QQQI Options History — January 2025

In January 2025, QQQI traded between $51.77 and $53.63. ATM implied volatility averaged 16.7%. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 2.1% (HV 20d: 14.6%). Max pain ranged from $53.00 to $53.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 3.26.

Notable Days

  • 2025-01-22: Highest Volume — 428 contracts
  • 2025-01-27: Largest IV spike — 90.9% change
  • 2025-01-02: Largest Expected Move — 6.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.79$51.77$53.63$52.22$52.84
Max Pain$53.00$53.00$53.00$53.00$53.00
ATM IV16.7%9.0%45.2%21.6%11.0%
Expected Move4.1%2.6%6.2%6.2%3.2%
HV 20d14.6%12.0%16.7%12.0%16.0%
HV 60d13.3%12.7%13.9%12.7%13.4%
Term Structure1.9%-13.8%11.0%-13.8%2.1%
VWIV13.3%10.2%18.1%13.4%10.2%
Skew 25d1.9%-8.1%8.9%-1.9%5.3%
Skew 10d1.7%-14.7%19.4%-13.1%14.9%
Call IV 25d13.2%6.6%23.2%13.8%10.1%
Put IV 25d15.1%10.6%19.3%11.9%15.4%
Bid-Ask Spread %126.14116.39136.47126.04120.14
Gamma HHI0.250.170.340.210.33
Net GEX23.1K-30.3K101.4K-1.5K45.1K
Net DEX-65.1K-382.4K231.1K79.3K24.4K
Net VEX-2.5K-4.4K-1.4K-1.7K-3.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.260.0021.003.170.00
Total Volume75.3114289625
Total OI606.45365876365876

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$52.22$53.0021.6%6.2%12.0%0.0%13.4%-1.9%-13.8%-1.5K79.3K-1.7K3.17126.04N/AN/A2373154211
2025-01-03$52.95$53.0019.7%5.7%12.7%0.0%17.4%2.0%-2.8%-4.2K-34.8K-1.6K4.67122.42N/AN/A314155258
2025-01-06$53.30$53.0012.4%4.4%12.9%0.0%14.1%-2.2%1.8%8.0K-161.7K-1.5K5.00129.35N/AN/A315158266
2025-01-07$52.62$53.0012.9%4.6%13.6%0.0%15.1%3.7%0.5%-89024.1K-1.6K0.88129.64N/AN/A1715161276
2025-01-08$52.69$53.0016.5%4.6%13.6%0.0%0.0%-5.6%5.7%-6.4K-75.6K-1.8K0.03133.15N/AN/A602167269
2025-01-10$52.05$53.0028.7%4.4%14.2%0.0%16.6%-8.1%-0.8%1.1K38.4K-1.9K2.57133.80N/AN/A718222271
2025-01-13$51.87$53.0025.1%4.1%13.5%0.0%17.0%-1.3%0.1%-29.5K231.1K-1.8K1.29133.58N/AN/A2836226289
2025-01-14$51.77$53.0045.2%4.2%13.5%0.0%17.9%0.0%-0.9%-17.6K131.7K-1.9K4.50132.55N/AN/A418233304
2025-01-15$52.98$53.0014.9%4.3%16.1%0.0%0.0%-3.8%3.9%17.8K-145.6K-1.9K0.83130.93N/AN/A65236309
2025-01-16$52.86$53.0018.4%5.3%15.8%0.0%18.1%4.2%1.8%46.0K-119.3K-1.8K4.06136.47N/AN/A1665246304
2025-01-17$53.39$53.0013.5%3.9%16.3%0.0%13.9%7.7%5.4%55.5K-382.4K-1.7K2.37120.82N/AN/A2764248352
2025-01-21$53.63$53.009.0%2.6%14.2%0.0%10.8%5.9%0.3%-10.5K-162.0K-1.4K0.62117.95N/AN/A7748140261
2025-01-22$53.44$53.0010.8%3.1%14.3%0.0%10.6%4.4%9.9%-30.3K-33.3K-2.2K0.42119.54N/AN/A302126165319
2025-01-23$53.39$53.0010.2%2.9%14.1%0.0%10.9%3.1%5.6%86.1K-339.0K-4.4K8.09121.81N/AN/A22178415414
2025-01-24$53.28$53.0010.7%3.1%13.9%0.0%10.7%2.3%7.1%101.4K-336.1K-4.0K21.00124.43N/AN/A242415401
2025-01-27$52.13$53.0020.5%5.9%15.9%0.0%11.9%5.9%-6.3%37.4K-33.2K-4.0K4.00123.82N/AN/A728415406
2025-01-28$52.84$53.0010.8%3.1%16.7%0.0%10.3%3.9%4.0%67.3K-96.7K-3.8K1.00116.39N/AN/A2828415426
2025-01-29$52.72$53.0011.6%3.3%16.2%0.0%10.9%4.5%3.4%45.7K47.0K-3.4K0.19125.20N/AN/A275419454
2025-01-30$52.80$53.0010.7%3.1%16.2%0.0%10.5%8.9%11.0%50.4K42.1K-3.9K0.45124.83N/AN/A2913418455
2025-01-31$52.84$53.0011.0%3.2%16.0%0.0%10.2%5.3%2.1%45.1K24.4K-3.7K0.00120.14N/AN/A250417459