TQQQ Options History — April 2022

In April 2022, TQQQ traded between $18.51 and $30.57. ATM implied volatility averaged 83.0%, placing in the 63.1% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded below realized volatility by 4.0% (HV 20d: 87.0%). Max pain ranged from $23.75 to $27.50. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.56.

Notable Days

2022-04-29: Highest Volume — 717,814 contracts
2022-04-11: Largest IV spike — 14.3% change
2022-04-29: Highest IV Rank — 97.6%
2022-04-29: Largest Expected Move — 31.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.02	$18.51	$30.57	$28.38	$18.51
Max Pain	$25.94	$23.75	$27.50	$27.50	$23.75
ATM IV	83.0%	63.8%	105.7%	67.9%	105.7%
Expected Move	24.0%	18.7%	31.9%	20.0%	31.9%
HV 20d	87.0%	80.2%	99.5%	93.8%	99.5%
HV 60d	92.7%	89.2%	97.9%	89.2%	97.9%
IV Rank	63.1%	34.0%	97.6%	40.2%	97.6%
IV Percentile	86.6%	65.9%	99.2%	73.8%	99.2%
Term Structure	-1.2%	-5.1%	1.7%	1.7%	-3.8%
VWIV	80.7%	67.4%	101.7%	70.7%	101.7%
Skew 25d	25.5%	17.6%	38.5%	18.8%	30.8%
Skew 10d	43.2%	32.7%	54.0%	36.2%	51.7%
Call IV 25d	69.9%	56.0%	89.8%	59.4%	89.8%
Put IV 25d	95.4%	73.9%	122.3%	78.2%	120.6%
Bid-Ask Spread %	5.45	2.47	19.98	14.35	4.74
Gamma HHI	0.05	0.03	0.11	0.10	0.07
Net GEX	1.8M	-9.4M	18.1M	12.2M	-4.2M
Net DEX	82.1M	-863.8M	545.1M	-417.0M	545.1M
Net VEX	-5.9M	-7.5M	-4.5M	-7.2M	-4.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.34	0.74	0.61	0.57
Total Volume	478,439.3	307,236	717,814	522,740	717,814
Total OI	1,967,878.2	1,751,570	2,245,608	2,020,866	2,238,514

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
2022-04-01	$28.38	$27.50	67.9%	20.0%	93.8%	40.2%	70.7%	18.8%	1.7%	12.2M	-417.0M	-7.2M	0.61	14.35	N/A	N/A	324,572	198,168	1,096,404	924,462
2022-04-04	$30.57	$27.50	63.8%	18.7%	88.1%	34.0%	67.4%	17.9%	0.5%	16.1M	-863.8M	-7.5M	0.54	4.31	N/A	N/A	228,624	122,650	947,520	804,050
2022-04-05	$28.63	$27.50	70.5%	20.6%	92.2%	44.2%	71.6%	21.1%	0.3%	7.4M	-441.0M	-7.2M	0.74	7.09	N/A	N/A	195,750	145,384	998,944	826,504
2022-04-06	$27.00	$27.50	76.9%	21.9%	90.0%	53.9%	79.5%	17.6%	-2.1%	-2.5M	-97.5M	-6.8M	0.63	19.98	N/A	N/A	351,458	221,406	1,030,168	862,382
2022-04-07	$27.39	$27.50	73.8%	21.2%	88.1%	49.2%	75.3%	22.0%	0.2%	5.0M	-222.9M	-7.0M	0.50	4.10	N/A	N/A	283,904	140,766	1,086,302	896,000
2022-04-08	$26.14	$27.50	74.0%	21.3%	87.6%	49.5%	72.3%	22.3%	1.6%	-4.7M	51.5M	-6.5M	0.64	4.10	N/A	N/A	302,892	193,438	1,126,232	916,924
2022-04-11	$24.10	$27.50	84.6%	23.8%	89.4%	65.5%	79.4%	25.5%	-1.0%	-5.2M	230.3M	-5.9M	0.49	2.61	N/A	N/A	265,248	129,366	980,746	820,192
2022-04-12	$23.71	$26.00	85.6%	23.9%	85.3%	67.0%	78.5%	25.0%	-1.9%	-4.9M	266.0M	-5.8M	0.63	3.39	N/A	N/A	297,144	187,150	1,047,992	841,264
2022-04-13	$25.37	$26.00	73.5%	20.6%	82.9%	48.7%	71.5%	22.6%	-1.5%	6.3M	-23.9M	-6.2M	0.60	5.49	N/A	N/A	249,856	150,556	1,099,934	873,964
2022-04-14	$23.64	$25.50	78.5%	22.4%	84.8%	56.3%	73.7%	25.5%	0.4%	-6.9M	309.7M	-5.7M	0.70	2.47	N/A	N/A	260,598	182,126	1,147,122	897,506
2022-04-18	$23.23	$25.50	82.7%	23.6%	81.4%	62.7%	80.8%	24.6%	-0.6%	-1.8M	239.9M	-5.5M	0.66	2.88	N/A	N/A	193,022	126,738	991,404	778,762
2022-04-19	$24.94	$25.00	74.5%	21.3%	85.7%	50.3%	73.7%	23.3%	-0.5%	6.6M	-44.4M	-6.1M	0.52	2.81	N/A	N/A	213,134	110,950	1,043,242	812,476
2022-04-20	$24.19	$25.00	76.6%	22.0%	81.2%	53.5%	77.7%	24.2%	-0.6%	3.9M	95.3M	-5.9M	0.68	3.22	N/A	N/A	182,560	124,676	1,081,410	823,170
2022-04-21	$22.49	$25.00	85.1%	24.4%	84.2%	66.3%	74.5%	26.5%	-1.1%	-7.1M	373.4M	-5.4M	0.62	3.92	N/A	N/A	327,650	202,694	1,123,550	860,166
2022-04-22	$21.12	$26.50	92.5%	26.7%	84.1%	77.5%	87.4%	27.7%	-2.1%	-9.4M	507.0M	-5.0M	0.64	4.20	N/A	N/A	410,612	263,762	1,183,732	863,254
2022-04-25	$21.33	$25.00	92.5%	27.1%	84.5%	77.6%	90.2%	30.8%	-2.5%	687.3K	274.6M	-5.2M	0.38	4.86	N/A	N/A	326,058	122,714	1,093,638	790,656
2022-04-26	$19.39	$25.00	104.7%	30.9%	85.5%	96.0%	97.2%	32.3%	-5.1%	-97.7K	421.6M	-4.7M	0.34	3.77	N/A	N/A	464,256	156,216	1,173,770	808,572
2022-04-27	$19.09	$24.00	103.0%	30.8%	80.2%	93.5%	98.4%	38.5%	-3.5%	6.1M	403.1M	-4.7M	0.38	4.44	N/A	N/A	359,720	138,444	1,377,674	843,354
2022-04-28	$21.09	$24.00	92.7%	27.6%	91.1%	77.9%	91.9%	32.7%	-2.8%	18.1M	34.3M	-5.4M	0.37	6.29	N/A	N/A	507,128	189,582	1,399,476	846,132
2022-04-29	$18.51	$23.75	105.7%	31.9%	99.5%	97.6%	101.7%	30.8%	-3.8%	-4.2M	545.1M	-4.5M	0.57	4.74	N/A	N/A	456,000	261,814	1,358,402	880,112