TQQQ Options History — September 2022

In September 2022, TQQQ traded between $9.85 and $15.41. ATM implied volatility averaged 94.6%, placing in the 68.0% IV rank vs the trailing year. The 30-day expected move averaged 27.1%. IV traded above realized volatility by 5.6% (HV 20d: 89.0%). Max pain ranged from $12.00 to $15.50. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.52.

Notable Days

2022-09-29: Highest Volume — 1,213,058 contracts
2022-09-13: Largest IV spike — 14.8% change
2022-09-27: Highest IV Rank — 84.1%
2022-09-27: Largest Expected Move — 31.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.38	$9.85	$15.41	$13.65	$9.85
Max Pain	$13.95	$12.00	$15.50	$15.00	$12.00
ATM IV	94.6%	80.4%	106.5%	92.0%	102.0%
Expected Move	27.1%	22.8%	31.3%	27.0%	30.2%
HV 20d	89.0%	72.2%	98.8%	75.2%	97.7%
HV 60d	87.1%	83.4%	93.9%	93.7%	86.9%
IV Rank	68.0%	48.9%	84.1%	64.6%	78.0%
IV Percentile	78.9%	55.6%	96.0%	74.6%	90.9%
Term Structure	-0.8%	-2.3%	0.3%	-2.3%	-0.1%
VWIV	92.5%	81.7%	105.4%	92.2%	101.2%
Skew 25d	19.2%	16.7%	22.5%	19.4%	19.8%
Skew 10d	31.1%	24.0%	38.5%	28.1%	34.1%
Call IV 25d	84.3%	72.0%	94.5%	81.2%	92.1%
Put IV 25d	103.5%	89.3%	116.6%	100.7%	112.0%
Bid-Ask Spread %	2.83	1.61	4.95	1.91	2.05
Gamma HHI	0.06	0.03	0.32	0.04	0.06
Net GEX	4.0M	-7.1M	30.3M	1.7M	993.7K
Net DEX	26.4M	-492.7M	231.1M	100.8M	112.2M
Net VEX	-3.7M	-4.7M	-3.0M	-4.1M	-3.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.32	0.77	0.38	0.51
Total Volume	858,388	498,864	1,213,058	887,512	1,020,966
Total OI	2,833,395.714	2,324,208	3,259,904	2,938,018	3,107,688

