TQQQ Options History — June 2022

In June 2022, TQQQ traded between $10.84 and $17.32. ATM implied volatility averaged 96.8%, placing in the 72.0% IV rank vs the trailing year. The 30-day expected move averaged 27.6%. IV traded below realized volatility by 20.6% (HV 20d: 117.4%). Max pain ranged from $13.00 to $20.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.54.

Notable Days

2022-06-10: Highest Volume — 1,136,710 contracts
2022-06-09: Largest IV spike — 25.1% change
2022-06-13: Highest IV Rank — 95.2%
2022-06-13: Largest Expected Move — 32.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.67	$10.84	$17.32	$16.39	$11.99
Max Pain	$14.39	$13.00	$20.00	$20.00	$13.00
ATM IV	96.8%	85.2%	114.6%	89.9%	99.6%
Expected Move	27.6%	24.1%	32.8%	26.7%	28.7%
HV 20d	117.4%	106.3%	132.6%	132.6%	117.8%
HV 60d	111.3%	106.3%	116.0%	108.5%	114.5%
IV Rank	72.0%	57.0%	95.2%	63.1%	75.7%
IV Percentile	86.7%	77.0%	99.6%	82.1%	90.5%
Term Structure	-1.2%	-11.3%	3.4%	-3.5%	-2.8%
VWIV	94.9%	78.9%	109.7%	92.7%	98.8%
Skew 25d	19.1%	15.3%	23.8%	21.1%	19.0%
Skew 10d	33.4%	25.8%	40.3%	36.8%	33.6%
Call IV 25d	87.2%	74.9%	100.9%	79.2%	90.4%
Put IV 25d	106.3%	94.2%	124.7%	100.3%	109.4%
Bid-Ask Spread %	3.46	2.29	5.84	2.75	4.22
Gamma HHI	0.06	0.03	0.10	0.06	0.04
Net GEX	8.2M	-2.0M	24.3M	16.6M	987.1K
Net DEX	-93.0M	-791.0M	352.0M	-444.8M	88.9M
Net VEX	-4.0M	-5.5M	-3.0M	-5.1M	-3.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.31	0.77	0.37	0.52
Total Volume	766,135.429	370,538	1,136,710	854,742	873,444
Total OI	2,634,246	2,136,114	3,105,152	2,694,372	2,698,916

