QQQ Options History — April 2024 In April 2024, QQQ traded between $413.57 and $446.19. ATM implied volatility averaged 19.0%, placing in the 47.8% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 4.0% (HV 20d: 15.0%). Max pain ranged from $429.00 to $440.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 1.22.
Notable Days 2024-04-19 : Highest Volume — 5,334,290 contracts2024-04-12 : Largest IV spike — 11.5% change2024-04-19 : Highest IV Rank — 74.8%2024-04-19 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $432.82 $413.57 $446.19 $444.56 $427.50 Max Pain $435.13 $429.00 $440.00 $437.00 $429.78 ATM IV 19.0% 16.5% 21.9% 16.5% 19.1% Expected Move 5.4% 4.5% 6.2% 4.5% 5.7% HV 20d 15.0% 10.5% 19.5% 15.0% 19.5% HV 60d 17.0% 16.1% 18.0% 16.2% 17.5% IV Rank 47.8% 24.6% 74.8% 24.6% 49.4% IV Percentile 67.8% 29.0% 95.2% 29.0% 75.4% Term Structure -0.1% -0.6% 0.3% -0.0% -0.1% VWIV 19.4% 16.6% 22.0% 16.6% 19.9% Skew 25d 3.6% 2.8% 5.0% 2.8% 3.2% Skew 10d 7.6% 6.1% 10.0% 6.1% 6.3% Call IV 25d 17.1% 15.4% 19.9% 15.4% 17.3% Put IV 25d 20.8% 18.2% 24.0% 18.2% 20.5% Bid-Ask Spread % 1.29 0.96 2.05 1.07 0.96 Gamma HHI 0.03 0.02 0.09 0.03 0.03 Net GEX -2.35B -9.92B 3.28B -658.6M -2.09B Net DEX -10.19B -46.83B 52.26B -34.29B -9.37B Net VEX -441.2M -455.7M -420.2M -420.2M -435.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.22 0.98 1.62 1.06 1.19 Total Volume 3,696,817.545 2,554,375 5,334,290 3,163,797 2,554,375 Total OI 10,311,517.273 9,480,651 11,121,750 9,480,651 10,318,900
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 2024-04-01 $444.56 $437.00 16.5% 4.5% 15.0% 24.6% 16.6% 2.8% -0.0% -658.6M -34.29B -420.2M 1.06 1.07 N/A N/A 1,538,427 1,625,370 3,328,933 6,151,718 2024-04-02 $440.99 $438.00 17.1% 4.7% 15.3% 29.8% 17.1% 3.1% 0.0% -3.04B -20.98B -429.4M 1.10 1.17 N/A N/A 1,544,169 1,694,432 3,376,573 6,291,675 2024-04-03 $442.01 $436.00 17.0% 4.6% 13.0% 29.5% 17.9% 3.1% -0.0% -251.8M -29.01B -430.9M 1.62 1.18 N/A N/A 1,332,840 2,161,411 3,486,110 6,457,342 2024-04-04 $436.23 $435.00 18.8% 5.4% 13.5% 46.3% 18.6% 3.8% -0.3% -4.90B -4.98B -447.2M 1.47 2.05 N/A N/A 1,908,164 2,796,851 3,521,413 6,604,862 2024-04-05 $440.44 $439.78 18.2% 5.2% 12.6% 40.6% 18.5% 3.8% -0.1% -696.7M -23.66B -440.9M 1.61 1.35 N/A N/A 1,643,585 2,650,419 3,620,591 6,709,433 2024-04-08 $440.80 $439.78 17.7% 5.1% 11.5% 36.2% 18.5% 3.7% 0.2% -1.40B -25.03B -427.7M 1.24 1.27 N/A N/A 1,194,492 1,485,926 