TQQQ Options History — January 2022

In January 2022, TQQQ traded between $26.26 and $42.67. ATM implied volatility averaged 76.7%, placing in the 63.2% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded above realized volatility by 13.9% (HV 20d: 62.9%). Max pain ranged from $31.88 to $52.50. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.85.

Notable Days

2022-01-06: Highest Volume — 1,139,388 contracts
2022-01-05: Largest IV spike — 22.7% change
2022-01-24: Highest IV Rank — 100.0%
2022-01-26: Largest Expected Move — 30.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.53	$26.26	$42.67	$42.67	$30.55
Max Pain	$36.77	$31.88	$52.50	$31.88	$35.00
ATM IV	76.7%	52.1%	101.9%	52.1%	78.0%
Expected Move	22.2%	13.8%	30.7%	13.8%	23.2%
HV 20d	62.9%	57.0%	76.6%	61.9%	76.6%
HV 60d	58.2%	51.9%	65.9%	51.9%	65.9%
IV Rank	63.2%	20.3%	100.0%	20.3%	60.6%
IV Percentile	81.4%	32.5%	100.0%	32.5%	91.3%
Term Structure	-1.5%	-10.4%	1.4%	1.4%	-1.5%
VWIV	74.9%	50.8%	102.2%	50.8%	83.5%
Skew 25d	24.9%	17.9%	39.6%	17.9%	26.1%
Skew 10d	42.2%	32.3%	59.1%	34.5%	43.6%
Call IV 25d	64.0%	45.1%	85.6%	45.1%	65.0%
Put IV 25d	88.9%	63.0%	117.7%	63.0%	91.1%
Bid-Ask Spread %	12.74	4.31	58.35	20.30	4.31
Gamma HHI	0.07	0.03	0.33	0.06	0.04
Net GEX	-3.3M	-63.9M	43.5M	27.3M	15.2M
Net DEX	-8.3M	-2.11B	930.7M	-2.11B	-313.7M
Net VEX	-6.7M	-8.1M	-1.6M	-7.3M	-7.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.85	0.46	2.09	2.09	0.59
Total Volume	714,261.8	468,648	1,139,388	687,384	468,648
Total OI	2,372,161.8	524,080	3,025,136	2,334,844	1,819,586

Daily Data (20 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
2022-01-03	$42.67	$31.88	52.1%	13.8%	61.9%	20.3%	50.8%	17.9%	1.4%	27.3M	-2.11B	-7.3M	2.09	20.30	N/A	N/A	222,792	464,592	1,039,304	1,295,540
2022-01-04	$41.30	$31.88	55.1%	14.7%	61.6%	26.0%	52.6%	18.6%	0.7%	-18.5M	-1.32B	-7.7M	0.79	9.43	N/A	N/A	335,860	264,384	1,097,244	1,436,016
2022-01-05	$37.91	$31.88	67.7%	18.1%	62.5%	49.5%	61.7%	17.9%	-0.4%	-25.5M	-31.3M	-7.4M	0.64	58.35	N/A	N/A	444,264	285,680	1,149,024	1,520,696
2022-01-06	$37.22	$38.75	67.3%	19.3%	62.2%	48.9%	65.4%	23.1%	1.0%	-23.8M	317.6M	-7.6M	1.92	7.96	N/A	N/A	390,360	749,028	1,257,188	1,606,228
2022-01-07	$36.16	$38.75	65.7%	19.2%	62.2%	45.9%	65.7%	21.3%	0.5%	-63.9M	755.0M	-7.5M	1.40	8.23	N/A	N/A	442,772	619,260	1,316,364	1,708,772
2022-01-10	$35.68	$38.50	69.1%	19.8%	61.7%	52.2%	68.6%	22.4%	0.7%	-22.2M	-58.2M	-7.5M	0.91	12.58	N/A	N/A	517,860	469,860	1,095,552	1,437,188
2022-01-11	$37.55	$37.50	63.2%	18.2%	64.6%	41.1%	66.4%	23.9%	0.2%	2.8M	-932.4M	-8.1M	0.66	6.14	N/A	N/A	410,676	272,648	1,215,456	1,481,720
2022-01-12	$38.27	$37.50	60.5%	17.4%	62.9%	36.0%	61.0%	20.7%	-0.2%	11.7M	-1.18B	-8.1M	1.01	12.67	N/A	N/A	319,884	323,788	1,265,276	1,524,424
2022-01-13	$35.61	$52.50	70.5%	20.2%	64.3%	54.9%	66.2%	22.7%	0.3%	-2.7M	851.5M	-1.6M	1.04	11.37	N/A	N/A	305,972	319,344	129,770	394,310
2022-01-14	$36.00	$37.50	67.6%	19.5%	61.2%	49.3%	67.4%	23.8%	0.8%	43.5M	-316.4M	-7.7M	0.71	6.03	N/A	N/A	316,808	225,042	1,378,568	1,580,126
2022-01-18	$33.25	$37.50	79.6%	22.8%	66.9%	71.9%	76.8%	23.9%	-2.5%	-5.7M	116.3M	-6.8M	0.46	4.57	N/A	N/A	475,250	216,524	1,167,938	1,331,012
2022-01-19	$32.74	$37.50	77.3%	22.1%	65.8%	67.5%	70.4%	23.7%	-1.3%	-6.0M	268.6M	-6.7M	0.53	4.44	N/A	N/A	315,870	168,014	1,242,948	1,384,622
2022-01-20	$31.32	$37.50	80.4%	23.1%	62.4%	73.5%	75.5%	23.4%	-2.5%	-8.8M	526.3M	-6.4M	0.66	7.42	N/A	N/A	295,242	195,432	1,334,642	1,398,840
2022-01-21	$28.80	$37.25	93.4%	27.1%	64.8%	97.8%	88.8%	25.8%	-3.0%	-10.5M	930.7M	-6.0M	0.65	13.80	N/A	N/A	559,684	363,196	1,403,422	1,428,336
2022-01-24	$27.95	$36.25	100.4%	29.7%	61.4%	100.0%	99.4%	39.6%	-10.4%	-818.6K	514.4M	-5.8M	0.56	14.07	N/A	N/A	652,874	366,326	933,878	768,448
2022-01-25	$27.20	$35.00	98.6%	29.8%	57.8%	97.0%	102.2%	31.7%	-1.8%	5.0M	382.9M	-6.2M	0.56	6.96	N/A	N/A	313,374	175,322	1,125,488	810,090
2022-01-26	$26.52	$33.75	101.9%	30.7%	57.3%	100.0%	95.8%	32.1%	-9.2%	4.5M	482.7M	-6.0M	0.68	33.63	N/A	N/A	434,534	297,276	1,180,404	840,742
2022-01-27	$26.26	$34.00	97.8%	29.4%	57.0%	93.3%	89.6%	29.1%	-1.8%	2.0M	596.4M	-5.9M	0.73	7.34	N/A	N/A	332,806	244,168	1,235,168	885,404
2022-01-28	$27.57	$35.00	88.6%	26.6%	62.6%	78.1%	89.7%	30.6%	-1.8%	10.0M	351.3M	-6.3M	0.50	5.25	N/A	N/A	473,596	236,226	1,306,378	917,124
2022-01-31	$30.55	$35.00	78.0%	23.2%	76.6%	60.6%	83.5%	26.1%	-1.5%	15.2M	-313.7M	-7.2M	0.59	4.31	N/A	N/A	295,308	173,340	1,075,820	743,766