QQQ Options History — October 2024 In October 2024, QQQ traded between $480.50 and $501.14. ATM implied volatility averaged 21.1%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 6.4% (HV 20d: 14.6%). Max pain ranged from $475.00 to $485.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 1.17.
Notable Days 2024-10-23 : Highest Volume — 5,057,509 contracts2024-10-07 : Largest IV spike — 17.3% change2024-10-31 : Highest IV Rank — 42.7%2024-10-31 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $491.02 $480.50 $501.14 $481.27 $485.97 Max Pain $480.57 $475.00 $485.00 $475.00 $485.00 ATM IV 21.1% 19.5% 23.6% 19.8% 23.6% Expected Move 6.2% 5.5% 7.6% 5.7% 7.6% HV 20d 14.6% 12.9% 16.7% 16.4% 16.7% HV 60d 21.7% 17.5% 23.5% 23.4% 18.0% IV Rank 31.7% 24.8% 42.7% 26.2% 42.7% IV Percentile 85.0% 75.4% 96.4% 77.8% 96.4% Term Structure 0.1% -1.1% 2.6% 2.2% -0.4% VWIV 22.8% 21.0% 26.8% 22.4% 26.8% Skew 25d 6.2% 5.5% 7.7% 6.0% 6.8% Skew 10d 12.7% 10.7% 15.6% 13.0% 13.1% Call IV 25d 18.0% 16.1% 20.2% 17.0% 20.2% Put IV 25d 24.3% 21.6% 27.4% 23.0% 27.0% Bid-Ask Spread % 1.40 1.01 1.86 1.28 1.76 Gamma HHI 0.04 0.03 0.07 0.03 0.03 Net GEX 598.5M -4.52B 3.92B -2.05B -4.52B Net DEX -32.32B -57.26B -2.03B -12.81B -2.03B Net VEX -437.2M -468.5M -413.0M -453.5M -459.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.17 0.82 1.52 1.08 0.91 Total Volume 3,676,413.13 2,889,193 5,057,509 4,829,893 4,343,992 Total OI 8,960,810.174 8,137,753 9,698,828 8,537,396 9,055,001
Daily Data (23 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 2024-10-01 $481.27 $475.00 19.8% 5.7% 16.4% 26.2% 22.4% 6.0% 2.2% -2.05B -12.81B -453.5M 1.08 1.28 N/A N/A 2,327,514 2,502,379 2,908,088 5,629,308 2024-10-02 $482.94 $475.00 19.6% 5.5% 16.4% 25.2% 21.0% 5.8% 2.2% -155.2M -19.53B -460.2M 1.45 1.22 N/A N/A 1,291,629 1,871,110 3,005,564 5,793,961 2024-10-03 $480.50 $480.00 21.2% 6.4% 16.5% 32.1% 23.5% 6.5% 2.1% -1.87B -11.47B -468.5M 1.21 1.53 N/A N/A 1,476,245 1,780,936 3,004,163 5,843,214 2024-10-04 $486.89 $480.00 19.6% 6.1% 14.1% 25.5% 22.1% 5.5% 2.6% 1.75B -31.64B -452.1M 1.10 1.63 N/A N/A 1,791,463 1,977,496 3,022,675 5,865,984 2024-10-07 $481.30 $480.00 23.0% 6.6% 15.1% 40.0% 23.0% 7.7% -0.5% -1.83B -12.46B -456.3M 1.10 1.86 N/A N/A 1,615,168 1,781,318 2,957,264 5,803,258 2024-10-08 $489.48 $480.00 21.7% 6.1% 15.6% 34.4% 21.5% 6.8% -0.8% 2.76B -38.57B -438.9M 1.49 1.51 N/A N/A 1,397,107 2,085,122 3,051,893 5,886,012 2024-10-09 $492.84 $480.00 21.4% 5.9% 14.7% 33.1% 21.4% 6.4% -0.9% 