TQQQ Options History — June 2020 In June 2020, TQQQ traded between $10.48 and $12.55. ATM implied volatility averaged 79.7%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded above realized volatility by 14.0% (HV 20d: 65.7%). Max pain ranged from $8.75 to $10.75. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.78.
Notable Days 2020-06-12 : Highest Volume — 1,455,944 contracts2020-06-11 : Largest IV spike — 27.9% change2020-06-11 : Highest IV Rank — 33.8%2020-06-11 : Largest Expected Move — 27.0%Monthly Statistics Metric Avg Min Max Open Close Price $11.41 $10.48 $12.55 $10.48 $12.13 Max Pain $9.95 $8.75 $10.75 $8.75 $10.75 ATM IV 79.7% 65.1% 95.4% 73.4% 79.8% Expected Move 22.6% 18.8% 27.0% 21.2% 21.5% HV 20d 65.7% 53.8% 77.1% 54.4% 77.1% HV 60d 109.5% 83.7% 145.0% 145.0% 83.7% IV Rank 25.3% 17.4% 33.8% 21.9% 25.4% IV Percentile 75.7% 68.3% 83.3% 73.0% 73.4% Term Structure 0.8% -2.5% 5.3% -0.9% -0.5% VWIV 82.9% 68.3% 100.6% 78.3% 79.4% Skew 25d 24.3% 14.7% 30.9% 25.3% 26.5% Skew 10d 47.1% 33.4% 60.4% 47.7% 49.3% Call IV 25d 68.2% 56.1% 83.6% 61.4% 66.7% Put IV 25d 92.4% 73.8% 111.8% 86.7% 93.2% Bid-Ask Spread % 5.02 1.65 20.93 20.93 2.43 Gamma HHI 0.07 0.04 0.19 0.05 0.05 Net GEX 16.1M -2.6M 34.9M 14.3M 17.9M Net DEX -1.10B -1.72B -622.5M -933.1M -1.03B Net VEX -5.0M -5.2M -4.8M -4.9M -5.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.56 1.09 0.95 0.63 Total Volume 761,675.273 422,624 1,455,944 514,752 633,912 Total OI 4,450,352.364 3,487,000 5,100,016 4,325,504 3,872,832
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 2020-06-01 $10.48 $8.75 73.4% 21.2% 54.4% 21.9% 78.3% 25.3% -0.9% 14.3M -933.1M -4.9M 0.95 20.93 N/A N/A 263,832 250,920 2,296,048 2,029,456 2020-06-02 $10.54 $8.75 70.1% 20.6% 54.1% 20.1% 74.5% 24.5% -0.2% 17.4M -976.2M -4.9M 1.00 16.67 N/A N/A 211,200 211,424 2,365,840 2,114,992 2020-06-03 $10.88 $8.75 67.4% 19.0% 54.2% 18.7% 68.3% 23.5% 2.4% 22.3M -1.18B -4.9M 0.83 15.70 N/A N/A 318,608 265,160 2,404,096 2,179,360 2020-06-04 $10.51 $9.38 71.2% 20.5% 56.4% 20.7% 78.2% 21.5% 0.8% 19.1M -935.0M -4.8M 0.79 3.66 N/A N/A 405,784 319,176 2,421,624 2,222,512 2020-06-05 $11.16 $9.38 65.1% 18.8% 58.9% 17.4% 69.7% 15.6% 1.3% 34.9M -1.41B -4.8M 0.84 2.77 N/A N/A 562,376 471,584 2,492,624 2,321,360 2020-06-08 $11.42 $9.63 66.8% 19.6% 58.0% 18.3% 73.1% 16.0% 2.0% 17.1M -1.27B -4.8M 0.88 1.65 N/A N/A 322,568 282,624 2,275,992 2,140,656 2020-06-09 $11.80 $9.63 72.0% 20.7% 57.9% 21.1% 75.8% 20.0% 1.1% 18.8M -1.47B -5.0M 0.67 1.74 N/A N/A 406,360 273,104 2,342,584 2,237,848 2020-06-10 $12.25 $9.75 74.6% 20.7% 53.8% 22.5% 74.7% 14.7% -1.3% 21.5M -1.72B -5.2M 0.74 2.26 N/A N/A 502,248 373,120 2,413,808 2,322,384 2020-06-11 $10.59 $9.88 95.4% 27.0% 72.2% 33.8% 100.6% 28.2% -2.5% 7.1M -747.2M -5.1M 0.87 3.26 N/A N/A 669,080 579,296 2,467,616 2,429,576 2020-06-12 $10.51 $9.88 91.5% 26.1% 71.8% 31.7% 96.5% 30.9% -2.0% 5.6M -674.1M -5.0M 0.94 3.95 N/A N/A 752,368 703,576 2,562,856 2,537,160 2020-06-15 $10.86 $10.00 87.3% 24.9% 72.2% 29.4% 96.8% 27.6% 0.9% 10.5M -965.5M -5.0M 1.09 2.55 N/A N/A 384,840 420,992 2,298,624 2,388,552 2020-06-16 $11.42 $10.00 86.0% 24.7% 69.3% 28.7% 87.1% 25.3% -0.8% 16.0M -1.27B -5.1M 0.58 4.81 N/A N/A 453,064 262,520 2,379,672 2,430,152 2020-06-17 $11.65 $10.25 83.0% 23.8% 69.4% 27.1% 85.0% 24.9% 2.7% 20.0M -1.40B -5.2M 0.74 3.98 N/A N/A 287,936 213,184 2,419,312 2,500,016 2020-06-18 $11.70 $10.25 80.1% 22.8% 68.5% 25.5% 85.2% 23.2% 2.8% 24.7M -1.44B -4.9M 0.79 2.34 N/A N/A 240,592 189,488 2,438,472 2,569,656 2020-06-19 $11.78 $10.25 79.6% 22.4% 67.4% 25.3% 86.1% 24.6% 3.6% 30.9M -1.48B -5.0M 0.73 3.53 N/A N/A 603,896 438,136 2,456,040 2,610,328 2020-06-22 $12.13 $10.25 81.6% 23.0% 67.7% 26.3% 84.3% 26.7% 0.2% 10.1M -971.0M -5.0M 0.80 2.88 N/A N/A 311,008 247,888 1,651,720 1,835,280 2020-06-23 $12.55 $10.63 78.1% 22.3% 68.0% 24.4% 82.4% 27.4% 5.3% 15.6M -1.17B -5.1M 0.69 2.58 N/A N/A 434,032 301,040 1,769,600 1,950,488 2020-06-24 $11.85 $10.63 86.6% 24.5% 72.3% 29.0% 87.5% 25.5% 0.5% 11.0M -857.9M -5.0M 0.79 3.99 N/A N/A 519,008 411,184 1,835,936 2,032,272 2020-06-25 $11.95 $10.75 84.7% 23.7% 72.2% 28.0% 83.1% 26.3% 1.3% 15.3M -930.0M -5.1M 0.63 2.71 N/A N/A 368,872 231,696 1,935,808 2,142,776 2020-06-26 $11.37 $10.75 91.2% 25.4% 74.6% 31.5% 89.0% 27.6% 1.0% -2.6M -622.5M -4.9M 0.65 3.24 N/A N/A 657,360 428,832 1,967,544 2,182,960 2020-06-29 $11.41 $10.75 87.0% 24.4% 74.4% 29.2% 87.5% 28.5% -0.9% 7.0M -683.2M -4.8M 0.56 2.82 N/A N/A 368,152 204,816 1,728,536 1,932,784 2020-06-30 $12.13 $10.75 79.8% 21.5% 77.1% 25.4% 79.4% 26.5% -0.5% 17.9M -1.03B -5.0M 0.63 2.43 N/A N/A 389,528 244,384 1,852,992 2,019,840
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