QQQI Options History — October 2024

Name: QQQI Options Analytics - October 2024
Creator: Options Analysis Suite

In October 2024, QQQI traded between $50.87 and $51.71. ATM implied volatility averaged 21.1%. The 30-day expected move averaged 6.1%. Max pain ranged from $52.00 to $52.00. Net GEX was positive for 0 of 2 trading days. Term structure was in contango for 1 of 2 days. Put/call ratio averaged 2.35.

Notable Days

2024-10-30: Highest Volume — 51 contracts
2024-10-31: Largest IV drop — 40.0% change
2024-10-30: Largest Expected Move — 7.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.29	$50.87	$51.71	$51.71	$50.87
Max Pain	$52.00	$52.00	$52.00	$52.00	$52.00
ATM IV	21.1%	15.8%	26.4%	26.4%	15.8%
Expected Move	6.1%	4.5%	7.6%	7.6%	4.5%
Term Structure	-3.0%	-14.9%	8.8%	-14.9%	8.8%
VWIV	23.4%	15.7%	31.2%	31.2%	15.7%
Skew 25d	-10.4%	-12.1%	-8.8%	-12.1%	-8.8%
Skew 10d	-21.2%	-23.0%	-19.4%	-19.4%	-23.0%
Call IV 25d	26.2%	21.9%	30.4%	30.4%	21.9%
Put IV 25d	15.7%	13.1%	18.4%	18.4%	13.1%
Bid-Ask Spread %	138.16	134.80	141.51	134.80	141.51
Gamma HHI	0.23	0.21	0.25	0.25	0.21
Net GEX	-8.3K	-10.2K	-6.4K	-6.4K	-10.2K
Net DEX	61.0K	26.5K	95.4K	26.5K	95.4K
Net VEX	-474	-488	-460	-488	-460
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.35	0.11	4.60	0.11	4.60
Total Volume	39.5	28	51	51	28
Total OI	123.5	98	149	98	149

Daily Data (2 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
2024-10-30	$51.71	$52.00	26.4%	7.6%	0.0%	0.0%	31.2%	-12.1%	-14.9%	-6.4K	26.5K	-488	0.11	134.80	N/A	N/A	46	5	43	55
2024-10-31	$50.87	$52.00	15.8%	4.5%	0.0%	0.0%	15.7%	-8.8%	8.8%	-10.2K	95.4K	-460	4.60	141.51	N/A	N/A	5	23	89	60