Daily Data (21 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
2022-06-01	$16.39	$20.00	89.9%	26.7%	132.6%	63.1%	92.7%	21.1%	-3.5%	16.6M	-444.8M	-5.1M	0.37	2.75	N/A	N/A	622,444	232,298	1,892,292	802,080
2022-06-02	$17.32	$15.00	86.7%	24.1%	128.2%	59.0%	85.2%	20.5%	-1.4%	24.3M	-791.0M	-5.5M	0.73	2.91	N/A	N/A	420,622	305,944	2,008,516	816,674
2022-06-03	$15.97	$15.00	88.5%	25.2%	116.6%	61.3%	85.9%	18.4%	-1.4%	8.3M	-314.8M	-4.9M	0.77	3.99	N/A	N/A	464,828	359,966	2,023,598	899,086
2022-06-06	$16.21	$15.00	89.0%	25.5%	116.5%	62.0%	80.7%	22.1%	1.1%	12.6M	-303.6M	-4.9M	0.49	3.76	N/A	N/A	360,084	177,180	1,772,748	733,060
2022-06-07	$16.70	$15.00	85.2%	24.5%	108.4%	57.0%	85.5%	19.8%	0.9%	16.2M	-410.1M	-5.0M	0.63	3.13	N/A	N/A	227,714	142,824	1,842,456	773,426
2022-06-08	$16.34	$15.50	85.7%	24.2%	108.3%	57.7%	78.9%	18.5%	-1.7%	15.6M	-357.1M	-4.9M	0.36	3.44	N/A	N/A	427,166	153,688	1,876,322	786,428
2022-06-09	$15.19	$16.00	107.2%	26.2%	106.3%	85.6%	87.4%	18.5%	-11.3%	10.8M	-108.1M	-4.4M	0.52	4.56	N/A	N/A	447,716	230,722	2,033,160	793,604
2022-06-10	$13.53	$15.50	96.0%	27.6%	113.9%	71.1%	92.2%	17.9%	-0.6%	552.6K	301.1M	-3.7M	0.49	4.05	N/A	N/A	762,498	374,212	2,136,142	808,096
2022-06-13	$11.56	$15.00	114.6%	32.8%	115.8%	95.2%	109.7%	23.8%	-3.1%	105.8K	306.3M	-3.0M	0.54	3.32	N/A	N/A	530,950	288,506	1,713,878	734,118
2022-06-14	$11.62	$14.50	108.8%	31.1%	115.7%	87.7%	106.7%	21.1%	-2.5%	1.8M	264.7M	-3.2M	0.55	4.25	N/A	N/A	402,482	223,340	1,883,704	777,234
2022-06-15	$12.55	$14.00	98.8%	28.3%	116.6%	74.7%	98.5%	16.6%	-2.4%	4.7M	142.3M	-3.5M	0.56	5.84	N/A	N/A	651,696	362,930	1,956,254	818,024
2022-06-16	$10.84	$14.00	108.4%	31.1%	115.7%	87.1%	106.9%	19.3%	0.3%	-2.0M	352.0M	-3.0M	0.63	4.02	N/A	N/A	578,890	366,708	2,025,888	877,440
2022-06-17	$11.34	$13.50	102.3%	29.4%	117.5%	79.2%	105.4%	15.3%	-1.4%	2.6M	212.4M	-3.2M	0.62	2.90	N/A	N/A	682,828	422,022	2,212,384	892,768
2022-06-21	$12.27	$13.00	98.0%	28.4%	120.8%	73.6%	99.4%	17.0%	-0.1%	5.8M	-40.6M	-3.5M	0.43	2.69	N/A	N/A	463,664	200,382	1,476,852	667,188
2022-06-22	$12.15	$13.00	99.5%	28.7%	118.8%	75.6%	99.3%	17.4%	1.8%	6.7M	-35.6M	-3.6M	0.67	3.01	N/A	N/A	346,968	231,340	1,614,976	719,856
2022-06-23	$12.69	$13.00	98.1%	28.0%	119.4%	73.7%	97.9%	18.9%	1.6%	11.1M	-158.0M	-3.7M	0.67	2.30	N/A	N/A	373,452	249,598	1,683,572	752,808
2022-06-24	$13.77	$13.00	90.5%	26.1%	122.7%	63.9%	92.2%	16.9%	3.4%	15.9M	-429.8M	-4.2M	0.40	2.29	N/A	N/A	701,580	279,852	1,729,554	797,048
2022-06-27	$13.71	$13.00	92.2%	26.8%	118.4%	66.0%	94.7%	18.6%	-1.0%	9.3M	-215.9M	-4.2M	0.31	3.72	N/A	N/A	681,918	211,074	1,465,896	670,218
2022-06-28	$12.47	$13.00	96.9%	28.2%	117.9%	72.3%	98.0%	18.9%	-1.6%	5.2M	-12.9M	-3.8M	0.49	2.65	N/A	N/A	498,052	245,026	1,793,792	711,554
2022-06-29	$12.44	$13.25	96.3%	28.0%	117.5%	71.4%	97.0%	21.2%	-0.2%	5.0M	1.1M	-3.8M	0.49	2.92	N/A	N/A	343,816	168,420	1,884,578	762,978
2022-06-30	$11.99	$13.00	99.6%	28.7%	117.8%	75.7%	98.8%	19.0%	-2.8%	987.1K	88.9M	-3.5M	0.52	4.22	N/A	N/A	573,282	300,162	1,905,322	793,594