QQQ Options History — May 2024 In May 2024, QQQ traded between $425.16 and $458.27. ATM implied volatility averaged 15.7%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 0.0% (HV 20d: 15.7%). Max pain ranged from $414.78 to $435.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.26.
Notable Days 2024-05-31 : Highest Volume — 4,408,505 contracts2024-05-03 : Largest IV drop — 8.2% change2024-05-01 : Highest IV Rank — 43.6%2024-05-01 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $446.66 $425.16 $458.27 $425.16 $449.01 Max Pain $423.15 $414.78 $435.00 $429.78 $434.78 ATM IV 15.7% 13.7% 18.5% 18.5% 15.6% Expected Move 4.5% 3.9% 5.4% 5.4% 4.5% HV 20d 15.7% 10.2% 20.6% 19.5% 11.7% HV 60d 16.6% 15.0% 17.9% 17.6% 15.0% IV Rank 17.0% 0.0% 43.6% 43.6% 17.6% IV Percentile 19.1% 0.0% 68.7% 68.7% 17.9% Term Structure -0.0% -0.5% 0.5% -0.0% -0.2% VWIV 16.3% 14.5% 19.5% 19.5% 16.1% Skew 25d 2.7% 1.9% 3.9% 2.9% 3.6% Skew 10d 6.1% 4.3% 8.7% 6.1% 6.7% Call IV 25d 14.3% 12.4% 17.0% 17.0% 13.9% Put IV 25d 17.1% 15.3% 19.9% 19.9% 17.6% Bid-Ask Spread % 1.52 0.96 2.72 1.30 1.84 Gamma HHI 0.04 0.02 0.06 0.03 0.06 Net GEX 2.27B -4.67B 8.59B -2.50B -4.67B Net DEX -49.72B -83.83B -2.10B -2.10B -24.51B Net VEX -402.9M -440.6M -368.0M -440.6M -423.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.26 0.92 1.82 1.19 0.92 Total Volume 2,851,225.455 1,991,729 4,408,505 3,177,375 4,408,505 Total OI 10,624,916.455 9,723,262 11,499,068 10,348,402 10,921,930
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 2024-05-01 $425.16 $429.78 18.5% 5.4% 19.5% 43.6% 19.5% 2.9% -0.0% -2.50B -2.10B -440.6M 1.19 1.30 N/A N/A 1,449,193 1,728,182 3,965,216 6,383,186 2024-05-02 $426.40 $428.00 18.4% 5.4% 19.1% 42.0% 19.1% 2.6% -0.1% -1.13B -8.95B -435.1M 1.18 1.04 N/A N/A 1,271,692 1,504,562 4,034,388 6,483,349 2024-05-03 $435.52 $427.00 16.9% 4.7% 20.3% 27.8% 16.9% 2.5% 0.1% 3.40B -40.78B -422.4M 1.47 0.96 N/A N/A 1,259,751 1,848,767 4,109,247 6,545,440 2024-05-06 $439.14 $414.78 16.7% 4.8% 20.6% 26.6% 17.1% 2.6% 0.3% 3.22B -46.11B -403.7M 1.45 1.43 N/A N/A 975,350 1,414,836 3,936,461 6,403,907 2024-05-07 $440.30 $414.78 16.2% 4.7% 20.6% 22.1% 16.7% 2.6% 0.4% 2.99B -49.10B -397.6M 1.47 1.37 N/A N/A 1,117,633 1,638,311 3,972,508 6,489,260 2024-05-08 $440.12 $415.00 15.9% 4.6% 20.5% 19.0% 16.6% 2.5% 0.4% 1.11B -46.29B -396.7M 1.33 1.38 N/A N/A 1,128,692 1,497,738 4,033,748 6,630,567 