TQQQ Options History — June 2018

In June 2018, TQQQ traded between $7.06 and $7.94. ATM implied volatility averaged 45.0%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 13.8% (HV 20d: 31.2%). Max pain ranged from $5.63 to $6.67. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.95.

Notable Days

2018-06-01: Highest Volume — 367,256 contracts
2018-06-25: Largest IV spike — 23.9% change
2018-06-27: Highest IV Rank — 50.3%
2018-06-27: Largest Expected Move — 16.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.55	$7.06	$7.94	$7.29	$7.21
Max Pain	$6.10	$5.63	$6.67	$6.67	$6.25
ATM IV	45.0%	37.0%	58.9%	37.9%	55.2%
Expected Move	13.0%	10.8%	16.6%	10.8%	15.6%
HV 20d	31.2%	23.4%	41.4%	35.3%	38.7%
HV 60d	59.2%	47.9%	66.7%	66.5%	47.9%
IV Rank	25.3%	11.1%	50.3%	12.7%	43.6%
IV Percentile	56.6%	27.0%	88.9%	33.3%	84.5%
Term Structure	0.5%	-0.9%	2.2%	-0.6%	0.5%
VWIV	47.0%	38.6%	56.7%	42.0%	52.5%
Skew 25d	15.2%	11.1%	21.1%	13.3%	19.6%
Skew 10d	29.7%	22.1%	40.1%	27.3%	35.4%
Call IV 25d	38.2%	31.6%	48.9%	32.3%	46.1%
Put IV 25d	53.4%	44.4%	69.7%	45.6%	65.7%
Bid-Ask Spread %	11.68	9.27	18.71	18.71	12.80
Gamma HHI	0.04	0.02	0.07	0.07	0.04
Net GEX	-1.2M	-126.5M	10.6M	10.6M	1.7M
Net DEX	-525.2M	-732.2M	-295.5M	-541.8M	-339.9M
Net VEX	-2.2M	-2.3M	-2.0M	-2.2M	-2.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.95	0.53	1.27	0.53	1.21
Total Volume	223,625.905	174,400	367,256	367,256	224,536
Total OI	2,356,407.619	1,934,888	3,294,752	3,294,752	2,156,152

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
2018-06-01	$7.29	$6.67	37.9%	10.8%	35.3%	12.7%	42.0%	13.3%	-0.6%	10.6M	-541.8M	-2.2M	0.53	18.71	N/A	N/A	239,384	127,872	1,910,984	1,383,768
2018-06-04	$7.50	$5.63	37.0%	11.2%	31.6%	11.1%	44.1%	13.3%	1.5%	7.3M	-622.4M	-2.2M	0.54	12.41	N/A	N/A	149,016	81,016	1,411,280	1,075,568
2018-06-05	$7.56	$5.83	37.4%	11.4%	31.2%	11.8%	43.9%	12.4%	1.1%	8.0M	-645.7M	-2.3M	0.83	12.21	N/A	N/A	104,808	87,264	1,447,256	1,100,536
2018-06-06	$7.66	$5.92	37.5%	11.1%	30.9%	12.0%	45.7%	12.4%	0.6%	7.6M	-685.0M	-2.2M	0.90	9.42	N/A	N/A	105,936	95,432	1,452,640	1,120,624
2018-06-07	$7.54	$6.04	40.0%	11.8%	30.6%	16.4%	45.8%	13.3%	0.3%	5.4M	-621.6M	-2.3M	0.79	10.42	N/A	N/A	123,272	97,784	1,450,256	1,147,808
2018-06-08	$7.53	$6.04	40.2%	11.8%	29.2%	16.7%	42.7%	14.1%	-0.2%	6.1M	-583.5M	-2.3M	0.80	12.03	N/A	N/A	141,864	113,632	1,454,800	1,157,864
2018-06-11	$7.60	$6.04	40.8%	12.3%	29.2%	17.9%	43.7%	14.1%	2.2%	6.2M	-610.0M	-2.2M	0.83	9.94	N/A	N/A	101,144	83,576	1,393,184	1,104,848
2018-06-12	$7.66	$6.04	40.5%	11.6%	29.2%	17.3%	42.6%	13.6%	-0.2%	7.0M	-638.8M	-2.1M	0.84	10.84	N/A	N/A	94,536	79,864	1,409,904	1,129,960
2018-06-13	$7.74	$6.04	41.3%	12.1%	23.8%	18.7%	38.6%	12.6%	0.8%	7.0M	-673.1M	-2.0M	0.80	11.66	N/A	N/A	134,648	108,008	1,413,208	1,144,168
2018-06-14	$7.93	$6.04	41.1%	11.8%	23.9%	18.4%	43.5%	11.2%	-0.2%	8.7M	-732.2M	-2.2M	1.09	10.87	N/A	N/A	111,064	121,552	1,429,232	1,162,944
2018-06-15	$7.84	$6.04	39.5%	11.4%	24.2%	15.5%	44.1%	11.1%	0.3%	-126.5M	-604.0M	-2.1M	1.08	10.08	N/A	N/A	108,864	117,592	1,428,976	1,185,608
2018-06-18	$7.81	$6.04	43.0%	12.4%	23.4%	21.8%	45.2%	13.3%	0.9%	4.0M	-505.7M	-2.2M	1.19	10.40	N/A	N/A	88,608	105,488	1,106,120	828,768
2018-06-19	$7.71	$6.04	44.6%	12.8%	24.4%	24.7%	47.1%	14.6%	1.4%	3.4M	-473.9M	-2.2M	0.88	9.27	N/A	N/A	115,160	101,672	1,128,624	862,200
2018-06-20	$7.94	$6.04	42.8%	12.3%	25.6%	21.4%	45.8%	14.4%	1.4%	5.6M	-553.5M	-2.2M	0.94	10.61	N/A	N/A	101,072	95,408	1,158,936	879,208
2018-06-21	$7.67	$6.08	49.3%	14.1%	29.3%	33.0%	49.8%	17.5%	0.7%	3.9M	-471.0M	-2.2M	0.98	11.69	N/A	N/A	93,192	91,704	1,176,760	898,744
2018-06-22	$7.69	$6.25	47.0%	13.3%	29.3%	28.9%	46.8%	16.1%	1.8%	3.1M	-449.0M	-2.2M	1.12	11.05	N/A	N/A	106,056	118,808	1,190,568	915,832
2018-06-25	$7.14	$6.25	58.2%	16.5%	40.7%	48.9%	56.7%	21.1%	-0.9%	1.5M	-318.0M	-2.2M	1.03	15.02	N/A	N/A	145,680	150,184	1,109,224	865,032
2018-06-26	$7.27	$6.25	54.4%	15.4%	40.6%	42.2%	55.1%	19.8%	0.2%	1.4M	-354.9M	-2.2M	1.16	13.40	N/A	N/A	92,032	106,392	1,142,408	921,120
2018-06-27	$7.06	$6.25	58.9%	16.6%	41.3%	50.3%	56.1%	20.8%	-0.7%	1.1M	-295.5M	-2.2M	1.16	11.20	N/A	N/A	105,272	122,224	1,154,040	938,824
2018-06-28	$7.13	$6.25	58.1%	16.2%	41.4%	48.9%	55.3%	20.8%	-0.4%	1.2M	-310.8M	-2.2M	1.27	11.28	N/A	N/A	90,232	114,296	1,167,696	968,888
2018-06-29	$7.21	$6.25	55.2%	15.6%	38.7%	43.6%	52.5%	19.6%	0.5%	1.7M	-339.9M	-2.2M	1.21	12.80	N/A	N/A	101,536	123,000	1,179,880	976,272