QQQ Options History — September 2024 In September 2024, QQQ traded between $449.83 and $489.57. ATM implied volatility averaged 20.0%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 0.3% (HV 20d: 20.3%). Max pain ranged from $460.00 to $475.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 1.14.
Notable Days 2024-09-11 : Highest Volume — 4,982,098 contracts2024-09-19 : Largest IV drop — 10.7% change2024-09-06 : Highest IV Rank — 45.9%2024-09-06 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $473.03 $449.83 $489.57 $460.45 $486.10 Max Pain $468.25 $460.00 $475.00 $460.00 $475.00 ATM IV 20.0% 17.2% 24.4% 22.5% 18.5% Expected Move 5.7% 4.8% 6.8% 6.7% 5.2% HV 20d 20.3% 18.8% 22.9% 22.9% 19.5% HV 60d 23.1% 22.5% 23.5% 22.5% 23.3% IV Rank 27.0% 15.0% 45.9% 37.6% 20.6% IV Percentile 75.8% 54.8% 97.2% 93.3% 69.0% Term Structure 0.3% -0.6% 2.3% -0.1% 2.3% VWIV 20.7% 17.9% 23.5% 23.3% 19.0% Skew 25d 5.2% 3.4% 7.1% 7.1% 4.6% Skew 10d 10.9% 8.6% 14.1% 14.1% 8.9% Call IV 25d 17.7% 15.5% 21.1% 19.2% 16.5% Put IV 25d 22.8% 19.3% 28.2% 26.4% 21.1% Bid-Ask Spread % 1.67 1.05 4.02 2.13 1.50 Gamma HHI 0.04 0.03 0.07 0.03 0.03 Net GEX 212.4M -4.95B 5.14B -3.21B -137.7M Net DEX -20.18B -66.30B 40.66B 15.85B -28.71B Net VEX -448.1M -484.6M -422.9M -474.0M -432.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.14 0.78 1.53 0.83 1.30 Total Volume 3,623,071.95 2,590,315 4,982,098 4,136,708 3,587,719 Total OI 9,732,289.6 8,350,825 10,907,212 9,467,514 8,669,748
Daily Data (20 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 2024-09-03 $460.45 $460.00 22.5% 6.7% 22.9% 37.6% 23.3% 7.1% -0.1% -3.21B 15.85B -474.0M 0.83 2.13 N/A N/A 2,262,798 1,873,910 3,314,532 6,152,982 2024-09-04 $461.19 $460.00 22.4% 6.6% 21.8% 37.4% 23.3% 7.0% -0.1% -2.04B 11.36B -481.8M 0.96 1.62 N/A N/A 1,675,445 1,611,410 3,490,449 6,339,133 2024-09-05 $460.00 $470.00 22.6% 6.4% 21.1% 38.4% 22.9% 6.9% -0.2% -2.36B 13.15B -478.3M 1.05 1.98 N/A N/A 1,667,882 1,756,232 3,488,180 6,381,763 2024-09-06 $449.83 $470.00 24.4% 6.8% 21.3% 45.9% 23.5% 7.1% -0.3% -4.95B 40.66B -484.6M 0.99 1.62 N/A N/A 2,104,544 2,085,780 3,530,925 6,455,410 2024-09-09 $453.44 $470.00 23.3% 6.5% 21.4% 41.1% 22.7% 6.6% -0.6% -2.74B 21.66B -467.4M 1.30 1.28 N/A N/A 1,516,921 1,975,087 3,513,073 6,383,672 2024-09-10 $458.46 $470.00 22.8% 6.3% 21.7% 39.3% 22.8% 6.2% -0.6% -1.62B 6.96B -465.7M 1.27 1.35 N/A N/A 1,784,621 2,258,399 3,543,655 6,477,196 2024-09-11 $466.82 $465.00 21.3% 6.1% 20.7% 32.5% 21.6% 5.9% 0.0% 562.1M -18.52B -459.0M 1.20 1.89 N/A N/A 2,262,515 2,719,583 3,579,354 6,549,754 2024-09-12 $473.19 $465.00 20.0% 5.6% 21.2% 27.0% 22.1% 5.1% -0.4% 2.67B -39.03B -451.4M 1.12 1.78 N/A N/A 1,889,336 2,109,827 3,686,337 6,720,934 2024-09-13 $475.57 $465.00 19.3% 5.6% 19.1% 24.2% 20.5% 4.8% 0.1% 2.91B -42.72B -441.5M 1.23 1.47 N/A N/A 1,456,707 1,797,518 3,713,665 6,771,326 2024-09-16 $473.38 $465.00 19.9% 5.7% 19.1% 26.4% 20.8% 4.9% 0.4% 26.2M -31.08B -440.4M 1.02 1.57 N/A N/A 1,574,538 1,606,656 3,647,444 6,638,199 2024-09-17 $472.52 $465.00 20.0% 5.7% 18.8% 27.1% 21.6% 4.9% 0.5% 672.3M -28.56B -444.4M 0.95 1.96 N/A N/A 1,846,995 1,759,837 3,703,538 6,668,842 2024-09-18 $472.28 $470.00 20.2% 5.8% 18.8% 27.8% 20.8% 5.0% -0.2% -395.2M -24.71B -443.0M 1.13 4.02 N/A N/A 1,374,972 1,559,348 3,691,832 6,790,871 2024-09-19 $484.24 $470.00 18.0% 5.1% 20.9% 18.6% 20.0% 3.5% 0.5% 5.14B -66.30B -423.2M 1.53 1.78 N/A N/A 1,698,220 2,594,549 3,752,892 6,865,163 2024-09-20 $483.21 $470.00 17.4% 4.9% 20.2% 15.7% 18.8% 3.7% 0.8% 2.48B -57.45B -430.4M 1.14 1.74 N/A N/A 1,680,241 1,923,576 3,770,656 7,136,556 2024-09-23 $482.65 $470.00 17.4% 4.9% 20.0% 16.1% 18.2% 4.2% 0.7% 1.13B -28.85B -423.4M 1.16 1.31 N/A N/A 1,198,443 1,391,872 2,781,856 5,568,969 2024-09-24 $485.25 $470.00 17.2% 4.8% 19.7% 15.0% 17.9% 4.1% 0.6% 2.09B -34.64B -427.6M 1.25 1.22 N/A N/A 1,439,253 1,793,059 2,828,035 5,665,217 2024-09-25 $485.61 $470.00 17.3% 4.9% 19.7% 15.6% 17.9% 4.0% 0.6% 1.26B -35.19B -422.9M 1.46 1.05 N/A N/A 1,368,261 1,991,222 2,877,621 5,779,524 2024-09-26 $489.57 $470.00 17.4% 4.9% 19.4% 15.7% 18.2% 3.4% 0.5% 3.12B -44.08B -431.1M 0.78 1.07 N/A N/A 2,227,451 1,734,670 2,921,955 5,862,657 2024-09-27 $486.75 $475.00 17.9% 5.0% 19.5% 18.2% 18.1% 4.0% 0.5% -365.4M -33.40B -439.1M 1.03 1.07 N/A N/A 1,622,755 1,679,287 2,975,594 5,956,283 2024-09-30 $486.10 $475.00 18.5% 5.2% 19.5% 20.6% 19.0% 4.6% 2.3% -137.7M -28.71B -432.8M 1.30 1.50 N/A N/A 1,558,860 2,028,859 2,900,312 5,769,436
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