TQQQ Options History — February 2017

In February 2017, TQQQ traded between $3.12 and $3.51. ATM implied volatility averaged 32.3%, placing in the 2.6% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 13.9% (HV 20d: 18.4%). Max pain ranged from $2.50 to $2.92. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 1.40.

Notable Days

  • 2017-02-15: Highest Volume — 259,416 contracts
  • 2017-02-06: Largest IV drop — 15.4% change
  • 2017-02-03: Highest IV Rank — 9.0%
  • 2017-02-23: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.34$3.12$3.51$3.14$3.46
Max Pain$2.69$2.50$2.92$2.90$2.92
ATM IV32.3%30.1%37.6%32.8%34.6%
Expected Move9.4%7.9%10.5%9.1%10.1%
HV 20d18.4%15.6%21.0%21.0%15.6%
HV 60d30.3%27.8%35.6%35.6%27.8%
IV Rank2.6%0.0%9.0%2.1%6.5%
IV Percentile3.6%0.0%15.9%1.2%9.5%
Term Structure1.8%-1.8%5.0%1.2%3.6%
VWIV35.2%30.3%41.7%33.5%37.5%
Skew 25d7.0%3.4%11.6%9.0%6.8%
Skew 10d13.7%9.4%19.3%18.2%14.0%
Call IV 25d30.4%26.3%50.5%28.4%32.4%
Put IV 25d37.4%33.8%53.9%37.3%39.2%
Bid-Ask Spread %78.8664.9696.5984.7984.21
Gamma HHI0.150.040.790.050.07
Net GEX2.4M293.1K17.5M1.6M596.5K
Net DEX-112.4M-139.3M-93.7M-100.8M-107.4M
Net VEX-691.7K-738.1K-657.0K-670.7K-738.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.400.601.880.841.77
Total Volume198,416.842152,904259,416196,536190,968
Total OI1,494,660.6321,399,0081,661,3041,402,0801,500,840

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-02-01$3.14$2.9032.8%9.1%21.0%2.1%33.5%9.0%1.2%1.6M-100.8M-670.7K0.8484.79N/AN/A106,72889,808695,376706,704
2017-02-02$3.12$2.5033.1%10.3%20.4%2.6%34.8%5.4%-1.7%1.8M-98.9M-671.0K0.6064.96N/AN/A138,93683,448703,512718,920
2017-02-03$3.14$2.5037.6%10.0%20.1%9.0%39.6%3.4%3.1%2.3M-104.9M-672.5K0.8869.70N/AN/A100,00887,504745,608726,888
2017-02-06$3.15$2.5031.8%10.0%18.4%0.7%40.3%8.3%3.1%770.2K-93.7M-668.5K0.9772.14N/AN/A86,16083,904694,272704,736
2017-02-07$3.18$2.5030.6%9.8%18.5%0.0%41.7%7.6%3.3%1.1M-101.9M-658.4K1.4674.55N/AN/A71,304104,088698,664710,808
2017-02-08$3.22$2.5031.0%9.9%18.6%0.6%36.5%7.0%2.9%806.1K-105.1M-657.0K1.8375.17N/AN/A69,312126,912707,328741,072
2017-02-09$3.24$2.5030.4%9.6%18.6%0.0%39.9%11.6%5.0%952.8K-109.1M-682.8K1.6576.49N/AN/A88,248145,752714,624774,504
2017-02-10$3.27$2.5030.5%9.3%18.4%0.2%36.2%7.6%3.2%293.1K-110.2M-700.8K1.4574.93N/AN/A82,032118,848718,704824,256
2017-02-13$3.33$2.5032.1%9.4%18.7%2.5%35.0%7.1%1.0%1.8M-113.9M-685.8K1.4878.80N/AN/A77,544115,080694,176808,032
2017-02-14$3.36$2.6730.1%8.6%17.4%0.0%31.4%5.5%1.9%1.7M-112.0M-687.5K1.4982.90N/AN/A74,256110,616695,088831,096
2017-02-15$3.42$2.7130.5%8.7%18.0%0.5%30.3%7.8%2.3%4.2M-128.3M-676.5K0.9384.26N/AN/A134,136125,280694,968845,088
2017-02-16$3.41$2.7132.3%9.2%18.1%3.1%32.3%6.2%1.6%4.4M-125.0M-701.8K1.0184.22N/AN/A120,936122,400745,776865,728
2017-02-17$3.45$2.8130.4%8.5%18.1%0.4%31.4%7.2%1.7%17.5M-139.3M-706.3K1.6585.24N/AN/A76,608126,408780,024881,280
2017-02-21$3.51$2.8131.4%8.7%18.5%1.8%32.6%6.8%0.9%835.8K-121.1M-701.9K1.2873.77N/AN/A80,760103,632679,776783,312
2017-02-22$3.51$2.8132.3%7.9%18.1%3.1%31.9%5.4%-0.4%1.3M-122.5M-709.8K1.7796.59N/AN/A55,27297,632696,744796,992
2017-02-23$3.47$2.9235.0%10.5%17.8%7.1%36.3%5.0%1.7%1.3M-116.4M-712.9K1.8877.23N/AN/A64,464120,960698,808803,184
2017-02-24$3.48$2.9233.0%8.9%17.8%4.1%33.9%7.3%1.3%1.6M-112.1M-724.6K1.6876.84N/AN/A79,200132,888702,720827,616
2017-02-27$3.50$2.9233.8%9.8%17.8%5.2%32.8%7.6%-1.8%841.1K-113.0M-715.3K1.8881.61N/AN/A61,752116,136692,760788,568
2017-02-28$3.46$2.9234.6%10.1%15.6%6.5%37.5%6.8%3.6%596.5K-107.4M-738.1K1.7784.21N/AN/A68,832122,136698,184802,656