QQQ Options History — November 2024 In November 2024, QQQ traded between $486.33 and $513.99. ATM implied volatility averaged 17.6%, placing in the 16.5% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded below realized volatility by 0.7% (HV 20d: 18.3%). Max pain ranged from $470.00 to $485.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.17.
Notable Days 2024-11-15 : Highest Volume — 5,644,760 contracts2024-11-06 : Largest IV drop — 20.0% change2024-11-04 : Highest IV Rank — 41.3%2024-11-01 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $504.45 $486.33 $513.99 $487.91 $509.78 Max Pain $478.23 $470.00 $485.00 $485.00 $485.00 ATM IV 17.6% 14.3% 23.3% 22.9% 14.3% Expected Move 5.1% 4.3% 7.2% 7.2% 4.3% HV 20d 18.3% 14.8% 20.4% 16.1% 17.1% HV 60d 17.3% 16.3% 17.9% 17.4% 16.5% IV Rank 16.5% 2.6% 41.3% 39.3% 2.6% IV Percentile 51.3% 4.4% 96.0% 94.8% 4.4% Term Structure -0.1% -0.6% 0.4% -0.2% -0.1% VWIV 18.9% 15.6% 26.0% 26.0% 15.6% Skew 25d 4.2% 2.8% 6.5% 6.5% 3.6% Skew 10d 8.9% 6.0% 13.2% 12.6% 7.8% Call IV 25d 15.6% 13.1% 19.7% 19.5% 13.1% Put IV 25d 19.9% 16.7% 26.1% 26.0% 16.7% Bid-Ask Spread % 1.55 1.19 2.09 1.56 1.34 Gamma HHI 0.04 0.02 0.10 0.03 0.07 Net GEX 1.03B -3.11B 4.45B -531.1M 4.45B Net DEX -45.48B -81.72B -7.10B -15.31B -54.64B Net VEX -410.9M -452.3M -382.0M -452.3M -394.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.17 0.81 1.54 1.19 1.35 Total Volume 3,892,320.8 2,275,487 5,644,760 3,866,042 2,275,487 Total OI 9,364,433.45 8,727,548 10,050,621 9,157,618 9,387,063
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 2024-11-01 $487.91 $485.00 22.9% 7.2% 16.1% 39.3% 26.0% 6.5% -0.2% -531.1M -15.31B -452.3M 1.19 1.56 N/A N/A 1,767,860 2,098,182 3,222,391 5,935,227 2024-11-04 $486.33 $470.00 23.3% 6.6% 15.6% 41.3% 24.3% 6.5% -0.3% -2.91B -10.75B -444.9M 1.30 1.44 N/A N/A 1,653,631 2,157,493 3,048,482 5,679,066 2024-11-05 $491.49 $470.00 21.9% 6.1% 14.8% 35.0% 21.5% 6.0% -0.3% 800.6M -26.33B -435.8M 1.54 1.98 N/A N/A 1,506,604 2,319,780 3,093,586 5,759,115 2024-11-06 $505.96 $470.00 17.5% 5.1% 17.9% 16.2% 19.8% 3.7% 0.1% 4.11B -67.35B -385.7M 1.39 1.78 N/A N/A 1,901,594 2,635,973 3,171,664 5,855,293 2024-11-07 $513.99 $470.00 16.7% 4.9% 18.6% 12.9% 18.2% 3.0% 0.2% 4.23B -81.72B -382.0M 1.35 1.69 N/A N/A 1,733,649 2,334,713 3,211,219 6,068,193 2024-11-08 $513.88 $475.00 16.3% 4.8% 18.6% 11.2% 18.0% 2.8% 0.3% 2.87B -78.95B -386.2M 1.27 1.51 N/A N/A 1,289,743 1,631,875 3,335,674 6,349,086 2024-11-11 $513.23 $475.00 16.7% 4.9% 18.5% 12.9% 18.3% 2.9% 0.2% 1.56B -70.16B -396.3M 1.18 1.34 N/A N/A 1,408,781 1,660,847 3,265,110 6,189,965 2024-11-12 $513.25 $475.00 16.7% 4.8% 17.2% 12.9% 17.8% 3.2% 0.2% 1.46B -69.15B -396.9M 1.27 1.37 N/A N/A 1,724,439 2,185,881 3,318,080 6,339,452 2024-11-13 $513.48 $479.78 15.7% 4.6% 17.2% 8.7% 17.2% 3.1% 0.4% 2.18B -70.51B -391.7M 1.18 1.40 N/A N/A 1,671,187 1,966,911 3,358,109 6,479,914 2024-11-14 $508.23 $480.00 16.0% 4.6% 17.8% 9.8% 16.3% 3.5% 0.2% -1.58B -53.09B -397.0M 1.15 1.57 N/A N/A 1,907,724 2,184,766 3,374,618 6,589,184 2024-11-15 $495.68 $480.00 18.5% 5.3% 20.1% 20.4% 18.7% 4.4% 0.1% -3.11B -7.10B -432.2M 0.85 1.48 N/A N/A 3,048,330 2,596,430 3,464,311 6,586,310 2024-11-18 $500.11 $480.00 17.9% 5.1% 20.3% 18.1% 19.1% 4.3% -0.5% 1.73B -28.35B -423.1M 1.16 1.32 N/A N/A 1,734,835 2,013,386 3,301,149 5,828,183 2024-11-19 $503.04 $480.00 17.9% 5.1% 20.4% 18.2% 19.1% 4.3% -0.5% 547.9M -35.93B -424.5M 1.13 1.19 N/A N/A 1,788,560 2,012,190 3,258,404 5,903,554 2024-11-20 $502.16 $480.00 18.9% 5.4% 19.4% 22.2% 19.7% 4.8% -0.6% -1.04B -30.55B -432.3M 1.06 2.09 N/A N/A 1,742,752 1,855,767 3,288,625 6,000,579 2024-11-21 $505.52 $480.00 17.7% 5.1% 19.3% 17.1% 18.8% 4.7% -0.5% 1.43B -42.03B -426.7M 0.97 1.65 N/A N/A 2,422,301 2,352,209 3,342,281 6,167,626 2024-11-22 $505.07 $480.00 16.6% 4.8% 19.2% 12.3% 18.6% 4.6% -0.3% 1.86B -41.39B -416.1M 1.11 1.40 N/A N/A 1,787,241 1,992,515 3,379,042 6,146,622 2024-11-25 $506.11 $480.00 15.8% 4.6% 19.2% 8.8% 16.8% 4.5% -0.2% 879.9M -41.17B -405.4M 0.81 1.69 N/A N/A 2,198,175 1,783,271 3,187,796 5,886,648 2024-11-26 $508.83 $484.78 14.9% 4.4% 19.0% 5.3% 16.9% 4.1% -0.1% 3.23B -49.07B -394.7M 1.23 1.54 N/A N/A 1,820,297 2,236,834 3,275,905 5,942,088 2024-11-27 $504.89 $485.00 14.9% 4.4% 19.0% 5.3% 16.2% 4.1% -0.1% -1.54B -36.03B -399.1M 0.83 1.70 N/A N/A 2,430,994 2,013,209 3,318,199 5,980,856 2024-11-29 $509.78 $485.00 14.3% 4.3% 17.1% 2.6% 15.6% 3.6% -0.1% 4.45B -54.64B -394.3M 1.35 1.34 N/A N/A 969,221 1,306,266 3,394,770 5,992,293
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