TQQQ Options History — April 2019 In April 2019, TQQQ traded between $7.36 and $8.46. ATM implied volatility averaged 43.5%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 11.4% (HV 20d: 32.1%). Max pain ranged from $6.38 to $7.13. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.60.
Notable Days 2019-04-26 : Highest Volume — 307,184 contracts2019-04-24 : Largest IV spike — 9.9% change2019-04-09 : Highest IV Rank — 16.2%2019-04-09 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $7.91 $7.36 $8.46 $7.36 $8.24 Max Pain $6.81 $6.38 $7.13 $6.38 $7.13 ATM IV 43.5% 40.2% 48.1% 45.5% 42.8% Expected Move 12.6% 11.5% 13.7% 13.1% 12.4% HV 20d 32.1% 18.3% 46.4% 46.4% 20.1% HV 60d 40.1% 33.2% 48.3% 48.3% 33.8% IV Rank 9.9% 5.3% 16.2% 12.6% 9.0% IV Percentile 23.3% 6.3% 44.0% 33.3% 21.4% Term Structure -0.1% -3.9% 1.7% 0.2% 0.4% VWIV 46.1% 42.7% 50.8% 48.3% 43.6% Skew 25d 11.7% 5.2% 14.2% 12.3% 11.7% Skew 10d 24.4% 19.9% 36.0% 22.7% 24.1% Call IV 25d 38.9% 35.7% 41.7% 40.4% 38.1% Put IV 25d 50.6% 46.0% 55.5% 52.6% 49.8% Bid-Ask Spread % 7.37 3.84 22.47 13.02 3.84 Gamma HHI 0.09 0.05 0.44 0.06 0.05 Net GEX 9.5M 6.3M 22.6M 6.3M 6.9M Net DEX -364.7M -454.8M -271.8M -271.8M -366.0M Net VEX -1.8M -1.9M -1.8M -1.8M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.35 0.85 0.47 0.76 Total Volume 185,803.048 106,128 307,184 147,064 188,192 Total OI 1,517,463.238 1,378,664 1,623,392 1,426,136 1,542,824
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 2019-04-01 $7.36 $6.38 45.5% 13.1% 46.4% 12.6% 48.3% 12.3% 0.2% 6.3M -271.8M -1.8M 0.47 13.02 N/A N/A 99,816 47,248 851,936 574,200 2019-04-02 $7.46 $6.50 44.8% 12.8% 46.4% 11.7% 47.3% 12.0% 0.1% 8.0M -302.8M -1.8M 0.74 13.78 N/A N/A 60,888 45,240 884,312 592,424 2019-04-03 $7.55 $6.50 42.7% 13.4% 44.9% 8.9% 49.6% 12.1% -3.9% 8.2M -331.1M -1.8M 0.70 7.19 N/A N/A 151,840 106,488 897,600 608,136 2019-04-04 $7.54 $6.63 46.5% 13.4% 41.4% 14.0% 50.8% 11.8% -0.2% 8.9M -330.8M -1.8M 0.62 22.47 N/A N/A 105,288 65,024 934,608 617,560 2019-04-05 $7.67 $6.50 44.7% 13.0% 41.0% 11.6% 46.1% 11.9% 0.6% 9.0M -380.9M -1.8M 0.54 5.30 N/A N/A 129,672 70,624 956,696 630,304 2019-04-08 $7.73 $6.50 45.3% 13.0% 35.9% 12.4% 47.0% 12.9% 0.3% 7.7M -330.2M -1.8M 0.62 6.18 N/A N/A 69,144 42,952 870,296 565,592 2019-04-09 $7.65 $6.75 48.1% 13.7% 36.3% 16.2% 49.9% 14.0% -0.3% 7.5M -313.0M -1.8M 0.77 6.86 N/A N/A 79,416 60,760 890,112 587,136 2019-04-10 $7.76 $6.75 45.4% 13.1% 35.7% 12.5% 47.8% 14.2% 0.1% 8.6M -345.1M -1.8M 0.63 4.61 N/A N/A 78,944 49,544 917,472 618,880 2019-04-11 $7.70 $6.75 44.9% 12.8% 35.8% 11.8% 47.8% 14.1% -0.5% 8.9M -325.8M -1.8M 0.63 4.72 N/A N/A 81,184 51,376 938,192 632,848 2019-04-12 $7.80 $6.88 41.3% 12.0% 35.4% 6.9% 43.7% 12.3% 1.3% 12.3M -375.6M -1.8M 0.66 4.20 N/A N/A 118,656 78,296 959,568 642,344 2019-04-15 $7.81 $6.88 43.2% 12.4% 35.4% 9.6% 44.9% 12.3% 0.3% 8.4M -334.5M -1.8M 0.35 5.70 N/A N/A 119,176 42,192 889,000 587,552 2019-04-16 $7.87 $6.88 42.8% 12.2% 35.4% 8.9% 44.2% 12.2% -0.1% 9.6M -358.7M -1.8M 0.56 4.48 N/A N/A 130,808 73,344 917,480 610,048 2019-04-17 $7.97 $7.00 41.2% 11.8% 34.8% 6.8% 44.4% 11.7% 1.7% 11.9M -396.5M -1.8M 0.57 5.59 N/A N/A 130,296 74,232 960,752 637,200 2019-04-18 $7.98 $7.00 40.2% 11.5% 31.9% 5.3% 43.1% 10.8% 0.6% 12.4M -398.3M -1.8M 0.49 4.58 N/A N/A 159,904 77,808 965,008 658,384 2019-04-22 $8.06 $7.00 41.5% 11.8% 18.3% 7.1% 43.7% 11.9% 0.2% 6.5M -339.8M -1.8M 0.47 5.16 N/A N/A 103,816 48,440 847,720 530,944 2019-04-23 $8.33 $7.00 40.2% 12.3% 19.9% 5.3% 45.2% 5.2% -1.3% 7.9M -419.5M -1.9M 0.52 9.77 N/A N/A 168,360 86,904 885,608 552,896 2019-04-24 $8.35 $7.00 44.1% 12.9% 19.8% 10.8% 47.2% 10.6% -0.8% 8.6M -419.7M -1.9M 0.46 7.42 N/A N/A 147,776 67,712 911,480 574,232 2019-04-25 $8.44 $7.00 43.7% 12.6% 19.4% 10.1% 46.2% 10.1% -0.6% 11.5M -454.8M -1.9M 0.85 9.09 N/A N/A 120,704 102,424 958,400 598,992 2019-04-26 $8.38 $7.00 41.2% 11.7% 20.0% 6.8% 42.7% 10.4% 0.2% 22.6M -445.1M -1.8M 0.69 5.86 N/A N/A 182,152 125,032 984,864 620,552 2019-04-29 $8.46 $7.00 42.6% 12.3% 19.7% 8.7% 44.5% 11.3% 0.3% 7.2M -419.3M -1.9M 0.60 5.03 N/A N/A 100,120 60,072 897,576 565,000 2019-04-30 $8.24 $7.13 42.8% 12.4% 20.1% 9.0% 43.6% 11.7% 0.4% 6.9M -366.0M -1.9M 0.76 3.84 N/A N/A 106,776 81,416 947,776 595,048
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