TQQQ Options History — October 2018

In October 2018, TQQQ traded between $5.63 and $8.91. ATM implied volatility averaged 66.5%, placing in the 63.0% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded above realized volatility by 6.5% (HV 20d: 60.1%). Max pain ranged from $7.13 to $8.50. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 1.00.

Notable Days

2018-10-26: Highest Volume — 526,712 contracts
2018-10-10: Largest IV spike — 27.3% change
2018-10-29: Highest IV Rank — 100.0%
2018-10-29: Largest Expected Move — 30.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.34	$5.63	$8.91	$8.90	$6.62
Max Pain	$7.78	$7.13	$8.50	$8.50	$7.13
ATM IV	66.5%	44.1%	90.9%	44.1%	74.9%
Expected Move	19.8%	11.6%	30.8%	11.6%	24.5%
HV 20d	60.1%	29.8%	98.6%	33.5%	98.6%
HV 60d	45.5%	33.5%	62.3%	33.9%	62.3%
IV Rank	63.0%	23.8%	100.0%	23.8%	73.3%
IV Percentile	87.9%	54.0%	100.0%	54.0%	94.0%
Term Structure	-1.7%	-4.9%	2.3%	1.6%	-1.4%
VWIV	67.1%	43.4%	94.7%	43.4%	82.7%
Skew 25d	21.7%	15.5%	26.9%	15.7%	22.8%
Skew 10d	40.2%	29.5%	51.4%	29.5%	41.2%
Call IV 25d	56.2%	37.0%	76.0%	37.0%	63.1%
Put IV 25d	77.9%	52.7%	102.9%	52.7%	85.9%
Bid-Ask Spread %	15.42	8.76	28.49	12.55	14.22
Gamma HHI	0.04	0.03	0.09	0.03	0.04
Net GEX	2.1M	-1.0M	4.4M	4.4M	4.0M
Net DEX	-254.0M	-531.7M	-18.6M	-531.7M	-224.9M
Net VEX	-1.7M	-1.9M	-1.5M	-1.6M	-1.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.58	1.53	1.24	0.74
Total Volume	316,545.043	159,080	526,712	203,024	350,992
Total OI	2,140,387.826	1,777,688	2,474,992	1,777,688	2,474,992

