TQQQ Options History — October 2021 In October 2021, TQQQ traded between $29.63 and $38.50. ATM implied volatility averaged 52.9%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded below realized volatility by 3.1% (HV 20d: 56.0%). Max pain ranged from $32.50 to $35.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.84.
Notable Days 2021-10-04 : Highest Volume — 671,936 contracts2021-10-04 : Largest IV spike — 14.1% change2021-10-04 : Highest IV Rank — 43.7%2021-10-04 : Largest Expected Move — 20.4%Monthly Statistics Metric Avg Min Max Open Close Price $33.98 $29.63 $38.50 $31.73 $38.50 Max Pain $33.54 $32.50 $35.00 $33.75 $35.00 ATM IV 52.9% 44.2% 72.2% 63.2% 46.7% Expected Move 15.1% 12.6% 20.4% 18.0% 13.2% HV 20d 56.0% 45.6% 64.5% 50.7% 45.6% HV 60d 44.1% 41.6% 45.5% 41.6% 44.0% IV Rank 16.4% 4.1% 43.7% 31.0% 7.6% IV Percentile 23.6% 2.4% 70.6% 46.0% 11.9% Term Structure 0.6% -1.8% 2.4% -0.1% 1.9% VWIV 54.7% 46.6% 70.9% 62.5% 50.0% Skew 25d 18.9% 14.1% 26.1% 23.9% 14.7% Skew 10d 35.7% 26.9% 48.5% 41.9% 28.1% Call IV 25d 44.7% 38.7% 62.7% 51.3% 39.9% Put IV 25d 63.5% 53.2% 86.5% 75.2% 54.7% Bid-Ask Spread % 6.90 4.11 11.84 11.84 10.14 Gamma HHI 0.06 0.03 0.14 0.09 0.14 Net GEX 30.8M -20.3M 76.2M -20.3M 76.2M Net DEX -1.42B -2.85B -195.1M -309.2M -2.85B Net VEX -6.8M -7.6M -5.9M -6.4M -7.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.33 1.14 0.79 0.98 Total Volume 507,408.19 320,680 671,936 643,348 607,316 Total OI 2,164,175.048 1,693,664 2,672,116 2,118,032 2,672,116
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 2021-10-01 $31.73 $33.75 63.2% 18.0% 50.7% 31.0% 62.5% 23.9% -0.1% -20.3M -309.2M -6.4M 0.79 11.84 N/A N/A 359,176 284,172 1,106,176 1,011,856 2021-10-04 $29.63 $32.50 72.2% 20.4% 54.3% 43.7% 66.7% 23.8% 2.1% -6.7M -195.1M -5.9M 0.47 7.36 N/A N/A 458,224 213,712 899,376 794,288 2021-10-05 $31.19 $32.50 64.2% 18.2% 58.6% 32.3% 63.6% 26.1% -0.1% -6.6M -437.1M -6.2M 0.58 4.41 N/A N/A 265,660 154,744 952,696 859,020 2021-10-06 $31.27 $32.50 65.5% 18.4% 58.7% 34.3% 62.0% 25.6% -1.8% 7.0M -827.6M -6.5M 0.89 6.22 N/A N/A 217,272 193,872 1,142,200 948,236 2021-10-07 $32.43 $32.50 57.6% 16.8% 60.9% 23.0% 57.8% 23.4% 1.0% 22.0M -1.27B -6.7M 0.97 5.46 N/A N/A 268,340 261,276 1,187,360 985,148 2021-10-08 $31.93 $33.75 57.9% 16.6% 60.5% 23.4% 60.4% 23.0% 2.0% 25.1M -1.02B -6.6M 0.83 5.21 N/A N/A 306,432 254,776 1,205,892 1,027,908 2021-10-11 $31.39 $33.75 60.0% 17.1% 60.6% 26.4% 70.9% 25.1% -0.3% -5.4M -576.3M -6.5M 0.88 6.36 N/A N/A 170,712 150,560 951,036 899,280 2021-10-12 $30.71 $33.50 61.8% 17.4% 60.9% 29.0% 59.2% 22.3% -1.3% -7.6M -418.2M -6.4M 0.33 8.61 N/A N/A 337,464 112,488 1,024,644 983,512 2021-10-13 $31.47 $33.75 56.2% 16.2% 60.6% 21.1% 57.0% 20.3% 0.1% -1.8M -665.3M -6.5M 0.76 8.77 N/A N/A 182,604 138,076 1,079,080 1,042,836 2021-10-14 $33.23 $33.00 48.5% 14.0% 64.5% 10.2% 51.0% 17.4% 0.2% 33.7M -1.33B -6.6M 0.79 4.11 N/A N/A 329,372 261,100 1,100,632 1,078,912 2021-10-15 $33.80 $32.50 45.5% 13.2% 63.7% 5.9% 53.6% 16.4% 1.0% 54.8M -1.68B -6.5M 0.95 6.50 N/A N/A 273,904 259,120 1,144,300 1,120,428 2021-10-18 $34.94 $33.00 46.6% 13.4% 57.4% 7.5% 50.2% 16.2% 0.2% 26.0M -1.58B -6.6M 1.13 5.05 N/A N/A 212,344 239,208 905,520 901,552 2021-10-19 $35.60 $33.50 45.6% 13.1% 56.9% 6.0% 47.0% 14.7% 0.0% 37.8M -1.87B -6.7M 0.79 4.18 N/A N/A 265,680 210,820 965,320 954,400 2021-10-20 $35.54 $33.75 45.9% 13.2% 56.3% 6.5% 46.6% 15.5% 0.1% 49.7M -1.90B -7.1M 1.03 6.55 N/A N/A 218,128 225,644 1,100,064 1,136,936 2021-10-21 $36.13 $33.75 44.2% 12.7% 55.8% 4.1% 46.9% 15.2% 0.5% 68.2M -2.15B -7.4M 0.88 4.94 N/A N/A 215,760 190,124 1,154,192 1,202,692 2021-10-22 $35.30 $33.75 46.1% 13.2% 56.5% 6.8% 49.6% 15.6% 0.3% 67.9M -1.70B -7.3M 0.92 7.74 N/A N/A 296,968 271,984 1,190,536 1,255,524 2021-10-25 $36.43 $34.00 44.2% 12.6% 56.8% 4.1% 46.9% 14.1% 2.4% 40.0M -1.97B -7.2M 1.14 5.27 N/A N/A 233,768 265,644 1,040,304 1,086,436 2021-10-26 $36.99 $34.50 45.5% 13.0% 46.1% 5.8% 47.3% 14.1% 1.7% 50.6M -2.17B -7.4M 0.73 6.51 N/A N/A 353,616 259,344 1,097,956 1,225,900 2021-10-27 $37.37 $34.50 46.9% 13.7% 45.9% 7.8% 50.3% 14.1% 1.9% 64.2M -2.33B -7.6M 0.78 10.93 N/A N/A 279,784 219,348 1,168,580 1,307,192 2021-10-28 $37.95 $34.50 46.8% 13.5% 45.6% 7.7% 49.4% 14.2% 1.5% 73.0M -2.57B -7.6M 1.01 8.84 N/A N/A 317,120 319,916 1,200,060 1,337,580 2021-10-29 $38.50 $35.00 46.7% 13.2% 45.6% 7.6% 50.0% 14.7% 1.9% 76.2M -2.85B -7.4M 0.98 10.14 N/A N/A 305,980 301,336 1,241,896 1,430,220
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