92 1.46 1.46 0.99 Gamma HHI 0.04 0.03 0.09 0.03 0.04 Net GEX -2.55B -7.15B 1.13B -2.04B -2.64B Net DEX 12.18B -29.25B 61.64B 8.80B 25.24B Net VEX -496.0M -516.0M -461.4M -505.1M -461.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.26 0.89 1.51 1.41 1.22 Total Volume 4,012,062 3,133,629 5,099,163 3,658,887 3,470,949 Total OI 12,996,683.818 12,198,455 13,974,434 12,198,455 12,684,308
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 2023-10-02 $360.08 $368.00 20.9% 6.0% 14.8% 23.5% 21.2% 4.9% -0.1% -2.04B 8.80B -505.1M 1.41 1.46 N/A N/A 1,520,832 2,138,055 4,320,902 7,877,553 2023-10-03 $354.06 $367.00 23.3% 6.8% 15.5% 34.5% 23.6% 5.5% -0.3% -4.51B 34.01B -516.0M 1.17 1.23 N/A N/A 1,875,093 2,186,027 4,417,787 8,032,676 2023-10-04 $360.19 $366.00 21.7% 6.1% 16.8% 26.8% 21.4% 5.3% -0.1% -1.75B 7.00B -513.7M 1.47 1.42 N/A N/A 1,584,464 2,327,968 4,521,201 8,140,180 2023-10-05 $359.22 $365.00 21.7% 6.1% 16.7% 26.9% 21.7% 5.2% -0.2% -2.84B 12.89B -514.2M 1.17 1.02 N/A N/A 1,727,514 2,012,727 4,568,586 8,276,213 2023-10-06 $365.38 $364.00 20.3% 5.8% 18.0% 20.5% 21.4% 4.5% -0.1% 584.7M -15.24B -510.8M 1.42 1.21 N/A N/A 2,106,314 2,991,994 4,648,055 8,326,569 2023-10-09 $366.15 $364.00 20.5% 5.9% 17.2% 21.7% 21.8% 4.9% 0.1% -44.2M -13.85B -506.1M 1.27 1.10 N/A N/A 1,380,463 1,753,166 4,585,233 8,350,287 2023-10-10 $369.01 $365.00 19.6% 5.6% 17.1% 17.5% 20.7% 4.4% 0.1% 1.13B -24.05B -498.5M 1.36 1.20 N/A N/A 1,659,402 2,264,022 4,616,034 8,421,345 2023-10-11 $370.90 $366.00 18.9% 5.5% 17.2% 14.4% 19.9% 4.5% 0.1% 863.3M -29.25B -495.6M 1.36 1.15 N/A N/A 1,536,972 2,084,253 4,702,916 8,574,109 2023-10-12 $369.87 $366.00 18.9% 5.5% 16.8% 14.4% 20.1% 4.7% 0.1% -500.1M -21.50B -496.8M 1.45 1.20 N/A N/A 1,763,939 2,550,611 4,782,755 8,690,993 2023-10-13 $364.74 $367.00 21.2% 6.1% 16.2% 24.6% 21.5% 6.1% -0.1% -3.28B 4.22B -512.3M 1.33 1.25 N/A N/A 1,926,679 2,558,012 4,794,235 8,814,298 2023-10-16 $369.89 $365.00 19.6% 5.6% 17.0% 18.1% 21.2% 5.4% -0.2% 471.8M -21.08B -486.0M 1.51 1.10 N/A N/A 1,386,178 2,092,005 4,711,884 8,573,669 2023-10-17 $367.43 $365.00 20.3% 5.8% 17.2% 22.3% 20.5% 5.6% -0.4% -2.82B -7.56B -484.0M 1.23 1.04 N/A N/A 1,687,470 2,081,744 4,686,332 8,752,464 2023-10-18 $362.40 $365.00 22.2% 6.4% 17.3% 32.7% 22.9% 6.0% -0.5% -4.18B 16.00B -498.4M 1.19 1.27 N/A N/A 1,954,963 2,323,376 4,736,375 8,800,958 2023-10-19 $359.33 $365.00 22.8% 6.6% 16.3% 36.4% 23.1% 6.4% -0.3% -4.86B 26.75B -503.8M 1.10 1.11 N/A N/A 2,047,470 2,255,281 4,871,122 8,904,149 2023-10-20 $354.88 $365.00 23.5% 6.8% 16.9% 39.8% 23.6% 6.4% -0.6% -7.15B 43.23B -501.4M 1.08 1.03 N/A N/A 2,130,070 2,298,568 4,982,155 8,992,279 2023-10-23 $356.32 $365.00 22.7% 6.7% 17.0% 36.7% 23.5% 5.9% -0.0% -2.85B 23.78B -490.5M 1.34 0.97 N/A N/A 1,747,293 2,342,415 4,430,605 7,863,167 2023-10-24 $359.48 $364.00 21.3% 6.3% 16.5% 30.3% 22.4% 5.6% 0.0% -1.59B 10.55B -490.9M 0.89 1.01 N/A N/A 1,772,972 1,580,290 4,526,753 7,999,565 2023-10-25 $350.26 $364.00 23.3% 6.9% 19.0% 40.9% 24.1% 5.8% -0.1% -5.25B 45.24B -487.3M 1.11 0.98 N/A N/A 1,988,355 2,216,514 4,552,843 8,058,665 2023-10-26 $343.44 $362.00 24.5% 7.3% 19.7% 51.4% 25.5% 5.7% -0.1% -5.61B 61.64B -482.4M 1.12 1.05 N/A N/A 2,404,387 2,694,776 4,656,862 8,060,867 2023-10-27 $344.25 $360.00 23.7% 7.0% 19.7% 48.5% 24.4% 5.6% -0.0% -4.46B 52.21B -485.5M 1.28 0.92 N/A N/A 1,759,286 2,249,087 4,872,544 8,103,356 2023-10-30 $349.63 $360.00 22.2% 6.7% 20.6% 39.4% 23.4% 5.2% 0.0% -2.85B 28.83B -470.9M 1.29 0.94 N/A N/A 1,672,322 2,161,086 4,670,838 7,973,357 2023-10-31 $350.63 $360.00 21.2% 6.4% 19.8% 35.3% 22.7% 5.0% 0.0% -2.64B 25.24B -461.4M 1.22 0.99 N/A N/A 1,563,259 1,907,690 4,715,961 7,968,347
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