QQQ Options History — December 2024 In December 2024, QQQ traded between $511.97 and $538.46. ATM implied volatility averaged 16.2%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded below realized volatility by 0.8% (HV 20d: 17.0%). Max pain ranged from $485.00 to $504.78. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 1.12.
Notable Days 2024-12-20 : Highest Volume — 5,269,389 contracts2024-12-18 : Largest IV spike — 31.8% change2024-12-18 : Highest IV Rank — 33.7%2024-12-18 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $523.38 $511.97 $538.46 $515.52 $511.97 Max Pain $496.16 $485.00 $504.78 $485.00 $504.78 ATM IV 16.2% 13.6% 21.4% 14.4% 19.1% Expected Move 4.7% 4.1% 6.1% 4.3% 5.4% HV 20d 17.0% 12.3% 20.5% 17.3% 20.4% HV 60d 16.5% 15.3% 17.9% 15.8% 17.8% IV Rank 11.0% 0.0% 33.7% 3.0% 23.6% IV Percentile 31.4% 0.0% 86.5% 5.2% 71.4% Term Structure 0.4% -0.8% 1.0% 0.2% -0.1% VWIV 17.7% 15.5% 22.7% 16.6% 18.8% Skew 25d 4.3% 2.6% 8.0% 3.4% 5.1% Skew 10d 9.3% 5.7% 16.1% 8.5% 10.0% Call IV 25d 14.3% 12.4% 18.1% 13.2% 16.5% Put IV 25d 18.6% 15.0% 25.5% 16.6% 21.6% Bid-Ask Spread % 2.00 1.36 6.69 1.48 2.21 Gamma HHI 0.04 0.02 0.06 0.05 0.04 Net GEX 1.35B -4.13B 6.31B 3.60B -4.13B Net DEX -56.62B -104.70B -871.4M -64.38B -871.4M Net VEX -390.3M -443.6M -362.3M -374.4M -390.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.12 0.80 1.52 1.14 0.87 Total Volume 3,809,508.333 2,410,593 5,269,389 3,890,407 3,708,071 Total OI 9,610,320.619 7,987,766 11,147,449 9,038,984 8,118,978
Daily Data (21 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 2024-12-02 $515.52 $485.00 14.4% 4.3% 17.3% 3.0% 16.6% 3.4% 0.2% 3.60B -64.38B -374.4M 1.14 1.48 N/A N/A 1,815,649 2,074,758 3,213,488 5,825,496 2024-12-03 $516.16 $490.00 14.0% 4.2% 17.2% 1.4% 16.2% 3.3% 0.5% 2.63B -64.24B -376.5M 1.13 1.48 N/A N/A 1,589,025 1,803,429 3,325,983 6,077,926 2024-12-04 $523.24 $490.00 13.9% 4.1% 17.4% 0.9% 15.5% 2.8% 0.5% 5.61B -84.52B -362.3M 1.25 1.60 N/A N/A 1,702,995 2,130,380 3,398,685 6,137,296 2024-12-05 $522.17 $490.00 13.8% 4.3% 14.5% 0.4% 16.0% 2.9% 0.6% 1.89B -73.09B -386.4M 1.17 1.36 N/A N/A 1,454,790 1,697,852 3,489,168 6,383,129 2024-12-06 $526.29 $490.00 13.6% 4.2% 13.8% 0.0% 15.9% 2.6% 0.6% 5.36B -86.88B -376.5M 1.42 1.63 N/A N/A 1,334,752 1,898,202 3,535,555 6,480,629 2024-12-09 $521.50 $490.00 14.9% 4.5% 14.3% 