TQQQ Options History — February 2020 In February 2020, TQQQ traded between $8.94 and $14.76. ATM implied volatility averaged 61.6%, placing in the 56.2% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 6.7% (HV 20d: 54.9%). Max pain ranged from $11.25 to $12.50. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.77.
Notable Days 2020-02-28 : Highest Volume — 947,208 contracts2020-02-28 : Largest IV spike — 28.4% change2020-02-25 : Highest IV Rank — 100.0%2020-02-28 : Largest Expected Move — 44.1%Monthly Statistics Metric Avg Min Max Open Close Price $12.94 $8.94 $14.76 $12.23 $8.94 Max Pain $11.98 $11.25 $12.50 $11.63 $11.88 ATM IV 61.6% 45.3% 131.0% 54.0% 131.0% Expected Move 18.3% 13.3% 44.1% 15.7% 44.1% HV 20d 54.9% 42.3% 86.1% 42.3% 86.1% HV 60d 39.1% 32.3% 57.9% 32.3% 57.9% IV Rank 56.2% 29.7% 100.0% 50.2% 100.0% IV Percentile 70.1% 37.3% 100.0% 71.8% 100.0% Term Structure -0.9% -12.8% 2.3% -0.6% -12.8% VWIV 63.9% 47.6% 146.5% 56.7% 146.5% Skew 25d 20.6% 12.8% 50.0% 20.5% 50.0% Skew 10d 38.2% 27.2% 75.7% 36.0% 75.7% Call IV 25d 51.8% 39.8% 104.2% 44.8% 104.2% Put IV 25d 72.3% 54.2% 154.2% 65.4% 154.2% Bid-Ask Spread % 13.32 6.26 34.79 18.23 34.79 Gamma HHI 0.07 0.03 0.16 0.04 0.04 Net GEX 7.5M -1.6M 21.7M 4.0M -1.0M Net DEX -473.9M -888.9M 287.2M -352.8M 287.2M Net VEX -2.3M -2.6M -2.1M -2.2M -2.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.48 1.24 0.65 0.91 Total Volume 595,543.158 357,008 947,208 374,720 947,208 Total OI 1,882,694.737 1,435,000 2,588,488 1,435,000 2,588,488
Daily Data (19 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 2020-02-03 $12.23 $11.63 54.0% 15.7% 42.3% 50.2% 56.7% 20.5% -0.6% 4.0M -352.8M -2.2M 0.65 18.23 N/A N/A 227,008 147,712 716,776 718,224 2020-02-04 $13.11 $11.63 48.4% 13.5% 48.0% 37.1% 52.8% 18.5% 0.4% 9.7M -615.0M -2.1M 0.68 18.02 N/A N/A 304,584 206,792 768,984 765,456 2020-02-05 $13.23 $11.75 49.2% 13.5% 48.0% 39.0% 51.0% 12.8% 0.7% 12.4M -665.6M -2.2M 0.78 22.87 N/A N/A 249,640 194,544 820,512 825,016 2020-02-06 $13.51 $11.25 48.5% 13.9% 47.7% 37.3% 48.2% 14.5% -0.4% 13.6M -766.2M -2.2M 0.66 7.34 N/A N/A 215,624 141,384 873,624 887,712 2020-02-07 $13.40 $11.50 50.6% 14.5% 47.9% 42.4% 51.0% 15.3% -0.5% 9.8M -715.9M -2.3M 1.04 7.20 N/A N/A 250,408 260,680 905,000 928,376 2020-02-10 $13.77 $11.88 50.8% 14.5% 48.2% 42.7% 51.3% 16.3% -0.2% 3.9M -622.0M -2.2M 1.24 6.39 N/A N/A 208,744 259,400 765,536 847,512 2020-02-11 $13.88 $11.88 51.2% 14.6% 47.5% 43.7% 51.8% 16.6% -0.4% 6.0M -657.1M -2.3M 0.94 12.93 N/A N/A 257,944 241,664 788,256 892,232 2020-02-12 $14.25 $11.88 45.3% 13.3% 47.8% 29.7% 47.7% 14.1% 0.7% 10.4M -804.0M -2.2M 0.83 17.13 N/A N/A 209,280 173,184 858,328 956,368 2020-02-13 $14.17 $11.88 47.8% 13.9% 47.7% 35.7% 47.6% 14.6% 1.7% 13.3M -779.2M -2.3M 0.82 11.69 N/A N/A 226,720 186,984 902,544 979,848 2020-02-14 $14.25 $11.88 46.2% 13.4% 47.1% 31.9% 51.7% 15.4% 0.7% 21.7M -842.3M -2.3M 0.95 6.26 N/A N/A 251,888 238,072 955,192 1,003,816 2020-02-18 $14.38 $12.13 48.3% 13.9% 47.0% 36.9% 50.1% 17.1% 0.2% 11.9M -736.5M -2.3M 0.82 8.50 N/A N/A 217,600 178,944 849,264 846,216 2020-02-19 $14.76 $12.25 47.9% 13.7% 47.5% 35.8% 52.3% 15.7% 0.4% 15.3M -888.9M -2.2M 0.66 9.29 N/A N/A 314,624 208,920 901,904 911,488 2020-02-20 $14.32 $12.50 51.8% 14.8% 49.4% 45.1% 50.8% 18.1% 2.3% 8.3M -673.9M -2.4M 0.50 17.24 N/A N/A 472,104 234,304 946,712 965,712 2020-02-21 $13.47 $12.50 60.0% 17.2% 55.0% 64.5% 59.8% 22.3% 0.9% 2.2M -358.1M -2.6M 0.48 10.60 N/A N/A 627,416 301,728 1,108,576 1,011,824 2020-02-24 $12.14 $12.50 73.5% 21.7% 66.0% 96.4% 75.5% 28.0% -1.2% -505.4K -90.3M -2.4M 0.73 10.66 N/A N/A 446,712 325,272 988,632 783,416 2020-02-25 $11.11 $12.50 81.5% 24.7% 70.3% 100.0% 82.4% 27.2% -2.5% -1.6M 80.2M -2.4M 0.69 8.22 N/A N/A 516,776 355,064 1,110,504 887,984 2020-02-26 $11.18 $12.13 81.6% 24.6% 68.1% 100.0% 81.7% 26.9% -3.8% 4.5M -26.0M -2.6M 0.54 7.98 N/A N/A 529,696 284,480 1,368,680 947,240 2020-02-27 $9.84 $12.13 102.0% 31.5% 80.8% 100.0% 105.5% 27.0% -3.7% -1.3M 222.4M -2.4M 0.68 17.72 N/A N/A 536,680 365,536 1,406,832 988,416 2020-02-28 $8.94 $11.88 131.0% 44.1% 86.1% 100.0% 146.5% 50.0% -12.8% -1.0M 287.2M -2.3M 0.91 34.79 N/A N/A 495,040 452,168 1,550,088 1,038,400
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