TQQQ Options History — December 2019 In December 2019, TQQQ traded between $9.14 and $10.97. ATM implied volatility averaged 40.6%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 12.1% (HV 20d: 28.5%). Max pain ranged from $6.88 to $8.38. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.20.
Notable Days 2019-12-17 : Highest Volume — 478,368 contracts2019-12-12 : Largest IV drop — 17.2% change2019-12-30 : Highest IV Rank — 19.9%2019-12-03 : Largest Expected Move — 14.7%Monthly Statistics Metric Avg Min Max Open Close Price $10.12 $9.14 $10.97 $9.44 $10.80 Max Pain $7.53 $6.88 $8.38 $8.38 $8.13 ATM IV 40.6% 32.8% 49.5% 44.5% 43.3% Expected Move 11.8% 10.0% 14.7% 13.0% 11.6% HV 20d 28.5% 24.1% 31.3% 24.1% 25.4% HV 60d 36.0% 29.6% 38.5% 38.0% 29.6% IV Rank 7.6% 0.0% 19.9% 11.0% 17.9% IV Percentile 14.4% 0.0% 43.3% 22.6% 23.0% Term Structure 1.8% -0.2% 10.7% 1.2% 1.0% VWIV 44.8% 38.3% 53.6% 46.4% 49.1% Skew 25d 14.7% 6.8% 25.6% 11.9% 15.0% Skew 10d 30.2% 23.1% 44.4% 26.5% 29.6% Call IV 25d 34.5% 28.3% 41.0% 39.5% 37.4% Put IV 25d 49.2% 42.0% 60.1% 51.5% 52.4% Bid-Ask Spread % 21.61 3.51 73.08 4.55 3.51 Gamma HHI 0.13 0.05 0.40 0.05 0.08 Net GEX 9.5M -2.7M 23.6M 4.0M 10.0M Net DEX -532.1M -756.0M -260.5M -356.8M -529.6M Net VEX -1.7M -1.8M -1.6M -1.7M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.20 0.49 5.88 0.76 0.58 Total Volume 262,465.143 129,312 478,368 320,760 151,608 Total OI 1,869,282.286 1,578,856 2,228,824 1,680,208 1,727,832
Daily Data (21 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 2019-12-02 $9.44 $8.38 44.5% 13.0% 24.1% 11.0% 46.4% 11.9% 1.2% 4.0M -356.8M -1.7M 0.76 4.55 N/A N/A 182,072 138,688 842,016 838,192 2019-12-03 $9.14 $8.38 49.5% 14.7% 25.9% 17.9% 53.6% 18.0% 0.7% 2.6M -260.5M -1.8M 0.71 13.59 N/A N/A 133,240 95,056 927,392 901,504 2019-12-04 $9.35 $8.38 46.9% 13.7% 27.0% 14.2% 48.0% 17.2% 1.4% 8.0M -356.0M -1.8M 0.91 3.85 N/A N/A 77,104 70,072 963,736 926,384 2019-12-05 $9.38 $6.88 48.1% 14.3% 26.5% 15.9% 45.7% 25.6% 0.3% 9.4M -365.8M -1.7M 1.01 61.24 N/A N/A 71,592 72,296 983,016 948,680 2019-12-06 $9.70 $6.88 41.1% 12.3% 28.6% 6.3% 49.9% 15.4% 2.0% 20.7M -560.1M -1.7M 0.79 26.48 N/A N/A 178,664 140,712 1,001,232 966,480 2019-12-09 $9.58 $7.08 45.1% 13.3% 28.8% 11.8% 48.5% 17.6% 1.0% 6.9M -418.2M -1.7M 1.14 24.71 N/A N/A 83,232 94,616 883,064 864,752 2019-12-10 $9.50 $7.08 46.6% 13.4% 29.0% 13.8% 44.7% 16.9% 0.3% 5.6M -386.5M -1.7M 0.74 34.72 N/A N/A 74,328 54,984 910,600 916,048 2019-12-11 $9.67 $7.08 44.0% 13.2% 29.5% 10.3% 49.5% 17.3% 1.9% 9.2M -457.5M -1.7M 0.90 24.48 N/A N/A 78,536 70,288 951,104 940,512 2019-12-12 $9.89 $7.08 36.5% 13.1% 30.3% 0.0% 47.0% 6.8% 10.7% 14.0M -559.2M -1.7M 1.01 73.08 N/A N/A 175,808 177,248 972,960 956,464 2019-12-13 $9.99 $7.29 37.1% 11.0% 30.4% 0.9% 42.0% 15.4% 1.8% 23.6M -628.5M -1.6M 0.71 27.43 N/A N/A 249,472 177,432 1,002,432 990,160 2019-12-16 $10.27 $7.29 35.8% 10.4% 31.3% 0.0% 43.3% 11.7% 0.2% 11.0M -646.0M -1.6M 0.86 20.77 N/A N/A 157,968 136,392 920,552 896,880 2019-12-17 $10.29 $7.50 36.3% 10.5% 31.3% 0.7% 41.6% 12.0% -0.2% 11.9M -646.6M -1.6M 5.88 24.42 N/A N/A 69,488 408,880 956,720 949,664 2019-12-18 $10.36 $7.50 35.4% 10.2% 31.3% 0.0% 38.8% 11.9% 1.8% -2.7M -650.9M -1.6M 0.62 25.84 N/A N/A 144,976 90,440 970,112 1,170,296 2019-12-19 $10.49 $7.50 36.0% 10.3% 29.4% 0.8% 41.4% 12.1% -0.1% 6.0M -706.0M -1.6M 0.75 14.39 N/A N/A 117,704 88,552 984,048 1,207,328 2019-12-20 $10.62 $7.50 35.2% 10.0% 29.2% 0.0% 40.6% 11.7% 1.1% 18.9M -756.0M -1.6M 0.70 4.54 N/A N/A 218,672 153,888 995,584 1,233,240 2019-12-23 $10.71 $7.50 35.6% 10.0% 29.1% 0.6% 39.8% 12.9% 3.0% 9.0M -568.6M -1.6M 0.94 25.06 N/A N/A 117,784 110,352 802,592 776,264 2019-12-24 $10.71 $7.50 32.8% 10.0% 27.3% 0.0% 41.3% 20.4% 3.3% 10.7M -546.6M -1.7M 4.00 10.91 N/A N/A 45,880 183,304 831,304 832,808 2019-12-26 $10.97 $7.50 36.9% 10.0% 28.0% 6.3% 38.3% 12.4% 2.7% 3.5M -634.8M -1.6M 0.68 12.77 N/A N/A 190,568 129,736 832,416 966,672 2019-12-27 $10.95 $7.71 40.8% 11.2% 27.9% 12.2% 42.7% 13.1% 2.5% 9.6M -626.6M -1.7M 0.49 11.36 N/A N/A 236,448 116,368 869,320 1,005,520 2019-12-30 $10.75 $7.92 45.4% 12.5% 28.5% 19.9% 49.1% 14.0% 0.9% 7.6M -513.3M -1.8M 0.93 6.02 N/A N/A 128,088 119,232 838,600 800,448 2019-12-31 $10.80 $8.13 43.3% 11.6% 25.4% 17.9% 49.1% 15.0% 1.0% 10.0M -529.6M -1.8M 0.58 3.51 N/A N/A 95,720 55,888 875,752 852,080
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