5.8% 16.7% 3.5% 0.6% -739.0M -60.92B -390.4M 1.07 1.41 N/A N/A 1,836,849 1,960,345 3,483,495 6,379,714 2024-12-10 $520.07 $490.00 14.9% 4.4% 14.3% 5.8% 16.4% 3.7% 0.4% -1.41B -58.76B -388.1M 1.10 1.83 N/A N/A 1,828,818 2,014,798 3,558,576 6,431,506 2024-12-11 $530.25 $494.78 14.2% 4.2% 15.8% 2.8% 16.1% 2.8% 0.6% 6.31B -94.01B -369.4M 1.52 1.70 N/A N/A 1,702,064 2,593,528 3,628,778 6,574,995 2024-12-12 $527.15 $495.00 14.3% 4.3% 16.0% 3.3% 16.5% 3.0% 0.9% 1.49B -76.79B -387.5M 1.33 1.67 N/A N/A 1,387,492 1,850,647 3,681,357 6,841,497 2024-12-13 $530.63 $495.00 14.3% 4.2% 15.5% 3.0% 15.6% 3.2% 0.8% 5.92B -90.02B -376.9M 1.11 1.80 N/A N/A 2,254,599 2,501,867 3,691,318 6,888,997 2024-12-16 $538.46 $500.00 15.5% 4.5% 12.3% 8.5% 16.9% 3.4% 0.4% 4.95B -104.70B -364.0M 1.23 2.17 N/A N/A 1,809,802 2,228,256 3,618,087 6,830,822 2024-12-17 $535.77 $500.00 16.3% 4.7% 12.6% 11.6% 18.4% 4.3% 0.0% 286.0M -85.90B -395.8M 1.28 1.60 N/A N/A 1,581,183 2,019,750 3,645,452 7,057,077 2024-12-18 $516.63 $500.00 21.4% 6.1% 18.9% 33.7% 21.4% 6.8% -0.8% -2.67B -22.01B -443.4M 1.15 6.69 N/A N/A 1,961,969 2,259,630 3,683,652 7,150,397 2024-12-19 $515.65 $500.00 21.2% 6.1% 18.9% 32.6% 22.7% 8.0% -0.4% -2.83B -21.81B -443.6M 1.13 3.17 N/A N/A 1,966,310 2,230,362 3,838,568 7,227,636 2024-12-20 $520.30 $500.00 19.0% 5.5% 19.0% 23.1% 21.3% 6.1% -0.1% -606.6M -45.80B -427.6M 1.12 1.66 N/A N/A 2,480,498 2,788,891 3,888,826 7,258,623 2024-12-23 $522.72 $500.00 17.5% 5.0% 19.0% 16.8% 19.7% 5.6% 0.6% 506.4M -27.89B -398.2M 0.96 1.64 N/A N/A 1,807,046 1,732,750 2,827,335 5,235,461 2024-12-24 $528.26 $500.00 15.5% 4.4% 19.2% 8.1% 16.9% 5.1% 0.9% 3.26B -45.76B -387.5M 0.80 1.55 N/A N/A 1,337,310 1,073,283 2,852,456 5,269,191 2024-12-26 $530.73 $500.00 15.5% 4.3% 19.2% 8.4% 17.1% 4.6% 1.0% 3.72B -50.98B -378.5M 1.03 1.53 N/A N/A 1,677,581 1,731,840 2,825,763 5,337,628 2024-12-27 $520.42 $500.00 17.7% 5.1% 20.5% 17.8% 18.2% 5.3% 0.8% -2.39B -18.16B -391.0M 0.83 1.92 N/A N/A 2,449,524 2,029,416 2,891,688 5,243,739 2024-12-30 $517.17 $504.78 18.5% 5.3% 20.4% 21.0% 18.9% 5.5% 0.1% -2.37B -11.45B -388.6M 0.93 1.88 N/A N/A 1,912,161 1,781,203 2,872,118 5,115,648 2024-12-31 $511.97 $504.78 19.1% 5.4% 20.4% 23.6% 18.8% 5.1% -0.1% -4.13B -871.4M -390.6M 0.87 2.21 N/A N/A 1,981,531 1,726,540 2,988,996 5,129,982
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