3,562,623 6,631,667 2024-04-09 $440.87 $439.78 17.9% 5.1% 11.4% 37.3% 18.3% 3.8% 0.1% -1.17B -24.83B -436.3M 1.20 1.31 N/A N/A 1,564,649 1,870,212 3,599,775 6,636,902 2024-04-10 $438.50 $439.78 18.0% 5.1% 10.5% 38.9% 18.9% 3.8% -0.2% -2.89B -18.02B -435.8M 1.14 1.26 N/A N/A 1,712,882 1,948,958 3,679,059 6,748,608 2024-04-11 $446.19 $439.78 17.4% 5.0% 11.9% 32.7% 18.0% 3.7% 0.2% 3.28B -46.83B -424.4M 1.43 1.24 N/A N/A 1,645,160 2,344,844 3,766,520 6,777,150 2024-04-12 $438.42 $440.00 19.4% 5.5% 13.4% 51.5% 20.0% 4.4% -0.3% -3.81B -13.75B -447.4M 1.07 1.47 N/A N/A 1,884,434 2,018,032 3,804,262 6,940,511 2024-04-15 $430.99 $439.78 21.2% 6.1% 14.5% 68.9% 21.7% 5.0% -0.1% -4.68B 7.22B -455.7M 1.05 1.50 N/A N/A 2,181,107 2,297,004 3,815,066 6,587,088 2024-04-16 $432.13 $439.78 20.4% 5.8% 13.9% 61.1% 20.2% 4.5% -0.1% -3.65B 277.8M -449.0M 0.98 1.51 N/A N/A 1,741,842 1,704,929 3,979,646 6,784,439 2024-04-17 $426.57 $435.00 20.8% 6.0% 14.6% 64.6% 20.0% 4.2% -0.1% -6.82B 17.17B -446.1M 1.01 1.50 N/A N/A 2,375,009 2,408,375 4,044,774 6,804,243 2024-04-18 $424.02 $435.00 20.5% 5.9% 13.9% 62.5% 21.8% 3.8% 0.3% -6.56B 16.97B -449.0M 1.04 1.29 N/A N/A 1,911,124 1,995,791 4,247,043 6,740,771 2024-04-19 $413.57 $430.00 21.9% 6.2% 15.6% 74.8% 22.0% 4.1% 0.3% -9.92B 52.26B -452.1M 1.20 1.74 N/A N/A 2,429,604 2,904,686 4,360,412 6,761,338 2024-04-22 $419.07 $430.00 20.5% 5.8% 16.7% 62.1% 20.6% 3.5% -0.5% -2.01B 10.41B -443.8M 1.08 1.04 N/A N/A 1,931,618 2,095,077 3,802,901 5,905,842 2024-04-23 $425.38 $430.00 19.3% 5.4% 17.9% 50.8% 19.6% 3.2% -0.5% -18.9M -11.14B -448.8M 1.39 1.02 N/A N/A 1,412,790 1,962,397 3,933,897 6,086,110 2024-04-24 $426.60 $430.00 19.2% 5.4% 18.0% 50.1% 19.1% 3.2% -0.5% -700.0M -11.55B -453.2M 1.25 1.14 N/A N/A 1,498,900 1,870,222 3,933,850 6,178,342 2024-04-25 $423.88 $429.78 19.8% 5.7% 18.0% 55.7% 20.2% 3.3% -0.6% -2.23B -1.32B -448.8M 1.19 1.23 N/A N/A 1,560,205 1,862,888 4,004,159 6,279,281 2024-04-26 $431.63 $429.00 18.3% 5.1% 19.4% 41.4% 19.2% 3.1% -0.4% 2.68B -30.52B -445.8M 1.39 1.16 N/A N/A 1,411,874 1,969,232 4,067,039 6,385,817 2024-04-29 $431.70 $429.78 18.5% 5.4% 19.4% 43.2% 19.6% 3.2% -0.0% -211.5M -23.18B -439.1M 1.23 1.02 N/A N/A 1,206,864 1,478,816 3,854,162 6,282,533 2024-04-30 $427.50 $429.78 19.1% 5.7% 19.5% 49.4% 19.9% 3.2% -0.1% -2.09B -9.37B -435.6M 1.19 0.96 N/A N/A 1,167,947 1,386,428 3,927,623 6,391,277
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