QQQ Options History — June 2024 In June 2024, QQQ traded between $451.52 and $485.91. ATM implied volatility averaged 15.1%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 3.4% (HV 20d: 11.7%). Max pain ranged from $431.00 to $470.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 1.34.
Notable Days 2024-06-04 : Highest Volume — 3,977,168 contracts2024-06-12 : Largest IV drop — 7.3% change2024-06-24 : Highest IV Rank — 20.2%2024-06-04 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $472.80 $451.52 $485.91 $451.52 $480.63 Max Pain $456.95 $431.00 $470.00 $431.00 $470.00 ATM IV 15.1% 13.8% 15.9% 15.9% 15.1% Expected Move 4.3% 4.0% 4.8% 4.8% 4.1% HV 20d 11.7% 9.2% 13.2% 9.5% 11.8% HV 60d 14.7% 14.4% 15.0% 14.7% 14.9% IV Rank 12.5% 0.6% 20.2% 20.1% 12.9% IV Percentile 13.3% 0.4% 30.6% 24.6% 13.5% Term Structure 0.3% -0.1% 0.6% 0.1% 0.6% VWIV 15.7% 14.5% 17.2% 16.8% 14.7% Skew 25d 2.5% 1.8% 3.3% 3.3% 2.4% Skew 10d 5.8% 4.0% 7.4% 7.4% 5.5% Call IV 25d 13.9% 13.1% 14.8% 14.3% 13.9% Put IV 25d 16.5% 14.9% 17.7% 17.7% 16.3% Bid-Ask Spread % 1.66 1.26 2.67 1.44 2.24 Gamma HHI 0.04 0.02 0.06 0.02 0.03 Net GEX 2.80B -2.15B 6.86B 683.8M 672.5M Net DEX -73.27B -118.28B -25.31B -38.54B -45.95B Net VEX -389.3M -425.2M -349.3M -425.2M -389.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.34 1.02 1.69 1.24 1.23 Total Volume 3,165,481.947 2,504,662 3,977,168 3,578,379 3,972,160 Total OI 10,699,540.947 8,323,402 12,474,567 10,575,062 9,021,596
Daily Data (19 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 2024-06-03 $451.52 $431.00 15.9% 4.8% 9.5% 20.1% 16.8% 3.3% 0.1% 683.8M -38.54B -425.2M 1.24 1.44 N/A N/A 1,598,053 1,980,326 3,932,490 6,642,572 2024-06-04 $453.58 $435.00 15.7% 4.8% 9.2% 18.7% 16.9% 3.3% 0.1% 1.16B -44.87B -419.1M 1.68 1.40 N/A N/A 1,481,920 2,495,248 3,973,286 6,814,134 2024-06-05 $462.58 $435.00 15.2% 4.6% 11.2% 13.3% 17.2% 3.0% 0.2% 4.35B -74.61B -403.5M 1.48 1.26 N/A N/A 1,483,329 2,190,404 4,028,487 6,905,176 2024-06-06 $462.98 $450.00 15.2% 4.3% 11.2% 13.3% 15.8% 2.6% 0.2% 3.24B -73.17B -410.4M 1.20 1.63 N/A N/A 1,136,892 1,367,770 4,119,693 7,186,286 2024-06-07 $462.93 $450.00 14.8% 4.3% 11.2% 9.6% 16.0% 2.4% 0.3% 4.05B -71.25B -408.8M 1.38 1.77 N/A N/A 1,281,158 1,769,762 4,128,436 7,134,521 2024-06-10 $464.33 $455.00 15.0% 4.3% 11.2% 12.1% 15.3% 2.5% -0.1% 2.50B -71.25B -392.0M 1.38 1.50 N/A N/A 1,077,964 1,487,798 3,985,051 6,967,953 2024-06-11 $467.20 $455.00 15.0% 4.4% 11.3% 11.7% 15.3% 2.6% 0.2% 5.28B -79.29B -383.6M 1.26 1.66 N/A N/A 1,140,593 1,433,510 4,030,991 7,070,974 2024-06-12 $473.25 $455.00 13.9% 4.0% 11.8% 1.5% 14.7% 2.0% 0.1% 6.53B -96.42B -378.4M 1.23 2.67 N/A N/A 1,383,326 1,699,895 4,092,875 7,170,125 2024-06-13 $477.01 $460.00 13.8% 4.0% 11.1% 0.6% 14.5% 1.8% 0.3% 6.86B -105.30B -365.3M 1.38 1.60 N/A N/A 1,347,072 1,861,999 4,166,036 7,371,186 2024-06-14 $478.24 $460.00 14.2% 4.1% 11.0% 5.0% 15.5% 2.5% 0.0% 5.59B -102.97B -382.4M 1.69 1.64 N/A N/A 1,021,290 1,729,840 4,229,193 7,596,370 2024-06-17 $485.91 $460.00 15.1% 4.3% 11.8% 13.1% 15.5% 1.9% 0.2% 5.11B -118.28B -349.3M 1.35 1.76 N/A N/A 1,644,256 2,212,363 4,101,455 7,364,891 2024-06-18 $484.79 $465.00 14.7% 4.2% 11.9% 9.5% 15.6% 2.0% 0.4% 3.15B -112.15B -363.1M 1.23 1.74 N/A N/A 1,158,542 1,420,815 4,233,744 7,711,813 2024-06-20 $481.97 $465.00 15.3% 4.4% 12.4% 14.8% 15.7% 2.6% 0.2% 1.52B -101.15B -372.7M 1.53 2.01 N/A N/A 1,562,231 2,395,481 4,285,899 7,811,687 2024-06-21 $480.75 $465.00 15.5% 4.4% 12.4% 16.2% 16.0% 2.5% 0.4% -268.2M -95.36B -384.5M 1.27 1.69 N/A N/A 1,179,083 1,500,625 4,308,006 8,166,561 2024-06-24 $475.41 $465.00 15.9% 4.5% 13.2% 20.2% 16.2% 2.6% 0.5% -2.15B -25.31B -393.6M 1.02 1.32 N/A N/A 1,657,457 1,698,525 2,739,885 5,583,517 2024-06-25 $479.11 $468.00 15.5% 4.3% 13.1% 16.4% 15.9% 2.6% 0.5% 2.01B -42.93B -391.6M 1.35 1.30 N/A N/A 1,343,463 1,814,347 2,920,530 5,701,819 2024-06-26 $479.71 $468.00 15.3% 4.3% 13.1% 14.7% 15.6% 2.6% 0.5% 962.3M -44.66B -393.7M 1.08 1.32 N/A N/A 1,245,411 1,345,353 2,969,015 5,855,933 2024-06-27 $481.30 $470.00 15.2% 4.2% 13.0% 14.0% 15.2% 2.5% 0.6% 1.86B -48.75B -389.2M 1.44 1.56 N/A N/A 1,239,745 1,786,151 2,987,136 5,981,956 2024-06-28 $480.63 $470.00 15.1% 4.1% 11.8% 12.9% 14.7% 2.4% 0.6% 672.5M -45.95B -389.6M 1.23 2.24 N/A N/A 1,782,265 2,189,895 2,996,197 6,025,399
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