TQQQ Options History — October 2019 In October 2019, TQQQ traded between $7.14 and $8.74. ATM implied volatility averaged 51.2%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 2.6% (HV 20d: 48.6%). Max pain ranged from $7.63 to $8.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.76.
Notable Days 2019-10-11 : Highest Volume — 721,632 contracts2019-10-11 : Largest IV drop — 14.5% change2019-10-02 : Highest IV Rank — 38.8%2019-10-02 : Largest Expected Move — 19.3%Monthly Statistics Metric Avg Min Max Open Close Price $8.00 $7.14 $8.74 $7.54 $8.61 Max Pain $7.76 $7.63 $8.00 $7.63 $8.00 ATM IV 51.2% 38.6% 66.9% 60.1% 42.2% Expected Move 14.6% 11.7% 19.3% 16.8% 12.3% HV 20d 48.6% 40.5% 53.4% 45.7% 40.5% HV 60d 57.9% 53.8% 59.6% 55.7% 53.8% IV Rank 16.2% 0.0% 38.8% 28.9% 5.0% IV Percentile 34.2% 0.0% 73.8% 61.1% 5.6% Term Structure 0.5% -2.7% 6.3% -1.3% 2.1% VWIV 52.4% 43.1% 64.4% 55.6% 47.2% Skew 25d 16.8% 9.3% 25.3% 19.1% 13.5% Skew 10d 32.3% 24.9% 40.6% 37.0% 27.8% Call IV 25d 43.4% 36.0% 57.1% 52.1% 37.5% Put IV 25d 60.1% 47.4% 77.0% 71.2% 51.0% Bid-Ask Spread % 6.45 2.89 19.43 3.88 7.44 Gamma HHI 0.07 0.03 0.15 0.03 0.05 Net GEX 8.1M -958.3K 16.0M 3.9M 8.5M Net DEX -233.4M -396.5M 7.1M -110.8M -339.1M Net VEX -2.0M -2.1M -1.8M -1.9M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.33 1.19 0.87 1.03 Total Volume 289,765.217 162,024 721,632 244,224 251,984 Total OI 1,912,324.174 1,731,880 2,093,256 1,757,344 1,930,768
Daily Data (23 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 2019-10-01 $7.54 $7.63 60.1% 16.8% 45.7% 28.9% 55.6% 19.1% -1.3% 3.9M -110.8M -1.9M 0.87 3.88 N/A N/A 130,912 113,312 972,968 784,376 2019-10-02 $7.14 $7.63 66.9% 19.3% 47.5% 38.8% 62.3% 22.0% -1.8% -958.3K 7.1M -1.8M 0.51 3.33 N/A N/A 297,984 151,024 998,944 834,944 2019-10-03 $7.32 $7.63 62.9% 17.7% 44.2% 33.1% 61.3% 23.3% -0.6% 1.9M -68.4M -1.9M 0.50 9.33 N/A N/A 275,800 136,656 1,081,648 869,736 2019-10-04 $7.68 $7.63 55.4% 16.1% 48.0% 22.1% 55.1% 20.7% -0.0% 8.3M -215.6M -2.0M 0.65 5.88 N/A N/A 236,728 153,152 1,121,384 904,240 2019-10-07 $7.65 $7.63 58.9% 16.7% 47.8% 27.2% 60.6% 22.4% 0.2% 5.3M -161.0M -2.0M 0.87 11.66 N/A N/A 112,928 98,800 990,416 811,696 2019-10-08 $7.32 $7.63 62.7% 18.1% 49.8% 32.8% 64.4% 9.3% 6.3% 2.5M -70.2M -1.9M 0.62 5.88 N/A N/A 201,840 124,536 1,042,288 854,904 