QQQI Options History — November 2024 In November 2024, QQQI traded between $50.94 and $53.06. ATM implied volatility averaged 15.7%. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 1.5% (HV 20d: 14.2%). Max pain ranged from $51.00 to $52.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 3.72.
Notable Days 2024-11-22 : Highest Volume — 64 contracts2024-11-20 : Largest IV spike — 120.4% change2024-11-04 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $52.27 $50.94 $53.06 $51.03 $52.45 Max Pain $51.80 $51.00 $52.00 $52.00 $52.00 ATM IV 15.7% 6.1% 39.0% 14.3% 6.6% Expected Move 3.6% 1.8% 6.6% 4.1% 1.9% HV 20d 14.2% 12.1% 15.6% 15.6% 12.1% Term Structure 4.7% -3.8% 14.2% 13.0% 6.0% VWIV 10.7% 5.1% 16.7% 16.7% 8.3% Skew 25d -2.4% -13.0% 9.2% -12.7% -9.3% Skew 10d -3.5% -20.7% 9.0% -20.7% 0.6% Call IV 25d 16.7% 4.8% 31.7% 31.7% 23.9% Put IV 25d 14.3% 7.4% 19.5% 19.0% 14.6% Bid-Ask Spread % 135.22 123.28 150.55 147.95 141.28 Gamma HHI 0.39 0.21 0.71 0.21 0.50 Net GEX 5.1K -159.7K 53.2K -25.4K 17.4K Net DEX -90.4K -321.4K 110.8K 110.8K -204.3K Net VEX -999 -1.6K -558 -558 -1.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.72 0.00 25.00 0.33 14.00 Total Volume 22 3 64 20 3 Total OI 259.45 175 331 175 331
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 $51.03 $52.00 14.3% 4.1% 0.0% 0.0% 16.7% -12.7% 13.0% -25.4K 110.8K -558 0.33 147.95 N/A N/A 15 5 92 83 2024-11-04 $50.94 $51.00 16.6% 6.6% 0.0% 0.0% 13.2% 5.3% -3.8% -23.3K 104.3K -609 3.22 150.55 N/A N/A 9 29 106 88 2024-11-05 $51.38 $51.00 18.2% 6.4% 0.0% 0.0% 9.9% 1.2% -3.5% -18.7K 61.9K -636 0.25 150.50 N/A N/A 4 1 113 111 2024-11-06 $52.41 $51.00 21.0% 3.2% 0.0% 0.0% 10.8% 4.7% 7.0% 24.0K -117.7K -697 0.60 139.86 N/A N/A 15 9 116 112 2024-11-07 $52.92 $51.00 20.4% 3.6% 0.0% 0.0% 13.8% -0.6% 0.6% 42.6K -276.5K -693 4.80 143.92 N/A N/A 5 24 124 114 2024-11-08 $52.98 $52.00 25.9% 3.5% 0.0% 0.0% 11.4% -11.4% 2.0% 44.0K -229.9K -706 0.15 142.56 N/A N/A 27 4 128 126 2024-11-11 $52.98 $52.00 39.0% 4.0% 0.0% 0.0% 11.1% -8.9% -0.6% 51.7K -321.4K -848 2.17 128.86 N/A N/A 6 13 149 130 2024-11-12 $53.02 $52.00 29.3% 3.5% 0.0% 0.0% 9.6% -10.4% 0.7% 53.2K -288.3K -810 0.10 132.85 N/A N/A 10 1 155 141 2024-11-13 $53.06 $52.00 12.2% 3.5% 0.0% 0.0% 12.0% 1.1% 0.8% 25.0K -263.5K -941 0.60 135.15 N/A N/A 5 3 165 140 2024-11-14 $52.85 $52.00 11.8% 3.4% 0.0% 0.0% 10.8% 4.9% 10.1% 21.2K -208.7K -874 25.00 130.52 N/A N/A 1 25 162 143 2024-11-15 $51.99 $52.00 14.0% 4.0% 0.0% 0.0% 11.7% 5.6% 4.2% -23.5K 49.0K -930 6.88 130.68 N/A N/A 8 55 161 168 2024-11-18 $52.34 $52.00 13.0% 3.7% 0.0% 0.0% 10.5% 9.2% 6.0% -19.5K 49.9K -1.0K 1.33 125.51 N/A N/A 6 8 83 112 2024-11-19 $52.47 $52.00 6.1% 1.8% 0.0% 0.0% 5.1% 2.1% 14.2% -159.7K -32.6K -651 0.15 123.53 N/A N/A 20 3 88 120 2024-11-20 $51.80 $52.00 13.5% 3.9% 15.6% 0.0% 10.8% 0.9% 0.4% -10.0K 68.1K -1.3K 0.33 123.28 N/A N/A 6 2 101 123 2024-11-21 $52.00 $52.00 11.1% 3.2% 15.1% 0.0% 10.5% 2.0% 8.7% -11.1K 74.3K -1.2K 0.31 124.14 N/A N/A 13 4 105 123 2024-11-22 $52.04 $52.00 12.4% 3.5% 14.6% 0.0% 8.1% 0.5% 6.8% -2.3K 6.1K -1.3K 0.00 133.60 N/A N/A 64 0 118 125 2024-11-25 $52.14 $52.00 9.4% 2.7% 14.2% 0.0% 11.1% -8.2% 2.5% 40.7K -159.1K -1.6K 1.40 129.75 N/A N/A 5 7 181 125 2024-11-26 $52.34 $52.00 10.9% 3.1% 13.9% 0.0% 9.3% -13.0% 9.5% 42.1K -177.2K -1.5K 9.00 137.93 N/A N/A 1 9 182 127 2024-11-27 $52.16 $52.00 8.3% 2.4% 13.6% 0.0% 9.2% -9.9% 10.2% 34.4K -53.9K -1.4K 14.00 131.99 N/A N/A 1 14 182 136 2024-11-29 $52.45 $52.00 6.6% 1.9% 12.1% 0.0% 8.3% -9.3% 6.0% 17.4K -204.3K -1.6K 0.00 141.28 N/A N/A 0 3 182 149
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