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
2022-09-01	$13.65	$15.00	92.0%	27.0%	75.2%	64.6%	92.2%	19.4%	-2.3%	1.7M	100.8M	-4.1M	0.38	1.91	N/A	N/A	643,324	244,188	2,045,166	892,852
2022-09-02	$13.17	$14.50	94.2%	27.0%	75.6%	67.6%	90.1%	19.6%	-2.2%	-1.1M	165.4M	-3.9M	0.45	2.16	N/A	N/A	797,132	355,148	2,137,538	913,426
2022-09-06	$13.09	$15.50	95.1%	26.4%	75.6%	68.8%	89.3%	21.5%	-0.6%	3.2M	85.0M	-3.8M	0.49	2.36	N/A	N/A	438,958	216,218	1,927,562	787,068
2022-09-07	$13.86	$14.50	88.8%	24.6%	79.4%	60.2%	87.2%	19.8%	-0.9%	9.1M	-106.7M	-4.1M	0.45	2.01	N/A	N/A	447,418	201,924	2,027,664	821,866
2022-09-08	$13.80	$14.50	86.7%	24.1%	72.2%	57.3%	83.5%	18.4%	-1.3%	10.1M	-97.2M	-4.2M	0.52	3.14	N/A	N/A	473,940	248,562	2,096,316	853,166
2022-09-09	$14.96	$14.50	80.4%	22.8%	79.5%	48.9%	81.7%	17.4%	0.0%	30.3M	-492.7M	-4.6M	0.54	2.23	N/A	N/A	625,714	340,716	2,158,794	886,196
2022-09-12	$15.41	$15.00	81.8%	23.2%	76.8%	50.7%	83.2%	16.9%	-0.1%	11.6M	-413.9M	-4.7M	0.54	3.62	N/A	N/A	337,068	181,148	1,944,470	791,844
2022-09-13	$12.83	$15.00	93.9%	26.5%	96.8%	67.0%	89.8%	19.8%	-0.7%	472.2K	142.9M	-3.7M	0.64	3.25	N/A	N/A	583,842	374,054	2,004,556	838,686
2022-09-14	$13.25	$15.00	91.1%	26.1%	98.4%	63.3%	89.6%	19.3%	0.3%	3.2M	32.9M	-4.0M	0.71	4.53	N/A	N/A	376,736	267,110	2,117,078	883,442
2022-09-15	$12.61	$15.00	92.4%	26.2%	98.8%	65.1%	87.0%	18.5%	-1.1%	-1.7M	179.1M	-3.7M	0.53	4.95	N/A	N/A	617,844	330,054	2,166,474	929,618
2022-09-16	$12.22	$14.50	94.6%	27.1%	98.3%	68.0%	90.6%	19.4%	0.2%	-7.1M	218.5M	-3.7M	0.77	2.95	N/A	N/A	556,106	426,056	2,299,650	960,254
2022-09-19	$12.54	$14.00	92.5%	26.4%	98.2%	65.1%	90.8%	18.1%	-1.1%	2.2M	18.4M	-3.8M	0.56	2.19	N/A	N/A	321,908	180,320	1,548,896	775,312
2022-09-20	$12.39	$14.00	95.4%	27.3%	94.5%	69.1%	93.3%	16.9%	-0.9%	3.1M	12.1M	-3.8M	0.46	2.18	N/A	N/A	341,342	157,522	1,632,200	804,194
2022-09-21	$11.70	$13.50	97.2%	27.9%	95.6%	71.5%	92.9%	18.1%	-1.1%	734.0K	125.2M	-3.6M	0.46	4.86	N/A	N/A	706,772	325,282	1,703,602	834,672
2022-09-22	$11.54	$13.50	93.8%	26.9%	94.9%	67.0%	90.9%	16.7%	-0.8%	677.2K	132.3M	-3.5M	0.47	2.77	N/A	N/A	605,700	286,920	1,824,822	833,190
2022-09-23	$10.64	$13.00	99.0%	28.4%	95.0%	74.0%	95.2%	19.1%	-0.7%	-2.3M	231.1M	-3.1M	0.57	2.41	N/A	N/A	747,756	426,296	1,930,520	837,628
2022-09-26	$10.62	$12.50	105.1%	30.5%	88.2%	82.2%	103.6%	20.6%	-0.7%	3.4M	62.7M	-3.3M	0.32	2.89	N/A	N/A	678,098	219,084	1,836,664	743,164
2022-09-27	$10.47	$12.50	106.5%	31.3%	88.2%	84.1%	105.4%	22.5%	-0.5%	4.4M	49.2M	-3.3M	0.49	2.40	N/A	N/A	574,894	284,430	1,976,416	785,748
2022-09-28	$11.23	$12.50	99.1%	28.9%	92.7%	74.1%	100.1%	21.2%	-1.4%	9.1M	-138.3M	-3.6M	0.44	1.61	N/A	N/A	592,976	259,564	2,062,572	830,094
2022-09-29	$10.13	$12.50	105.1%	30.7%	97.9%	82.2%	105.0%	20.2%	-0.9%	918.5K	134.6M	-3.1M	0.51	3.00	N/A	N/A	803,080	409,978	2,094,924	855,318
2022-09-30	$9.85	$12.00	102.0%	30.2%	97.7%	78.0%	101.2%	19.8%	-0.1%	993.7K	112.2M	-3.0M	0.51	2.05	N/A	N/A	674,980	345,986	2,259,036	848,652