2019-10-09 $7.51 $7.63 65.3% 17.6% 49.2% 36.4% 61.4% 23.4% -2.6% 5.2M -125.7M -2.0M 0.68 19.43 N/A N/A 96,224 65,800 1,085,248 915,888 2019-10-10 $7.62 $7.63 59.7% 16.9% 48.4% 28.4% 63.0% 25.3% -1.6% 8.0M -165.4M -2.0M 0.83 5.71 N/A N/A 131,264 108,752 1,114,832 933,144 2019-10-11 $8.02 $7.63 51.1% 15.2% 51.9% 15.8% 54.3% 10.1% -0.3% 15.2M -349.4M -2.1M 0.33 8.81 N/A N/A 542,584 179,048 1,136,112 957,144 2019-10-14 $7.95 $7.63 50.9% 14.5% 51.6% 15.5% 54.7% 19.9% 5.1% 7.4M -216.6M -2.0M 1.04 6.10 N/A N/A 85,760 89,368 994,288 842,208 2019-10-15 $8.25 $7.75 46.3% 13.3% 53.2% 8.9% 49.7% 17.1% 0.4% 11.4M -328.9M -2.0M 0.85 5.04 N/A N/A 143,264 121,896 1,025,536 889,872 2019-10-16 $8.16 $7.75 47.7% 13.7% 53.3% 11.0% 51.4% 16.9% 1.2% 10.5M -290.2M -2.0M 1.19 10.79 N/A N/A 79,912 94,736 1,050,184 923,480 2019-10-17 $8.24 $7.88 45.9% 13.2% 53.4% 8.3% 48.4% 15.2% 1.6% 13.2M -327.0M -2.1M 0.98 6.47 N/A N/A 119,784 116,872 1,057,816 938,232 2019-10-18 $8.06 $7.88 48.4% 13.8% 52.8% 11.9% 49.9% 15.9% 0.2% 9.0M -235.9M -2.0M 0.56 4.59 N/A N/A 265,472 148,840 1,069,912 973,408 2019-10-21 $8.20 $7.75 46.0% 13.0% 53.2% 8.4% 47.6% 16.0% 0.3% 7.3M -244.0M -2.0M 0.73 3.44 N/A N/A 130,432 95,528 921,304 810,576 2019-10-22 $8.03 $7.88 49.1% 13.7% 50.4% 13.0% 47.1% 15.3% -2.7% 7.0M -196.6M -2.0M 0.88 5.64 N/A N/A 105,792 93,568 972,904 859,072 2019-10-23 $8.04 $7.81 46.8% 13.4% 48.5% 9.6% 48.1% 15.9% 0.5% 7.4M -192.3M -2.0M 0.39 4.04 N/A N/A 154,952 59,768 996,328 887,904 2019-10-24 $8.26 $7.88 45.6% 12.7% 49.0% 7.9% 45.4% 13.9% -1.1% 14.3M -296.3M -2.0M 0.76 5.68 N/A N/A 136,728 104,520 1,024,552 918,232 2019-10-25 $8.47 $7.88 41.5% 11.7% 46.3% 2.0% 43.9% 14.9% -0.1% 16.0M -396.5M -2.0M 0.65 2.94 N/A N/A 237,368 155,408 1,039,304 934,880 2019-10-28 $8.74 $7.88 41.4% 11.8% 46.4% 1.8% 44.1% 12.2% 1.8% 8.1M -384.4M -1.9M 0.88 3.87 N/A N/A 165,160 145,000 922,304 831,384 2019-10-29 $8.54 $8.00 44.3% 12.7% 46.6% 6.0% 46.8% 12.7% 0.5% 7.5M -314.7M -2.0M 1.05 2.89 N/A N/A 96,512 101,704 972,328 880,864 2019-10-30 $8.65 $8.00 38.6% 12.1% 40.7% 0.0% 43.1% 10.6% 3.8% 8.6M -347.0M -1.9M 0.70 5.53 N/A N/A 121,656 85,272 987,536 918,368 2019-10-31 $8.61 $8.00 42.2% 12.3% 40.5% 5.0% 47.2% 13.5% 2.1% 8.5M -339.1M -1.9M 1.03 7.44 N/A N/A 124,160 127,824 995,144 935,624
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