TQQQ Options History — April 2014 In April 2014, TQQQ traded between $1.12 and $1.36. ATM implied volatility averaged 50.4%, placing in the 69.6% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded below realized volatility by 7.8% (HV 20d: 58.2%). Max pain ranged from $1.03 to $1.04. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.63.
Notable Days 2014-04-07 : Highest Volume — 380,256 contracts2014-04-04 : Largest IV spike — 25.2% change2014-04-11 : Highest IV Rank — 100.0%2014-04-14 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $1.23 $1.12 $1.36 $1.35 $1.25 Max Pain $1.04 $1.03 $1.04 $1.04 $1.03 ATM IV 50.4% 41.0% 59.2% 41.0% 47.7% Expected Move 14.6% 13.8% 15.2% 14.1% 14.5% HV 20d 58.2% 40.2% 66.0% 40.2% 63.0% HV 60d 48.3% 43.0% 50.9% 43.1% 47.5% IV Rank 69.6% 37.0% 100.0% 37.0% 60.2% IV Percentile 90.2% 69.8% 100.0% 69.8% 86.9% Term Structure -1.8% -6.0% 2.2% 2.1% -0.8% VWIV 53.3% 44.5% 61.2% 52.0% 54.7% Skew 25d 11.3% 7.0% 15.3% 8.1% 10.5% Skew 10d 21.9% 12.1% 33.2% 17.7% 20.7% Call IV 25d 44.9% 37.9% 53.4% 39.0% 43.3% Put IV 25d 56.2% 45.7% 67.2% 47.1% 53.9% Bid-Ask Spread % 16.64 10.30 28.53 13.89 20.80 Gamma HHI 0.08 0.04 0.48 0.05 0.05 Net GEX 1.5M 865.7K 4.1M 1.6M 1.5M Net DEX -49.2M -83.6M -14.7M -80.0M -59.9M Net VEX -333.5K -362.4K -320.3K -332.0K -330.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.17 2.47 0.97 0.73 Total Volume 156,614.857 28,080 380,256 135,936 28,080 Total OI 2,003,204.571 1,676,880 2,535,648 1,688,256 1,819,968
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 2014-04-01 $1.35 $1.04 41.0% 14.1% 40.2% 37.0% 0.0% 8.1% 2.1% 1.6M -80.0M -332.0K 0.97 13.89 N/A N/A 68,928 67,008 1,190,208 498,048 2014-04-02 $1.36 $1.04 41.6% 13.8% 40.2% 39.1% 52.0% 7.9% 0.8% 1.6M -83.6M -331.2K 2.47 12.09 N/A N/A 45,600 112,608 1,208,064 528,000 2014-04-03 $1.33 $1.04 42.7% 14.8% 40.9% 43.1% 56.5% 7.0% 2.2% 1.5M -71.4M -340.7K 0.76 13.42 N/A N/A 33,984 25,968 1,224,384 576,576 2014-04-04 $1.22 $1.04 53.5% 14.7% 49.6% 80.5% 49.0% 11.9% -0.4% 865.7K -41.4M -338.1K 0.29 19.15 N/A N/A 262,608 75,216 1,238,496 590,784 2014-04-07 $1.19 $1.04 57.0% 14.5% 50.1% 92.7% 51.1% 11.3% -2.1% 1.1M -31.0M -336.6K 0.24 10.30 N/A N/A 305,904 74,352 1,405,392 613,824 2014-04-08 $1.22 $1.04 50.7% 14.9% 51.7% 70.8% 51.4% 11.8% -2.5% 1.8M -42.6M -351.0K 0.53 17.97 N/A N/A 62,592 33,456 1,578,144 655,872 2014-04-09 $1.28 $1.04 46.4% 14.4% 55.2% 55.9% 0.0% 10.6% -1.2% 2.7M -70.4M -362.4K 0.26 17.54 N/A N/A 106,944 27,744 1,595,664 662,928 2014-04-10 $1.16 $1.04 55.6% 15.0% 62.9% 88.1% 55.8% 12.9% -4.4% 1.0M -24.8M -336.2K 0.21 13.70 N/A N/A 232,320 49,824 1,575,648 669,216 2014-04-11 $1.12 $1.04 59.2% 15.1% 63.5% 100.0% 52.4% 13.8% -5.8% 899.8K -14.7M -330.9K 0.40 19.08 N/A N/A 130,320 52,320 1,674,960 687,552 2014-04-14 $1.15 $1.04 57.1% 15.2% 63.2% 92.5% 52.8% 15.3% -3.7% 908.6K -18.2M -320.3K 0.52 20.63 N/A N/A 91,920 48,240 1,709,808 698,736 2014-04-15 $1.16 $1.03 59.0% 15.2% 61.5% 99.3% 61.2% 13.5% -6.0% 1.2M -23.0M -324.8K 0.57 23.03 N/A N/A 175,344 99,216 1,734,576 714,816 2014-04-16 $1.20 $1.03 54.1% 14.6% 63.7% 82.3% 56.4% 12.6% -4.4% 2.0M -44.9M -332.5K 0.51 13.99 N/A N/A 106,896 54,816 1,748,640 759,024 2014-04-17 $1.20 $1.03 49.8% 15.1% 63.6% 67.4% 54.8% 11.6% -1.2% 4.1M -49.7M -323.5K 0.95 11.39 N/A N/A 174,864 166,128 1,765,056 770,592 2014-04-21 $1.23 $1.03 49.4% 14.5% 63.4% 66.0% 60.2% 11.9% -1.0% 1.3M -52.1M -326.2K 0.17 13.03 N/A N/A 74,400 12,480 1,173,600 503,280 2014-04-22 $1.26 $1.03 45.5% 14.4% 63.6% 52.6% 50.0% 10.7% -0.6% 1.5M -61.7M -330.6K 0.86 12.63 N/A N/A 70,320 60,336 1,190,688 510,768 2014-04-23 $1.23 $1.04 48.1% 14.5% 64.1% 61.3% 44.5% 11.2% -1.4% 1.3M -52.4M -330.0K 1.13 20.66 N/A N/A 24,768 28,032 1,179,936 525,072 2014-04-24 $1.26 $1.04 46.4% 14.2% 63.7% 55.7% 51.6% 11.3% -0.5% 1.4M -60.1M -329.5K 0.50 28.53 N/A N/A 45,072 22,368 1,188,528 542,544 2014-04-25 $1.20 $1.04 50.9% 14.9% 65.8% 71.1% 0.0% 11.0% -1.4% 1.2M -45.6M -331.3K 0.31 14.99 N/A N/A 65,808 20,496 1,210,368 549,072 2014-04-28 $1.22 $1.04 53.0% 14.3% 65.9% 78.4% 53.4% 10.6% -4.3% 1.3M -49.1M -330.5K 0.39 19.04 N/A N/A 69,216 26,736 1,236,288 555,696 2014-04-29 $1.24 $1.03 49.6% 14.4% 66.0% 66.8% 50.8% 11.9% -1.2% 1.5M -57.1M -335.0K 0.55 13.66 N/A N/A 35,856 19,824 1,244,016 562,464 2014-04-30 $1.25 $1.03 47.7% 14.5% 63.0% 60.2% 54.7% 10.5% -0.8% 1.5M -59.9M -330.9K 0.73 20.80 N/A N/A 16,224 11,856 1,247,520 572,448
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