TQQQ Options History — March 2019 In March 2019, TQQQ traded between $6.12 and $7.47. ATM implied volatility averaged 47.5%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 10.3% (HV 20d: 37.2%). Max pain ranged from $5.63 to $6.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.60.
Notable Days 2019-03-22 : Highest Volume — 433,528 contracts2019-03-22 : Largest IV spike — 20.7% change2019-03-25 : Highest IV Rank — 27.1%2019-03-25 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $6.78 $6.12 $7.47 $6.53 $7.08 Max Pain $6.17 $5.63 $6.50 $5.63 $6.50 ATM IV 47.5% 41.6% 56.0% 41.6% 46.5% Expected Move 13.8% 10.9% 15.7% 10.9% 13.7% HV 20d 37.2% 29.0% 45.6% 31.5% 44.9% HV 60d 62.7% 51.5% 72.7% 72.7% 51.6% IV Rank 15.4% 7.3% 27.1% 7.3% 14.0% IV Percentile 35.3% 12.7% 56.7% 12.7% 36.9% Term Structure 0.3% -1.2% 2.0% 0.0% 2.0% VWIV 49.1% 37.9% 57.5% 37.9% 49.2% Skew 25d 14.2% 10.6% 18.4% 14.2% 13.7% Skew 10d 27.6% 18.6% 45.1% 27.9% 23.1% Call IV 25d 41.1% 35.9% 48.2% 35.9% 39.4% Put IV 25d 55.3% 48.1% 63.8% 50.1% 53.1% Bid-Ask Spread % 15.26 5.26 38.94 36.74 8.78 Gamma HHI 0.08 0.05 0.23 0.15 0.11 Net GEX 7.7M 5.0M 15.3M 12.4M 8.2M Net DEX -232.8M -360.0M -118.9M -268.0M -235.7M Net VEX -1.7M -1.8M -1.6M -1.7M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.38 0.94 0.43 0.58 Total Volume 198,096.381 106,600 433,528 276,560 186,792 Total OI 1,646,473.524 1,374,616 1,832,456 1,740,000 1,629,344
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 2019-03-01 $6.53 $5.63 41.6% 10.9% 31.5% 7.3% 37.9% 14.2% 0.0% 12.4M -268.0M -1.7M 0.43 36.74 N/A N/A 193,264 83,296 1,122,000 618,000 2019-03-04 $6.49 $5.63 45.6% 12.7% 31.4% 12.8% 46.8% 16.2% 0.8% 6.9M -215.2M -1.7M 0.60 36.47 N/A N/A 130,296 77,816 1,052,600 573,784 2019-03-05 $6.58 $5.63 44.6% 12.5% 30.4% 11.5% 45.2% 16.1% 0.5% 7.9M -247.6M -1.7M 0.66 36.41 N/A N/A 64,072 42,528 1,101,784 609,616 2019-03-06 $6.42 $5.63 48.2% 14.0% 30.0% 16.4% 50.4% 16.9% 0.1% 6.9M -203.0M -1.7M 0.94 12.08 N/A N/A 64,408 60,648 1,118,128 617,728 2019-03-07 $6.17 $5.63 52.9% 15.6% 33.3% 22.8% 53.7% 18.4% 0.3% 5.0M -124.2M -1.6M 0.63 38.94 N/A N/A 145,032 91,896 1,134,304 637,472 2019-03-08 $6.12 $5.63 52.7% 14.4% 29.0% 22.5% 50.5% 17.7% 0.5% 7.1M -118.9M -1.6M 0.86 16.36 N/A N/A 121,096 103,952 1,170,016 655,808 2019-03-11 $6.52 $6.38 46.6% 14.0% 36.3% 14.2% 47.9% 15.3% -0.8% 6.9M -217.7M -1.7M 0.63 6.74 N/A N/A 161,592 101,344 1,049,608 599,296 2019-03-12 $6.65 $6.38 44.2% 13.2% 36.6% 10.9% 44.7% 14.8% 0.2% 7.5M -244.2M -1.7M 0.48 9.26 N/A N/A 106,704 51,336 1,087,680 664,424 2019-03-13 $6.82 $6.38 43.0% 12.8% 34.9% 9.2% 44.2% 12.4% -1.2% 9.0M -305.2M -1.7M 0.38 6.44 N/A N/A 164,504 62,232 1,104,120 676,568 2019-03-14 $6.77 $6.38 43.1% 13.2% 35.2% 9.3% 45.9% 12.2% -0.2% 10.1M -291.0M -1.7M 0.44 5.26 N/A N/A 92,352 40,416 1,115,464 693,104 2019-03-15 $6.93 $6.38 41.9% 13.0% 35.8% 7.8% 46.3% 10.6% -0.5% 15.3M -351.3M -1.7M 0.56 7.75 N/A N/A 160,536 89,256 1,131,472 700,984 2019-03-18 $6.99 $6.38 44.2% 13.3% 35.8% 10.9% 48.6% 11.3% 1.0% 6.1M -227.3M -1.7M 0.66 5.87 N/A N/A 91,984 60,360 825,936 548,680 2019-03-19 $6.99 $6.25 46.4% 13.7% 35.8% 13.8% 48.8% 11.6% 0.1% 6.7M -235.5M -1.8M 0.54 10.99 N/A N/A 102,464 55,568 872,496 579,704 2019-03-20 $7.16 $6.38 44.9% 13.5% 36.1% 11.8% 48.3% 11.9% 1.6% 8.0M -271.1M -1.8M 0.62 19.64 N/A N/A 117,472 72,952 897,448 598,128 2019-03-21 $7.47 $6.38 45.4% 13.4% 37.2% 12.5% 48.1% 10.6% 0.4% 7.7M -360.0M -1.8M 0.75 16.13 N/A N/A 147,520 110,576 916,584 620,864 2019-03-22 $6.99 $6.38 54.8% 15.5% 45.6% 25.4% 52.0% 15.2% -1.0% 7.0M -209.1M -1.8M 0.54 9.70 N/A N/A 282,360 151,168 947,960 656,640 2019-03-25 $6.95 $6.38 56.0% 15.7% 45.3% 27.1% 57.5% 15.5% 0.1% 5.4M -195.3M -1.8M 0.67 11.82 N/A N/A 96,760 64,384 908,376 588,248 2019-03-26 $6.95 $6.50 53.0% 15.0% 45.4% 22.9% 56.5% 14.6% 0.4% 6.1M -197.7M -1.8M 0.71 7.70 N/A N/A 97,112 68,832 937,352 612,224 2019-03-27 $6.93 $6.38 51.7% 15.2% 45.1% 21.2% 53.9% 14.2% 2.0% 5.5M -184.3M -1.8M 0.54 7.29 N/A N/A 85,176 46,232 954,672 637,256 2019-03-28 $6.94 $6.38 50.3% 14.4% 45.1% 19.3% 53.7% 14.7% 0.6% 5.6M -185.4M -1.8M 0.47 10.04 N/A N/A 77,304 36,432 961,432 648,640 2019-03-29 $7.08 $6.50 46.5% 13.7% 44.9% 14.0% 49.2% 13.7% 2.0% 8.2M -235.7M -1.8M 0.58 8.78 N/A N/A 118,000 68,792 977,784 651,560
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