QQQ Options History — August 2024 In August 2024, QQQ traded between $433.80 and $481.48. ATM implied volatility averaged 22.4%, placing in the 41.3% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded below realized volatility by 6.8% (HV 20d: 29.1%). Max pain ranged from $460.00 to $473.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.13.
Notable Days 2024-08-01 : Highest Volume — 4,496,876 contracts2024-08-05 : Largest IV spike — 33.3% change2024-08-02 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $463.94 $433.80 $481.48 $458.44 $474.34 Max Pain $461.27 $460.00 $473.00 $473.00 $460.00 ATM IV 22.4% 17.3% 37.0% 24.3% 17.3% Expected Move 6.4% 5.1% 9.9% 7.5% 5.1% HV 20d 29.1% 23.2% 32.3% 25.7% 23.2% HV 60d 20.9% 17.6% 22.0% 17.6% 21.6% IV Rank 41.3% 15.3% 100.0% 98.2% 15.3% IV Percentile 84.0% 58.3% 100.0% 99.6% 58.3% Term Structure -0.3% -1.0% 0.8% -0.9% 0.8% VWIV 22.8% 18.0% 35.2% 25.9% 18.0% Skew 25d 5.4% 3.5% 12.4% 4.3% 4.2% Skew 10d 11.3% 6.5% 26.4% 8.9% 7.9% Call IV 25d 19.7% 15.4% 30.7% 22.1% 15.4% Put IV 25d 25.1% 19.6% 43.1% 26.5% 19.6% Bid-Ask Spread % 2.25 1.35 4.28 2.54 1.43 Gamma HHI 0.03 0.02 0.10 0.03 0.03 Net GEX -243.8M -4.23B 5.29B -3.41B 865.1M Net DEX -7.10B -55.92B 68.79B 24.35B -26.93B Net VEX -474.1M -515.0M -437.5M -483.0M -455.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.13 0.88 1.54 0.94 1.32 Total Volume 3,555,619.455 2,840,336 4,496,876 4,496,876 3,491,006 Total OI 9,972,414.636 9,171,148 10,738,171 9,818,094 9,934,669
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 2024-08-01 $458.44 $473.00 24.3% 7.5% 25.7% 98.2% 25.9% 4.3% -0.9% -3.41B 24.35B -483.0M 0.94 2.54 N/A N/A 2,312,353 2,184,523 3,712,138 6,105,956 2024-08-02 $447.65 $470.00 27.7% 8.5% 25.9% 100.0% 29.3% 6.6% -1.0% -4.23B 51.23B -496.5M 1.14 3.12 N/A N/A 1,986,233 2,260,967 3,874,750 6,164,980 2024-08-05 $433.80 $465.00 37.0% 9.9% 27.4% 100.0% 35.2% 12.4% -1.0% -3.62B 68.79B -510.6M 1.45 3.83 N/A N/A 1,578,981 2,286,431 3,648,217 6,074,512 2024-08-06 $443.19 $460.00 28.2% 7.7% 29.1% 62.1% 27.4% 7.7% -0.6% -2.50B 44.20B -492.2M 1.13 2.87 N/A N/A 1,655,661 1,864,625 3,755,097 6,170,961 2024-08-07 $437.13 $460.00 29.5% 8.1% 28.5% 68.0% 27.7% 8.0% -0.7% -3.57B 54.50B -497.1M 1.21 2.63 N/A N/A 1,828,153 2,209,767 3,946,211 6,258,961 2024-08-08 $447.52 $460.00 26.8% 7.3% 30.0% 56.1% 27.0% 7.0% -0.5% -1.71B 26.67B -515.0M 1.40 4.28 N/A N/A 1,511,604 2,117,203 3,987,886 