TQQQ Options History — April 2017

In April 2017, TQQQ traded between $3.54 and $3.97. ATM implied volatility averaged 34.9%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 13.9% (HV 20d: 20.9%). Max pain ranged from $3.46 to $3.54. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 1.87.

Notable Days

  • 2017-04-21: Highest Volume — 430,080 contracts
  • 2017-04-05: Largest IV spike — 40.0% change
  • 2017-04-17: Highest IV Rank — 25.5%
  • 2017-04-17: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.70$3.54$3.97$3.67$3.97
Max Pain$3.50$3.46$3.54$3.46$3.54
ATM IV34.9%25.3%44.3%34.0%28.8%
Expected Move9.9%7.7%12.7%8.0%8.1%
HV 20d20.9%14.5%22.6%22.4%22.3%
HV 60d21.0%20.3%22.3%20.9%21.5%
IV Rank13.0%0.2%25.5%11.8%4.9%
IV Percentile27.2%0.4%72.2%17.1%2.4%
Term Structure0.6%-3.3%8.7%-0.1%-0.3%
VWIV36.5%27.9%44.8%30.3%30.9%
Skew 25d10.8%5.5%20.3%9.2%6.8%
Skew 10d20.0%14.6%27.3%15.9%27.3%
Call IV 25d30.6%25.5%36.5%30.1%26.0%
Put IV 25d41.4%32.7%51.9%39.3%32.8%
Bid-Ask Spread %53.7534.7691.7669.9875.02
Gamma HHI0.050.030.080.040.08
Net GEX844.4K-1.2M3.4M349.7K3.4M
Net DEX-120.0M-173.6M-85.4M-119.2M-173.6M
Net VEX-727.3K-782.2K-690.6K-699.8K-701.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.871.213.461.612.40
Total Volume332,636.211280,104430,080311,880289,896
Total OI1,628,600.8421,442,7601,781,2561,442,7601,766,064

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-04-03$3.67$3.4634.0%8.0%22.4%11.8%30.3%9.2%-0.1%349.7K-119.2M-699.8K1.6169.98N/AN/A119,544192,336638,784803,976
2017-04-04$3.68$3.4625.3%7.7%21.8%0.2%28.1%13.6%7.1%163.5K-119.9M-696.9K1.5271.48N/AN/A117,480178,104656,712839,832
2017-04-05$3.66$3.4635.5%8.0%21.9%13.8%27.9%7.5%2.2%294.0K-119.9M-714.0K1.5791.76N/AN/A128,568201,456661,680844,968
2017-04-06$3.64$3.5430.6%10.0%22.0%7.3%38.3%5.5%8.7%-406.2K-108.5M-741.0K1.6840.57N/AN/A120,456202,824680,328882,936
2017-04-07$3.65$3.5435.2%10.4%21.9%13.4%38.9%10.4%2.2%-1.2M-108.3M-721.8K1.4244.06N/AN/A130,776185,568683,016892,896
2017-04-10$3.65$3.5436.9%10.7%21.7%15.7%41.7%11.5%1.3%-91.6K-109.1M-715.2K1.5634.76N/AN/A113,880177,480656,568868,296
2017-04-11$3.58$3.5040.4%11.2%22.6%20.4%41.4%12.7%0.8%-447.2K-95.3M-723.2K1.3450.74N/AN/A131,616176,760667,584879,936
2017-04-12$3.55$3.5042.0%11.9%21.0%22.5%40.7%12.4%-0.0%-337.4K-91.0M-742.6K1.2634.89N/AN/A129,624163,728692,352890,736
2017-04-13$3.54$3.5043.4%12.1%21.0%24.4%39.1%15.9%-0.6%-740.1K-85.4M-755.2K1.2242.88N/AN/A131,808160,584705,288897,048
2017-04-17$3.54$3.5044.3%12.7%21.0%25.5%39.3%20.3%-3.3%-334.5K-89.7M-747.1K1.2161.99N/AN/A127,008153,096692,256883,704
2017-04-18$3.58$3.5039.8%11.4%21.5%19.6%44.8%12.7%-2.2%357.8K-99.6M-745.4K1.9538.66N/AN/A133,488260,088710,640890,472
2017-04-19$3.58$3.5039.5%11.3%14.5%19.1%43.2%12.9%-0.2%921.5K-92.7M-782.2K2.1043.98N/AN/A131,232275,952724,6561,013,184
2017-04-20$3.70$3.5034.8%10.0%17.5%12.9%44.6%11.7%-0.3%2.2M-121.0M-760.4K2.1942.68N/AN/A133,152291,432732,9361,018,728
2017-04-21$3.68$3.5036.1%10.4%17.4%14.6%35.8%11.4%-0.8%3.3M-115.9M-746.5K1.5938.81N/AN/A166,080264,000747,4321,033,824
2017-04-24$3.82$3.5030.6%8.7%21.1%7.3%34.3%8.6%-0.6%1.8M-141.2M-710.2K3.4650.02N/AN/A73,776254,976694,032985,944
2017-04-25$3.90$3.5028.3%8.3%22.1%4.2%30.6%7.9%-0.7%1.8M-161.7M-690.6K2.2963.39N/AN/A112,776258,648704,9761,002,480
2017-04-26$3.88$3.5029.2%8.4%21.8%5.4%32.5%6.3%-0.2%2.5M-156.3M-728.8K3.1660.21N/AN/A82,656261,264724,1521,015,800
2017-04-27$3.95$3.5427.9%8.2%22.2%3.6%30.9%8.0%-1.0%2.4M-170.9M-697.4K2.0665.28N/AN/A94,200193,776732,2641,026,936
2017-04-28$3.97$3.5428.8%8.1%22.3%4.9%30.9%6.8%-0.3%3.4M-173.6M-701.3K2.4075.02N/AN/A85,224204,672729,9121,036,152