TQQQ Options History — September 2021 In September 2021, TQQQ traded between $31.44 and $38.09. ATM implied volatility averaged 53.1%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 15.9% (HV 20d: 37.2%). Max pain ranged from $29.38 to $35.75. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.88.
Notable Days 2021-09-20 : Highest Volume — 743,464 contracts2021-09-20 : Largest IV spike — 36.7% change2021-09-20 : Highest IV Rank — 40.9%2021-09-20 : Largest Expected Move — 20.1%Monthly Statistics Metric Avg Min Max Open Close Price $35.48 $31.44 $38.09 $37.70 $31.44 Max Pain $35.01 $29.38 $35.75 $29.38 $33.75 ATM IV 53.1% 43.9% 70.2% 44.7% 67.0% Expected Move 15.2% 11.7% 20.1% 11.7% 19.4% HV 20d 37.2% 29.4% 50.6% 30.0% 50.3% HV 60d 35.8% 32.5% 41.9% 33.2% 41.8% IV Rank 16.6% 3.5% 40.9% 4.5% 36.3% IV Percentile 23.4% 2.0% 61.5% 2.0% 55.2% Term Structure 1.0% -0.7% 2.7% 1.4% 0.6% VWIV 56.0% 45.2% 73.1% 45.2% 65.8% Skew 25d 22.1% 16.4% 29.8% 16.4% 27.1% Skew 10d 43.5% 34.8% 57.1% 36.0% 47.2% Call IV 25d 43.3% 37.0% 55.2% 38.8% 53.8% Put IV 25d 65.4% 54.0% 85.0% 55.2% 80.8% Bid-Ask Spread % 9.11 2.87 25.94 7.48 25.94 Gamma HHI 0.08 0.04 0.15 0.09 0.06 Net GEX 9.1M -26.4M 41.8M 41.7M -21.2M Net DEX -1.35B -2.33B -239.1M -2.24B -244.9M Net VEX -5.6M -6.4M -5.2M -5.5M -6.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.88 0.63 1.36 0.97 0.68 Total Volume 417,441.905 266,452 743,464 359,476 372,144 Total OI 1,774,878.667 1,335,424 2,046,764 1,857,692 2,046,764
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 2021-09-01 $37.70 $29.38 44.7% 11.7% 30.0% 4.5% 45.2% 16.4% 1.4% 41.7M -2.24B -5.5M 0.97 7.48 N/A N/A 182,172 177,304 934,620 923,072 2021-09-02 $37.40 $35.50 45.5% 13.6% 30.3% 5.7% 51.8% 17.7% 1.3% 41.8M -2.14B -5.5M 0.96 3.27 N/A N/A 160,536 153,444 957,596 951,556 2021-09-03 $37.87 $35.75 43.9% 13.4% 29.8% 3.5% 52.3% 17.0% 1.5% 31.6M -2.33B -5.4M 1.16 2.87 N/A N/A 194,488 226,340 978,668 992,392 2021-09-07 $38.09 $35.75 46.5% 14.0% 29.7% 7.1% 55.0% 18.1% 2.2% 24.5M -2.03B -5.4M 1.36 3.31 N/A N/A 112,888 153,564 824,432 787,884 2021-09-08 $37.52 $35.75 47.3% 13.9% 29.5% 8.3% 53.2% 18.4% 1.3% 21.1M -1.89B -5.4M 0.84 4.12 N/A N/A 180,976 151,596 858,380 846,912 2021-09-09 $37.43 $35.75 49.0% 14.2% 29.4% 10.8% 54.9% 20.3% 0.3% 16.3M -1.82B -5.5M 1.04 4.02 N/A N/A 161,812 167,612 897,832 912,672 2021-09-10 $36.47 $35.50 52.8% 15.2% 31.3% 16.2% 59.0% 22.6% 0.4% -26.4M -1.49B -5.4M 1.17 4.91 N/A N/A 222,556 260,676 928,388 947,248 2021-09-13 $36.11 $35.50 52.7% 15.1% 31.7% 16.1% 56.8% 22.7% 0.7% 8.9M -1.47B -5.4M 0.96 5.26 N/A N/A 194,268 185,740 824,192 815,124 2021-09-14 $35.82 $35.50 52.0% 14.9% 31.8% 15.2% 56.3% 22.4% 0.7% 1.2M -1.36B -5.3M 0.68 8.13 N/A N/A 180,004 122,160 860,600 882,984 2021-09-15 $36.85 $35.50 47.1% 13.5% 30.7% 8.2% 50.0% 20.8% 0.0% 20.0M -1.71B -5.2M 0.70 7.65 N/A N/A 199,600 139,800 899,052 948,936 2021-09-16 $36.90 $35.50 46.4% 13.3% 30.2% 7.1% 50.5% 19.8% 0.1% 25.2M -1.72B -5.4M 0.77 5.84 N/A N/A 217,808 167,096 923,776 986,952 2021-09-17 $35.52 $35.50 51.4% 14.6% 34.0% 14.2% 54.6% 23.1% 0.9% -25.9M -1.21B -5.4M 0.81 6.61 N/A N/A 349,180 284,036 969,224 1,006,456 2021-09-20 $32.72 $35.50 70.2% 20.1% 44.2% 40.9% 73.1% 29.8% -0.7% -5.0M -559.8M -5.2M 0.78 11.85 N/A N/A 416,796 326,668 697,332 638,092 2021-09-21 $33.65 $35.50 61.5% 17.8% 42.3% 28.6% 61.5% 27.4% 1.1% -10.6M -624.1M -5.4M 0.72 11.27 N/A N/A 222,248 159,812 768,012 741,836 2021-09-22 $34.53 $35.00 55.4% 15.7% 43.4% 19.9% 56.8% 25.1% 1.4% 6.1M -988.7M -5.9M 0.79 19.94 N/A N/A 219,816 174,016 894,768 861,112 2021-09-23 $35.44 $35.00 48.9% 13.6% 44.4% 10.8% 48.4% 20.7% 2.7% 28.4M -1.36B -5.9M 0.78 6.82 N/A N/A 246,264 192,464 943,488 884,224 2021-09-24 $35.53 $34.75 47.5% 12.8% 43.9% 8.7% 48.9% 20.1% 2.5% 36.3M -1.46B -5.8M 0.96 4.49 N/A N/A 228,272 218,420 988,640 916,412 2021-09-27 $34.68 $35.00 51.7% 14.2% 43.3% 14.6% 50.5% 22.2% 1.1% 8.8M -1.08B -5.9M 0.99 4.87 N/A N/A 199,840 197,232 820,212 732,700 2021-09-28 $31.79 $35.00 67.5% 19.6% 50.6% 37.1% 66.3% 25.8% 2.1% -9.6M -405.5M -5.8M 0.71 18.32 N/A N/A 406,184 287,964 866,124 791,000 2021-09-29 $31.67 $34.88 66.7% 19.3% 50.6% 35.9% 64.4% 26.4% 0.6% -20.9M -239.1M -6.0M 0.63 24.32 N/A N/A 216,460 136,024 929,156 893,632 2021-09-30 $31.44 $33.75 67.0% 19.4% 50.3% 36.3% 65.8% 27.1% 0.6% -21.2M -244.9M -6.4M 0.68 25.94 N/A N/A 221,132 151,012 1,061,600 985,164
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