TQQQ Options History — August 2022 In August 2022, TQQQ traded between $14.15 and $19.48. ATM implied volatility averaged 77.3%, placing in the 46.7% IV rank vs the trailing year. The 30-day expected move averaged 22.1%. IV traded below realized volatility by 2.3% (HV 20d: 79.6%). Max pain ranged from $14.00 to $15.50. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.53.
Notable Days 2022-08-05 : Highest Volume — 1,257,346 contracts2022-08-10 : Largest IV drop — 12.5% change2022-08-30 : Highest IV Rank — 64.7%2022-08-30 : Largest Expected Move — 26.2%Monthly Statistics Metric Avg Min Max Open Close Price $17.15 $14.15 $19.48 $16.66 $14.19 Max Pain $14.91 $14.00 $15.50 $14.00 $15.00 ATM IV 77.3% 68.2% 91.4% 78.2% 89.8% Expected Move 22.1% 19.5% 26.2% 22.5% 26.2% HV 20d 79.6% 69.8% 85.6% 81.5% 74.8% HV 60d 97.4% 91.9% 110.6% 110.6% 93.6% IV Rank 46.7% 34.9% 64.7% 48.0% 62.1% IV Percentile 54.9% 39.7% 74.6% 57.9% 71.4% Term Structure 0.4% -2.1% 3.8% -1.5% -1.6% VWIV 76.7% 66.0% 88.0% 79.6% 88.0% Skew 25d 17.5% 13.7% 20.9% 17.8% 20.3% Skew 10d 32.1% 26.5% 37.4% 31.3% 34.8% Call IV 25d 68.7% 61.3% 79.5% 69.9% 78.8% Put IV 25d 86.1% 75.2% 100.4% 87.7% 99.1% Bid-Ask Spread % 2.23 1.54 3.93 3.93 1.72 Gamma HHI 0.08 0.03 0.19 0.05 0.04 Net GEX 16.0M -2.2M 36.3M 10.9M 5.1M Net DEX -685.3M -1.59B 146.8M -628.2M 6.7M Net VEX -5.4M -6.2M -4.2M -5.2M -4.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.34 0.89 0.49 0.41 Total Volume 713,783.913 429,682 1,257,346 754,242 526,338 Total OI 2,657,134.783 2,200,420 2,936,098 2,200,420 2,859,366
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 2022-08-01 $16.66 $14.00 78.2% 22.5% 81.5% 48.0% 79.6% 17.8% -1.5% 10.9M -628.2M -5.2M 0.49 3.93 N/A N/A 505,604 248,638 1,489,810 710,610 2022-08-02 $16.62 $14.00 81.7% 23.4% 80.9% 52.5% 82.4% 19.9% -2.1% 19.1M -762.7M -5.4M 0.67 2.67 N/A N/A 321,458 216,366 1,702,954 778,376 2022-08-03 $17.93 $14.00 76.2% 21.8% 83.7% 45.3% 80.1% 17.3% -1.0% 27.3M -1.23B -5.7M 0.49 2.78 N/A N/A 521,238 253,456 1,757,256 796,614 2022-08-04 $17.95 $15.50 76.4% 21.8% 82.7% 45.6% 76.1% 16.6% -1.3% 36.3M -1.29B -5.8M 0.89 2.22 N/A N/A 347,744 310,464 1,847,478 854,510 2022-08-05 $17.57 $15.50 74.5% 21.5% 83.6% 43.1% 79.6% 16.9% -0.7% 3.2M -1.11B -5.6M 0.43 2.39 N/A N/A 879,226 378,120 1,848,922 938,606 2022-08-08 $17.45 $15.00 75.6% 21.9% 78.4% 44.6% 72.3% 17.8% 1.0% 18.5M -784.5M -5.5M 0.42 1.95 N/A N/A 480,394 