TQQQ Options History — February 2022

In February 2022, TQQQ traded between $22.69 and $32.27. ATM implied volatility averaged 83.2%, placing in the 69.1% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded below realized volatility by 8.0% (HV 20d: 91.1%). Max pain ranged from $30.25 to $35.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.66.

Notable Days

2022-02-24: Highest Volume — 789,902 contracts
2022-02-03: Largest IV spike — 25.1% change
2022-02-23: Highest IV Rank — 95.5%
2022-02-23: Largest Expected Move — 29.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.69	$22.69	$32.27	$31.43	$25.73
Max Pain	$32.97	$30.25	$35.00	$35.00	$30.25
ATM IV	83.2%	68.8%	99.2%	71.5%	89.9%
Expected Move	24.2%	20.0%	29.3%	21.1%	27.6%
HV 20d	91.1%	77.3%	102.8%	77.3%	101.2%
HV 60d	74.3%	65.8%	80.1%	65.8%	80.0%
IV Rank	69.1%	45.4%	95.5%	49.9%	80.2%
IV Percentile	91.8%	79.4%	99.2%	83.7%	95.2%
Term Structure	-1.6%	-10.3%	1.3%	0.5%	-1.9%
VWIV	82.0%	71.8%	96.5%	74.0%	92.9%
Skew 25d	26.8%	19.1%	38.1%	23.7%	30.2%
Skew 10d	45.5%	35.5%	53.1%	42.4%	50.3%
Call IV 25d	69.2%	57.1%	82.8%	61.6%	74.5%
Put IV 25d	96.0%	78.6%	109.3%	85.3%	104.7%
Bid-Ask Spread %	5.32	3.62	8.25	5.30	8.25
Gamma HHI	0.05	0.03	0.13	0.04	0.03
Net GEX	6.6M	-15.6M	33.8M	22.3M	6.9M
Net DEX	120.6M	-752.8M	650.8M	-515.3M	62.6M
Net VEX	-6.6M	-8.0M	-5.1M	-7.5M	-6.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.49	0.87	0.81	0.76
Total Volume	491,477.684	305,918	789,902	550,912	396,482
Total OI	2,018,712.947	1,793,032	2,200,784	1,927,540	1,871,744

Daily Data (19 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
2022-02-01	$31.43	$35.00	71.5%	21.1%	77.3%	49.9%	74.0%	23.7%	0.5%	22.3M	-515.3M	-7.5M	0.81	5.30	N/A	N/A	303,896	247,016	1,142,908	784,632
2022-02-02	$32.27	$35.00	68.8%	20.3%	78.4%	45.4%	71.8%	22.6%	1.3%	33.8M	-752.8M	-8.0M	0.54	4.52	N/A	N/A	337,374	180,972	1,212,652	864,068
2022-02-03	$28.50	$34.00	86.1%	24.1%	84.1%	73.9%	80.6%	26.7%	-0.8%	7.7M	178.1M	-7.1M	0.68	6.05	N/A	N/A	298,818	201,742	1,208,410	885,496
2022-02-04	$29.68	$33.75	78.1%	22.3%	86.3%	60.8%	79.1%	22.9%	-0.9%	9.3M	-11.9M	-7.4M	0.66	5.64	N/A	N/A	366,180	240,328	1,270,362	930,422
2022-02-07	$28.74	$33.75	79.1%	22.7%	86.4%	62.4%	72.1%	22.9%	0.2%	4.8M	120.7M	-6.9M	0.68	5.85	N/A	N/A	198,166	135,698	1,073,820	796,052
2022-02-08	$29.52	$33.75	74.4%	21.7%	87.5%	54.6%	73.8%	23.9%	1.2%	7.9M	34.1M	-7.1M	0.61	4.31	N/A	N/A	193,620	118,476	1,102,466	835,790
2022-02-09	$31.32	$33.75	74.0%	20.0%	88.2%	54.0%	72.5%	19.1%	-7.1%	20.4M	-354.2M	-7.5M	0.62	7.75	N/A	N/A	225,118	140,540	1,131,014	857,280
2022-02-10	$29.10	$33.75	79.5%	23.0%	90.4%	63.0%	78.6%	21.6%	1.3%	4.7M	134.3M	-7.0M	0.87	5.02	N/A	N/A	274,536	237,672	1,169,750	886,320
2022-02-11	$26.59	$33.75	92.0%	26.6%	92.2%	83.7%	86.1%	26.6%	0.3%	-15.6M	650.8M	-6.2M	0.70	7.09	N/A	N/A	399,868	278,288	1,208,442	938,488
2022-02-14	$26.59	$33.00	92.3%	26.5%	91.9%	84.1%	87.1%	30.2%	-1.6%	-707.8K	383.8M	-6.3M	0.56	5.52	N/A	N/A	242,264	136,366	1,090,012	831,776
2022-02-15	$28.41	$33.00	79.4%	22.8%	92.9%	62.8%	79.3%	28.9%	0.5%	7.8M	122.9M	-6.7M	0.81	4.53	N/A	N/A	198,710	160,384	1,143,892	855,158
2022-02-16	$28.71	$32.75	76.7%	22.0%	93.1%	58.3%	75.9%	26.9%	0.2%	10.8M	96.7M	-6.8M	0.58	3.77	N/A	N/A	193,280	112,638	1,176,940	884,856
2022-02-17	$26.42	$32.50	86.2%	24.8%	96.1%	74.0%	83.6%	31.0%	-2.7%	-3.4M	492.1M	-6.1M	0.70	3.62	N/A	N/A	229,852	160,672	1,215,934	891,418
2022-02-18	$25.44	$32.50	88.9%	25.7%	92.6%	78.6%	85.5%	30.8%	-3.6%	-6.5M	612.6M	-5.8M	0.67	4.53	N/A	N/A	397,222	266,968	1,264,720	922,566
2022-02-22	$24.64	$32.50	92.3%	27.2%	92.7%	84.1%	90.5%	26.7%	-4.7%	-596.6K	370.2M	-5.6M	0.49	5.22	N/A	N/A	331,672	163,388	1,048,414	744,618
2022-02-23	$22.69	$31.50	99.2%	29.3%	96.3%	95.5%	96.5%	26.5%	-2.4%	-1.7M	490.6M	-5.1M	0.50	3.69	N/A	N/A	304,824	152,386	1,153,236	776,996
2022-02-24	$24.61	$30.75	90.4%	27.0%	101.2%	81.1%	92.5%	29.7%	-0.7%	4.1M	238.7M	-5.7M	0.60	6.09	N/A	N/A	494,512	295,390	1,234,020	802,970
2022-02-25	$25.82	$31.25	81.5%	24.6%	102.8%	66.4%	85.8%	38.1%	-10.3%	13.5M	-63.0M	-6.2M	0.62	4.41	N/A	N/A	447,090	275,668	1,292,854	855,050
2022-02-28	$25.73	$30.25	89.9%	27.6%	101.2%	80.2%	92.9%	30.2%	-1.9%	6.9M	62.6M	-6.2M	0.76	8.25	N/A	N/A	224,860	171,622	1,105,918	765,826