TQQQ Options History — March 2020 In March 2020, TQQQ traded between $4.36 and $10.90. ATM implied volatility averaged 152.7%, placing in the 78.9% IV rank vs the trailing year. The 30-day expected move averaged 43.9%. IV traded below realized volatility by 12.2% (HV 20d: 164.9%). Max pain ranged from $5.00 to $11.88. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.67.
Notable Days 2020-03-23 : Highest Volume — 1,259,552 contracts2020-03-16 : Largest IV spike — 38.4% change2020-03-09 : Highest IV Rank — 100.0%2020-03-18 : Largest Expected Move — 62.6%Monthly Statistics Metric Avg Min Max Open Close Price $6.90 $4.36 $10.90 $10.55 $6.00 Max Pain $8.13 $5.00 $11.88 $11.88 $5.63 ATM IV 152.7% 91.0% 218.3% 91.0% 136.7% Expected Move 43.9% 26.8% 62.6% 29.8% 39.9% HV 20d 164.9% 105.6% 220.9% 106.7% 209.7% HV 60d 105.5% 66.9% 136.9% 66.9% 136.9% IV Rank 78.9% 56.0% 100.0% 59.3% 56.0% IV Percentile 98.4% 94.0% 100.0% 99.2% 94.0% Term Structure -7.2% -27.8% 4.8% 0.5% -5.7% VWIV 145.3% 97.7% 203.5% 106.5% 138.5% Skew 25d 55.2% 35.5% 78.0% 35.5% 43.6% Skew 10d 93.1% 60.3% 120.1% 82.3% 87.6% Call IV 25d 117.6% 68.1% 169.4% 75.1% 104.5% Put IV 25d 172.8% 105.7% 240.1% 110.6% 148.0% Bid-Ask Spread % 31.90 9.71 62.10 30.43 16.60 Gamma HHI 0.06 0.03 0.16 0.03 0.04 Net GEX 1.9M -3.4M 6.4M 2.1M 4.6M Net DEX 88.9M -243.2M 431.2M -73.6M -104.6M Net VEX -2.2M -3.0M -1.4M -2.7M -2.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.28 1.97 0.71 0.55 Total Volume 902,751.273 619,288 1,259,552 664,728 803,248 Total OI 3,445,354.545 2,255,008 4,436,936 2,255,008 3,974,200
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 2020-03-02 $10.55 $11.88 91.0% 29.8% 106.7% 59.3% 106.5% 35.5% 0.5% 2.1M -73.6M -2.7M 0.71 30.43 N/A N/A 389,776 274,952 1,280,744 974,264 2020-03-03 $10.15 $11.25 100.1% 32.3% 105.6% 68.6% 111.7% 40.7% -2.2% 2.0M -32.2M -2.7M 0.83 18.40 N/A N/A 439,840 366,136 1,404,704 1,069,768 2020-03-04 $10.90 $11.25 91.1% 26.8% 105.9% 59.4% 97.7% 37.6% -8.3% 5.2M -243.2M -3.0M 1.97 24.48 N/A N/A 303,488 596,384 1,519,424 1,174,792 2020-03-05 $10.03 $9.38 116.7% 30.7% 108.8% 85.5% 101.9% 48.8% -5.2% -1.5M 75.1M -3.0M 1.29 12.03 N/A N/A 326,448 420,808 1,605,336 1,418,264 2020-03-06 $9.40 $9.38 126.6% 33.2% 109.4% 95.6% 103.3% 56.9% 1.7% -3.4M 214.9M -2.7M 0.61 23.51 N/A N/A 541,928 331,416 1,659,200 1,413,232 2020-03-09 $8.06 $9.38 150.2% 41.6% 119.5% 100.0% 125.2% 54.4% -2.1% -507.9K 