TQQQ Options History — July 2021 In July 2021, TQQQ traded between $30.11 and $34.21. ATM implied volatility averaged 51.6%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 17.5% (HV 20d: 34.1%). Max pain ranged from $26.75 to $30.75. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.85.
Notable Days 2021-07-23 : Highest Volume — 672,652 contracts2021-07-20 : Largest IV drop — 16.7% change2021-07-19 : Highest IV Rank — 25.7%2021-07-19 : Largest Expected Move — 18.2%Monthly Statistics Metric Avg Min Max Open Close Price $32.44 $30.11 $34.21 $30.56 $33.10 Max Pain $29.36 $26.75 $30.75 $26.75 $30.75 ATM IV 51.6% 44.8% 63.5% 48.7% 50.8% Expected Move 14.5% 11.2% 18.2% 12.8% 13.8% HV 20d 34.1% 27.2% 42.7% 29.9% 42.7% HV 60d 46.6% 45.1% 47.9% 47.2% 45.5% IV Rank 9.0% 0.0% 25.7% 4.5% 8.4% IV Percentile 8.2% 0.0% 28.2% 3.2% 8.3% Term Structure 1.2% -0.7% 2.6% 1.0% 1.7% VWIV 54.3% 42.4% 66.1% 46.5% 49.5% Skew 25d 16.4% 8.7% 22.7% 14.3% 16.9% Skew 10d 32.0% 23.5% 42.1% 31.7% 34.6% Call IV 25d 44.5% 38.1% 52.6% 42.6% 43.2% Put IV 25d 60.9% 53.4% 74.8% 56.9% 60.1% Bid-Ask Spread % 4.28 2.22 12.07 3.33 5.13 Gamma HHI 0.08 0.03 0.30 0.07 0.09 Net GEX 30.9M -4.5M 58.5M 37.7M 37.0M Net DEX -1.61B -2.27B -863.8M -1.62B -1.54B Net VEX -5.4M -5.7M -4.7M -4.8M -5.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.58 1.08 0.96 0.73 Total Volume 397,170.476 217,208 672,652 284,984 427,372 Total OI 1,840,070.095 1,561,500 2,047,380 1,950,296 1,973,308
Daily Data (21 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 2021-07-01 $30.56 $26.75 48.7% 12.8% 29.9% 4.5% 46.5% 14.3% 1.0% 37.7M -1.62B -4.8M 0.96 3.33 N/A N/A 145,480 139,504 948,512 1,001,784 2021-07-02 $31.68 $27.00 46.2% 11.2% 27.2% 1.0% 42.4% 13.0% 1.3% 58.5M -2.08B -4.7M 1.00 2.96 N/A N/A 295,680 295,372 962,348 1,039,736 2021-07-06 $32.13 $29.00 50.4% 14.6% 27.2% 6.9% 55.5% 14.4% 0.9% 21.9M -1.66B -4.9M 0.98 2.22 N/A N/A 187,532 183,548 814,824 833,748 2021-07-07 $32.31 $28.75 52.1% 15.0% 27.2% 9.5% 56.5% 8.7% 0.3% 28.0M -1.72B -5.0M 0.71 5.05 N/A N/A 178,116 127,072 888,116 894,700 2021-07-08 $31.52 $28.75 58.1% 16.8% 29.7% 18.0% 62.6% 17.9% 2.5% 16.8M -1.44B -5.2M 1.00 2.83 N/A N/A 231,732 232,784 922,228 928,972 2021-07-09 $32.30 $28.75 51.5% 14.9% 29.6% 8.6% 58.5% 14.3% 0.6% 53.0M -1.79B -5.3M 1.00 3.79 N/A N/A 251,008 252,148 970,540 1,004,276 2021-07-12 $32.62 $28.75 51.0% 14.8% 29.6% 7.9% 54.5% 14.1% 0.6% 25.8M -1.63B -5.3M 1.05 2.93 N/A N/A 130,008 136,648 857,652 847,024 2021-07-13 $32.77 $28.75 53.3% 15.5% 29.1% 11.0% 55.7% 14.9% 0.6% 25.2M -1.67B -5.2M 0.89 2.52 N/A N/A 210,700 186,660 893,796 902,616 2021-07-14 $33.02 $29.00 51.2% 15.2% 28.4% 8.1% 58.0% 15.6% 2.5% 33.2M -1.73B -5.4M 0.81 3.41 N/A N/A 180,108 145,792 934,444 947,792 2021-07-15 $32.06 $29.50 52.7% 14.9% 31.0% 10.3% 56.1% 16.1% -0.5% 14.7M -1.37B -5.3M 0.58 3.01 N/A N/A 325,236 189,444 957,416 988,552 2021-07-16 $31.36 $29.50 55.1% 15.8% 30.6% 13.7% 58.4% 18.1% 0.1% -4.5M -1.17B -5.4M 0.66 4.65 N/A N/A 284,960 187,848 1,025,996 1,021,384 2021-07-19 $30.11 $30.00 63.5% 18.2% 33.5% 25.7% 66.1% 22.2% 0.3% 1.7M -863.8M -5.6M 0.91 7.43 N/A N/A 213,632 194,732 859,224 785,668 2021-07-20 $31.96 $30.00 52.9% 15.2% 38.9% 10.5% 56.8% 19.2% 2.3% 24.3M -1.38B -5.7M 0.68 3.63 N/A N/A 198,012 135,552 922,472 851,356 2021-07-21 $32.15 $30.00 50.0% 14.3% 37.8% 6.4% 54.8% 18.5% 2.5% 37.5M -1.46B -5.7M 0.85 2.93 N/A N/A 117,368 99,840 966,460 885,184 2021-07-22 $32.95 $30.00 48.9% 13.9% 38.3% 4.8% 53.3% 18.3% 2.6% 58.1M -1.78B -5.6M 1.08 3.25 N/A N/A 171,164 184,532 999,204 906,724 2021-07-23 $34.21 $30.00 44.8% 12.7% 39.7% 0.0% 48.2% 14.3% -0.7% 55.2M -2.27B -5.6M 0.67 4.28 N/A N/A 402,500 270,152 1,022,992 938,460 2021-07-26 $34.17 $30.00 49.2% 13.4% 39.6% 6.1% 50.6% 16.1% 1.8% 25.3M -1.76B -5.4M 1.02 3.84 N/A N/A 128,596 130,924 830,132 731,368 2021-07-27 $32.86 $30.00 54.6% 15.2% 41.4% 13.9% 55.3% 18.9% 1.2% 22.2M -1.45B -5.7M 0.78 6.68 N/A N/A 304,900 238,868 907,264 779,264 2021-07-28 $33.69 $30.50 49.8% 13.5% 42.0% 7.1% 50.2% 22.7% 1.2% 30.2M -1.67B -5.7M 0.58 12.07 N/A N/A 222,356 128,932 947,612 824,596 2021-07-29 $33.78 $30.75 48.8% 13.1% 41.9% 5.6% 50.0% 16.7% 2.1% 47.0M -1.83B -5.7M 0.84 4.01 N/A N/A 148,604 125,164 1,022,576 901,152 2021-07-30 $33.10 $30.75 50.8% 13.8% 42.7% 8.4% 49.5% 16.9% 1.7% 37.0M -1.54B -5.6M 0.73 5.13 N/A N/A 247,196 180,176 1,050,616 922,692
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