TQQQ Options History — April 2020 In April 2020, TQQQ traded between $5.15 and $8.77. ATM implied volatility averaged 109.8%, placing in the 41.5% IV rank vs the trailing year. The 30-day expected move averaged 31.7%. IV traded below realized volatility by 55.0% (HV 20d: 164.8%). Max pain ranged from $5.38 to $7.38. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.78.
Notable Days 2020-04-07 : Highest Volume — 1,277,112 contracts2020-04-21 : Largest IV spike — 16.2% change2020-04-01 : Highest IV Rank — 62.2%2020-04-01 : Largest Expected Move — 46.0%Monthly Statistics Metric Avg Min Max Open Close Price $7.35 $5.15 $8.77 $5.15 $8.62 Max Pain $6.36 $5.38 $7.38 $5.63 $7.38 ATM IV 109.8% 82.3% 148.2% 148.2% 87.6% Expected Move 31.7% 25.4% 46.0% 46.0% 26.8% HV 20d 164.8% 109.2% 221.9% 210.9% 109.2% HV 60d 149.2% 139.9% 154.0% 139.9% 153.2% IV Rank 41.5% 26.7% 62.2% 62.2% 29.6% IV Percentile 88.7% 82.9% 94.4% 94.4% 82.9% Term Structure -2.1% -12.4% 10.8% 10.8% -0.3% VWIV 113.5% 95.0% 151.5% 151.5% 95.1% Skew 25d 33.4% 16.7% 52.3% 52.3% 17.3% Skew 10d 63.2% 32.8% 84.6% 84.6% 32.8% Call IV 25d 89.5% 70.9% 118.1% 118.1% 73.9% Put IV 25d 122.8% 87.6% 170.4% 170.4% 91.2% Bid-Ask Spread % 4.22 2.25 16.89 5.07 5.98 Gamma HHI 0.06 0.03 0.16 0.03 0.06 Net GEX 8.0M -651.8K 17.0M 866.4K 11.7M Net DEX -355.5M -716.1M 94.2M 75.2M -551.9M Net VEX -3.5M -4.3M -2.2M -2.2M -4.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.41 1.31 0.68 0.88 Total Volume 827,507.048 550,592 1,277,112 861,936 637,664 Total OI 4,050,710.857 3,299,568 4,509,712 4,085,384 4,128,000
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 2020-04-01 $5.15 $5.63 148.2% 46.0% 210.9% 62.2% 151.5% 52.3% 10.8% 866.4K 75.2M -2.2M 0.68 5.07 N/A N/A 512,184 349,752 2,726,512 1,358,872 2020-04-02 $5.45 $5.38 131.5% 35.6% 212.6% 53.2% 125.1% 47.3% -2.5% 2.0M 33.7M -2.2M 0.87 2.93 N/A N/A 349,864 306,040 2,824,848 1,425,480 2020-04-03 $5.17 $5.38 124.6% 35.0% 212.4% 49.5% 117.5% 27.3% -12.4% -651.8K 94.2M -2.2M 0.51 3.08 N/A N/A 745,472 382,280 2,897,784 1,480,040 2020-04-06 $6.31 $5.50 110.7% 31.4% 221.9% 42.0% 114.4% 38.5% 0.4% 6.0M -179.0M -2.9M 0.67 2.29 N/A N/A 538,216 357,960 2,840,368 1,256,488 2020-04-07 $6.57 $5.63 119.7% 32.5% 220.7% 46.8% 116.2% 30.8% -6.4% 8.0M -274.2M -3.2M 0.41 2.42 N/A N/A 905,024 372,088 2,950,872 1,390,888 2020-04-08 $6.73 $5.63 113.6% 32.1% 217.9% 43.6% 112.1% 37.9% -0.9% 8.8M -317.8M -3.3M 0.76 7.68 N/A N/A 548,120 417,880 2,812,208 1,465,384 2020-04-09 $6.81 $6.00 115.3% 31.4% 195.3% 44.5% 105.2% 36.6% -5.4% 11.2M -346.5M -3.3M 0.92 2.95 N/A N/A 582,528 536,104 2,869,520 1,602,288 2020-04-13 $7.04 $6.25 110.7% 31.6% 192.9% 42.0% 110.9% 35.6% -2.9% 6.9M -295.2M -3.4M 0.86 2.94 N/A N/A 343,680 293,984 2,614,296 1,354,016 2020-04-14 $8.00 $6.50 100.5% 28.8% 177.5% 36.5% 107.2% 28.0% -2.0% 11.9M -614.6M -3.9M 0.66 3.95 N/A N/A 604,840 398,904 2,654,536 1,461,264 2020-04-15 $7.78 $6.63 112.2% 32.2% 178.2% 42.8% 118.5% 34.3% -1.0% 10.5M -518.1M -3.8M 0.83 3.37 N/A N/A 385,424 319,800 2,668,496 1,557,928 2020-04-16 $8.07 $6.63 107.6% 30.8% 156.1% 40.3% 112.8% 33.5% 0.7% 13.1M -633.8M -4.0M 0.62 2.48 N/A N/A 552,680 345,376 2,714,312 1,657,016 2020-04-17 $8.28 $6.63 103.9% 29.9% 144.5% 38.3% 109.1% 32.3% -3.9% 17.0M -716.1M -4.0M 0.66 3.83 N/A N/A 582,576 381,768 2,762,512 1,747,200 2020-04-20 $8.13 $6.63 107.9% 33.0% 132.3% 40.5% 119.2% 36.8% -4.1% 6.3M -418.5M -4.0M 0.90 3.48 N/A N/A 302,008 272,880 2,007,672 1,291,896 2020-04-21 $7.26 $6.75 125.4% 36.0% 138.7% 49.9% 122.2% 41.5% -6.8% 2.0M -168.4M -3.6M 0.56 3.15 N/A N/A 613,912 343,000 2,059,552 1,421,424 2020-04-22 $7.89 $6.75 112.9% 32.9% 123.4% 43.2% 123.2% 37.9% -4.7% 7.0M -405.3M -4.0M 0.74 2.25 N/A N/A 372,976 274,976 2,238,248 1,535,888 2020-04-23 $7.84 $6.75 110.0% 31.8% 123.4% 41.6% 111.1% 27.1% -4.4% 7.6M -374.1M -3.9M 0.80 3.78 N/A N/A 393,024 313,856 2,290,520 1,603,016 2020-04-24 $8.17 $6.88 95.5% 27.4% 123.1% 33.8% 110.0% 31.4% -0.9% 16.0M -503.2M -4.0M 1.03 3.38 N/A N/A 396,224 407,080 2,335,752 1,698,232 2020-04-27 $8.35 $6.88 88.9% 26.3% 121.9% 30.2% 103.0% 30.0% 1.3% 7.1M -441.2M -4.0M 1.31 3.91 N/A N/A 263,240 345,552 2,073,064 1,495,256 2020-04-28 $7.96 $6.88 97.8% 28.8% 122.7% 35.0% 103.4% 27.4% -3.8% 5.0M -310.1M -3.9M 0.98 2.73 N/A N/A 278,568 272,024 2,167,104 1,647,440 2020-04-29 $8.77 $6.88 82.3% 25.4% 125.5% 26.7% 95.0% 16.7% 5.3% 10.2M -599.7M -4.3M 0.73 16.89 N/A N/A 450,688 327,432 2,219,952 1,758,784 2020-04-30 $8.62 $7.38 87.6% 26.8% 109.2% 29.6% 95.1% 17.3% -0.3% 11.7M -551.9M -4.2M 0.88 5.98 N/A N/A 338,816 298,848 2,288,208 1,839,792
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