TQQQ Options History — July 2020 In July 2020, TQQQ traded between $12.79 and $15.22. ATM implied volatility averaged 84.0%, placing in the 27.6% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 20.6% (HV 20d: 63.4%). Max pain ranged from $10.75 to $13.75. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.74.
Notable Days 2020-07-24 : Highest Volume — 1,543,800 contracts2020-07-13 : Largest IV spike — 18.7% change2020-07-14 : Highest IV Rank — 34.7%2020-07-14 : Largest Expected Move — 28.1%Monthly Statistics Metric Avg Min Max Open Close Price $14.04 $12.79 $15.22 $12.79 $14.75 Max Pain $12.95 $10.75 $13.75 $10.75 $13.75 ATM IV 84.0% 73.6% 97.1% 76.4% 76.3% Expected Move 23.7% 18.9% 28.1% 19.6% 21.3% HV 20d 63.4% 49.5% 78.4% 78.4% 62.5% HV 60d 69.1% 64.5% 75.1% 74.7% 64.7% IV Rank 27.6% 22.0% 34.7% 23.5% 23.5% IV Percentile 74.1% 61.9% 84.1% 70.2% 61.9% Term Structure -0.5% -4.4% 3.6% 0.5% 3.6% VWIV 85.9% 65.1% 101.4% 73.1% 75.4% Skew 25d 23.1% 15.2% 25.9% 25.0% 22.5% Skew 10d 41.7% 30.7% 49.3% 49.2% 49.3% Call IV 25d 72.5% 63.2% 88.0% 63.5% 64.5% Put IV 25d 95.6% 82.3% 113.1% 88.4% 86.9% Bid-Ask Spread % 3.80 1.74 7.38 3.22 5.22 Gamma HHI 0.06 0.04 0.09 0.07 0.08 Net GEX 15.8M -11.7M 35.8M 22.3M 35.8M Net DEX -1.31B -1.83B -607.7M -1.34B -1.57B Net VEX -5.0M -5.2M -4.8M -4.9M -5.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.46 1.16 0.65 0.78 Total Volume 874,416 489,736 1,543,800 751,552 1,432,768 Total OI 4,008,789.455 3,353,752 4,484,032 4,002,192 4,484,032
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 2020-07-01 $12.79 $10.75 76.4% 19.6% 78.4% 23.5% 73.1% 25.0% 0.5% 22.3M -1.34B -4.9M 0.65 3.22 N/A N/A 454,752 296,800 1,897,256 2,104,936 2020-07-02 $13.01 $11.00 73.6% 18.9% 76.7% 22.0% 65.1% 21.8% 0.2% 23.1M -1.46B -4.8M 0.66 4.33 N/A N/A 632,688 416,888 1,910,808 2,213,176 2020-07-06 $13.80 $11.75 78.5% 22.1% 76.6% 24.6% 88.3% 15.2% -1.2% 14.9M -1.41B -4.9M 0.71 1.74 N/A N/A 535,520 377,608 1,706,216 1,938,496 2020-07-07 $13.73 $11.88 82.2% 23.3% 76.7% 26.6% 83.7% 22.6% -0.1% 14.9M -1.37B -4.9M 0.71 1.82 N/A N/A 364,944 259,152 1,758,640 2,032,392 2020-07-08 $14.02 $11.88 82.9% 23.3% 76.3% 27.0% 89.0% 21.9% -1.5% 17.8M -1.47B -5.0M 0.73 1.93 N/A N/A 336,448 246,832 1,816,216 2,093,352 2020-07-09 $14.42 $13.13 86.4% 24.2% 75.9% 28.9% 88.1% 25.4% -4.2% 22.2M -1.67B -5.1M 0.87 