TQQQ Options History — March 2021 In March 2021, TQQQ traded between $19.48 and $24.19. ATM implied volatility averaged 77.4%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded below realized volatility by 4.4% (HV 20d: 81.7%). Max pain ranged from $21.25 to $22.50. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.67.
Notable Days 2021-03-05 : Highest Volume — 1,077,208 contracts2021-03-18 : Largest IV spike — 15.0% change2021-03-04 : Highest IV Rank — 21.1%2021-03-04 : Largest Expected Move — 26.1%Monthly Statistics Metric Avg Min Max Open Close Price $22.03 $19.48 $24.19 $24.19 $22.93 Max Pain $22.31 $21.25 $22.50 $21.88 $22.50 ATM IV 77.4% 61.1% 94.0% 72.3% 61.1% Expected Move 22.2% 18.0% 26.1% 20.5% 18.0% HV 20d 81.7% 58.3% 93.8% 62.2% 78.6% HV 60d 66.8% 56.4% 71.2% 56.4% 71.2% IV Rank 11.8% 0.4% 21.1% 7.3% 0.4% IV Percentile 36.3% 0.4% 69.0% 23.0% 0.4% Term Structure -0.1% -5.8% 4.0% -0.2% -0.2% VWIV 77.3% 65.0% 87.2% 71.6% 65.0% Skew 25d 23.1% 16.3% 33.9% 24.8% 16.7% Skew 10d 39.4% 25.5% 58.8% 48.0% 28.6% Call IV 25d 66.7% 58.0% 76.9% 61.9% 58.0% Put IV 25d 89.8% 74.7% 110.8% 86.7% 74.7% Bid-Ask Spread % 11.69 3.42 31.72 10.04 6.83 Gamma HHI 0.05 0.03 0.11 0.05 0.04 Net GEX 10.4M -9.2M 29.2M 11.4M 25.4M Net DEX -667.4M -1.19B 883.8K -968.6M -973.1M Net VEX -5.4M -5.8M -4.9M -5.5M -5.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.40 1.10 0.62 0.71 Total Volume 577,374.783 239,260 1,077,208 482,056 515,136 Total OI 2,347,586.435 1,957,684 2,803,500 2,049,696 2,136,480
Daily Data (23 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 2021-03-01 $24.19 $21.88 72.3% 20.5% 62.2% 7.3% 71.6% 24.8% -0.2% 11.4M -968.6M -5.5M 0.62 10.04 N/A N/A 297,440 184,616 1,084,668 965,028 2021-03-02 $23.39 $21.88 77.1% 22.2% 58.3% 10.4% 77.1% 26.2% 0.9% 10.8M -780.1M -5.4M 0.61 17.59 N/A N/A 228,344 139,768 1,162,088 980,460 2021-03-03 $21.43 $21.88 86.3% 25.8% 62.7% 16.2% 84.4% 28.5% 1.3% -2.1M -277.4M -5.0M 0.55 19.76 N/A N/A 464,368 256,904 1,203,704 1,017,328 2021-03-04 $19.95 $22.50 94.0% 26.1% 66.5% 21.1% 87.2% 33.9% -1.6% -5.2M 883.8K -4.9M 0.64 19.78 N/A N/A 655,680 421,496 1,292,336 1,064,072 2021-03-05 $21.07 $22.50 85.1% 23.4% 70.0% 15.4% 82.3% 29.1% -4.7% 5.0M -247.0M -5.2M 0.69 14.76 N/A N/A 638,848 438,360 1,421,920 1,140,720 2021-03-08 $19.48 $22.50 93.2% 25.0% 73.3% 20.6% 86.6% 26.4% -5.8% -574.4K -138.7M -4.9M 0.75 11.81 N/A N/A 375,832 281,380 1,228,776 1,075,244 