TQQQ Options History — July 2022

In July 2022, TQQQ traded between $12.19 and $16.79. ATM implied volatility averaged 87.7%, placing in the 60.3% IV rank vs the trailing year. The 30-day expected move averaged 24.7%. IV traded below realized volatility by 5.6% (HV 20d: 93.3%). Max pain ranged from $12.50 to $13.75. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.63.

Notable Days

2022-07-29: Highest Volume — 1,177,498 contracts
2022-07-11: Largest IV spike — 8.5% change
2022-07-01: Highest IV Rank — 71.9%
2022-07-12: Largest Expected Move — 27.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.93	$12.19	$16.79	$12.19	$16.79
Max Pain	$12.93	$12.50	$13.75	$13.00	$13.75
ATM IV	87.7%	74.1%	96.7%	96.7%	74.1%
Expected Move	24.7%	20.6%	27.1%	26.5%	20.6%
HV 20d	93.3%	73.9%	117.0%	115.4%	81.0%
HV 60d	113.6%	111.5%	115.2%	114.2%	112.8%
IV Rank	60.3%	42.6%	71.9%	71.9%	42.6%
IV Percentile	71.0%	53.6%	83.7%	83.7%	53.6%
Term Structure	-0.7%	-2.0%	1.6%	-0.8%	0.0%
VWIV	86.1%	75.8%	92.5%	91.6%	75.8%
Skew 25d	18.9%	15.6%	21.7%	17.0%	15.6%
Skew 10d	33.1%	29.0%	37.9%	32.7%	29.0%
Call IV 25d	78.0%	66.3%	88.9%	88.9%	66.3%
Put IV 25d	96.9%	81.9%	107.0%	105.9%	81.9%
Bid-Ask Spread %	2.66	2.24	3.42	2.58	2.49
Gamma HHI	0.08	0.03	0.33	0.12	0.12
Net GEX	12.0M	865.6K	23.4M	865.6K	23.4M
Net DEX	-306.4M	-981.5M	32.7M	32.7M	-981.5M
Net VEX	-4.2M	-5.1M	-3.5M	-3.5M	-5.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.63	0.39	0.89	0.39	0.60
Total Volume	661,325.9	311,952	1,177,498	719,796	1,177,498
Total OI	2,379,795.3	2,050,470	2,766,644	2,766,644	2,501,736

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
2022-07-01	$12.19	$13.00	96.7%	26.5%	115.4%	71.9%	91.6%	17.0%	-0.8%	865.6K	32.7M	-3.5M	0.39	2.58	N/A	N/A	518,836	200,960	1,970,208	796,436
2022-07-05	$12.77	$12.50	96.5%	26.5%	115.0%	71.7%	91.9%	21.7%	-1.3%	6.6M	-107.4M	-3.7M	0.44	2.75	N/A	N/A	374,192	165,486	1,703,614	652,906
2022-07-06	$13.17	$12.50	94.1%	26.2%	115.7%	68.5%	90.7%	19.0%	-1.0%	10.9M	-214.1M	-3.9M	0.47	3.21	N/A	N/A	386,062	182,454	1,801,060	693,376
2022-07-07	$13.88	$12.50	89.0%	25.1%	117.0%	61.9%	86.4%	20.7%	-0.5%	18.2M	-373.6M	-4.2M	0.60	2.57	N/A	N/A	391,020	235,112	1,868,010	715,976
2022-07-08	$13.97	$12.50	86.1%	23.9%	117.0%	58.2%	84.1%	18.8%	-1.7%	22.6M	-367.6M	-4.1M	0.53	2.56	N/A	N/A	528,998	280,542	1,898,162	782,392
2022-07-11	$13.04	$12.50	93.4%	26.2%	116.8%	67.7%	89.7%	20.4%	-2.0%	5.2M	-97.7M	-3.8M	0.69	2.43	N/A	N/A	284,282	195,034	1,488,214	660,342
2022-07-12	$12.54	$12.50	96.4%	27.1%	110.3%	71.5%	92.5%	21.1%	-1.8%	3.4M	-24.9M	-3.6M	0.76	2.67	N/A	N/A	267,498	203,738	1,509,936	693,582
2022-07-13	$12.64	$12.50	94.6%	26.7%	94.2%	69.2%	90.1%	19.4%	-1.9%	4.1M	-40.8M	-3.7M	0.77	3.42	N/A	N/A	362,294	280,408	1,558,478	723,060
2022-07-14	$12.70	$12.50	93.1%	26.4%	94.2%	67.2%	89.9%	19.0%	-1.0%	4.8M	-64.4M	-3.7M	0.58	2.24	N/A	N/A	505,754	292,852	1,607,350	776,078
2022-07-15	$13.32	$12.50	85.4%	24.0%	91.8%	57.2%	82.2%	18.3%	-2.0%	10.4M	-230.1M	-3.8M	0.48	2.61	N/A	N/A	526,430	251,598	1,679,778	834,916
2022-07-18	$12.96	$12.50	90.1%	25.8%	73.9%	63.4%	87.8%	21.1%	-0.7%	5.8M	-123.7M	-3.8M	0.60	2.97	N/A	N/A	403,338	242,156	1,410,072	640,398
2022-07-19	$14.26	$12.50	85.8%	24.5%	79.1%	57.8%	86.6%	20.4%	0.0%	13.1M	-362.0M	-4.3M	0.53	2.50	N/A	N/A	452,116	240,844	1,519,516	682,914
2022-07-20	$14.97	$13.00	84.5%	24.2%	76.4%	56.0%	85.8%	20.1%	0.7%	18.3M	-538.9M	-4.5M	0.89	2.69	N/A	N/A	396,202	351,484	1,584,850	769,606
2022-07-21	$15.46	$13.50	80.6%	23.1%	76.4%	51.0%	81.7%	19.2%	0.2%	20.5M	-649.4M	-4.8M	0.61	2.55	N/A	N/A	394,966	241,786	1,638,410	873,356
2022-07-22	$14.68	$13.50	80.8%	23.0%	78.7%	51.3%	82.7%	16.0%	1.6%	19.1M	-383.0M	-4.6M	0.77	2.86	N/A	N/A	419,514	324,532	1,667,108	917,056
2022-07-25	$14.32	$13.50	83.8%	24.0%	74.3%	55.1%	82.9%	17.9%	0.1%	9.4M	-273.6M	-4.4M	0.78	2.47	N/A	N/A	174,840	137,112	1,483,282	656,050
2022-07-26	$13.62	$13.50	88.2%	25.3%	76.6%	60.9%	86.5%	18.1%	-0.8%	5.9M	-136.4M	-4.1M	0.71	2.47	N/A	N/A	229,002	163,242	1,523,246	690,298
2022-07-27	$15.49	$13.50	81.7%	23.2%	81.2%	52.5%	83.1%	17.4%	-0.5%	16.9M	-563.2M	-4.8M	0.60	2.68	N/A	N/A	416,804	250,812	1,555,068	704,788
2022-07-28	$15.73	$13.75	79.1%	22.3%	81.0%	49.1%	79.2%	16.2%	-1.0%	20.5M	-629.0M	-4.8M	0.84	2.48	N/A	N/A	421,620	355,100	1,599,164	765,114
2022-07-29	$16.79	$13.75	74.1%	20.6%	81.0%	42.6%	75.8%	15.6%	0.0%	23.4M	-981.5M	-5.1M	0.60	2.49	N/A	N/A	736,072	441,426	1,657,876	843,860