TQQQ Options History — August 2021 In August 2021, TQQQ traded between $32.81 and $37.55. ATM implied volatility averaged 47.4%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 13.0% (HV 20d: 34.4%). Max pain ranged from $24.75 to $31.25. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.93.
Notable Days 2021-08-27 : Highest Volume — 592,096 contracts2021-08-27 : Largest IV drop — 14.7% change2021-08-18 : Highest IV Rank — 17.8%2021-08-18 : Largest Expected Move — 16.1%Monthly Statistics Metric Avg Min Max Open Close Price $34.55 $32.81 $37.55 $33.09 $37.40 Max Pain $26.96 $24.75 $31.25 $30.75 $28.75 ATM IV 47.4% 41.3% 56.2% 52.7% 43.0% Expected Move 13.3% 10.5% 16.1% 14.2% 11.0% HV 20d 34.4% 27.1% 41.3% 41.0% 30.1% HV 60d 36.7% 33.1% 45.5% 45.5% 33.2% IV Rank 5.2% 0.0% 17.8% 11.1% 2.3% IV Percentile 5.6% 0.0% 23.0% 12.7% 0.8% Term Structure 1.5% 0.0% 3.1% 0.2% 1.5% VWIV 49.7% 38.3% 58.6% 51.5% 43.2% Skew 25d 17.6% 14.4% 23.8% 18.2% 16.0% Skew 10d 35.0% 29.5% 44.8% 35.7% 33.3% Call IV 25d 40.0% 34.1% 45.5% 45.3% 37.8% Put IV 25d 57.6% 50.8% 68.8% 63.5% 53.7% Bid-Ask Spread % 9.73 3.47 29.24 5.70 8.00 Gamma HHI 0.10 0.04 0.22 0.05 0.13 Net GEX 39.6M 8.6M 82.7M 19.8M 42.7M Net DEX -1.74B -2.41B -1.19B -1.42B -2.25B Net VEX -5.5M -5.7M -5.1M -5.7M -5.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.93 0.64 1.47 1.19 0.95 Total Volume 362,014.727 226,236 592,096 287,660 266,320 Total OI 1,795,496.545 1,598,000 2,001,540 1,598,000 1,732,556
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 2021-08-02 $33.09 $30.75 52.7% 14.2% 41.0% 11.1% 51.5% 18.2% 0.2% 19.8M -1.42B -5.7M 1.19 5.70 N/A N/A 131,324 156,336 872,900 725,100 2021-08-03 $33.68 $31.25 48.7% 12.5% 41.2% 5.5% 48.2% 17.2% 1.3% 32.4M -1.61B -5.7M 0.89 6.78 N/A N/A 158,584 140,584 922,292 779,508 2021-08-04 $34.02 $31.25 49.9% 12.3% 41.3% 7.2% 50.1% 16.6% 0.8% 43.4M -1.74B -5.7M 0.90 4.40 N/A N/A 144,488 129,620 960,036 844,476 2021-08-05 $34.45 $24.75 47.2% 14.3% 40.1% 3.4% 54.5% 16.5% 0.7% 61.5M -1.95B -5.7M 0.97 5.22 N/A N/A 159,292 154,724 991,996 878,696 2021-08-06 $34.03 $24.75 45.9% 14.0% 39.8% 1.5% 52.1% 14.4% 0.9% 82.0M -1.86B -5.5M 0.83 9.03 N/A N/A 248,760 207,248 1,019,928 905,360 2021-08-09 $34.30 $25.00 46.2% 13.7% 39.8% 1.8% 55.8% 15.3% 1.7% 27.2M -1.66B -5.4M 1.47 4.89 N/A N/A 91,496 134,740 867,220 758,948 2021-08-10 $33.71 $25.00 48.2% 14.3% 40.4% 4.7% 53.9% 16.2% 1.7% 24.8M -1.49B -5.5M 0.92 5.39 N/A N/A 142,428 131,056 920,044 814,812 2021-08-11 $33.56 $25.00 47.4% 14.0% 40.3% 3.7% 51.7% 16.2% 1.4% 19.4M -1.41B -5.4M 0.67 5.89 N/A N/A 151,992 102,188 947,468 863,200 2021-08-12 $33.98 $25.50 46.0% 13.9% 38.9% 1.7% 51.9% 15.8% 3.1% 35.8M -1.56B -5.6M 0.65 5.07 N/A N/A 177,652 114,816 979,444 905,832 2021-08-13 $34.24 $25.75 43.3% 12.8% 37.8% 0.0% 49.2% 14.4% 1.9% 67.4M -1.74B -5.5M 1.09 3.92 N/A N/A 151,684 165,048 1,006,888 928,824 2021-08-16 $34.18 $26.00 45.6% 13.2% 33.9% 3.1% 50.1% 16.9% 2.8% 30.6M -1.61B -5.4M 0.88 27.79 N/A N/A 226,180 199,468 877,020 779,456 2021-08-17 $33.16 $26.00 52.0% 15.0% 30.0% 12.1% 53.9% 19.2% 1.2% 16.3M -1.32B -5.4M 0.73 8.08 N/A N/A 224,452 164,088 907,476 805,584 2021-08-18 $32.81 $26.25 56.2% 16.1% 30.2% 17.8% 58.6% 20.4% 0.0% 8.6M -1.19B -5.6M 0.64 8.30 N/A N/A 153,784 98,948 971,116 876,280 2021-08-19 $32.97 $26.25 55.3% 15.7% 29.0% 16.6% 54.7% 23.8% 3.0% 9.1M -1.23B -5.6M 0.75 24.37 N/A N/A 270,996 204,108 1,016,500 932,308 2021-08-20 $34.01 $26.50 49.4% 13.9% 27.9% 8.5% 51.1% 20.7% 1.8% 57.9M -1.71B -5.4M 0.87 6.68 N/A N/A 257,912 224,368 1,046,260 955,280 2021-08-23 $35.54 $26.88 45.5% 12.5% 32.1% 3.0% 44.0% 18.8% 1.6% 33.6M -1.91B -5.4M 0.89 4.37 N/A N/A 303,956 269,496 860,216 742,312 2021-08-24 $35.79 $27.50 45.2% 12.2% 28.2% 2.5% 44.5% 18.0% 1.6% 43.5M -2.10B -5.5M 1.27 5.94 N/A N/A 142,256 181,272 919,776 785,616 2021-08-25 $35.98 $27.50 43.5% 11.6% 27.1% 0.3% 45.7% 18.4% 1.6% 58.3M -2.19B -5.4M 1.15 7.00 N/A N/A 114,408 132,108 996,176 876,956 2021-08-26 $35.28 $27.50 48.4% 13.3% 28.3% 7.1% 48.0% 21.7% 1.3% 43.4M -1.85B -5.6M 1.02 29.24 N/A N/A 207,996 213,104 1,018,092 925,724 2021-08-27 $36.36 $27.50 41.3% 10.7% 28.6% 0.0% 42.7% 16.7% 1.9% 82.7M -2.41B -5.2M 0.99 24.60 N/A N/A 297,840 294,256 1,029,484 951,560 2021-08-30 $37.55 $27.50 42.1% 10.5% 30.2% 1.1% 38.3% 15.1% 1.8% 31.6M -2.17B -5.1M 0.78 3.47 N/A N/A 294,136 228,812 830,024 772,180 2021-08-31 $37.40 $28.75 43.0% 11.0% 30.1% 2.3% 43.2% 16.0% 1.5% 42.7M -2.25B -5.3M 0.95 8.00 N/A N/A 136,360 129,960 894,620 837,936
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