2021-03-09 $21.52 $22.50 83.4% 23.9% 83.3% 14.3% 79.7% 28.7% -0.2% 11.0M -645.7M -5.5M 0.40 4.73 N/A N/A 471,136 190,248 1,323,520 1,148,572 2021-03-10 $21.37 $22.50 84.0% 23.8% 82.9% 14.7% 75.8% 33.1% -1.5% 11.6M -594.8M -5.5M 0.80 8.15 N/A N/A 347,192 279,036 1,381,420 1,187,148 2021-03-11 $22.78 $21.25 77.6% 22.5% 87.1% 10.7% 76.3% 23.2% 0.8% 28.7M -1.09B -5.8M 0.56 3.42 N/A N/A 366,512 203,456 1,423,684 1,294,728 2021-03-12 $22.11 $22.50 80.3% 22.7% 87.0% 12.4% 78.6% 24.0% -2.0% 18.3M -766.9M -5.6M 0.59 3.65 N/A N/A 404,848 240,728 1,464,288 1,327,392 2021-03-15 $22.64 $21.25 76.2% 21.9% 87.3% 9.8% 76.8% 22.0% -0.5% 14.8M -893.9M -5.6M 0.78 5.78 N/A N/A 195,924 153,440 1,299,344 1,096,300 2021-03-16 $23.33 $22.50 74.0% 21.2% 88.4% 8.4% 76.3% 22.0% 1.6% 24.0M -1.16B -5.7M 0.49 7.41 N/A N/A 379,136 186,496 1,361,752 1,141,980 2021-03-17 $23.43 $22.50 73.6% 21.1% 88.5% 8.1% 77.7% 24.2% 4.0% 29.2M -1.19B -5.7M 0.66 31.72 N/A N/A 293,204 192,560 1,410,316 1,167,600 2021-03-18 $21.40 $22.50 84.7% 24.3% 93.3% 15.1% 83.4% 21.9% -0.5% 4.7M -517.9M -5.4M 0.50 10.91 N/A N/A 467,768 233,512 1,424,972 1,208,444 2021-03-19 $21.73 $22.50 77.8% 22.5% 93.8% 14.3% 79.5% 18.3% -1.4% 9.2M -620.4M -5.5M 0.56 10.14 N/A N/A 480,172 270,476 1,535,620 1,267,880 2021-03-22 $22.84 $22.50 70.6% 20.3% 92.5% 9.1% 72.7% 17.0% 1.0% 14.7M -899.2M -5.5M 0.57 4.70 N/A N/A 282,460 160,740 1,103,084 869,992 2021-03-23 $22.44 $22.50 73.0% 21.2% 92.6% 11.5% 74.0% 18.4% 0.6% 18.2M -820.5M -5.5M 0.84 7.90 N/A N/A 180,684 152,368 1,185,876 897,476 2021-03-24 $21.58 $22.50 75.5% 22.1% 93.3% 14.1% 77.6% 19.1% 2.4% 8.5M -560.7M -5.3M 0.80 6.47 N/A N/A 248,344 198,884 1,210,160 907,232 2021-03-25 $21.37 $22.50 73.6% 21.6% 86.5% 12.3% 76.2% 17.4% 1.1% -3.8M -397.9M -5.2M 0.58 13.40 N/A N/A 373,188 214,688 1,227,628 1,006,900 2021-03-26 $21.71 $22.50 68.3% 19.9% 85.3% 7.6% 71.1% 16.3% -0.5% -9.2M -529.7M -5.2M 0.70 17.47 N/A N/A 360,924 254,008 1,266,840 1,035,428 2021-03-29 $22.09 $22.50 68.2% 20.8% 83.4% 7.5% 73.9% 20.2% 3.5% 8.4M -680.2M -5.2M 1.10 19.12 N/A N/A 171,260 188,796 1,083,368 874,316 2021-03-30 $21.82 $22.50 69.4% 20.1% 82.8% 9.9% 73.2% 19.7% -0.4% 5.7M -596.9M -5.2M 0.80 13.37 N/A N/A 132,900 106,360 1,135,240 953,164 2021-03-31 $22.93 $22.50 61.1% 18.0% 78.6% 0.4% 65.0% 16.7% -0.2% 25.4M -973.1M -5.3M 0.71 6.83 N/A N/A 301,368 213,768 1,159,116 977,364
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