TQQQ Options History — May 2019 In May 2019, TQQQ traded between $6.30 and $8.44. ATM implied volatility averaged 56.7%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 5.6% (HV 20d: 51.1%). Max pain ranged from $6.25 to $7.25. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.62.
Notable Days 2019-05-10 : Highest Volume — 460,592 contracts2019-05-07 : Largest IV spike — 32.5% change2019-05-29 : Highest IV Rank — 42.2%2019-05-31 : Largest Expected Move — 19.1%Monthly Statistics Metric Avg Min Max Open Close Price $7.32 $6.30 $8.44 $8.25 $6.30 Max Pain $6.50 $6.25 $7.25 $7.13 $6.50 ATM IV 56.7% 41.4% 67.0% 42.7% 66.5% Expected Move 16.1% 11.3% 19.1% 12.4% 19.1% HV 20d 51.1% 20.0% 65.4% 20.0% 65.4% HV 60d 42.4% 33.4% 48.8% 33.4% 48.8% IV Rank 28.0% 7.0% 42.2% 8.8% 41.5% IV Percentile 61.1% 13.5% 77.0% 19.8% 75.4% Term Structure -0.3% -2.7% 1.4% 0.6% 0.1% VWIV 55.1% 40.1% 63.7% 43.5% 63.7% Skew 25d 16.5% 3.1% 23.1% 3.1% 16.9% Skew 10d 30.9% 20.4% 42.4% 23.8% 27.9% Call IV 25d 48.5% 36.8% 58.0% 43.2% 58.0% Put IV 25d 65.0% 46.2% 77.9% 46.2% 74.8% Bid-Ask Spread % 10.08 3.40 34.35 7.05 6.99 Gamma HHI 0.07 0.03 0.23 0.05 0.07 Net GEX 4.6M -814.7K 14.3M 7.2M -814.7K Net DEX -173.6M -444.1M 11.9M -372.0M 11.9M Net VEX -1.8M -2.0M -1.6M -1.9M -1.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.43 0.80 0.80 0.56 Total Volume 305,601.091 171,448 460,592 204,616 332,912 Total OI 1,768,739.636 1,592,928 1,998,432 1,609,880 1,850,992
Daily Data (22 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 2019-05-01 $8.25 $7.13 42.7% 12.4% 20.0% 8.8% 43.5% 3.1% 0.6% 7.2M -372.0M -1.9M 0.80 7.05 N/A N/A 113,768 90,848 978,736 631,144 2019-05-02 $8.04 $7.25 45.2% 13.1% 22.5% 12.2% 45.3% 12.6% 1.1% 2.4M -290.3M -1.9M 0.64 5.10 N/A N/A 175,952 111,936 999,840 664,264 2019-05-03 $8.44 $7.25 41.4% 11.3% 27.7% 7.0% 40.1% 10.3% 1.4% 14.3M -444.1M -2.0M 0.68 9.35 N/A N/A 209,296 141,968 1,038,168 683,456 2019-05-06 $8.28 $6.25 47.8% 13.9% 28.7% 15.8% 50.2% 14.3% -0.3% 8.0M -365.8M -1.9M 0.69 4.49 N/A N/A 175,792 121,960 975,560 617,368 2019-05-07 $7.70 $6.25 63.3% 17.5% 39.6% 37.2% 60.6% 23.1% -1.4% 4.0M -206.8M -1.9M 0.74 6.01 N/A N/A 260,464 193,760 1,028,504 674,792 2019-05-08 $7.82 $6.25 58.6% 16.4% 39.7% 30.7% 59.7% 20.5% -1.1% 4.6M -244.3M -2.0M 0.61 7.06 N/A N/A 147,832 89,544 1,083,792 731,312 2019-05-09 $7.63 $6.25 60.7% 16.7% 40.4% 33.6% 55.9% 19.8% -1.7% 3.0M -181.3M -1.9M 0.57 6.49 N/A N/A 248,776 141,040 1,102,040 743,344 2019-05-10 $7.61 $6.25 52.8% 15.0% 40.3% 22.7% 53.1% 18.0% -1.0% 1.3M -186.8M -1.9M 0.60 17.38 N/A N/A 287,208 173,384 1,149,928 771,128 2019-05-13 $6.83 $6.25 66.8% 18.9% 55.1% 41.9% 61.7% 21.9% -0.1% 2.1M -65.2M -1.7M 0.49 19.92 N/A N/A 267,536 132,368 985,696 630,864 2019-05-14 $7.08 $6.38 60.1% 16.9% 57.1% 32.8% 56.0% 19.4% -0.9% 4.0M -119.1M -1.8M 0.50 32.67 N/A N/A 269,392 135,904 1,101,984 694,632 2019-05-15 $7.38 $6.38 54.3% 15.5% 59.3% 24.7% 53.9% 17.8% -0.0% 8.5M -213.3M -1.9M 0.51 6.25 N/A N/A 177,048 90,832 1,178,600 721,688 2019-05-16 $7.57 $6.38 51.0% 14.5% 60.0% 20.2% 50.7% 16.3% -0.5% 10.6M -285.3M -1.9M 0.56 34.35 N/A N/A 194,888 108,792 1,196,008 737,088 2019-05-17 $7.37 $6.38 52.7% 15.1% 60.6% 22.5% 52.4% 16.4% -0.0% 10.7M -200.5M -1.9M 0.70 7.78 N/A N/A 205,192 143,184 1,231,552 766,880 2019-05-20 $7.00 $6.38 60.8% 17.4% 62.5% 33.7% 57.5% 17.6% 0.3% 2.6M -100.6M -1.8M 0.69 5.66 N/A N/A 145,616 99,760 980,056 640,288 2019-05-21 $7.19 $6.50 55.6% 15.9% 62.0% 26.6% 55.5% 16.1% 0.9% 3.9M -150.0M -1.8M 0.43 4.03 N/A N/A 138,208 58,952 1,013,904 679,864 2019-05-22 $7.15 $6.50 55.3% 15.9% 61.9% 26.1% 59.9% 15.5% 1.1% 4.2M -139.7M -1.8M 0.80 10.04 N/A N/A 95,448 76,000 1,056,400 689,120 2019-05-23 $6.72 $6.50 61.8% 17.9% 64.2% 35.0% 59.7% 17.9% -2.7% 806.9K -46.4M -1.7M 0.55 14.73 N/A N/A 230,544 126,672 1,092,872 705,120 2019-05-24 $6.76 $6.50 58.6% 16.8% 64.5% 30.6% 57.0% 15.7% -0.3% 5.7M -71.2M -1.7M 0.70 4.18 N/A N/A 179,912 126,808 1,162,616 723,088 2019-05-28 $6.69 $6.50 61.1% 18.1% 64.0% 34.1% 59.1% 17.4% 1.3% 1.6M -66.8M -1.7M 0.63 4.87 N/A N/A 108,600 68,392 993,056 672,840 2019-05-29 $6.52 $6.50 67.0% 18.5% 64.0% 42.2% 59.7% 16.3% -2.6% 420.0K -29.6M -1.6M 0.71 4.02 N/A N/A 173,648 123,840 1,035,760 697,568 2019-05-30 $6.60 $6.50 62.5% 17.5% 64.3% 36.0% 58.1% 16.6% -0.5% 1.5M -52.3M -1.7M 0.58 3.40 N/A N/A 145,120 84,128 1,082,672 717,688 2019-05-31 $6.30 $6.50 66.5% 19.1% 65.4% 41.5% 63.7% 16.9% 0.1% -814.7K 11.9M -1.6M 0.56 6.99 N/A N/A 213,264 119,648 1,119,208 731,784
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