TQQQ Options History — December 2021 In December 2021, TQQQ traded between $36.36 and $43.26. ATM implied volatility averaged 62.6%, placing in the 40.1% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded below realized volatility by 3.1% (HV 20d: 65.7%). Max pain ranged from $26.88 to $38.75. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 1.01.
Notable Days 2021-12-23 : Highest Volume — 839,760 contracts2021-12-03 : Largest IV spike — 20.6% change2021-12-03 : Highest IV Rank — 82.2%2021-12-03 : Largest Expected Move — 27.1%Monthly Statistics Metric Avg Min Max Open Close Price $40.36 $36.36 $43.26 $39.79 $41.91 Max Pain $30.54 $26.88 $38.75 $38.75 $31.88 ATM IV 62.6% 50.8% 85.1% 72.5% 52.2% Expected Move 18.0% 13.8% 27.1% 22.9% 13.8% HV 20d 65.7% 47.2% 75.8% 48.3% 69.9% HV 60d 53.8% 48.9% 56.8% 49.0% 52.3% IV Rank 40.1% 17.8% 82.2% 58.5% 20.4% IV Percentile 58.7% 26.2% 97.2% 83.7% 33.3% Term Structure 0.8% -2.3% 2.8% -0.6% 2.2% VWIV 66.3% 50.9% 97.5% 73.9% 50.9% Skew 25d 21.4% 14.6% 32.0% 22.9% 14.6% Skew 10d 39.5% 29.4% 55.3% 39.9% 29.4% Call IV 25d 52.9% 44.0% 69.4% 60.6% 45.8% Put IV 25d 74.3% 60.0% 101.4% 83.5% 60.4% Bid-Ask Spread % 30.03 5.82 53.61 33.33 13.94 Gamma HHI 0.07 0.03 0.32 0.05 0.07 Net GEX 9.8M -100.8M 80.1M -17.1M 19.1M Net DEX -1.57B -2.83B 122.7M -980.1M -1.77B Net VEX -8.0M -8.9M -7.5M -8.7M -7.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.01 0.62 1.73 0.91 0.82 Total Volume 583,615.818 354,300 839,760 597,556 688,908 Total OI 2,671,047.455 2,213,580 2,981,336 2,793,660 2,836,336
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 2021-12-01 $39.79 $38.75 72.5% 22.9% 48.3% 58.5% 73.9% 22.9% -0.6% -17.1M -980.1M -8.7M 0.91 33.33 N/A N/A 312,096 285,460 1,128,172 1,665,488 2021-12-02 $39.87 $38.75 70.5% 21.1% 47.2% 54.9% 74.3% 24.5% -0.2% -22.4M -892.5M -8.9M 1.08 27.13 N/A N/A 239,940 258,048 1,179,976 1,742,884 2021-12-03 $36.61 $38.75 85.1% 27.1% 53.9% 82.2% 87.4% 32.0% 0.8% -24.8M 122.7M -8.8M 0.95 15.45 N/A N/A 420,528 400,616 1,209,040 1,772,296 2021-12-06 $38.37 $27.50 74.7% 21.3% 57.0% 62.7% 97.5% 29.2% 1.0% -9.9M -811.0M -8.8M 1.73 45.05 N/A N/A 227,208 392,352 1,033,840 1,609,176 2021-12-07 $41.55 $26.88 61.9% 18.0% 64.5% 38.7% 73.8% 24.1% -0.7% 15.4M -1.92B -8.5M 1.26 32.76 N/A N/A 263,796 333,224 1,091,340 1,615,680 2021-12-08 $42.19 $26.88 58.5% 17.1% 64.3% 32.2% 65.8% 21.1% 0.9% 