199,434 1,600,656 698,658 2022-08-09 $16.86 $15.00 78.2% 22.6% 78.0% 47.9% 79.5% 16.5% 0.8% 20.9M -684.3M -5.5M 0.43 1.88 N/A N/A 364,512 156,726 1,755,504 746,482 2022-08-10 $18.25 $15.00 68.5% 20.3% 81.2% 35.2% 75.0% 14.6% 2.2% 32.9M -1.19B -5.8M 0.49 2.05 N/A N/A 546,458 265,898 1,808,552 780,420 2022-08-11 $17.85 $15.00 71.4% 20.9% 82.3% 39.1% 69.8% 14.2% 1.8% 31.4M -1.06B -5.8M 0.44 1.85 N/A N/A 643,682 286,218 1,852,142 838,134 2022-08-12 $18.93 $15.00 68.3% 19.9% 83.0% 35.0% 66.0% 13.7% 2.0% 34.8M -1.59B -6.1M 0.38 1.97 N/A N/A 796,840 305,580 2,024,034 898,850 2022-08-15 $19.48 $15.00 68.7% 19.8% 81.3% 35.5% 71.8% 15.0% 2.4% 21.6M -1.16B -6.2M 0.66 2.02 N/A N/A 295,914 196,506 1,643,394 815,524 2022-08-16 $19.43 $15.00 68.2% 19.6% 76.7% 34.9% 68.5% 15.8% 3.0% 21.7M -1.12B -6.2M 0.59 2.35 N/A N/A 459,530 271,198 1,697,612 876,628 2022-08-17 $18.69 $15.00 72.2% 20.7% 77.9% 40.1% 67.2% 15.3% 1.8% 18.9M -891.4M -6.0M 0.50 3.51 N/A N/A 492,346 246,896 1,753,880 915,516 2022-08-18 $18.86 $15.00 68.6% 19.5% 77.5% 35.4% 70.7% 15.7% 3.8% 24.3M -938.1M -6.1M 0.41 1.86 N/A N/A 314,036 128,006 1,878,960 982,180 2022-08-19 $17.66 $15.00 73.5% 20.9% 79.0% 41.8% 72.1% 16.5% 1.9% 8.3M -470.9M -5.7M 0.80 1.61 N/A N/A 533,508 426,748 1,930,160 1,005,938 2022-08-22 $16.17 $15.00 82.1% 23.2% 85.6% 53.0% 81.5% 19.1% 0.6% 3.2M -159.8M -5.0M 0.68 1.54 N/A N/A 372,462 251,460 1,643,984 802,452 2022-08-23 $16.22 $15.00 81.0% 22.8% 83.0% 51.6% 74.2% 19.0% 0.1% 5.6M -173.1M -5.1M 0.34 1.94 N/A N/A 351,454 121,076 1,749,926 890,066 2022-08-24 $16.46 $15.00 79.7% 22.2% 69.8% 49.8% 76.7% 19.1% 0.0% 8.0M -232.6M -5.2M 0.51 1.57 N/A N/A 285,150 144,532 1,873,920 916,896 2022-08-25 $17.09 $15.00 77.3% 21.5% 70.8% 46.8% 74.2% 19.2% 0.4% 12.5M -418.5M -5.4M 0.61 2.11 N/A N/A 305,284 186,208 1,918,014 940,810 2022-08-26 $15.17 $15.00 86.9% 24.5% 79.5% 59.2% 83.3% 19.7% 0.2% -2.2M 146.8M -4.6M 0.61 1.99 N/A N/A 669,530 407,610 1,950,894 985,052 2022-08-29 $14.80 $15.00 90.5% 25.3% 79.8% 63.9% 87.4% 20.8% -1.9% 3.8M -48.2M -4.5M 0.44 1.93 N/A N/A 400,120 175,582 1,811,050 803,416 2022-08-30 $14.15 $15.00 91.4% 26.2% 81.0% 64.7% 87.9% 20.9% -1.9% 2.2M 47.9M -4.2M 0.39 3.37 N/A N/A 595,194 232,286 1,898,660 841,234 2022-08-31 $14.19 $15.00 89.8% 26.2% 74.8% 62.1% 88.0% 20.3% -1.6% 5.1M 6.7M -4.3M 0.41 1.72 N/A N/A 372,160 154,178 1,987,024 872,342
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