TQQQ Options History — June 2015 In June 2015, TQQQ traded between $2.19 and $2.46. ATM implied volatility averaged 42.0%, placing in the 34.6% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 7.6% (HV 20d: 34.4%). Max pain ranged from $2.08 to $2.40. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.22.
Notable Days 2015-06-18 : Highest Volume — 552,144 contracts2015-06-29 : Largest IV spike — 29.4% change2015-06-29 : Highest IV Rank — 60.8%2015-06-29 : Largest Expected Move — 16.4%Monthly Statistics Metric Avg Min Max Open Close Price $2.35 $2.19 $2.46 $2.42 $2.23 Max Pain $2.29 $2.08 $2.40 $2.08 $2.29 ATM IV 42.0% 34.9% 54.6% 40.3% 52.8% Expected Move 12.1% 10.0% 16.4% 11.4% 15.6% HV 20d 34.4% 29.4% 39.3% 38.6% 39.3% HV 60d 39.3% 36.6% 42.0% 42.0% 39.3% IV Rank 34.6% 19.8% 60.8% 31.1% 57.0% IV Percentile 52.8% 15.9% 90.5% 52.4% 89.3% Term Structure 0.0% -5.7% 3.3% -1.4% -1.1% VWIV 43.1% 35.9% 53.6% 42.0% 53.3% Skew 25d 13.5% 9.6% 18.9% 13.6% 17.4% Skew 10d 24.6% 10.4% 33.0% 25.2% 33.0% Call IV 25d 35.9% 30.6% 44.7% 34.2% 44.2% Put IV 25d 49.4% 42.9% 63.7% 47.8% 61.6% Bid-Ask Spread % 50.39 25.66 70.92 55.47 51.08 Gamma HHI 0.05 0.03 0.15 0.04 0.03 Net GEX 1.0M -1.6M 4.2M 872.4K -13.7K Net DEX -54.4M -95.7M -18.6M -62.2M -24.1M Net VEX -317.0K -346.7K -299.1K -299.1K -346.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.22 0.60 1.59 1.52 1.04 Total Volume 421,110.545 50,352 552,144 388,560 448,176 Total OI 1,287,248.727 984,864 1,576,416 1,167,792 1,150,944
Daily Data (22 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 2015-06-01 $2.42 $2.08 40.3% 11.4% 38.6% 31.1% 42.0% 13.6% -1.4% 872.4K -62.2M -299.1K 1.52 55.47 N/A N/A 153,888 234,672 584,928 582,864 2015-06-02 $2.40 $2.08 41.0% 11.9% 38.7% 32.6% 40.8% 13.4% -1.1% 1.0M -62.3M -304.8K 0.60 58.19 N/A N/A 31,392 18,960 626,064 617,328 2015-06-03 $2.41 $2.08 40.5% 11.8% 34.2% 31.4% 42.9% 12.8% -0.9% 1.3M -67.0M -300.8K 1.59 58.24 N/A N/A 136,176 216,528 642,144 630,768 2015-06-04 $2.36 $2.40 46.2% 12.6% 33.9% 43.3% 43.9% 10.9% -5.7% 338.9K -51.8M -305.8K 1.37 29.51 N/A N/A 163,728 223,872 649,920 642,000 2015-06-05 $2.35 $2.40 43.7% 12.5% 33.3% 38.3% 43.7% 12.8% -1.2% 523.4K -50.2M -303.8K 1.24 32.64 N/A N/A 193,920 241,104 667,728 664,944 2015-06-08 $2.28 $2.33 46.4% 13.2% 32.8% 43.8% 47.0% 14.4% -0.2% 