QQQ Options History — July 2024 In July 2024, QQQ traded between $457.44 and $502.81. ATM implied volatility averaged 18.3%, placing in the 42.3% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 2.8% (HV 20d: 15.5%). Max pain ranged from $470.00 to $485.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.04.
Notable Days 2024-07-11 : Highest Volume — 5,552,357 contracts2024-07-24 : Largest IV spike — 15.2% change2024-07-30 : Highest IV Rank — 88.0%2024-07-30 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $482.54 $457.44 $502.81 $481.00 $472.02 Max Pain $476.50 $470.00 $485.00 $470.00 $473.00 ATM IV 18.3% 15.0% 23.2% 15.1% 21.6% Expected Move 5.3% 3.9% 7.1% 4.0% 6.4% HV 20d 15.5% 10.8% 24.1% 11.4% 24.1% HV 60d 14.6% 13.7% 16.5% 14.6% 16.5% IV Rank 42.3% 11.9% 88.0% 13.0% 72.9% IV Percentile 59.3% 11.5% 98.0% 14.3% 92.5% Term Structure -0.1% -0.7% 0.3% 0.1% -0.7% VWIV 18.6% 14.1% 24.5% 14.2% 22.6% Skew 25d 3.2% 1.9% 4.8% 2.9% 4.1% Skew 10d 6.7% 4.4% 9.6% 6.1% 8.0% Call IV 25d 16.8% 13.8% 20.9% 13.9% 19.4% Put IV 25d 20.0% 16.6% 25.2% 16.8% 23.5% Bid-Ask Spread % 2.00 1.18 3.16 1.73 2.32 Gamma HHI 0.04 0.02 0.07 0.03 0.02 Net GEX -65.7M -4.92B 4.64B 501.4M 1.91B Net DEX -30.92B -82.21B 28.91B -42.18B -22.25B Net VEX -414.5M -467.9M -359.4M -385.3M -461.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.04 0.81 1.41 1.19 1.17 Total Volume 3,691,643.136 2,160,917 5,552,357 2,928,023 3,244,663 Total OI 9,558,756.591 8,551,969 10,729,994 8,551,969 9,837,033
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 2024-07-01 $481.00 $470.00 15.1% 4.0% 11.4% 13.0% 14.2% 2.9% 0.1% 501.4M -42.18B -385.3M 1.19 1.73 N/A N/A 1,336,064 1,591,959 2,874,172 5,677,797 2024-07-02 $486.07 $470.00 15.0% 3.9% 11.7% 11.9% 14.5% 2.8% -0.0% 4.54B -58.18B -377.4M 1.41 1.74 N/A N/A 1,269,256 1,788,142 2,930,701 5,808,837 2024-07-03 $489.95 $470.00 15.3% 4.0% 11.8% 14.3% 14.1% 2.5% 0.1% 4.29B -66.19B -372.7M 1.30 1.94 N/A N/A 941,197 1,219,720 2,938,987 5,939,296 2024-07-05 $496.47 $470.00 15.5% 4.5% 10.8% 16.8% 16.1% 2.1% 0.1% 4.64B -77.18B -359.4M 1.20 1.61 N/A N/A 1,398,346 1,681,913 2,933,410 6,012,186 2024-07-08 $496.74 $470.00 15.7% 4.6% 10.8% 18.7% 16.3% 2.1% 0.2% 2.55B -71.82B -360.3M 1.07 1.46 N/A N/A 1,302,497 1,391,001 2,931,468 6,157,540 2024-07-09 $497.49 $475.00 15.8% 4.6% 10.8% 18.8% 16.0% 2.2% 0.3% 2.59B -70.89B -371.1M 0.94 1.71 N/A N/A 1,592,479 1,491,124 2,992,226 