2024-05-09 $440.72 $415.00 15.8% 4.6% 19.5% 17.8% 16.1% 2.5% 0.4% 2.48B -47.91B -405.3M 1.03 1.28 N/A N/A 1,325,921 1,360,211 4,099,061 6,685,011 2024-05-10 $441.97 $415.00 15.5% 4.5% 18.4% 15.6% 16.0% 2.4% 0.5% 3.74B -53.68B -397.4M 1.07 1.32 N/A N/A 1,298,904 1,387,739 4,205,251 6,774,589 2024-05-13 $442.95 $415.00 16.4% 4.6% 17.3% 23.6% 16.7% 2.7% -0.5% 3.40B -50.06B -405.2M 1.18 1.37 N/A N/A 915,626 1,076,103 4,095,299 6,586,495 2024-05-14 $446.22 $419.78 16.1% 4.5% 17.4% 20.7% 15.8% 2.6% -0.3% 4.57B -62.30B -385.1M 1.26 1.45 N/A N/A 1,144,616 1,445,053 4,152,190 6,652,011 2024-05-15 $452.75 $419.78 15.1% 4.2% 17.1% 11.5% 15.5% 1.9% -0.4% 8.59B -83.83B -384.2M 1.01 1.81 N/A N/A 1,874,815 1,900,738 4,285,335 6,754,176 2024-05-16 $452.19 $419.78 14.9% 4.2% 16.8% 9.2% 15.2% 2.0% -0.3% 5.87B -77.95B -386.8M 1.16 1.77 N/A N/A 1,174,599 1,362,758 4,447,065 6,934,173 2024-05-17 $451.51 $420.00 14.4% 4.1% 13.3% 4.5% 14.7% 2.1% -0.2% 3.25B -72.84B -385.1M 1.11 1.48 N/A N/A 1,207,748 1,342,634 4,402,040 7,097,028 2024-05-20 $454.72 $420.00 14.6% 4.2% 12.9% 6.8% 15.6% 2.2% 0.1% 4.20B -61.10B -383.6M 1.55 1.46 N/A N/A 948,396 1,466,696 3,683,148 6,040,114 2024-05-21 $455.38 $424.78 14.2% 4.1% 12.3% 3.1% 14.5% 2.2% 0.1% 3.83B -62.05B -368.0M 1.19 1.29 N/A N/A 980,337 1,166,565 3,692,688 6,217,064 2024-05-22 $454.54 $425.00 14.9% 4.3% 12.4% 9.5% 16.6% 2.7% -0.0% 2.29B -55.29B -395.4M 1.57 2.72 N/A N/A 875,692 1,374,475 3,765,430 6,320,187 2024-05-23 $453.37 $425.00 14.7% 4.2% 12.1% 7.4% 15.7% 3.2% 0.0% 1.02B -48.25B -405.6M 1.21 1.62 N/A N/A 1,839,135 2,227,611 3,883,195 6,627,390 2024-05-24 $457.81 $430.00 13.7% 3.9% 11.1% 0.0% 15.2% 3.0% 0.1% 4.79B -61.20B -408.7M 1.42 1.46 N/A N/A 1,264,310 1,797,606 3,906,867 6,856,898 2024-05-28 $458.27 $430.00 14.6% 4.2% 11.1% 8.6% 15.6% 3.5% -0.1% 2.08B -57.62B -398.5M 1.22 1.42 N/A N/A 1,180,761 1,437,007 3,814,959 6,571,162 2024-05-29 $457.13 $431.00 15.3% 4.4% 10.2% 14.9% 17.6% 3.9% -0.2% 138.0M -51.45B -409.5M 1.82 1.42 N/A N/A 1,064,490 1,935,129 3,881,352 6,678,858 2024-05-30 $451.39 $435.00 16.0% 4.7% 11.3% 21.4% 17.1% 3.8% -0.3% -2.83B -30.60B -424.9M 1.01 2.21 N/A N/A 1,548,005 1,560,068 3,933,492 6,796,427 2024-05-31 $449.01 $434.78 15.6% 4.5% 11.7% 17.6% 16.1% 3.6% -0.2% -4.67B -24.51B -423.7M 0.92 1.84 N/A N/A 2,292,581 2,115,924 4,047,443 6,874,487
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