TQQQ Options History — August 2019 In August 2019, TQQQ traded between $6.94 and $8.15. ATM implied volatility averaged 61.4%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded below realized volatility by 3.5% (HV 20d: 65.0%). Max pain ranged from $7.13 to $8.50. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.64.
Notable Days 2019-08-01 : Highest Volume — 771,648 contracts2019-08-05 : Largest IV spike — 28.5% change2019-08-05 : Highest IV Rank — 53.2%2019-08-14 : Largest Expected Move — 20.4%Monthly Statistics Metric Avg Min Max Open Close Price $7.45 $6.94 $8.15 $8.15 $7.53 Max Pain $7.35 $7.13 $8.50 $8.50 $7.25 ATM IV 61.4% 53.5% 75.0% 53.5% 60.2% Expected Move 17.8% 15.5% 20.4% 16.2% 17.7% HV 20d 65.0% 29.3% 81.3% 29.3% 79.2% HV 60d 55.0% 50.7% 59.4% 50.7% 54.7% IV Rank 33.0% 21.4% 53.2% 23.6% 29.1% IV Percentile 65.6% 48.8% 89.3% 53.2% 63.1% Term Structure -0.9% -9.3% 2.5% -2.1% -0.2% VWIV 60.8% 52.0% 69.2% 52.0% 58.4% Skew 25d 21.6% 10.5% 33.9% 18.1% 22.1% Skew 10d 40.4% 28.0% 46.7% 33.6% 44.6% Call IV 25d 50.2% 36.2% 65.3% 45.5% 48.3% Put IV 25d 71.8% 60.4% 83.8% 63.6% 70.5% Bid-Ask Spread % 6.48 2.39 33.55 7.19 2.39 Gamma HHI 0.05 0.03 0.16 0.05 0.16 Net GEX 3.8M -1.2M 11.2M -48.3K 11.2M Net DEX -113.6M -224.5M 37.5M -135.3M -183.8M Net VEX -1.9M -2.0M -1.7M -2.0M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.44 0.95 0.81 0.65 Total Volume 333,644 133,920 771,648 771,648 317,784 Total OI 1,877,008.364 1,664,328 2,091,176 1,784,936 2,091,176
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 2019-08-01 $8.15 $8.50 53.5% 16.2% 29.3% 23.6% 52.0% 18.1% -2.1% -48.3K -135.3M -2.0M 0.81 7.19 N/A N/A 426,040 345,608 950,536 834,400 2019-08-02 $7.72 $8.25 58.4% 17.9% 34.9% 30.3% 58.7% 18.2% -2.5% -1.2M -10.5M -1.9M 0.61 33.55 N/A N/A 277,216 169,928 1,020,784 854,456 2019-08-05 $6.94 $7.38 75.0% 19.9% 50.4% 53.2% 67.3% 22.5% -1.5% 304.5K 37.5M -1.7M 0.47 6.40 N/A N/A 319,280 149,224 911,408 752,920 2019-08-06 $7.17 $7.13 70.9% 18.7% 52.0% 47.5% 63.3% 24.7% -2.0% 1.9M -27.3M -1.8M 0.61 9.87 N/A N/A 202,664 122,768 999,160 791,568 2019-08-07 $7.30 $7.13 64.1% 18.3% 51.1% 38.2% 62.9% 27.6% 0.1% 2.9M -62.2M -1.9M 0.75 5.95 N/A N/A 175,968 132,048 1,044,704 828,432 2019-08-08 $7.76 $7.13 54.6% 15.9% 56.6% 25.1% 56.8% 33.9% 1.8% 6.4M -213.9M -1.9M 0.56 4.87 N/A N/A 220,376 122,504 1,084,848 846,208 2019-08-09 $7.64 $7.25 57.7% 16.5% 56.2% 29.4% 58.6% 23.2% 0.6% 5.8M -172.9M -1.9M 0.61 4.08 N/A N/A 220,848 134,232 1,103,344 891,192 2019-08-12 $7.30 $7.25 67.7% 19.3% 57.4% 41.3% 64.8% 26.6% 0.4% 1.4M -60.8M -1.9M 0.76 3.52 N/A N/A 152,408 115,784 947,880 798,704 2019-08-13 $7.76 $7.25 58.4% 17.0% 62.4% 28.1% 60.7% 12.4% 1.3% 5.0M -190.2M -1.9M 0.65 4.77 N/A N/A 199,984 129,736 992,480 826,808 2019-08-14 $7.10 $7.25 68.3% 20.4% 69.2% 42.0% 69.2% 16.6% 2.5% 562.1K -20.1M -1.9M 0.44 11.85 N/A N/A 262,544 116,344 1,038,056 852,560 2019-08-15 $7.08 $7.25 68.2% 19.6% 69.2% 42.0% 65.0% 25.6% 0.2% 834.6K -29.5M -1.9M 0.62 10.62 N/A N/A 167,872 104,800 1,103,888 869,704 2019-08-16 $7.39 $7.13 59.5% 17.2% 71.4% 29.6% 58.2% 21.6% 0.5% 3.9M -126.4M -1.9M 0.64 3.47 N/A N/A 220,432 142,088 1,143,680 892,776 2019-08-19 $7.74 $7.25 53.7% 15.5% 73.4% 21.4% 56.6% 20.4% -0.5% 4.6M -203.6M -1.9M 0.63 3.96 N/A N/A 153,648 96,176 930,288 751,472 2019-08-20 $7.62 $7.38 56.6% 16.3% 73.0% 25.6% 59.4% 20.5% 0.0% 5.6M -180.5M -2.0M 0.65 3.10 N/A N/A 81,296 52,624 991,664 782,544 2019-08-21 $7.74 $7.38 54.0% 15.5% 72.8% 21.9% 55.2% 19.4% -9.3% 7.5M -220.0M -2.0M 0.70 4.81 N/A N/A 101,384 71,072 1,016,064 798,712 2019-08-22 $7.72 $7.38 56.0% 16.0% 72.4% 24.7% 55.6% 20.9% 1.2% 8.3M -208.4M -2.0M 0.95 4.33 N/A N/A 167,712 159,520 1,053,384 831,528 2019-08-23 $6.99 $7.38 64.5% 19.3% 78.4% 36.7% 60.1% 22.7% -6.4% -496.6K 22.4M -1.8M 0.55 6.23 N/A N/A 429,464 236,680 1,072,920 883,696 2019-08-26 $7.16 $7.25 63.5% 19.4% 79.4% 35.3% 66.3% 25.1% -0.2% 2.0M -80.0M -1.9M 0.51 3.35 N/A N/A 93,024 47,448 1,010,616 800,224 2019-08-27 $7.24 $7.13 65.2% 19.1% 79.7% 37.7% 64.8% 20.4% 0.2% 3.2M -101.0M -1.9M 0.69 2.79 N/A N/A 123,696 85,296 1,067,416 841,464 2019-08-28 $7.28 $7.25 64.4% 18.7% 79.5% 36.6% 65.5% 22.7% -0.8% 3.8M -108.3M -1.9M 0.71 2.73 N/A N/A 112,672 79,936 1,098,312 877,552 2019-08-29 $7.61 $7.25 57.0% 16.5% 81.3% 26.2% 57.5% 10.5% -2.7% 9.5M -224.5M -2.0M 0.57 2.84 N/A N/A 190,624 109,416 1,121,232 893,424 2019-08-30 $7.53 $7.25 60.2% 17.7% 79.2% 29.1% 58.4% 22.1% -0.2% 11.2M -183.8M -2.0M 0.65 2.39 N/A N/A 193,088 124,696 1,160,064 931,112
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