6,328,032 2024-07-10 $502.81 $475.00 16.1% 4.6% 11.0% 21.8% 17.6% 2.1% -0.2% 3.68B -82.21B -371.4M 1.27 2.11 N/A N/A 1,485,652 1,889,246 3,091,123 6,473,268 2024-07-11 $492.79 $480.00 16.4% 4.7% 13.9% 25.0% 17.2% 2.4% -0.2% -2.90B -46.38B -401.4M 1.01 2.46 N/A N/A 2,761,322 2,791,035 3,237,982 6,568,375 2024-07-12 $495.77 $480.00 15.9% 4.6% 13.5% 20.1% 16.5% 1.9% 0.1% 2.46B -63.20B -402.7M 0.93 2.51 N/A N/A 1,808,421 1,678,973 3,428,709 6,718,504 2024-07-15 $495.63 $480.00 16.6% 4.8% 13.3% 26.9% 17.2% 2.3% -0.1% 27.0M -58.68B -391.5M 1.04 3.16 N/A N/A 1,877,411 1,954,894 3,279,255 6,524,823 2024-07-16 $495.75 $480.00 16.7% 4.8% 13.3% 27.4% 17.1% 2.4% -0.0% -276.3M -60.19B -388.8M 1.15 1.52 N/A N/A 1,709,623 1,959,656 3,390,523 6,661,196 2024-07-17 $482.63 $485.00 18.2% 5.2% 15.7% 41.8% 18.5% 3.6% 0.2% -4.08B -9.21B -419.0M 0.85 2.18 N/A N/A 2,788,522 2,356,714 3,408,630 6,793,059 2024-07-18 $479.88 $480.00 19.1% 5.5% 15.8% 49.7% 19.4% 4.2% -0.2% -3.38B -8.57B -437.2M 1.00 2.80 N/A N/A 2,474,104 2,486,145 3,800,164 6,845,425 2024-07-19 $475.23 $480.00 20.2% 5.8% 16.1% 59.7% 19.9% 4.4% -0.3% -4.92B 4.06B -449.3M 0.86 1.85 N/A N/A 2,236,778 1,912,626 3,833,925 6,896,069 2024-07-22 $482.86 $480.00 18.8% 5.4% 17.1% 46.6% 18.8% 3.5% 0.2% 445.9M -26.76B -427.1M 1.00 1.18 N/A N/A 1,892,876 1,890,414 3,309,276 5,859,904 2024-07-23 $481.06 $480.00 18.9% 5.5% 16.6% 47.9% 19.0% 3.1% 0.2% -593.0M -19.78B -431.8M 0.88 1.52 N/A N/A 1,356,701 1,196,282 3,265,612 5,907,189 2024-07-24 $465.01 $480.00 21.8% 6.4% 20.4% 74.5% 22.1% 4.8% 0.0% -4.43B 26.72B -454.3M 0.83 2.34 N/A N/A 2,847,718 2,364,359 3,347,410 5,902,884 2024-07-25 $461.26 $480.00 22.6% 6.7% 20.5% 82.0% 22.9% 4.6% -0.1% -3.59B 28.91B -462.0M 0.97 2.14 N/A N/A 2,579,629 2,497,389 3,742,508 5,997,768 2024-07-26 $462.99 $475.00 21.9% 6.4% 20.5% 75.4% 22.4% 4.2% -0.0% -569.5M 14.15B -467.9M 1.00 1.85 N/A N/A 1,718,774 1,710,892 3,844,436 5,990,488 2024-07-29 $465.12 $475.00 22.1% 6.6% 20.7% 77.1% 23.2% 4.0% -0.6% -949.8M 4.00B -462.3M 0.81 1.70 N/A N/A 1,686,459 1,370,147 3,536,483 5,811,507 2024-07-30 $457.44 $475.00 23.2% 7.1% 21.3% 88.0% 24.5% 4.3% -0.7% -3.40B 25.67B -465.3M 0.93 2.09 N/A N/A 1,912,109 1,772,917 3,577,319 5,887,146 2024-07-31 $472.02 $473.00 21.6% 6.4% 24.1% 72.9% 22.6% 4.1% -0.7% 1.91B -22.25B -461.6M 1.17 2.32 N/A N/A 1,494,934 1,749,729 3,814,165 6,022,868
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