TQQQ Options History — November 2021 In November 2021, TQQQ traded between $38.96 and $44.24. ATM implied volatility averaged 54.4%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 19.8% (HV 20d: 34.6%). Max pain ranged from $33.75 to $38.75. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.99.
Notable Days 2021-11-04 : Highest Volume — 855,652 contracts2021-11-26 : Largest IV spike — 15.4% change2021-11-30 : Highest IV Rank — 50.0%2021-11-30 : Largest Expected Move — 20.1%Monthly Statistics Metric Avg Min Max Open Close Price $41.70 $38.96 $44.24 $38.96 $40.89 Max Pain $35.77 $33.75 $38.75 $35.00 $38.75 ATM IV 54.4% 45.0% 68.0% 47.3% 68.0% Expected Move 15.8% 12.3% 20.1% 13.2% 20.1% HV 20d 34.6% 29.1% 47.8% 35.0% 47.8% HV 60d 45.4% 43.9% 48.7% 43.9% 48.7% IV Rank 24.3% 6.4% 50.0% 8.5% 50.0% IV Percentile 36.3% 4.0% 73.8% 14.7% 73.8% Term Structure 0.9% -0.8% 2.1% 1.6% -0.2% VWIV 58.1% 48.3% 68.5% 51.1% 68.5% Skew 25d 15.8% 11.3% 25.6% 14.6% 23.1% Skew 10d 29.6% 22.7% 43.3% 28.3% 42.8% Call IV 25d 47.8% 38.9% 57.2% 41.8% 57.2% Put IV 25d 63.6% 53.3% 80.3% 56.4% 80.3% Bid-Ask Spread % 17.80 3.78 30.39 14.09 30.39 Gamma HHI 0.08 0.03 0.20 0.06 0.05 Net GEX 32.2M -30.5M 112.5M 36.6M -6.8M Net DEX -2.46B -3.72B -910.3M -2.36B -1.34B Net VEX -7.8M -8.8M -6.9M -7.4M -8.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.99 0.66 1.30 1.27 1.04 Total Volume 530,318.286 345,932 855,652 485,332 469,396 Total OI 2,600,552.952 2,220,076 2,891,876 2,220,076 2,669,544
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 2021-11-01 $38.96 $35.00 47.3% 13.2% 35.0% 8.5% 51.1% 14.6% 1.6% 36.6M -2.36B -7.4M 1.27 14.09 N/A N/A 213,832 271,500 1,029,824 1,190,252 2021-11-02 $39.80 $35.00 46.8% 13.0% 32.3% 8.0% 48.9% 14.5% 1.4% 46.3M -2.66B -7.4M 1.18 3.78 N/A N/A 159,276 188,296 1,086,524 1,301,576 2021-11-03 $40.95 $35.00 45.0% 12.3% 32.6% 6.4% 48.3% 14.4% 1.2% 52.5M -3.12B -6.9M 0.66 10.95 N/A N/A 329,352 218,324 1,118,996 1,349,732 2021-11-04 $42.34 $33.75 50.0% 14.8% 32.3% 16.4% 55.0% 11.9% 0.6% 58.6M -3.72B -6.9M 1.13 9.88 N/A N/A 401,552 454,100 1,198,888 1,417,212 2021-11-05 $42.67 $35.00 51.0% 15.5% 30.6% 18.1% 56.5% 11.3% 1.8% 57.9M -3.67B -7.3M 0.72 12.81 N/A N/A 449,320 321,464 1,229,728 1,525,204 2021-11-08 $42.40 $35.00 52.6% 15.7% 29.3% 21.2% 55.8% 12.8% 1.8% 34.9M -2.76B -7.6M 0.82 15.14 N/A N/A 209,084 170,532 1,060,196 1,308,388 2021-11-09 $41.53 $35.00 54.7% 16.3% 29.1% 25.1% 61.7% 15.1% 1.5% 24.8M -2.42B -7.8M 0.87 14.51 N/A N/A 260,960 226,492 1,096,812 1,368,132 2021-11-10 $39.54 $35.00 58.1% 16.8% 36.7% 31.6% 59.8% 15.4% 0.1% 518.1K -1.67B -8.0M 0.88 16.71 N/A N/A 344,908 302,328 1,154,088 1,464,356 2021-11-11 $40.13 $35.00 54.7% 16.1% 33.1% 25.2% 59.5% 14.2% 1.9% 692.9K -1.89B -8.0M 1.14 16.68 N/A N/A 161,532 184,400 1,204,552 1,533,488 2021-11-12 $41.32 $35.00 52.4% 15.4% 33.7% 20.7% 57.2% 12.4% 2.1% 47.3M -2.49B -7.8M 0.99 11.40 N/A N/A 276,408 274,848 1,227,108 1,599,364 2021-11-15 $41.15 $35.00 54.7% 15.8% 32.9% 25.1% 58.2% 13.7% 0.5% 25.5M -2.33B -7.7M 1.17 13.35 N/A N/A 186,276 218,108 1,083,936 1,392,008 2021-11-16 $42.31 $35.00 52.8% 15.2% 33.5% 21.5% 57.3% 13.9% 0.4% 40.8M -2.75B -7.8M 1.03 16.06 N/A N/A 171,828 177,804 1,130,244 1,469,920 2021-11-17 $42.43 $36.25 52.4% 15.0% 33.3% 20.9% 56.6% 14.1% 0.5% 51.4M -2.77B -7.7M 0.95 21.15 N/A N/A 199,080 188,316 1,159,120 1,495,272 2021-11-18 $43.65 $36.25 51.3% 14.7% 33.9% 18.7% 55.6% 15.5% 0.9% 80.6M -3.29B -7.5M 1.05 16.61 N/A N/A 243,528 255,828 1,177,952 1,557,512 2021-11-19 $44.24 $36.25 51.8% 14.8% 31.7% 19.7% 55.7% 16.1% 0.7% 112.5M -3.49B -7.5M 0.86 25.71 N/A N/A 393,864 338,796 1,185,088 1,612,796 2021-11-22 $43.71 $36.25 55.1% 15.6% 31.8% 25.8% 58.5% 16.0% 1.0% 15.5M -2.41B -7.9M 1.00 19.93 N/A N/A 381,784 383,352 990,040 1,434,956 2021-11-23 $41.97 $36.25 58.4% 16.9% 36.2% 32.0% 61.1% 17.9% 0.2% 1.7M -1.69B -8.4M 0.92 23.50 N/A N/A 304,592 279,504 1,099,800 1,538,044 2021-11-24 $42.48 $37.50 58.2% 16.6% 36.2% 31.7% 62.1% 19.1% 0.3% 13.9M -1.94B -8.5M 1.30 27.17 N/A N/A 220,688 287,572 1,160,604 1,604,336 2021-11-26 $40.52 $37.50 67.2% 19.6% 40.7% 48.5% 68.3% 25.6% -0.8% -30.5M -910.3M -8.8M 0.82 27.81 N/A N/A 275,828 226,100 1,190,864 1,701,012 2021-11-29 $42.77 $37.50 59.8% 17.4% 44.4% 34.7% 64.0% 20.2% 0.5% 11.6M -2.04B -8.4M 1.06 26.23 N/A N/A 249,944 265,988 1,021,572 1,472,572 2021-11-30 $40.89 $38.75 68.0% 20.1% 47.8% 50.0% 68.5% 23.1% -0.2% -6.8M -1.34B -8.6M 1.04 30.39 N/A N/A 230,388 239,008 1,092,644 1,576,900
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