TQQQ Options History — June 2021 In June 2021, TQQQ traded between $24.68 and $30.74. ATM implied volatility averaged 50.2%, placing in the 3.8% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 5.8% (HV 20d: 44.4%). Max pain ranged from $21.88 to $26.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.83.
Notable Days 2021-06-04 : Highest Volume — 646,312 contracts2021-06-18 : Largest IV spike — 14.2% change2021-06-18 : Highest IV Rank — 11.0%2021-06-03 : Largest Expected Move — 16.5%Monthly Statistics Metric Avg Min Max Open Close Price $27.72 $24.68 $30.74 $25.44 $30.74 Max Pain $25.08 $21.88 $26.50 $21.88 $26.50 ATM IV 50.2% 45.5% 56.8% 55.0% 48.9% Expected Move 14.1% 12.2% 16.5% 15.6% 12.2% HV 20d 44.4% 31.9% 64.2% 64.2% 32.7% HV 60d 51.9% 47.1% 60.7% 60.7% 47.1% IV Rank 3.8% 0.0% 11.0% 4.7% 4.8% IV Percentile 1.4% 0.0% 4.0% 1.2% 3.6% Term Structure 1.2% -0.8% 3.1% -0.1% 1.0% VWIV 53.8% 47.2% 61.3% 57.4% 47.2% Skew 25d 14.6% 11.8% 17.6% 16.6% 14.0% Skew 10d 28.5% 23.5% 33.4% 29.6% 25.8% Call IV 25d 44.3% 40.4% 48.6% 48.4% 43.7% Put IV 25d 58.9% 52.8% 66.3% 65.0% 57.7% Bid-Ask Spread % 5.60 2.39 18.18 5.28 6.15 Gamma HHI 0.08 0.03 0.24 0.04 0.08 Net GEX 34.1M -672.9K 61.8M 15.4M 36.5M Net DEX -1.36B -1.74B -700.3M -958.7M -1.68B Net VEX -4.9M -5.1M -4.6M -4.9M -4.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.47 1.45 1.45 0.92 Total Volume 369,566.364 223,460 646,312 296,088 223,460 Total OI 2,132,357.273 1,692,356 2,484,584 2,023,008 1,884,260
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 2021-06-01 $25.44 $21.88 55.0% 15.6% 64.2% 4.7% 57.4% 16.6% -0.1% 15.4M -958.7M -4.9M 1.45 5.28 N/A N/A 120,972 175,116 1,044,280 978,728 2021-06-02 $25.41 $21.88 54.8% 14.8% 58.6% 4.4% 50.9% 17.0% -0.8% 13.5M -918.2M -5.0M 0.47 10.35 N/A N/A 203,580 94,892 1,080,848 1,085,196 2021-06-03 $24.68 $24.25 56.8% 16.5% 59.5% 7.5% 61.2% 17.6% 0.2% -672.9K -700.3M -5.0M 0.52 4.15 N/A N/A 258,164 133,936 1,116,384 1,114,964 2021-06-04 $26.02 $24.50 51.3% 15.1% 62.5% 0.0% 55.2% 14.7% -0.3% 59.0M -1.30B -5.0M 0.66 3.13 N/A N/A 389,260 257,052 1,162,968 1,156,224 2021-06-07 $26.11 $25.00 52.2% 15.4% 60.8% 1.4% 56.7% 15.4% 1.7% 22.0M -1.15B -5.0M 1.38 2.39 N/A N/A 111,020 153,492 1,060,588 1,059,900 2021-06-08 $26.27 $25.00 52.1% 15.3% 54.7% 1.3% 57.0% 14.4% 1.1% 29.0M -1.21B -5.1M 0.83 5.15 N/A N/A 157,632 130,536 1,108,572 1,136,036 2021-06-09 $26.29 $25.00 53.9% 15.7% 54.2% 4.0% 61.3% 15.7% 1.2% 27.5M -1.18B -5.1M 0.92 3.68 N/A N/A 119,848 110,108 1,125,468 1,181,812 2021-06-10 $26.98 $25.00 48.6% 14.2% 46.6% 0.0% 58.5% 12.6% 1.3% 52.2M -1.46B -4.9M 1.05 3.52 N/A N/A 201,004 211,484 1,136,724 1,220,228 2021-06-11 $27.16 $25.00 45.5% 13.3% 46.0% 0.0% 56.3% 12.5% 1.7% 61.8M -1.55B -4.9M 0.67 5.00 N/A N/A 281,728 189,292 1,176,836 1,273,092 2021-06-14 $27.81 $25.25 48.9% 14.2% 43.7% 4.9% 53.4% 13.0% 0.6% 32.0M -1.49B -4.8M 0.73 5.74 N/A N/A 168,688 122,672 1,039,712 1,157,160 2021-06-15 $27.55 $25.00 51.1% 14.7% 42.6% 7.9% 53.8% 14.1% 0.5% 29.5M -1.37B -4.9M 0.87 6.45 N/A N/A 145,832 126,936 1,087,368 1,194,876 2021-06-16 $27.36 $25.25 51.3% 14.7% 42.8% 8.2% 56.4% 14.7% 1.9% 29.4M -1.29B -5.0M 0.62 18.18 N/A N/A 237,948 148,260 1,124,796 1,239,184 2021-06-17 $28.43 $25.25 46.6% 13.2% 42.3% 1.5% 52.9% 13.6% 3.1% 46.2M -1.74B -4.9M 0.84 5.41 N/A N/A 308,260 257,924 1,154,936 1,270,552 2021-06-18 $27.84 $25.25 53.2% 15.3% 36.7% 11.0% 56.4% 17.3% 0.1% 36.8M -1.45B -4.9M 0.72 8.66 N/A N/A 337,364 241,388 1,167,820 1,316,764 2021-06-21 $28.02 $25.50 50.8% 14.2% 35.2% 7.5% 52.0% 15.9% 1.9% 21.5M -1.14B -4.8M 0.81 3.50 N/A N/A 163,816 133,392 834,896 886,812 2021-06-22 $28.93 $25.50 46.7% 13.0% 32.0% 1.7% 50.8% 15.0% 2.3% 37.6M -1.43B -4.8M 0.72 2.73 N/A N/A 213,216 154,272 899,848 939,292 2021-06-23 $28.95 $26.00 46.5% 12.9% 31.9% 1.4% 51.4% 14.5% 2.4% 48.8M -1.49B -4.7M 0.87 2.51 N/A N/A 170,508 148,376 958,172 976,112 2021-06-24 $29.45 $26.00 46.7% 13.1% 32.1% 1.7% 48.3% 13.1% 1.9% 61.6M -1.69B -4.7M 1.02 3.95 N/A N/A 220,860 224,880 984,304 999,440 2021-06-25 $29.30 $26.25 46.5% 12.6% 32.0% 1.3% 48.9% 11.8% 3.1% 31.2M -1.56B -4.9M 0.65 2.77 N/A N/A 249,700 161,320 1,023,560 1,069,752 2021-06-28 $30.39 $26.25 47.9% 12.7% 33.6% 3.4% 48.7% 13.3% 0.6% 27.7M -1.57B -4.8M 0.72 3.11 N/A N/A 229,056 163,880 837,032 855,324 2021-06-29 $30.73 $26.25 48.8% 12.3% 32.7% 4.6% 48.1% 13.9% 1.0% 31.7M -1.67B -4.6M 0.87 11.41 N/A N/A 149,456 129,880 873,192 917,848 2021-06-30 $30.74 $26.50 48.9% 12.2% 32.7% 4.8% 47.2% 14.0% 1.0% 36.5M -1.68B -4.9M 0.92 6.15 N/A N/A 116,392 107,068 916,660 967,600
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