TQQQ Options History — March 2022 In March 2022, TQQQ traded between $19.98 and $31.39. ATM implied volatility averaged 84.6%, placing in the 66.9% IV rank vs the trailing year. The 30-day expected move averaged 25.1%. IV traded below realized volatility by 13.1% (HV 20d: 97.8%). Max pain ranged from $24.00 to $30.25. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.66.
Notable Days 2022-03-18 : Highest Volume — 810,338 contracts2022-03-16 : Largest IV drop — 15.1% change2022-03-07 : Highest IV Rank — 100.0%2022-03-07 : Largest Expected Move — 35.0%Monthly Statistics Metric Avg Min Max Open Close Price $25.44 $19.98 $31.39 $24.66 $29.60 Max Pain $27.91 $24.00 $30.25 $30.00 $27.50 ATM IV 84.6% 65.8% 107.3% 99.4% 70.5% Expected Move 25.1% 19.0% 35.0% 30.7% 20.5% HV 20d 97.8% 89.8% 104.8% 93.8% 93.7% HV 60d 85.3% 78.6% 90.6% 80.3% 90.4% IV Rank 66.9% 37.0% 100.0% 95.9% 44.1% IV Percentile 88.1% 69.8% 100.0% 99.2% 77.8% Term Structure -0.8% -17.4% 7.4% -2.6% 1.3% VWIV 86.5% 69.3% 112.2% 94.9% 73.4% Skew 25d 24.9% 17.7% 33.4% 27.6% 18.7% Skew 10d 43.3% 31.8% 55.8% 51.0% 33.5% Call IV 25d 71.3% 58.2% 88.6% 81.1% 61.6% Put IV 25d 96.2% 75.9% 117.1% 108.6% 80.3% Bid-Ask Spread % 6.50 2.04 26.89 6.26 7.86 Gamma HHI 0.05 0.03 0.09 0.03 0.04 Net GEX 10.5M -6.1M 26.0M 5.3M 19.0M Net DEX -210.4M -1.26B 501.4M 135.0M -771.6M Net VEX -6.3M -7.8M -4.7M -6.0M -7.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.41 1.02 1.02 0.79 Total Volume 482,831.739 288,060 810,338 352,176 288,060 Total OI 2,015,947.652 1,686,736 2,290,738 1,961,144 1,983,702
Daily Data (23 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 2022-03-01 $24.66 $30.00 99.4% 30.7% 93.8% 95.9% 94.9% 27.6% -2.6% 5.3M 135.0M -6.0M 1.02 6.26 N/A N/A 174,548 177,628 1,161,720 799,424 2022-03-02 $26.43 $30.00 86.2% 25.9% 97.2% 74.0% 90.2% 29.5% -0.8% 12.8M -89.5M -6.5M 0.76 2.79 N/A N/A 222,636 169,650 1,189,178 840,948 2022-03-03 $24.77 $30.00 92.5% 27.7% 98.2% 84.4% 97.6% 29.2% 7.4% 2.0M 201.4M -6.0M 0.86 3.46 N/A N/A 212,518 182,642 1,229,434 867,194 2022-03-04 $23.79 $30.00 98.7% 29.8% 89.8% 94.7% 99.5% 33.4% 2.7% -6.1M 387.1M -5.7M 0.71 3.64 N/A N/A 325,178 229,342 1,252,618 904,790 2022-03-07 $21.64 $30.00 106.5% 35.0% 92.7% 100.0% 111.4% 24.1% -1.0% -3.1M 487.5M -5.1M 0.60 3.64 N/A N/A 312,976 188,304 1,073,966 816,008 2022-03-08 $21.25 $30.00 107.3% 33.9% 92.5% 100.0% 112.2% 33.2% -2.4% -2.8M 501.4M -5.1M 0.47 5.03 N/A N/A 414,742 