QQQ Options History — February 2024 In February 2024, QQQ traded between $422.00 and $438.89. ATM implied volatility averaged 16.4%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded below realized volatility by 0.6% (HV 20d: 17.0%). Max pain ranged from $396.78 to $411.78. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.19.
Notable Days 2024-02-13 : Highest Volume — 4,470,123 contracts2024-02-22 : Largest IV drop — 8.6% change2024-02-21 : Highest IV Rank — 32.5%2024-02-21 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $432.23 $422.00 $438.89 $422.00 $438.89 Max Pain $405.34 $396.78 $411.78 $396.78 $411.78 ATM IV 16.4% 15.4% 18.4% 16.3% 15.9% Expected Move 4.7% 4.5% 5.4% 4.7% 4.5% HV 20d 17.0% 14.6% 20.1% 14.9% 18.5% HV 60d 14.3% 13.0% 15.4% 13.8% 15.4% IV Rank 17.9% 10.9% 32.5% 16.8% 14.3% IV Percentile 22.3% 9.9% 53.2% 17.9% 17.1% Term Structure 0.1% -0.3% 0.3% 0.1% -0.1% VWIV 17.4% 16.1% 19.5% 17.0% 16.2% Skew 25d 2.5% 1.9% 3.6% 2.7% 2.3% Skew 10d 6.0% 3.7% 8.4% 6.6% 5.8% Call IV 25d 15.4% 14.6% 16.9% 15.0% 15.1% Put IV 25d 17.9% 16.5% 20.5% 17.8% 17.5% Bid-Ask Spread % 1.26 1.05 1.42 1.32 1.05 Gamma HHI 0.03 0.02 0.05 0.02 0.03 Net GEX 1.01B -3.10B 4.54B 46.5M 2.37B Net DEX -56.77B -84.64B -19.84B -39.72B -62.70B Net VEX -377.3M -408.9M -341.4M -387.2M -383.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.19 1.03 1.47 1.06 1.47 Total Volume 3,436,875.75 2,752,124 4,470,123 3,049,142 3,888,319 Total OI 10,725,743.1 10,017,209 11,501,215 10,219,007 11,021,951
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 2024-02-01 $422.00 $396.78 16.3% 4.7% 14.9% 16.8% 17.0% 2.7% 0.1% 46.5M -39.72B -387.2M 1.06 1.32 N/A N/A 1,478,975 1,570,167 3,479,958 6,739,049 2024-02-02 $429.64 $399.78 15.7% 4.6% 15.6% 13.2% 17.5% 2.3% 0.2% 3.59B -65.58B -373.6M 1.23 1.31 N/A N/A 1,820,373 2,240,218 3,597,205 6,848,328 2024-02-05 $428.56 $399.78 15.9% 4.7% 15.6% 14.4% 17.4% 2.6% 0.3% 1.58B -57.75B -361.9M 1.17 1.29 N/A N/A 1,452,874 1,705,235 3,501,247 6,647,687 2024-02-06 $426.38 $400.00 15.9% 4.6% 14.6% 14.5% 16.9% 2.5% 0.2% 21.2M -50.49B -364.6M 1.04 1.39 N/A N/A 1,578,089 1,634,810 3,565,329 6,794,371 2024-02-07 $432.20 $400.00 15.5% 4.5% 15.1% 11.5% 16.5% 2.0% 0.2% 3.97B -70.86B -354.2M 1.16 1.42 N/A N/A 1,558,971 1,816,020 3,589,021 6,935,892 2024-02-08 $432.63 $400.00 15.5% 4.5% 15.1% 11.4% 16.4% 2.1% 0.3% 2.69B -70.20B -363.0M 1.22 1.40 N/A N/A 1,242,273 1,509,851 3,699,417 7,034,804 2024-02-09 $437.06 $401.78 15.4% 4.5% 15.3% 10.9% 16.1% 1.9% 0.2% 4.54B -84.64B -341.4M 1.21 1.40 N/A N/A 1,442,420 1,747,517 3,708,887 7,191,513 2024-02-12 $435.58 $404.78 16.3% 4.7% 15.5% 16.8% 17.1% 2.2% 0.2% 1.52B -69.23B -375.0M 1.17 1.40 N/A N/A 1,503,936 1,763,035 3,705,677 7,105,551 2024-02-13 $427.38 $405.00 17.5% 5.0% 17.3% 25.7% 18.6% 3.6% 0.1% -2.50B -36.00B -408.9M 1.40 1.35 N/A N/A 1,862,304 2,607,819 3,786,665 7,295,832 2024-02-14 $433.00 $405.00 16.5% 4.7% 17.5% 18.4% 17.9% 3.2% 0.1% 2.38B -63.92B -386.0M 1.14 1.42 N/A N/A 1,624,388 1,852,389 3,908,681 7,427,484 2024-02-15 $434.02 $405.00 16.5% 4.7% 16.8% 18.3% 17.4% 2.7% 0.1% 2.60B -66.55B -383.3M 1.04 1.31 N/A N/A 1,463,020 1,516,908 3,900,737 7,503,936 2024-02-16 $430.89 $406.00 17.0% 4.9% 15.9% 21.9% 17.9% 2.9% -0.0% -1.60B -52.65B -395.7M 1.26 1.35 N/A N/A 1,626,031 2,049,293 3,921,769 7,579,446 2024-02-20 $426.64 $409.78 18.3% 5.3% 16.4% 31.3% 19.0% 3.6% -0.2% -3.10B -23.21B -402.1M 1.03 1.10 N/A N/A 2,034,061 2,092,488 3,333,052 6,684,157 2024-02-21 $424.38 $409.78 18.4% 5.4% 16.5% 32.5% 19.5% 3.6% -0.3% -2.76B -19.84B -401.7M 1.20 1.15 N/A N/A 1,535,489 1,844,220 3,436,148 6,840,695 2024-02-22 $438.58 $410.00 16.9% 4.8% 20.0% 21.2% 17.9% 2.1% -0.1% 3.31B -73.14B -361.9M 1.25 1.18 N/A N/A 1,862,203 2,331,950 3,643,645 7,038,860 2024-02-23 $437.06 $410.78 16.3% 4.5% 20.1% 16.9% 17.4% 1.9% -0.1% 925.6M -62.71B -375.9M 1.12 1.12 N/A N/A 1,682,472 1,883,348 3,696,560 7,278,018 2024-02-26 $437.23 $410.00 16.2% 4.6% 19.9% 16.4% 16.9% 2.0% -0.1% 1.31B -58.47B -369.9M 1.21 1.13 N/A N/A 1,310,984 1,590,369 3,571,848 6,979,743 2024-02-27 $437.56 $410.00 16.0% 4.5% 19.7% 15.0% 16.3% 2.0% -0.0% 776.1M -60.07B -362.5M 1.31 1.07 N/A N/A 1,282,213 1,680,888 3,625,526 7,080,147 2024-02-28 $434.94 $410.78 16.2% 4.6% 19.8% 16.3% 17.1% 2.5% -0.1% -1.46B -47.64B -394.1M 1.18 1.06 N/A N/A 1,397,114 1,654,481 3,679,921 7,136,105 2024-02-29 $438.89 $411.78 15.9% 4.5% 18.5% 14.3% 16.2% 2.3% -0.1% 2.37B -62.70B -383.9M 1.47 1.05 N/A N/A 1,577,122 2,311,197 3,738,030 7,283,921
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