QQQ Options History — March 2024 In March 2024, QQQ traded between $434.11 and $446.47. ATM implied volatility averaged 16.7%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded below realized volatility by 2.2% (HV 20d: 18.9%). Max pain ranged from $412.00 to $436.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 1.24.
Notable Days 2024-03-08 : Highest Volume — 5,361,892 contracts2024-03-05 : Largest IV spike — 7.9% change2024-03-15 : Highest IV Rank — 31.1%2024-03-11 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $441.76 $434.11 $446.47 $445.88 $444.50 Max Pain $432.94 $412.00 $436.00 $412.00 $436.00 ATM IV 16.7% 15.4% 18.1% 15.8% 15.5% Expected Move 4.7% 4.2% 5.1% 4.4% 4.2% HV 20d 18.9% 16.1% 21.2% 18.9% 16.1% HV 60d 16.7% 15.5% 17.1% 15.5% 16.3% IV Rank 21.7% 13.9% 31.1% 14.0% 15.4% IV Percentile 28.6% 9.9% 52.4% 16.7% 12.7% Term Structure 0.2% -0.2% 0.5% -0.1% 0.5% VWIV 17.2% 15.3% 18.5% 16.3% 15.8% Skew 25d 2.5% 2.0% 3.2% 2.1% 2.3% Skew 10d 5.8% 4.2% 7.2% 5.6% 5.2% Call IV 25d 15.6% 14.4% 17.0% 15.1% 14.4% Put IV 25d 18.2% 16.5% 19.8% 17.3% 16.7% Bid-Ask Spread % 1.29 1.06 1.69 1.35 1.17 Gamma HHI 0.03 0.02 0.05 0.03 0.03 Net GEX 226.1M -3.19B 3.93B 3.91B 271.3M Net DEX -47.57B -80.82B -21.94B -80.82B -37.53B Net VEX -407.9M -428.3M -383.5M -383.5M -414.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.24 0.93 1.51 1.40 1.47 Total Volume 3,443,141.25 2,653,785 5,361,892 4,054,040 2,751,897 Total OI 10,662,808.55 8,883,486 12,130,391 11,066,017 9,929,195
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 2024-03-01 $445.88 $412.00 15.8% 4.4% 18.9% 14.0% 16.3% 2.1% -0.1% 3.91B -80.82B -383.5M 1.40 1.35 N/A N/A 1,691,029 2,363,011 3,713,818 7,352,199 2024-03-04 $444.45 $430.00 16.3% 4.7% 18.1% 17.1% 16.9% 2.1% 0.1% 1.54B -71.25B -383.6M 1.16 1.28 N/A N/A 1,313,331 1,523,998 3,685,407 7,201,926 2024-03-05 $434.81 $430.00 17.6% 5.0% 19.9% 26.2% 18.3% 2.9% 0.0% -2.21B -36.06B -405.6M 1.02 1.21 N/A N/A 2,191,614 2,238,846 3,787,961 7,364,231 2024-03-06 $438.94 $430.00 17.2% 4.9% 20.0% 23.3% 17.7% 3.0% 0.1% 1.75B -54.68B -416.6M 1.17 1.55 N/A N/A 1,765,719 2,072,957 3,966,812 7,476,464 2024-03-07 $446.00 $432.00 17.4% 5.0% 20.2% 24.8% 18.1% 2.4% 0.1% 3.93B -80.30B -384.4M 1.51 1.25 N/A N/A 1,297,541 1,955,257 3,948,393 7,582,621 2024-03-08 $439.67 $432.00 17.7% 5.1% 21.0% 27.4% 18.5% 2.7% 0.1% -2.89B -51.23B -421.6M 1.16 1.48 N/A N/A 2,481,058 2,880,834 3,986,190 7,835,624 2024-03-11 $437.81 $434.78 18.1% 5.1% 20.8% 30.2% 18.4% 2.8% -0.2% -1.97B -44.89B -415.1M 1.26 1.36 N/A N/A 1,402,659 1,764,270 3,969,094 7,725,746 2024-03-12 $443.63 $435.00 16.9% 4.8% 21.2% 21.1% 18.0% 2.5% -0.1% 3.45B -69.89B -389.2M 1.32 1.37 N/A N/A 1,656,983 2,180,826 4,016,672 7,808,959 2024-03-13 $440.17 $435.00 16.6% 4.7% 20.2% 19.4% 16.8% 2.5% -0.1% -310.0M -55.97B -402.2M 0.93 1.41 N/A N/A 1,656,742 1,538,033 4,066,242 7,900,528 2024-03-14 $437.81 $435.00 17.2% 4.9% 19.8% 25.7% 17.9% 2.9% -0.1% -1.02B -46.98B -406.6M 1.27 1.69 N/A N/A 1,601,634 2,033,611 4,087,865 7,914,194 2024-03-15 $434.11 $435.00 17.9% 5.1% 20.1% 31.1% 18.3% 3.0% -0.1% -3.19B -31.01B -421.0M 1.02 1.32 N/A N/A 1,990,680 2,033,167 4,071,808 8,058,583 2024-03-18 $438.72 $435.00 17.7% 5.1% 20.2% 29.7% 18.5% 3.2% 0.2% 29.9M -26.10B -417.7M 1.38 1.17 N/A N/A 1,436,318 1,986,717 3,074,449 5,809,037 2024-03-19 $438.25 $435.00 17.2% 4.9% 19.8% 26.2% 17.9% 2.9% 0.2% -1.71B -21.94B -428.3M 1.41 1.17 N/A N/A 1,474,366 2,084,971 3,178,330 6,106,394 2024-03-20 $443.14 $435.00 16.1% 4.6% 19.9% 19.1% 17.3% 2.4% 0.4% 1.31B -37.84B -417.7M 1.35 1.25 N/A N/A 1,150,283 1,556,649 3,185,856 6,201,528 2024-03-21 $446.47 $435.00 15.9% 4.5% 16.5% 18.3% 16.2% 2.0% 0.5% 2.57B -47.90B -409.7M 1.19 1.10 N/A N/A 1,544,235 1,831,891 3,272,010 6,309,410 2024-03-22 $446.44 $435.00 15.5% 4.4% 16.4% 14.8% 15.9% 2.0% 0.5% 624.0M -45.01B -406.5M 1.29 1.21 N/A N/A 1,160,638 1,493,147 3,350,638 6,416,284 2024-03-25 $445.80 $435.00 15.9% 4.5% 16.4% 18.5% 16.2% 2.3% 0.5% 21.5M -40.89B -400.2M 1.41 1.06 N/A N/A 1,144,442 1,610,068 3,259,199 6,165,508 2024-03-26 $443.97 $436.00 15.8% 4.4% 16.5% 18.1% 16.1% 2.4% 0.4% -1.28B -34.41B -417.9M 1.22 1.17 N/A N/A 1,223,476 1,489,024 3,320,488 6,346,966 2024-03-27 $444.60 $436.00 15.4% 4.2% 16.3% 13.9% 15.3% 2.2% 0.5% -303.6M -36.71B -415.6M 0.95 1.21 N/A N/A 1,686,146 1,604,757 3,368,543 6,440,999 2024-03-28 $444.50 $436.00 15.5% 4.2% 16.1% 15.4% 15.8% 2.3% 0.5% 271.3M -37.53B -414.2M 1.47 1.17 N/A N/A 1,115,522 1,636,375 3,423,226 6,505,969
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