TQQQ Options History — April 2010

In April 2010, TQQQ traded between $0.29 and $0.33. ATM implied volatility averaged 44.7%. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 18.4% (HV 20d: 26.3%). Max pain ranged from $0.27 to $0.30. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 1.46.

Notable Days

  • 2010-04-19: Highest Volume — 150,912 contracts
  • 2010-04-27: Largest IV spike — 24.0% change
  • 2010-04-28: Largest Expected Move — 15.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.31$0.29$0.33$0.29$0.31
Max Pain$0.29$0.27$0.30$0.29$0.30
ATM IV44.7%36.4%53.3%45.8%53.3%
Expected Move13.3%11.8%15.3%13.1%15.3%
HV 20d26.3%20.9%44.9%24.3%44.9%
Term Structure3.1%1.1%5.7%5.7%4.0%
VWIV47.9%39.8%57.7%43.6%54.8%
Skew 25d10.3%4.5%16.1%8.5%10.9%
Skew 10d23.9%13.0%42.1%13.0%19.4%
Call IV 25d41.7%34.3%51.2%42.4%51.2%
Put IV 25d51.9%46.6%62.1%51.0%62.1%
Bid-Ask Spread %58.0737.0182.8182.4165.54
Gamma HHI0.210.100.750.160.10
Net GEX122.4K27.5K569.5K27.5K65.3K
Net DEX-3.7M-6.0M-1.3M-1.3M-2.8M
Net VEX-19.8K-30.5K-13.9K-14.0K-30.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.460.039.500.402.71
Total Volume57,819.4293,456150,91224,19272,576
Total OI615,552427,392896,640427,392896,640

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2010-04-01$0.29$0.2945.8%13.1%24.3%0.0%43.6%8.5%5.7%27.5K-1.3M-14.0K0.4082.41N/AN/A17,2806,912199,680227,712
2010-04-05$0.30$0.2947.7%14.3%21.9%0.0%57.7%12.7%1.6%54.6K-1.9M-13.9K0.2442.18N/AN/A33,0248,064206,976234,624
2010-04-06$0.30$0.2942.2%13.7%21.9%0.0%56.9%13.1%3.4%68.6K-2.1M-14.1K1.3440.80N/AN/A41,85656,064210,816242,688
2010-04-07$0.30$0.2743.0%13.5%22.0%0.0%46.9%10.1%2.6%43.4K-2.0M-14.9K0.2544.11N/AN/A7,6801,920231,552258,432
2010-04-08$0.30$0.2740.5%13.5%20.9%0.0%49.2%11.7%2.7%56.9K-2.2M-14.7K0.7042.91N/AN/A31,48821,888231,552258,432
2010-04-09$0.30$0.2737.6%13.2%21.4%0.0%46.6%9.9%2.8%127.6K-3.2M-15.5K3.3547.76N/AN/A13,05643,776266,112266,112
2010-04-12$0.31$0.2845.8%13.6%21.3%0.0%40.8%10.0%2.0%135.0K-3.5M-16.1K0.0337.01N/AN/A15,360384275,712309,888
2010-04-13$0.31$0.2842.0%12.8%21.1%0.0%42.2%11.2%1.8%166.3K-3.9M-15.7K0.0042.56N/AN/A020,352279,552309,888
2010-04-14$0.32$0.2836.4%12.0%23.0%0.0%44.0%9.7%3.7%177.1K-5.3M-15.2K0.1950.34N/AN/A43,3928,064279,552316,416
2010-04-15$0.33$0.2943.0%12.3%23.1%0.0%41.9%9.9%3.2%153.7K-5.9M-14.8K0.5050.59N/AN/A2,3041,152282,624313,728
2010-04-16$0.31$0.2946.6%13.4%27.8%0.0%48.0%8.6%3.1%569.5K-4.8M-15.1K1.0259.07N/AN/A48,00049,152284,160314,880
2010-04-19$0.31$0.2947.3%13.6%26.6%0.0%50.3%12.1%2.1%60.3K-3.0M-15.6K1.0659.32N/AN/A73,34477,568225,024204,288
2010-04-20$0.32$0.3043.5%12.5%25.7%0.0%39.8%7.9%4.6%107.7K-4.3M-18.5K1.2868.09N/AN/A46,08059,136289,536268,800
2010-04-21$0.32$0.3041.3%11.8%25.4%0.0%39.9%9.6%4.2%118.8K-4.4M-24.0K0.5966.58N/AN/A32,64019,200326,400323,712
2010-04-22$0.33$0.3043.3%12.4%24.5%0.0%49.4%16.1%2.5%133.1K-4.8M-24.9K0.6779.16N/AN/A42,62428,416342,528342,144
2010-04-23$0.33$0.3042.2%12.1%24.1%0.0%48.5%8.5%4.0%135.1K-6.0M-26.0K9.5072.18N/AN/A4,60843,776367,488362,496
2010-04-26$0.33$0.3042.9%12.3%24.7%0.0%45.2%9.8%4.4%112.9K-5.6M-26.2K1.9159.03N/AN/A4,2248,064365,184384,000
2010-04-27$0.31$0.3053.2%15.3%35.1%0.0%50.7%4.5%1.7%75.9K-3.0M-27.4K1.2582.81N/AN/A29,18436,480369,408390,144
2010-04-28$0.31$0.3053.3%15.3%35.0%0.0%55.7%8.9%1.1%63.3K-2.6M-28.1K1.0464.45N/AN/A60,67262,976377,856417,024
2010-04-29$0.33$0.3047.9%13.7%38.1%0.0%53.8%12.0%2.9%118.3K-5.1M-30.4K1.2562.46N/AN/A18,43223,040415,488457,344
2010-04-30$0.31$0.3053.3%15.3%44.9%0.0%54.8%10.9%4.0%65.3K-2.8M-30.5K2.7165.54N/AN/A19,58452,992420,480476,160