TQQQ Options History — January 2019 In January 2019, TQQQ traded between $4.28 and $5.86. ATM implied volatility averaged 68.4%, placing in the 44.3% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded below realized volatility by 20.3% (HV 20d: 88.8%). Max pain ranged from $3.96 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.60.
Notable Days 2019-01-04 : Highest Volume — 365,152 contracts2019-01-22 : Largest IV spike — 14.1% change2019-01-03 : Highest IV Rank — 76.4%2019-01-03 : Largest Expected Move — 25.9%Monthly Statistics Metric Avg Min Max Open Close Price $5.23 $4.28 $5.86 $4.66 $5.86 Max Pain $4.87 $3.96 $5.00 $3.96 $5.00 ATM IV 68.4% 55.5% 91.6% 86.8% 55.5% Expected Move 20.0% 16.1% 25.9% 25.6% 16.1% HV 20d 88.8% 63.7% 103.5% 94.9% 71.9% HV 60d 89.9% 83.0% 95.7% 91.2% 84.3% IV Rank 44.3% 26.4% 76.4% 70.0% 26.4% IV Percentile 73.5% 52.0% 98.0% 96.0% 52.0% Term Structure -0.4% -3.5% 2.5% 2.5% 0.2% VWIV 70.7% 56.1% 95.3% 90.1% 56.1% Skew 25d 19.8% 14.0% 23.4% 20.4% 14.0% Skew 10d 40.0% 26.0% 48.9% 42.1% 26.0% Call IV 25d 58.6% 49.2% 79.1% 74.3% 49.2% Put IV 25d 78.4% 63.2% 102.5% 94.7% 63.2% Bid-Ask Spread % 35.51 23.34 61.66 61.66 41.27 Gamma HHI 0.06 0.03 0.21 0.04 0.06 Net GEX 4.0M 1.2M 8.1M 2.9M 7.2M Net DEX -156.2M -287.4M -35.2M -95.7M -214.1M Net VEX -1.3M -1.6M -1.0M -1.2M -1.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.38 0.93 0.46 0.56 Total Volume 185,226.667 52,384 365,152 193,960 258,592 Total OI 2,129,599.619 1,377,928 2,607,240 2,498,264 1,601,968
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 2019-01-02 $4.66 $3.96 86.8% 25.6% 94.9% 70.0% 90.1% 20.4% 2.5% 2.9M -95.7M -1.2M 0.46 61.66 N/A N/A 133,096 60,864 1,693,648 804,616 2019-01-03 $4.28 $4.75 91.6% 25.9% 92.0% 76.4% 95.3% 23.4% 1.6% 1.2M -35.2M -1.0M 0.66 30.01 N/A N/A 144,776 95,368 1,703,336 798,896 2019-01-04 $4.77 $4.63 79.8% 23.0% 102.2% 60.6% 78.4% 22.4% -0.0% 2.1M -146.9M -1.2M 0.38 27.77 N/A N/A 263,992 101,160 1,739,488 820,552 2019-01-07 $4.97 $4.63 77.8% 22.5% 103.5% 57.1% 82.1% 21.9% 1.2% 3.0M -163.9M -1.3M 0.84 29.25 N/A N/A 45,752 38,560 1,637,928 770,664 2019-01-08 $5.07 $4.63 76.8% 21.6% 102.3% 55.7% 75.7% 22.1% -2.6% 3.7M -192.7M -1.3M 0.71 31.29 N/A N/A 123,104 87,752 1,669,216 793,576 2019-01-09 $5.19 $4.75 71.2% 20.6% 102.8% 47.9% 73.0% 22.6% 0.6% 4.4M -220.7M -1.4M 0.62 36.88 N/A N/A 129,616 80,288 1,703,320 826,440 2019-01-10 $5.25 $4.88 71.3% 20.7% 102.6% 48.1% 71.5% 21.5% -0.8% 4.8M -225.4M -1.4M 0.68 38.03 N/A N/A 115,744 78,328 1,718,088 859,384 2019-01-11 $5.20 $5.00 67.4% 19.5% 101.8% 42.7% 70.1% 19.9% 0.6% 3.9M -210.2M -1.3M 0.55 40.26 N/A N/A 108,072 59,376 1,734,336 872,904 2019-01-14 $5.07 $5.00 68.4% 19.5% 102.0% 44.1% 66.4% 20.8% 1.6% 3.0M -156.5M -1.3M 0.49 41.27 N/A N/A 82,080 40,424 1,636,608 822,192 2019-01-15 $5.34 $5.00 64.8% 18.6% 99.9% 39.1% 64.6% 19.9% -1.7% 4.1M -216.0M -1.4M 0.54 34.62 N/A N/A 97,656 53,216 1,668,568 844,232 2019-01-16 $5.35 $5.00 64.2% 18.4% 94.4% 38.4% 65.0% 20.4% -2.7% 4.9M -223.9M -1.4M 0.63 35.05 N/A N/A 91,520 57,280 1,697,008 856,448 2019-01-17 $5.44 $5.00 61.4% 17.6% 92.7% 34.4% 64.7% 19.0% -0.1% 5.9M -244.6M -1.4M 0.57 41.09 N/A N/A 84,640 48,200 1,716,240 869,808 2019-01-18 $5.59 $5.00 59.7% 17.3% 87.2% 32.1% 60.5% 18.4% -3.5% 7.7M -287.4M -1.4M 0.48 40.63 N/A N/A 207,272 100,368 1,714,184 874,584 2019-01-22 $5.24 $5.00 68.1% 20.3% 88.8% 43.7% 69.0% 19.8% -2.1% 1.9M -61.0M -1.3M 0.71 23.34 N/A N/A 100,912 71,184 912,136 465,792 2019-01-23 $5.29 $5.00 66.6% 19.8% 80.6% 41.7% 72.0% 19.9% -0.3% 2.2M -67.0M -1.3M 0.75 33.09 N/A N/A 86,664 64,712 948,344 492,104 2019-01-24 $5.39 $5.00 62.8% 18.6% 75.8% 36.5% 68.8% 18.6% -0.1% 3.1M -86.0M -1.4M 0.58 32.06 N/A N/A 85,344 49,184 979,104 514,800 2019-01-25 $5.59 $5.00 57.7% 17.3% 63.7% 29.4% 60.7% 17.1% -3.5% 8.1M -143.7M -1.5M 0.38 25.35 N/A N/A 195,208 73,528 1,007,720 521,680 2019-01-28 $5.37 $5.00 63.3% 19.2% 66.4% 37.1% 70.3% 18.1% -0.7% 3.1M -83.4M -1.4M 0.93 33.63 N/A N/A 27,200 25,184 952,792 461,936 2019-01-29 $5.24 $5.00 64.3% 19.8% 67.5% 38.5% 69.4% 19.1% 0.3% 2.5M -62.8M -1.4M 0.67 33.63 N/A N/A 62,840 42,128 990,616 500,448 2019-01-30 $5.63 $5.00 57.9% 17.6% 71.1% 29.7% 61.5% 16.2% 0.9% 4.7M -142.8M -1.5M 0.40 35.55 N/A N/A 156,248 62,328 1,011,608 514,280 2019-01-31 $5.86 $5.00 55.5% 16.1% 71.9% 26.4% 56.1% 14.0% 0.2% 7.2M -214.1M -1.6M 0.56 41.27 N/A N/A 165,832 92,760 1,073,576 528,392
« Dec 2018 | All History | Feb 2019 » Home TQQQ History January 2019