2.88B -44.53B -436.5M 1.28 1.55 N/A N/A 1,583,281 2,024,550 3,061,897 6,006,754 2024-10-10 $492.14 $480.00 21.6% 6.1% 14.2% 33.9% 23.8% 6.6% -0.2% 1.12B -41.72B -440.4M 1.17 1.42 N/A N/A 1,522,142 1,783,530 3,158,666 6,113,645 2024-10-11 $494.01 $480.00 20.9% 5.9% 14.1% 30.7% 21.6% 6.1% -0.6% 2.51B -47.73B -435.3M 1.12 1.36 N/A N/A 1,360,434 1,528,759 3,193,280 6,169,067 2024-10-14 $498.06 $480.00 20.3% 5.7% 14.1% 28.2% 22.7% 5.6% 0.5% 3.77B -57.26B -415.8M 1.10 1.36 N/A N/A 1,427,285 1,572,663 3,131,179 5,990,296 2024-10-15 $489.86 $480.00 21.6% 6.2% 15.6% 33.7% 22.3% 6.6% 0.1% -2.34B -28.22B -437.2M 0.93 1.54 N/A N/A 2,351,290 2,178,105 3,175,487 6,152,786 2024-10-16 $490.70 $480.00 20.8% 6.0% 15.6% 30.6% 21.6% 6.2% 0.0% 826.9M -35.14B -435.2M 1.02 1.44 N/A N/A 1,619,029 1,646,311 3,311,608 6,277,185 2024-10-17 $491.74 $480.00 20.5% 5.9% 13.0% 29.1% 21.2% 5.8% -0.1% 1.56B -40.89B -428.3M 0.88 1.70 N/A N/A 1,931,014 1,698,829 3,324,722 6,319,706 2024-10-18 $494.23 $480.00 19.5% 5.5% 13.0% 24.8% 21.9% 5.6% 0.5% 3.92B -47.63B -421.2M 1.33 1.31 N/A N/A 1,322,123 1,754,188 3,309,775 6,389,053 2024-10-21 $494.36 $480.00 20.5% 5.9% 13.0% 29.1% 21.9% 5.8% -0.7% 348.1M -31.87B -416.8M 1.21 1.01 N/A N/A 1,634,279 1,969,427 2,743,153 5,394,600 2024-10-22 $496.33 $480.00 20.4% 5.9% 12.9% 28.8% 21.9% 5.8% -0.8% 1.67B -38.19B -413.0M 1.24 1.31 N/A N/A 1,761,895 2,181,038 2,827,287 5,501,445 2024-10-23 $488.31 $480.00 22.0% 6.4% 14.3% 35.5% 23.2% 6.5% -1.0% -3.21B -13.24B -433.2M 0.82 1.32 N/A N/A 2,781,775 2,275,734 2,918,522 5,578,163 2024-10-24 $492.41 $480.00 21.2% 6.2% 14.3% 32.3% 23.3% 6.5% -0.9% 1.79B -30.65B -434.7M 1.23 1.21 N/A N/A 1,561,962 1,916,384 3,115,347 5,693,063 2024-10-25 $495.75 $483.00 21.7% 6.3% 14.3% 34.2% 23.3% 6.5% -1.1% 2.29B -37.68B -435.0M 1.27 1.25 N/A N/A 2,136,265 2,717,308 3,065,798 5,836,079 2024-10-28 $496.05 $485.00 21.5% 6.6% 14.3% 33.5% 24.7% 6.3% -0.2% 407.5M -34.45B -430.8M 1.14 1.15 N/A N/A 1,560,337 1,776,878 2,991,929 5,678,009 2024-10-29 $501.14 $485.00 21.1% 6.6% 14.0% 31.8% 24.3% 5.7% -0.2% 2.61B -50.03B -423.5M 1.24 1.15 N/A N/A 1,483,155 1,835,798 3,040,938 5,831,982 2024-10-30 $497.15 $485.00 21.5% 6.8% 14.5% 33.6% 24.2% 6.1% -0.2% -472.0M -35.63B -431.1M 1.52 1.33 N/A N/A 1,357,470 2,062,785 3,046,589 5,924,239 2024-10-31 $485.97 $485.00 23.6% 7.6% 16.7% 42.7% 26.8% 6.8% -0.4% -4.52B -2.03B -459.2M 0.91 1.76 N/A N/A 2,269,876 2,074,116 3,090,404 5,964,597
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