QQQI Options History — December 2024 In December 2024, QQQI traded between $52.42 and $54.23. ATM implied volatility averaged 16.5%. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 5.6% (HV 20d: 10.9%). Max pain ranged from $52.00 to $54.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 2.48.
Notable Days 2024-12-23 : Highest Volume — 139 contracts2024-12-31 : Largest IV spike — 49.3% change2024-12-17 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $53.35 $52.42 $54.23 $52.86 $52.42 Max Pain $52.86 $52.00 $54.00 $52.00 $53.00 ATM IV 16.5% 10.1% 22.9% 14.4% 21.3% Expected Move 4.6% 2.9% 6.6% 4.1% 6.1% HV 20d 10.9% 8.5% 12.3% 12.3% 12.0% Term Structure 1.2% -6.5% 15.9% -6.1% -4.9% VWIV 12.7% 5.0% 19.9% 12.3% 14.8% Skew 25d -3.6% -15.5% 9.6% -0.5% 2.9% Skew 10d -4.8% -16.7% 20.0% -10.4% -3.1% Call IV 25d 18.3% 8.1% 25.9% 11.6% 9.3% Put IV 25d 14.7% 8.0% 22.9% 11.1% 12.3% Bid-Ask Spread % 133.05 122.83 137.75 137.75 129.56 Gamma HHI 0.52 0.18 0.89 0.62 0.18 Net GEX 32.3K -25.9K 138.5K 43.5K -7.5K Net DEX -443.2K -865.4K 37.9K -366.2K 31.3K Net VEX -1.0K -1.4K -637 -1.4K -1.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.48 0.00 11.75 0.44 0.29 Total Volume 36.524 2 139 23 27 Total OI 340.857 163 449 331 342
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 $52.86 $52.00 14.4% 4.1% 12.3% 0.0% 12.3% -0.5% -6.1% 43.5K -366.2K -1.4K 0.44 137.75 N/A N/A 16 7 182 149 2024-12-03 $52.94 $52.00 17.3% 5.0% 12.2% 0.0% 0.0% -13.3% -6.5% 51.2K -448.8K -1.3K 11.00 136.68 N/A N/A 2 22 195 155 2024-12-04 $53.38 $52.00 13.1% 3.8% 12.2% 0.0% 12.6% -6.6% 6.0% 35.1K -482.6K -1.4K 1.00 130.04 N/A N/A 4 4 196 177 2024-12-05 $53.36 $52.00 17.8% 5.4% 10.2% 0.0% 15.3% 5.3% -5.2% 26.7K -665.7K -1.1K 1.40 136.38 N/A N/A 5 7 196 179 2024-12-06 $53.58 $53.00 17.4% 4.1% 9.8% 0.0% 10.8% 1.5% 12.7% 28.0K -636.9K -1.1K 0.15 136.44 N/A N/A 20 3 196 181 2024-12-09 $53.36 $53.00 20.6% 4.5% 9.9% 0.0% 14.1% -6.1% -4.7% 40.9K -716.2K -1.1K 0.00 136.25 N/A N/A 0 17 216 184 2024-12-10 $53.29 $53.00 20.7% 4.5% 9.9% 0.0% 10.1% -9.3% -4.9% 59.4K -723.7K -1.0K 11.75 134.38 N/A N/A 4 47 216 197 2024-12-11 $53.86 $53.00 19.3% 5.5% 10.6% 0.0% 13.5% -7.5% 2.3% 41.3K -687.7K -1.1K 8.00 134.07 N/A N/A 2 16 216 164 2024-12-12 $53.70 $53.00 19.1% 5.5% 10.7% 0.0% 19.0% -1.3% 2.3% 22.3K -483.3K -1.3K 1.00 135.85 N/A N/A 1 1 217 154 2024-12-13 $53.88 $53.00 16.9% 4.9% 10.6% 0.0% 13.9% -5.7% -1.4% 40.8K -764.1K -804 0.67 136.25 N/A N/A 3 2 218 156 2024-12-16 $54.23 $53.00 20.2% 5.8% 8.5% 0.0% 7.9% -15.5% 0.3% 37.9K -861.4K -696 1.67 135.26 N/A N/A 3 5 219 156 2024-12-17 $54.07 $53.00 22.9% 6.6% 8.5% 0.0% 12.3% -11.5% -0.4% 42.6K -865.4K -650 1.07 134.86 N/A N/A 14 15 218 161 2024-12-18 $52.88 $53.00 20.6% 5.9% 12.0% 0.0% 19.9% -0.4% -6.3% 44.7K -310.3K -964 0.25 130.07 N/A N/A 20 5 221 168 2024-12-19 $52.89 $53.00 11.8% 3.4% 10.9% 0.0% 14.6% -7.9% 2.9% 78.5K -365.1K -800 2.00 135.59 N/A N/A 23 46 240 170 2024-12-20 $53.25 $53.00 10.1% 2.9% 11.1% 0.0% 12.0% 9.6% 3.8% 138.5K -728.0K -637 1.57 130.07 N/A N/A 21 33 258 191 2024-12-23 $53.62 $53.00 11.3% 3.2% 11.3% 0.0% 15.2% -5.4% 15.9% -20.9K -84.3K -735 0.21 133.44 N/A N/A 115 24 63 100 2024-12-24 $53.45 $54.00 11.1% 3.2% 11.4% 0.0% 5.4% -12.1% 7.3% -25.9K 37.9K -907 0.00 130.47 N/A N/A 54 0 53 118 2024-12-26 $53.59 $53.00 15.9% 4.6% 11.4% 0.0% 10.8% -6.7% -1.4% -964 -94.3K -1.0K 4.00 128.04 N/A N/A 3 12 94 118 2024-12-27 $53.00 $53.00 10.1% 2.9% 12.1% 0.0% 5.0% 7.3% 12.8% 437 -66.1K -1.1K 2.54 122.83 N/A N/A 35 89 95 116 2024-12-30 $52.77 $53.00 14.3% 4.1% 12.1% 0.0% 15.2% 6.9% 1.1% 1.9K -27.1K -1.2K 0.67 129.78 N/A N/A 24 16 114 199 2024-12-31 $52.42 $53.00 21.3% 6.1% 12.0% 0.0% 14.8% 2.9% -4.9% -7.5K 31.3K -1.4K 0.29 129.56 N/A N/A 21 6 134 208
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