TQQQ Options History — September 2019 In September 2019, TQQQ traded between $7.36 and $8.31. ATM implied volatility averaged 51.9%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded below realized volatility by 3.8% (HV 20d: 55.7%). Max pain ranged from $7.25 to $7.75. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.66.
Notable Days 2019-09-24 : Highest Volume — 416,080 contracts2019-09-27 : Largest IV spike — 17.1% change2019-09-03 : Highest IV Rank — 35.1%2019-09-03 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $7.92 $7.36 $8.31 $7.36 $7.69 Max Pain $7.60 $7.25 $7.75 $7.38 $7.63 ATM IV 51.9% 45.4% 64.4% 64.4% 56.5% Expected Move 14.9% 13.2% 19.0% 19.0% 15.5% HV 20d 55.7% 37.8% 71.8% 69.4% 45.9% HV 60d 54.6% 53.6% 55.7% 53.7% 55.7% IV Rank 17.0% 7.6% 35.1% 35.1% 23.7% IV Percentile 39.5% 21.8% 70.2% 70.2% 52.4% Term Structure 0.9% -4.4% 10.2% -0.3% -1.9% VWIV 52.8% 47.7% 61.8% 61.8% 54.1% Skew 25d 17.6% 11.5% 23.9% 17.7% 20.1% Skew 10d 34.9% 22.2% 50.8% 50.8% 33.2% Call IV 25d 43.8% 37.6% 54.6% 51.8% 47.0% Put IV 25d 61.4% 50.8% 69.5% 69.5% 67.0% Bid-Ask Spread % 5.85 2.30 13.24 7.45 3.09 Gamma HHI 0.07 0.03 0.12 0.03 0.03 Net GEX 7.1M -3.8M 16.3M 2.7M 3.9M Net DEX -239.1M -393.7M -45.4M -114.1M -148.1M Net VEX -1.9M -2.0M -1.9M -1.9M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.42 1.14 0.56 0.52 Total Volume 275,889.6 131,120 416,080 343,344 198,208 Total OI 1,892,390.8 1,567,800 2,072,656 1,806,896 1,677,896
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 2019-09-03 $7.36 $7.38 64.4% 19.0% 69.4% 35.1% 61.8% 17.7% -0.3% 2.7M -114.1M -1.9M 0.56 7.45 N/A N/A 220,752 122,592 986,936 819,960 2019-09-04 $7.66 $7.25 57.0% 16.9% 69.8% 24.4% 59.2% 21.9% -0.2% 7.1M -213.2M -2.0M 0.53 2.30 N/A N/A 144,504 76,744 1,061,248 860,312 2019-09-05 $8.07 $7.38 51.5% 14.8% 71.8% 16.5% 53.2% 20.5% -0.0% 11.2M -373.7M -2.0M 0.73 5.95 N/A N/A 234,136 172,064 1,105,240 876,400 2019-09-06 $8.07 $7.50 48.3% 14.0% 68.7% 11.8% 50.8% 17.1% 1.4% 10.6M -376.8M -2.0M 0.90 3.67 N/A N/A 149,208 134,088 1,155,336 917,320 2019-09-09 $7.97 $7.50 49.9% 14.6% 68.6% 14.1% 52.0% 19.3% 0.8% 6.6M -244.9M -2.0M 1.14 6.08 N/A N/A 111,648 127,304 1,003,944 805,248 2019-09-10 $7.83 $7.50 52.5% 14.8% 66.8% 17.9% 54.9% 17.5% -0.8% 5.3M -201.5M -1.9M 0.63 3.57 N/A N/A 158,512 99,360 1,036,056 860,104 2019-09-11 $8.09 $7.50 49.5% 14.0% 64.3% 13.5% 52.4% 16.4% -1.4% 9.3M -300.3M -2.0M 0.42 9.41 N/A N/A 166,344 70,664 1,058,280 886,456 2019-09-12 $8.31 $7.50 45.4% 13.4% 55.0% 7.7% 48.9% 13.2% 1.4% 13.2M -393.7M -2.0M 0.66 9.92 N/A N/A 180,680 118,432 1,098,440 897,776 2019-09-13 $8.18 $7.63 47.9% 13.9% 55.6% 11.2% 50.8% 11.5% 1.4% 11.9M -334.4M -2.0M 0.85 6.80 N/A N/A 156,256 132,344 1,125,400 936,200 2019-09-16 $8.04 $7.75 51.6% 14.8% 54.7% 16.6% 53.9% 17.7% 0.5% 7.6M -256.4M -2.0M 0.75 3.58 N/A N/A 108,496 81,232 1,036,648 824,840 2019-09-17 $8.15 $7.75 50.3% 14.4% 52.5% 14.8% 51.3% 17.2% 1.1% 9.6M -298.5M -2.0M 0.46 4.26 N/A N/A 89,840 41,280 1,070,400 862,272 2019-09-18 $8.14 $7.63 49.8% 14.3% 52.1% 13.9% 52.8% 15.8% -3.4% 11.5M -293.7M -1.9M 0.65 7.43 N/A N/A 124,616 81,096 1,088,480 875,000 2019-09-19 $8.20 $7.75 45.4% 13.2% 51.9% 7.6% 47.7% 14.6% -0.1% 16.3M -335.1M -1.9M 0.51 5.40 N/A N/A 213,144 109,464 1,124,472 899,600 2019-09-20 $7.95 $7.75 51.0% 14.5% 53.2% 15.8% 49.8% 16.5% 2.0% 1.8M -214.9M -1.9M 0.52 13.24 N/A N/A 266,192 139,512 1,143,376 924,768 2019-09-23 $7.97 $7.75 49.2% 14.2% 37.8% 13.2% 50.0% 18.2% 2.8% 5.2M -193.5M -1.9M 0.78 3.29 N/A N/A 134,288 105,040 878,992 688,808 2019-09-24 $7.58 $7.75 55.0% 16.2% 42.1% 21.5% 53.1% 23.9% 10.2% 2.0M -97.0M -1.9M 0.58 7.25 N/A N/A 262,512 153,568 937,672 744,408 2019-09-25 $7.89 $7.75 49.1% 14.5% 44.0% 13.0% 54.3% 20.9% 7.7% 5.6M -185.1M -2.0M 0.67 3.49 N/A N/A 163,168 109,520 990,640 820,616 2019-09-26 $7.80 $7.69 51.9% 14.5% 44.4% 17.1% 48.4% 18.6% -4.4% 4.6M -161.2M -1.9M 0.74 5.15 N/A N/A 128,808 94,848 1,021,120 841,984 2019-09-27 $7.46 $7.69 60.8% 17.0% 44.7% 30.0% 56.5% 12.7% 2.2% -3.8M -45.4M -1.9M 0.61 5.66 N/A N/A 209,416 127,912 1,047,232 857,936 2019-09-30 $7.69 $7.63 56.5% 15.5% 45.9% 23.7% 54.1% 20.1% -1.9% 3.9M -148.1M -1.9M 0.52 3.09 N/A N/A 130,616 67,592 924,224 753,672
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