290.9M -2.3M 0.80 34.52 N/A N/A 348,344 277,864 1,494,896 1,222,360 2020-03-10 $8.65 $9.38 131.8% 36.8% 123.0% 84.3% 123.9% 57.0% -2.2% 660.9K 183.0M -2.6M 0.71 30.05 N/A N/A 391,608 276,696 1,628,256 1,299,696 2020-03-11 $7.72 $9.25 155.9% 40.3% 126.3% 100.0% 123.9% 49.7% -13.2% 428.6K 284.0M -2.3M 0.54 30.63 N/A N/A 401,192 218,096 1,739,016 1,341,776 2020-03-12 $5.92 $9.00 184.6% 49.8% 149.6% 100.0% 144.4% 70.1% -6.6% -997.4K 431.2M -1.5M 0.49 44.27 N/A N/A 841,376 414,672 1,914,728 1,355,408 2020-03-13 $6.50 $8.63 152.4% 43.6% 156.8% 78.8% 140.6% 62.8% -3.8% 3.0M 307.8M -1.8M 0.71 47.73 N/A N/A 558,544 398,536 2,292,464 1,309,808 2020-03-16 $5.19 $8.50 210.9% 59.0% 169.0% 100.0% 186.7% 78.0% -27.8% -93.2K 264.3M -1.5M 0.64 50.74 N/A N/A 525,080 338,608 1,981,240 1,170,504 2020-03-17 $5.42 $8.13 194.9% 55.5% 171.0% 91.0% 188.9% 63.0% 4.8% 1.3M 202.3M -1.7M 0.76 36.39 N/A N/A 508,496 384,336 2,302,744 1,190,736 2020-03-18 $4.38 $7.75 218.3% 62.6% 177.9% 100.0% 203.5% 70.7% -5.5% -276.1K 264.9M -1.4M 0.61 44.90 N/A N/A 699,064 429,264 2,463,936 1,368,936 2020-03-19 $5.29 $7.50 179.7% 52.1% 198.7% 79.2% 179.9% 65.5% -12.0% 2.3M 175.6M -1.8M 0.49 45.25 N/A N/A 741,936 360,784 2,741,296 1,412,224 2020-03-20 $4.60 $7.13 168.5% 48.7% 201.2% 73.1% 155.4% 64.6% -11.3% 241.0K 285.7M -1.4M 0.40 62.10 N/A N/A 763,608 304,216 2,797,184 1,549,792 2020-03-23 $4.36 $6.63 166.8% 48.0% 200.3% 72.2% 149.4% 57.2% -21.2% 939.8K 116.4M -1.4M 0.28 21.60 N/A N/A 984,584 274,968 2,306,440 979,040 2020-03-24 $5.36 $6.25 158.2% 46.7% 219.6% 67.6% 153.6% 43.7% -11.6% 4.5M -78.6M -2.3M 0.33 30.81 N/A N/A 833,968 272,840 2,931,544 1,055,448 2020-03-25 $5.60 $6.25 165.0% 48.3% 220.9% 71.3% 160.4% 48.5% -0.1% 5.2M -135.9M -2.5M 0.36 23.09 N/A N/A 776,648 282,824 2,930,016 1,151,480 2020-03-26 $5.89 $6.25 154.3% 47.2% 220.0% 65.5% 173.6% 54.2% -4.8% 6.4M -173.0M -2.6M 0.62 35.15 N/A N/A 485,272 299,136 2,970,536 1,235,344 2020-03-27 $5.72 $5.00 159.6% 49.0% 218.5% 68.4% 167.1% 61.8% -14.3% 5.8M -154.7M -2.6M 0.48 29.36 N/A N/A 624,240 302,672 3,088,392 1,348,544 2020-03-30 $6.11 $5.00 145.4% 43.8% 209.7% 60.7% 159.8% 50.7% -7.6% 4.7M -144.2M -2.8M 0.61 9.71 N/A N/A 463,152 283,480 2,606,952 1,123,136 2020-03-31 $6.00 $5.63 136.7% 39.9% 209.7% 56.0% 138.5% 43.6% -5.7% 4.6M -104.6M -2.7M 0.55 16.60 N/A N/A 517,920 285,328 2,709,584 1,264,616
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