Daily Data (23 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
2018-10-01	$8.90	$8.50	44.1%	11.6%	33.5%	23.8%	43.4%	15.7%	1.6%	4.4M	-531.7M	-1.6M	1.24	12.55	N/A	N/A	90,544	112,480	954,824	822,864
2018-10-02	$8.89	$8.50	44.3%	11.8%	33.3%	24.1%	44.2%	15.8%	2.3%	3.8M	-519.1M	-1.7M	1.51	15.55	N/A	N/A	72,168	108,680	985,936	865,480
2018-10-03	$8.91	$8.50	44.7%	11.7%	29.8%	24.9%	44.5%	15.5%	1.7%	3.4M	-523.1M	-1.7M	1.53	11.21	N/A	N/A	62,840	96,240	1,004,664	902,912
2018-10-04	$8.34	$8.38	53.0%	15.2%	37.4%	39.6%	52.9%	18.8%	0.0%	-122.6K	-346.5M	-1.7M	0.85	10.06	N/A	N/A	167,872	142,136	1,017,432	912,256
2018-10-05	$8.09	$8.38	57.2%	16.3%	38.7%	47.2%	57.0%	21.0%	0.7%	-584.5K	-282.0M	-1.8M	0.79	12.28	N/A	N/A	159,456	125,624	1,070,896	953,984
2018-10-08	$7.98	$8.38	59.1%	16.8%	38.9%	50.5%	56.5%	21.5%	-1.0%	1.8M	-319.5M	-1.8M	0.81	10.50	N/A	N/A	133,448	108,608	1,021,024	889,096
2018-10-09	$8.02	$8.25	58.1%	16.4%	37.8%	48.8%	55.2%	20.5%	-0.9%	2.8M	-338.0M	-1.8M	0.93	8.76	N/A	N/A	98,384	91,464	1,067,112	906,928
2018-10-10	$7.09	$8.25	73.9%	20.0%	56.9%	77.1%	67.4%	25.7%	-2.1%	585.3K	-155.8M	-1.7M	0.58	16.49	N/A	N/A	229,296	134,088	1,088,456	917,024
2018-10-11	$6.81	$8.00	75.3%	21.5%	56.6%	79.6%	70.9%	17.7%	-0.0%	1.1M	-112.3M	-1.7M	0.61	28.49	N/A	N/A	265,728	162,128	1,212,568	952,936
2018-10-12	$7.20	$7.63	68.4%	19.0%	61.4%	67.1%	65.7%	23.4%	-3.4%	2.6M	-211.1M	-1.8M	0.90	26.98	N/A	N/A	204,616	183,728	1,294,216	975,120
2018-10-15	$7.09	$7.50	70.1%	19.9%	60.0%	70.2%	68.4%	23.3%	-3.3%	2.1M	-204.7M	-1.8M	1.14	17.32	N/A	N/A	132,528	150,920	1,198,968	923,584
2018-10-16	$7.59	$7.50	61.5%	17.6%	64.5%	54.8%	60.8%	21.5%	-2.7%	3.8M	-340.6M	-1.9M	0.86	14.84	N/A	N/A	176,904	152,032	1,244,800	950,760
2018-10-17	$7.59	$7.50	62.5%	17.9%	64.5%	56.7%	65.0%	20.6%	-3.0%	4.1M	-355.2M	-1.9M	1.50	14.07	N/A	N/A	118,440	177,064	1,282,408	982,664
2018-10-18	$7.11	$7.50	70.5%	20.4%	66.2%	71.0%	68.6%	23.4%	-4.3%	1.4M	-212.3M	-1.8M	1.19	16.09	N/A	N/A	156,864	186,552	1,288,856	976,264
2018-10-19	$7.10	$7.50	69.2%	20.3%	66.1%	68.7%	68.5%	22.0%	-4.9%	-1.0M	-203.1M	-1.8M	1.20	13.45	N/A	N/A	160,472	192,992	1,333,280	1,002,896
2018-10-22	$7.23	$7.50	66.2%	19.9%	66.6%	63.2%	67.9%	21.4%	-1.1%	2.9M	-271.6M	-1.8M	1.15	12.98	N/A	N/A	141,800	163,200	1,179,560	895,992
2018-10-23	$7.11	$7.50	67.3%	20.8%	66.4%	65.2%	74.1%	22.1%	-0.4%	3.0M	-244.5M	-1.8M	1.15	13.18	N/A	N/A	150,608	173,824	1,218,640	924,120
2018-10-24	$6.46	$7.50	77.4%	24.3%	72.5%	83.2%	79.0%	25.3%	-2.4%	1.1M	-99.2M	-1.7M	1.17	15.26	N/A	N/A	141,864	166,432	1,259,016	953,248
2018-10-25	$6.79	$7.38	74.9%	23.3%	75.6%	78.9%	81.8%	23.3%	-4.5%	2.5M	-188.7M	-1.8M	0.72	11.58	N/A	N/A	214,328	155,352	1,323,904	981,424
2018-10-26	$6.21	$7.25	83.6%	26.2%	80.2%	94.4%	86.5%	25.0%	-4.0%	1.7M	-57.9M	-1.6M	0.73	17.12	N/A	N/A	304,440	222,272	1,379,480	991,504
2018-10-29	$5.63	$7.25	90.9%	30.8%	84.6%	100.0%	88.5%	26.9%	-1.9%	1.1M	-18.6M	-1.5M	0.87	28.17	N/A	N/A	204,328	178,504	1,298,376	957,416
2018-10-30	$6.05	$7.13	82.8%	28.0%	91.0%	86.5%	94.7%	25.9%	-3.1%	2.0M	-81.7M	-1.7M	0.77	13.61	N/A	N/A	202,088	156,208	1,387,096	1,003,944
2018-10-31	$6.62	$7.13	74.9%	24.5%	98.6%	73.3%	82.7%	22.8%	-1.4%	4.0M	-224.9M	-1.9M	0.74	14.22	N/A	N/A	202,192	148,800	1,449,456	1,025,536