TQQQ Options History — July 2019 In July 2019, TQQQ traded between $8.02 and $8.78. ATM implied volatility averaged 44.6%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 10.9% (HV 20d: 33.7%). Max pain ranged from $7.25 to $8.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.67.
Notable Days 2019-07-31 : Highest Volume — 353,728 contracts2019-07-26 : Largest IV drop — 9.0% change2019-07-31 : Highest IV Rank — 16.8%2019-07-31 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $8.41 $8.02 $8.78 $8.02 $8.33 Max Pain $7.99 $7.25 $8.50 $7.25 $8.50 ATM IV 44.6% 40.2% 48.5% 46.1% 48.5% Expected Move 12.7% 11.0% 14.3% 13.0% 14.3% HV 20d 33.7% 26.3% 45.0% 45.0% 29.3% HV 60d 53.1% 52.6% 53.7% 52.8% 52.8% IV Rank 11.5% 5.4% 16.8% 13.5% 16.8% IV Percentile 25.5% 5.2% 42.9% 33.3% 42.9% Term Structure -0.1% -2.2% 1.0% -1.9% -2.2% VWIV 46.3% 42.3% 50.3% 47.6% 48.3% Skew 25d 13.2% 10.5% 14.9% 11.2% 14.7% Skew 10d 26.8% 20.2% 40.7% 40.7% 33.0% Call IV 25d 38.6% 35.1% 42.4% 41.7% 42.4% Put IV 25d 51.9% 46.8% 57.1% 52.9% 57.1% Bid-Ask Spread % 4.07 2.32 6.82 4.03 5.78 Gamma HHI 0.10 0.06 0.38 0.06 0.06 Net GEX 10.2M 2.8M 27.1M 7.5M 2.9M Net DEX -336.7M -442.2M -193.6M -287.7M -193.6M Net VEX -1.9M -2.0M -1.9M -2.0M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.43 0.96 0.62 0.61 Total Volume 231,597.091 146,680 353,728 268,656 353,728 Total OI 1,620,325.091 1,457,864 1,745,736 1,510,976 1,708,080
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 2019-07-01 $8.02 $7.25 46.1% 13.0% 45.0% 13.5% 47.6% 11.2% -1.9% 7.5M -287.7M -2.0M 0.62 4.03 N/A N/A 165,496 103,160 860,864 650,112 2019-07-02 $8.09 $7.25 45.4% 11.6% 38.8% 12.5% 42.6% 14.6% 0.3% 10.1M -311.4M -2.0M 0.59 3.15 N/A N/A 92,088 54,592 915,336 695,968 2019-07-03 $8.27 $7.25 44.4% 11.0% 38.7% 11.1% 42.3% 13.1% -0.2% 12.4M -377.9M -2.0M 0.94 2.76 N/A N/A 85,136 80,168 931,584 708,592 2019-07-05 $8.26 $8.00 44.5% 12.7% 38.5% 11.3% 43.6% 12.7% 0.1% 19.4M -377.9M -1.9M 0.52 3.08 N/A N/A 208,600 108,184 943,992 731,192 2019-07-08 $8.09 $8.00 48.2% 13.4% 36.1% 16.3% 48.1% 14.9% -1.0% 7.0M -270.0M -1.9M 0.64 3.47 N/A N/A 118,696 75,872 854,696 638,952 2019-07-09 $8.18 $8.00 47.0% 13.5% 34.7% 14.8% 47.2% 14.9% 0.2% 8.5M -304.8M -1.9M 0.43 4.09 N/A N/A 138,896 59,760 888,200 675,736 2019-07-10 $8.43 $8.13 44.1% 12.7% 35.7% 10.7% 45.3% 12.1% 0.5% 12.6M -402.4M -1.9M 0.43 4.25 N/A N/A 189,496 80,744 937,440 699,528 2019-07-11 $8.39 $8.00 44.8% 12.9% 34.5% 11.7% 45.4% 10.5% 0.3% 14.7M -393.3M -1.9M 0.79 3.34 N/A N/A 143,656 113,664 961,632 712,648 2019-07-12 $8.54 $8.13 42.9% 12.5% 34.6% 9.1% 44.8% 13.1% 0.8% 14.6M -441.5M -1.9M 0.58 6.62 N/A N/A 192,952 111,200 985,584 731,400 2019-07-15 $8.64 $8.13 43.5% 12.5% 34.4% 9.9% 49.0% 13.2% -0.2% 8.5M -399.0M -1.9M 0.77 4.26 N/A N/A 100,680 77,920 888,576 668,800 2019-07-16 $8.53 $8.13 44.0% 12.6% 35.1% 10.5% 45.6% 13.3% 0.1% 8.7M -363.5M -2.0M 0.84 5.64 N/A N/A 101,976 85,344 912,576 705,992 2019-07-17 $8.44 $8.13 44.5% 12.7% 32.8% 11.2% 50.3% 14.1% 1.0% 7.8M -334.8M -2.0M 0.72 4.38 N/A N/A 87,136 62,440 936,408 733,880 2019-07-18 $8.39 $8.13 45.6% 13.1% 32.8% 12.8% 47.1% 14.1% -0.2% 7.1M -314.6M -2.0M 0.59 4.39 N/A N/A 147,216 86,168 950,808 757,360 2019-07-19 $8.27 $8.00 46.6% 13.4% 32.7% 14.1% 46.8% 14.2% -0.5% 2.8M -270.1M -1.9M 0.65 6.82 N/A N/A 182,664 119,048 971,640 774,096 2019-07-22 $8.40 $8.13 45.9% 13.3% 33.1% 13.2% 47.6% 14.7% 0.5% 5.5M -263.4M -1.9M 0.45 3.31 N/A N/A 136,368 61,560 809,272 648,592 2019-07-23 $8.56 $8.13 42.6% 12.3% 33.4% 8.7% 46.1% 13.1% 0.1% 9.1M -326.0M -2.0M 0.67 2.60 N/A N/A 103,904 69,368 874,272 684,680 2019-07-24 $8.74 $8.13 41.3% 11.9% 26.3% 6.8% 45.4% 11.5% 0.2% 11.8M -392.1M -1.9M 0.62 2.84 N/A N/A 129,864 80,904 903,112 708,752 2019-07-25 $8.52 $8.13 44.2% 12.9% 28.5% 10.8% 48.5% 12.2% 0.5% 11.1M -318.3M -1.9M 0.83 4.41 N/A N/A 143,144 119,424 933,056 724,328 2019-07-26 $8.78 $8.13 40.2% 11.3% 29.8% 5.4% 43.2% 11.7% 0.6% 27.1M -442.2M -1.9M 0.54 3.56 N/A N/A 222,728 119,968 975,656 749,712 2019-07-29 $8.69 $8.13 42.4% 12.3% 30.1% 8.4% 45.0% 12.9% -0.1% 8.3M -327.7M -1.9M 0.90 2.32 N/A N/A 106,368 95,480 849,368 657,680 2019-07-30 $8.55 $8.13 45.2% 13.7% 27.5% 12.2% 48.2% 13.8% -0.2% 7.3M -296.4M -1.9M 0.96 4.49 N/A N/A 91,344 88,032 889,720 707,280 2019-07-31 $8.33 $8.50 48.5% 14.3% 29.3% 16.8% 48.3% 14.7% -2.2% 2.9M -193.6M -2.0M 0.61 5.78 N/A N/A 220,144 133,584 916,888 791,192
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