6,372,626 2024-08-09 $450.68 $460.00 24.2% 6.8% 30.1% 45.3% 24.7% 6.0% -0.4% -2.05B 19.47B -502.2M 1.29 2.53 N/A N/A 1,286,803 1,664,788 4,063,773 6,475,292 2024-08-12 $450.38 $460.00 24.4% 6.9% 30.1% 46.1% 23.4% 6.2% -0.4% -2.00B 21.93B -492.2M 1.40 2.00 N/A N/A 1,270,465 1,782,002 3,853,190 6,343,323 2024-08-13 $462.08 $460.00 22.3% 6.4% 31.9% 36.8% 21.5% 5.4% -0.1% 116.6M -12.28B -486.2M 1.54 2.38 N/A N/A 1,463,507 2,248,025 3,878,214 6,443,087 2024-08-14 $462.08 $460.00 20.1% 5.8% 30.7% 27.4% 20.5% 4.8% 0.1% -639.4M -11.15B -474.0M 1.09 1.99 N/A N/A 1,712,186 1,861,992 4,014,189 6,594,709 2024-08-15 $474.42 $460.00 18.7% 5.3% 32.3% 21.6% 19.0% 3.6% -0.2% 5.29B -55.92B -452.5M 1.03 2.20 N/A N/A 1,879,783 1,933,911 4,118,217 6,534,800 2024-08-16 $474.63 $460.00 18.4% 5.3% 32.1% 20.1% 19.1% 3.6% -0.0% 4.13B -52.02B -458.6M 1.17 1.63 N/A N/A 1,410,577 1,653,237 4,117,329 6,620,842 2024-08-19 $479.10 $460.00 17.9% 5.1% 31.8% 18.0% 19.1% 3.5% -0.1% 2.44B -49.32B -437.5M 1.08 1.74 N/A N/A 1,365,126 1,475,210 3,270,301 5,900,847 2024-08-20 $480.55 $460.00 18.5% 5.3% 31.8% 20.5% 19.5% 3.9% -0.1% 1.62B -49.37B -443.0M 0.98 1.79 N/A N/A 1,659,480 1,623,716 3,322,876 5,984,417 2024-08-21 $481.48 $460.00 19.1% 5.5% 29.2% 23.0% 19.7% 3.9% -0.1% 1.82B -47.03B -456.7M 0.94 1.66 N/A N/A 1,617,007 1,517,939 3,349,035 6,091,487 2024-08-22 $474.55 $460.00 20.4% 5.9% 29.5% 28.9% 21.3% 5.0% -0.4% -1.23B -25.95B -473.9M 0.92 1.89 N/A N/A 2,222,174 2,049,337 3,437,133 6,128,405 2024-08-23 $478.95 $460.00 18.9% 5.4% 29.7% 22.1% 20.5% 4.3% -0.1% 2.11B -41.36B -461.9M 1.01 2.13 N/A N/A 1,943,716 1,965,216 3,547,732 6,247,832 2024-08-26 $474.69 $460.00 19.7% 5.7% 29.9% 25.7% 20.7% 4.6% -0.4% -1.30B -22.30B -460.4M 0.88 1.54 N/A N/A 1,819,669 1,609,828 3,433,602 6,207,798 2024-08-27 $476.99 $460.00 19.1% 5.5% 29.1% 23.1% 20.0% 4.4% -0.2% 1.61B -34.95B -455.5M 1.04 1.35 N/A N/A 1,443,876 1,500,429 3,485,979 6,241,269 2024-08-28 $472.24 $460.00 20.5% 6.0% 27.3% 29.2% 21.4% 5.2% -0.2% -756.8M -19.79B -464.0M 0.92 2.05 N/A N/A 1,664,623 1,527,066 3,444,246 6,248,328 2024-08-29 $471.73 $460.00 18.8% 5.5% 25.0% 21.9% 20.6% 4.8% -0.1% 1.66B -19.05B -461.9M 1.06 1.95 N/A N/A 1,830,913 1,933,520 3,619,855 6,368,051 2024-08-30 $474.34 $460.00 17.3% 5.1% 23.2% 15.3% 18.0% 4.2% 0.8% 865.1M -26.93B -455.0M 1.32 1.43 N/A N/A 1,502,477 1,988,529 3,553,473 6,381,196
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