TQQQ Options History — October 2020 In October 2020, TQQQ traded between $14.39 and $19.49. ATM implied volatility averaged 98.7%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 28.3%. IV traded above realized volatility by 16.8% (HV 20d: 81.9%). Max pain ranged from $15.00 to $16.25. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.68.
Notable Days 2020-10-30 : Highest Volume — 1,147,368 contracts2020-10-28 : Largest IV spike — 15.1% change2020-10-28 : Highest IV Rank — 42.7%2020-10-28 : Largest Expected Move — 34.2%Monthly Statistics Metric Avg Min Max Open Close Price $17.16 $14.39 $19.49 $17.02 $14.39 Max Pain $15.72 $15.00 $16.25 $15.25 $15.75 ATM IV 98.7% 88.9% 112.0% 93.7% 111.4% Expected Move 28.3% 24.4% 34.2% 24.4% 34.2% HV 20d 81.9% 67.4% 115.0% 115.0% 86.3% HV 60d 83.9% 81.3% 88.9% 81.3% 88.9% IV Rank 35.6% 30.2% 42.7% 32.9% 42.4% IV Percentile 78.3% 67.5% 87.7% 75.8% 87.3% Term Structure -0.8% -4.1% 8.5% 8.5% -2.0% VWIV 99.0% 86.3% 114.6% 86.3% 112.9% Skew 25d 24.2% 20.0% 31.4% 22.2% 29.7% Skew 10d 40.5% 34.9% 51.6% 38.2% 49.4% Call IV 25d 84.9% 77.1% 95.6% 79.5% 93.9% Put IV 25d 109.1% 99.0% 127.0% 101.7% 123.5% Bid-Ask Spread % 7.02 1.71 17.19 3.85 17.19 Gamma HHI 0.06 0.03 0.18 0.05 0.11 Net GEX 13.2M -4.1M 47.2M 28.6M -4.1M Net DEX -1.18B -1.93B -205.2M -1.50B -205.2M Net VEX -5.1M -5.3M -4.6M -5.1M -4.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.52 0.89 0.73 0.77 Total Volume 748,504.364 435,552 1,147,368 598,736 1,147,368 Total OI 2,898,270.909 2,459,640 3,159,624 2,937,680 3,152,784
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 2020-10-01 $17.02 $15.25 93.7% 24.4% 115.0% 32.9% 86.3% 22.2% 8.5% 28.6M -1.50B -5.1M 0.73 3.85 N/A N/A 345,600 253,136 1,766,392 1,171,288 2020-10-02 $15.90 $15.50 97.7% 25.1% 98.9% 35.0% 87.8% 20.0% 7.6% 14.2M -937.9M -4.9M 0.67 2.46 N/A N/A 683,952 461,136 1,820,136 1,240,088 2020-10-05 $16.68 $15.63 98.3% 28.6% 100.7% 35.3% 97.0% 24.4% -0.3% 12.2M -1.17B -5.1M 0.60 1.71 N/A N/A 395,296 236,712 1,562,464 1,062,352 2020-10-06 $15.79 $15.63 104.5% 29.8% 85.5% 38.7% 102.9% 22.0% -0.4% 8.6M -882.6M -5.0M 0.75 2.10 N/A N/A 411,040 308,104 1,687,704 1,126,664 2020-10-07 $16.69 $15.63 100.9% 28.5% 83.2% 36.7% 98.0% 26.0% -0.8% 19.1M -1.22B -5.1M 0.60 1.90 N/A N/A 287,704 172,736 1,734,584 1,215,360 2020-10-08 $16.86 $15.63 96.3% 27.6% 80.4% 34.2% 100.5% 23.6% 0.3% 28.0M -1.31B -5.0M 0.72 1.78 N/A N/A 253,752 181,800 1,777,608 1,245,392 2020-10-09 $17.60 $15.00 88.9% 25.5% 80.1% 30.2% 93.5% 21.9% -0.3% 47.2M -1.73B -5.0M 0.66 3.63 N/A N/A 567,624 375,480 1,824,776 1,279,544 2020-10-12 $19.32 $15.63 95.2% 26.7% 83.5% 33.7% 96.5% 23.2% -0.5% 19.0M -1.92B -5.1M 0.53 2.25 N/A N/A 728,936 383,016 1,591,496 1,060,944 2020-10-13 $19.49 $15.63 96.9% 27.1% 83.2% 34.6% 97.5% 20.6% -2.1% 18.8M -1.93B -5.2M 0.64 2.30 N/A N/A 396,640 253,440 1,683,648 1,177,608 2020-10-14 $18.99 $15.75 97.2% 27.2% 83.2% 34.7% 96.6% 21.1% -2.5% 16.1M -1.72B -5.3M 0.69 2.56 N/A N/A 523,080 363,528 1,730,392 1,253,024 2020-10-15 $18.49 $15.75 96.2% 27.2% 79.0% 34.2% 98.0% 21.2% -1.6% 11.1M -1.52B -5.2M 0.52 2.03 N/A N/A 466,104 243,248 1,776,480 1,303,568 2020-10-16 $18.39 $15.75 96.3% 27.1% 78.2% 34.2% 97.0% 23.5% -1.8% 18.0M -1.48B -5.1M 0.73 2.80 N/A N/A 485,984 355,336 1,801,544 1,358,080 2020-10-19 $17.23 $15.75 100.8% 28.7% 82.6% 36.7% 98.7% 23.9% -1.7% 6.6M -1.02B -5.0M 0.60 7.24 N/A N/A 457,608 275,160 1,449,648 1,009,992 2020-10-20 $17.55 $16.25 97.6% 27.9% 79.1% 34.9% 96.2% 23.6% -4.1% 6.7M -1.08B -5.1M 0.68 12.09 N/A N/A 330,960 224,216 1,566,656 1,147,424 2020-10-21 $17.40 $16.25 96.7% 27.7% 69.8% 34.5% 96.3% 23.9% -4.1% 3.9M -1.04B -5.1M 0.89 12.28 N/A N/A 280,976 249,032 1,625,056 1,220,712 2020-10-22 $17.33 $16.25 93.7% 27.0% 70.0% 32.8% 92.3% 22.9% -3.1% 3.2M -1.02B -5.1M 0.60 10.21 N/A N/A 493,384 297,688 1,695,768 1,266,048 2020-10-23 $17.35 $15.75 91.4% 26.4% 67.4% 31.6% 91.0% 23.3% -3.0% 15.6M -1.05B -5.1M 0.80 11.60 N/A N/A 393,304 313,736 1,743,416 1,302,320 2020-10-26 $16.41 $15.75 103.5% 30.6% 68.0% 38.1% 107.3% 26.1% 0.2% 5.5M -854.4M -4.9M 0.67 13.06 N/A N/A 488,552 326,432 1,495,160 1,060,400 2020-10-27 $17.08 $15.75 97.3% 28.9% 69.3% 34.8% 102.8% 27.6% -1.1% 9.3M -1.06B -5.1M 0.71 12.87 N/A N/A 273,128 193,632 1,611,520 1,205,904 2020-10-28 $15.35 $15.75 112.0% 34.2% 79.1% 42.7% 114.6% 31.4% -2.6% -641.3K -527.2M -4.9M 0.71 15.59 N/A N/A 533,904 381,600 1,662,432 1,227,312 2020-10-29 $16.12 $15.75 105.7% 32.0% 80.0% 39.3% 113.5% 30.1% -1.4% 3.8M -800.0M -5.1M 0.58 12.86 N/A N/A 426,848 246,184 1,748,240 1,320,032 2020-10-30 $14.39 $15.75 111.4% 34.2% 86.3% 42.4% 112.9% 29.7% -2.0% -4.1M -205.2M -4.6M 0.77 17.19 N/A N/A 648,200 499,168 1,817,760 1,335,024
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