2.75 N/A N/A 479,600 416,616 1,879,696 2,180,896 2020-07-10 $14.72 $13.13 81.7% 23.2% 49.5% 26.4% 90.8% 25.9% 3.1% 24.3M -1.83B -5.0M 0.81 2.87 N/A N/A 499,624 403,072 1,909,320 2,255,016 2020-07-13 $14.16 $13.13 97.0% 27.1% 52.6% 34.6% 99.6% 25.5% -1.5% 13.3M -1.36B -5.0M 0.65 3.10 N/A N/A 655,568 424,824 1,729,528 2,003,280 2020-07-14 $13.97 $13.00 97.1% 28.1% 53.1% 34.7% 101.4% 23.3% 0.6% 11.6M -1.24B -5.1M 0.56 2.37 N/A N/A 655,168 369,848 1,862,360 2,124,568 2020-07-15 $14.23 $13.00 95.3% 26.3% 51.3% 33.7% 96.2% 25.3% -4.4% 18.2M -1.39B -5.2M 0.59 2.39 N/A N/A 454,344 266,304 2,000,088 2,199,648 2020-07-16 $13.94 $13.00 90.3% 25.6% 52.4% 31.0% 89.3% 21.1% -1.6% 18.3M -1.28B -5.0M 0.76 5.14 N/A N/A 446,504 337,272 2,092,672 2,260,192 2020-07-17 $14.02 $13.00 81.5% 23.4% 52.3% 26.3% 82.3% 22.6% -0.4% 17.6M -1.30B -4.9M 0.83 5.40 N/A N/A 464,520 384,040 2,145,760 2,332,896 2020-07-20 $15.22 $13.00 79.6% 22.7% 58.4% 25.2% 82.7% 20.6% 0.2% 15.8M -1.50B -4.9M 0.72 4.18 N/A N/A 500,120 358,392 1,653,480 1,700,272 2020-07-21 $14.77 $13.75 82.7% 23.7% 60.0% 26.9% 91.8% 22.4% 0.6% 15.4M -1.36B -5.1M 0.93 3.00 N/A N/A 473,808 442,584 1,795,488 1,872,528 2020-07-22 $14.83 $13.75 79.7% 22.8% 59.3% 25.3% 89.1% 21.5% 1.8% 17.3M -1.38B -5.2M 0.81 4.35 N/A N/A 307,000 249,568 1,876,712 1,992,864 2020-07-23 $13.69 $13.75 84.3% 24.3% 63.2% 27.8% 83.2% 24.5% -3.4% 1.4M -853.2M -5.0M 0.59 5.06 N/A N/A 726,424 429,376 1,921,320 2,064,264 2020-07-24 $13.23 $13.75 87.1% 24.9% 64.9% 29.3% 85.6% 24.5% 0.5% -11.7M -607.7M -5.0M 0.76 4.90 N/A N/A 877,160 666,640 2,013,560 2,171,328 2020-07-27 $14.02 $13.75 83.5% 23.9% 64.1% 27.4% 83.9% 23.6% -1.2% 11.2M -1.10B -5.2M 0.46 4.63 N/A N/A 488,952 224,192 1,891,768 1,934,800 2020-07-28 $13.57 $13.50 85.2% 24.6% 65.9% 28.3% 84.9% 23.5% -0.9% 11.8M -961.0M -5.1M 0.72 3.53 N/A N/A 283,936 205,800 2,011,552 1,994,432 2020-07-29 $13.96 $13.63 81.9% 23.4% 63.4% 26.5% 81.8% 24.3% -1.2% 15.4M -1.12B -5.2M 0.82 4.25 N/A N/A 270,480 222,376 2,053,352 2,078,048 2020-07-30 $14.13 $13.63 85.0% 24.0% 61.1% 28.2% 85.3% 25.4% -1.4% 17.5M -1.21B -5.2M 1.16 7.38 N/A N/A 415,848 482,792 2,092,976 2,143,184 2020-07-31 $14.75 $13.75 76.3% 21.3% 62.5% 23.5% 75.4% 22.5% 3.6% 35.8M -1.57B -5.2M 0.78 5.22 N/A N/A 805,128 627,640 2,142,072 2,341,960
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