TQQQ Options History — June 2019 In June 2019, TQQQ traded between $5.83 and $7.96. ATM implied volatility averaged 56.5%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded below realized volatility by 6.7% (HV 20d: 63.3%). Max pain ranged from $6.25 to $7.25. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.61.
Notable Days 2019-06-07 : Highest Volume — 492,040 contracts2019-06-04 : Largest IV drop — 11.1% change2019-06-03 : Highest IV Rank — 47.3%2019-06-03 : Largest Expected Move — 20.8%Monthly Statistics Metric Avg Min Max Open Close Price $7.28 $5.83 $7.96 $5.83 $7.67 Max Pain $6.84 $6.25 $7.25 $6.38 $7.25 ATM IV 56.5% 50.4% 70.7% 70.7% 56.9% Expected Move 16.2% 14.4% 20.8% 20.8% 16.2% HV 20d 63.3% 54.3% 76.1% 65.0% 54.3% HV 60d 52.2% 50.6% 53.3% 50.6% 52.0% IV Rank 27.8% 19.3% 47.3% 47.3% 28.3% IV Percentile 58.6% 44.8% 81.7% 81.7% 60.3% Term Structure 0.1% -1.5% 1.8% 1.0% -0.2% VWIV 57.0% 52.0% 70.1% 70.1% 55.9% Skew 25d 15.3% 12.5% 17.4% 17.4% 17.3% Skew 10d 29.2% 24.9% 37.2% 31.9% 31.8% Call IV 25d 49.2% 44.7% 62.4% 62.4% 49.0% Put IV 25d 64.5% 57.2% 79.8% 79.8% 66.3% Bid-Ask Spread % 5.75 3.04 20.31 6.76 4.92 Gamma HHI 0.06 0.03 0.19 0.03 0.05 Net GEX 6.6M 3.3K 16.7M 3.3K 4.7M Net DEX -232.8M -450.1M 46.5M 46.5M -203.9M Net VEX -1.8M -2.0M -1.4M -1.4M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.44 0.98 0.52 0.70 Total Volume 271,049.2 131,656 492,040 381,840 202,104 Total OI 1,821,723.2 1,462,616 2,091,752 1,675,360 1,672,128
Daily Data (20 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 2019-06-03 $5.83 $6.38 70.7% 20.8% 65.0% 47.3% 70.1% 17.4% 1.0% 3.3K 46.5M -1.4M 0.52 6.76 N/A N/A 251,328 130,512 1,010,376 664,984 2019-06-04 $6.30 $6.25 62.8% 18.4% 73.2% 36.4% 63.5% 17.2% -0.7% 2.5M -50.6M -1.6M 0.48 5.36 N/A N/A 234,752 112,528 1,090,920 679,512 2019-06-05 $6.46 $6.25 60.9% 17.0% 70.9% 33.8% 58.5% 16.6% -1.5% 3.8M -89.4M -1.7M 0.61 3.34 N/A N/A 190,168 115,824 1,143,920 722,312 2019-06-06 $6.65 $6.50 58.4% 16.4% 71.7% 30.4% 56.4% 15.2% -1.1% 6.0M -144.2M -1.7M 0.62 3.04 N/A N/A 142,080 88,336 1,190,728 765,392 2019-06-07 $7.03 $6.50 54.9% 15.7% 74.9% 25.5% 55.5% 14.8% -0.5% 6.4M -279.8M -1.8M 0.50 3.76 N/A N/A 328,704 163,336 1,217,896 774,704 2019-06-10 $7.28 $6.63 56.1% 15.9% 76.1% 27.2% 54.8% 13.8% -0.5% 7.0M -270.0M -1.9M 0.68 4.03 N/A N/A 207,576 140,520 1,097,128 691,368 2019-06-11 $7.31 $6.75 56.0% 16.1% 65.0% 27.1% 57.0% 14.4% -0.0% 6.6M -268.5M -1.9M 0.53 5.74 N/A N/A 151,936 79,992 1,142,504 758,712 2019-06-12 $7.17 $6.88 56.8% 16.3% 64.3% 28.2% 56.0% 16.3% 0.3% 5.6M -216.6M -1.8M 0.44 4.50 N/A N/A 180,136 79,576 1,161,592 774,488 2019-06-13 $7.25 $6.88 56.0% 16.0% 62.6% 27.0% 58.8% 15.9% -0.4% 6.3M -246.9M -1.9M 0.71 3.93 N/A N/A 120,160 85,624 1,177,016 803,592 2019-06-14 $7.23 $6.88 54.8% 15.7% 61.8% 25.4% 52.0% 15.0% 0.2% 5.2M -240.2M -1.8M 0.83 6.16 N/A N/A 152,584 126,304 1,188,960 819,120 2019-06-17 $7.33 $6.88 54.6% 15.6% 61.3% 25.1% 55.6% 16.7% 1.2% 6.9M -243.0M -1.8M 0.54 8.30 N/A N/A 99,552 54,048 1,086,888 726,384 2019-06-18 $7.67 $6.88 54.1% 15.5% 60.2% 24.5% 56.2% 14.8% 0.4% 9.7M -347.6M -1.9M 0.57 3.63 N/A N/A 198,216 113,016 1,114,320 751,240 2019-06-19 $7.78 $7.00 51.7% 14.8% 59.8% 21.3% 52.4% 13.6% -0.1% 11.1M -380.2M -1.9M 0.62 3.55 N/A N/A 137,552 85,248 1,135,608 783,632 2019-06-20 $7.96 $7.00 50.4% 14.4% 60.0% 19.3% 52.5% 12.5% 1.5% 14.4M -450.1M -1.9M 0.51 20.31 N/A N/A 260,824 132,272 1,172,008 811,840 2019-06-21 $7.96 $7.13 51.0% 14.5% 54.8% 20.3% 53.2% 12.9% 1.8% 16.7M -448.6M -2.0M 0.65 6.25 N/A N/A 192,688 124,416 1,237,768 853,984 2019-06-24 $7.93 $7.13 54.0% 15.4% 55.0% 24.4% 57.9% 13.5% 0.5% 5.8M -266.2M -2.0M 0.98 7.96 N/A N/A 66,512 65,144 844,024 618,592 2019-06-25 $7.52 $7.13 57.3% 16.5% 58.8% 28.8% 58.4% 15.8% 0.3% 3.2M -158.3M -1.9M 0.75 3.64 N/A N/A 154,904 116,864 869,064 659,888 2019-06-26 $7.63 $7.25 57.4% 16.3% 57.7% 29.0% 58.1% 15.9% -0.3% 3.8M -185.4M -2.0M 0.51 5.33 N/A N/A 119,552 61,464 890,984 696,664 2019-06-27 $7.72 $7.25 55.7% 15.7% 57.7% 26.7% 56.9% 16.1% 1.0% 5.4M -212.8M -2.0M 0.53 4.48 N/A N/A 100,928 53,704 921,784 712,440 2019-06-28 $7.67 $7.25 56.9% 16.2% 54.3% 28.3% 55.9% 17.3% -0.2% 4.7M -203.9M -2.0M 0.70 4.92 N/A N/A 119,048 83,056 947,936 724,192
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