24.9M -2.21B -8.0M 1.28 37.06 N/A N/A 165,356 210,892 1,124,376 1,614,720 2021-12-09 $40.98 $27.50 63.6% 18.2% 62.6% 41.9% 70.0% 22.5% 0.5% 5.5M -1.65B -8.0M 1.05 39.99 N/A N/A 226,928 237,784 1,145,320 1,631,108 2021-12-10 $41.67 $27.50 57.6% 16.8% 62.7% 30.6% 67.6% 20.9% 1.2% -2.9M -2.07B -8.0M 1.10 41.91 N/A N/A 288,436 317,340 1,194,204 1,635,924 2021-12-13 $40.59 $27.50 61.8% 17.8% 62.6% 38.4% 64.1% 21.6% 0.3% -1.9M -1.47B -7.6M 1.04 41.01 N/A N/A 191,024 198,640 1,022,232 1,437,028 2021-12-14 $38.68 $27.50 67.0% 18.9% 64.8% 48.2% 63.9% 23.2% -2.3% -16.2M -807.7M -7.8M 0.68 44.56 N/A N/A 291,476 198,976 1,066,432 1,508,204 2021-12-15 $40.83 $28.75 61.1% 17.8% 67.0% 37.2% 63.1% 24.9% -0.0% -209.4K -1.66B -7.7M 0.62 53.61 N/A N/A 286,528 177,480 1,106,540 1,559,076 2021-12-16 $38.37 $28.75 67.0% 18.9% 70.3% 48.2% 63.6% 24.6% -0.6% -17.0M -723.5M -7.9M 1.02 48.42 N/A N/A 352,060 358,352 1,154,772 1,595,616 2021-12-17 $37.85 $29.38 68.8% 19.4% 69.3% 51.7% 70.1% 21.5% -1.7% -100.8M -326.4M -7.9M 1.02 42.81 N/A N/A 398,952 406,048 1,219,024 1,731,656 2021-12-20 $36.36 $29.38 73.4% 20.9% 69.7% 60.3% 72.7% 23.2% 1.0% -9.4M -594.4M -7.5M 0.71 45.11 N/A N/A 290,236 206,400 979,964 1,233,616 2021-12-21 $38.61 $30.00 64.1% 18.4% 74.0% 42.8% 64.7% 20.5% 1.9% 8.7M -1.31B -7.9M 1.10 12.61 N/A N/A 321,520 352,904 1,076,680 1,316,148 2021-12-22 $40.11 $30.00 56.8% 16.3% 74.4% 29.0% 60.2% 18.7% 2.5% 31.6M -1.93B -7.8M 1.16 43.12 N/A N/A 246,448 287,084 1,145,976 1,427,264 2021-12-23 $41.72 $31.25 50.8% 14.4% 75.8% 17.8% 55.1% 16.0% 2.3% 71.5M -2.73B -7.5M 0.79 7.60 N/A N/A 470,312 369,448 1,203,136 1,496,200 2021-12-27 $43.26 $31.25 52.9% 14.5% 74.8% 21.7% 56.8% 16.0% 2.0% 59.5M -2.79B -7.5M 0.87 5.82 N/A N/A 324,056 281,668 1,108,304 1,215,228 2021-12-28 $43.07 $31.25 53.4% 14.6% 72.3% 22.7% 56.3% 16.3% 1.5% 73.1M -2.83B -7.8M 0.68 10.96 N/A N/A 425,044 290,660 1,212,800 1,310,484 2021-12-29 $42.95 $31.25 51.8% 14.1% 70.4% 19.6% 53.9% 16.1% 2.2% 80.1M -2.74B -8.1M 1.00 7.63 N/A N/A 177,108 177,192 1,273,156 1,390,684 2021-12-30 $42.49 $31.25 52.9% 14.2% 69.7% 21.7% 53.0% 16.2% 2.8% 49.9M -2.39B -8.0M 1.33 10.86 N/A N/A 210,720 280,300 1,290,268 1,452,676 2021-12-31 $41.91 $31.88 52.2% 13.8% 69.9% 20.4% 50.9% 14.6% 2.2% 19.1M -1.77B -7.5M 0.82 13.94 N/A N/A 377,540 311,368 1,306,584 1,529,752
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