204.1K -39.8M -302.4K 1.58 25.66 N/A N/A 174,336 275,040 623,664 600,048 2015-06-09 $2.27 $2.29 45.1% 13.0% 32.7% 41.0% 45.7% 12.2% 0.6% -536.8K -34.5M -308.4K 1.26 37.13 N/A N/A 197,856 248,448 666,672 691,680 2015-06-10 $2.36 $2.29 39.5% 11.9% 35.6% 29.4% 43.3% 11.0% 2.7% 2.0M -65.6M -324.0K 1.41 43.76 N/A N/A 191,904 270,384 715,824 702,864 2015-06-11 $2.36 $2.31 40.2% 12.1% 35.6% 30.8% 43.0% 12.6% 2.9% 2.5M -66.9M -325.2K 1.31 44.54 N/A N/A 194,640 255,216 751,056 736,320 2015-06-12 $2.31 $2.33 40.9% 11.8% 32.7% 32.4% 42.0% 12.8% 0.3% -1.6M -47.1M -318.9K 1.21 48.48 N/A N/A 248,448 301,392 769,488 750,192 2015-06-15 $2.28 $2.33 44.4% 12.8% 33.0% 39.5% 45.3% 15.1% 0.7% 543.9K -43.7M -313.4K 1.28 48.38 N/A N/A 189,072 241,296 702,720 624,576 2015-06-16 $2.31 $2.29 43.4% 12.4% 33.0% 37.6% 44.3% 15.4% -1.2% 740.7K -51.1M -325.4K 1.09 50.85 N/A N/A 190,176 207,216 730,464 685,824 2015-06-17 $2.33 $2.29 40.7% 11.7% 33.4% 32.0% 42.7% 16.3% 3.3% 1.4M -57.4M -327.7K 1.16 70.92 N/A N/A 237,456 275,328 750,144 704,736 2015-06-18 $2.42 $2.29 38.1% 10.9% 36.1% 26.5% 39.4% 12.8% -0.1% 4.2M -95.7M -316.0K 1.13 58.41 N/A N/A 258,864 293,280 790,512 730,608 2015-06-19 $2.41 $2.33 38.5% 10.9% 35.9% 27.3% 41.0% 12.3% 1.4% 1.8M -84.5M -323.2K 1.41 61.51 N/A N/A 201,984 284,640 808,416 768,000 2015-06-22 $2.46 $2.33 35.8% 10.1% 36.5% 21.8% 37.5% 12.6% 0.4% 1.8M -63.5M -318.0K 1.23 54.88 N/A N/A 165,072 203,376 544,800 440,064 2015-06-23 $2.46 $2.33 34.9% 10.0% 33.7% 19.8% 35.9% 11.7% 1.2% 2.2M -64.1M -318.8K 1.13 58.43 N/A N/A 180,912 204,144 569,328 485,520 2015-06-24 $2.42 $2.33 36.4% 10.8% 29.4% 23.1% 39.5% 14.0% 0.2% 2.2M -58.8M -324.2K 1.37 59.30 N/A N/A 182,400 249,072 591,936 491,088 2015-06-25 $2.41 $2.33 38.1% 11.1% 29.4% 26.6% 39.7% 13.5% 1.8% 1.1M -53.0M -327.5K 1.09 57.41 N/A N/A 199,632 217,968 622,128 552,624 2015-06-26 $2.35 $2.33 42.2% 12.0% 29.9% 35.0% 42.3% 9.6% -1.2% -275.9K -34.0M -321.1K 1.00 55.45 N/A N/A 217,200 217,920 647,952 587,088 2015-06-29 $2.19 $2.33 54.6% 16.4% 38.6% 60.8% 53.6% 18.9% -1.1% -246.3K -18.6M -319.7K 0.85 48.38 N/A N/A 230,496 196,848 535,632 487,872 2015-06-30 $2.23 $2.29 52.8% 15.6% 39.3% 57.0% 53.3% 17.4% -1.1% -13.7K -24.1M -346.7K 1.04 51.08 N/A N/A 220,176 228,000 613,248 537,696
« May 2015 | All History | Jul 2015 » Home TQQQ History June 2015