196,112 1,160,940 857,736 2022-03-09 $23.48 $29.25 95.8% 30.2% 100.2% 82.5% 101.5% 30.4% -2.4% 6.7M 171.2M -5.8M 0.53 3.71 N/A N/A 298,262 156,900 1,237,986 865,394 2022-03-10 $22.50 $28.00 95.9% 30.1% 97.1% 82.6% 102.9% 27.7% -2.1% 1.5M 325.3M -5.5M 0.78 4.33 N/A N/A 235,886 184,660 1,274,608 892,268 2022-03-11 $21.36 $26.50 96.7% 31.7% 95.7% 83.9% 105.0% 25.1% -2.7% -4.4M 481.4M -5.1M 0.49 2.04 N/A N/A 411,440 201,712 1,305,320 904,576 2022-03-14 $19.98 $30.25 103.6% 27.0% 93.6% 94.3% 85.1% 26.0% -2.1% -2.1M 490.3M -4.7M 0.46 17.54 N/A N/A 334,188 152,938 1,154,288 809,396 2022-03-15 $21.72 $30.00 96.7% 25.6% 99.8% 84.0% 81.9% 26.5% -2.9% 7.4M 175.3M -5.3M 0.41 19.22 N/A N/A 290,804 119,642 1,288,030 823,570 2022-03-16 $23.73 $30.00 82.1% 23.3% 102.4% 61.8% 77.2% 24.8% -17.4% 15.2M -194.5M -5.8M 0.64 26.89 N/A N/A 393,224 252,772 1,348,812 841,660 2022-03-17 $24.98 $0.00 76.0% 21.9% 104.4% 52.5% 87.2% 23.9% -1.6% 19.3M -437.1M -6.2M 0.59 5.73 N/A N/A 358,224 210,950 1,378,954 882,422 2022-03-18 $26.57 $24.00 71.7% 20.9% 103.0% 46.1% 82.6% 20.5% -0.4% 21.8M -728.5M -6.6M 0.56 2.88 N/A N/A 520,922 289,416 1,368,100 922,638 2022-03-21 $26.00 $24.50 76.1% 21.6% 102.4% 52.6% 76.6% 23.4% 0.7% 8.3M -270.7M -6.6M 0.65 4.32 N/A N/A 275,068 177,520 933,302 753,434 2022-03-22 $28.01 $24.50 70.8% 20.6% 104.8% 44.6% 76.4% 21.4% 0.4% 17.5M -719.5M -7.2M 0.74 3.47 N/A N/A 275,470 203,376 1,013,432 810,614 2022-03-23 $27.19 $25.00 73.6% 21.5% 100.5% 48.9% 76.3% 22.2% 2.4% 16.5M -500.7M -7.1M 0.73 4.75 N/A N/A 213,208 155,310 1,046,730 859,340 2022-03-24 $28.29 $26.00 72.0% 20.5% 97.6% 46.5% 75.4% 20.5% -0.3% 22.6M -783.7M -7.3M 0.70 3.18 N/A N/A 236,294 164,518 1,073,658 892,614 2022-03-25 $28.10 $26.50 71.1% 20.7% 96.5% 45.2% 70.6% 21.8% 2.4% 19.5M -739.5M -7.2M 0.56 4.34 N/A N/A 393,980 219,952 1,101,280 929,048 2022-03-28 $29.61 $27.00 68.9% 20.1% 97.9% 41.8% 71.2% 23.8% 1.5% 13.8M -764.3M -7.5M 0.69 3.62 N/A N/A 241,046 165,804 939,094 802,794 2022-03-29 $31.39 $27.50 65.8% 19.0% 97.7% 37.0% 69.3% 17.7% 0.0% 23.8M -1.26B -7.8M 0.78 2.48 N/A N/A 268,352 209,746 1,017,432 831,302 2022-03-30 $30.15 $27.50 68.6% 20.1% 96.9% 41.3% 70.9% 20.1% 1.2% 26.0M -938.4M -7.7M 0.75 8.27 N/A N/A 227,970 171,240 1,063,012 864,030 2022-03-31 $29.60 $27.50 70.5% 20.5% 93.7% 44.1% 73.4% 18.7% 1.3% 19.0M -771.6M -7.6M 0.79 7.86 N/A N/A 160,900 127,160 1,080,184 903,518
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