TQQQ Options History — October 2022

In October 2022, TQQQ traded between $8.85 and $11.42. ATM implied volatility averaged 101.7%, placing in the 77.6% IV rank vs the trailing year. The 30-day expected move averaged 29.4%. IV traded above realized volatility by 3.8% (HV 20d: 98.0%). Max pain ranged from $10.50 to $12.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.54.

Notable Days

2022-10-13: Highest Volume — 1,963,078 contracts
2022-10-06: Largest IV spike — 6.1% change
2022-10-11: Highest IV Rank — 91.2%
2022-10-11: Largest Expected Move — 31.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.14	$8.85	$11.42	$10.39	$10.53
Max Pain	$11.05	$10.50	$12.00	$11.50	$10.50
ATM IV	101.7%	91.0%	111.8%	98.7%	91.0%
Expected Move	29.4%	27.3%	31.4%	28.8%	28.2%
HV 20d	98.0%	84.7%	105.4%	100.4%	98.1%
HV 60d	90.1%	87.7%	92.9%	87.7%	91.1%
IV Rank	77.6%	62.9%	91.2%	73.6%	62.9%
IV Percentile	84.9%	59.1%	98.0%	84.5%	59.1%
Term Structure	-2.0%	-5.7%	1.3%	1.3%	-0.4%
VWIV	101.2%	92.4%	105.6%	100.0%	98.2%
Skew 25d	15.9%	11.3%	20.7%	20.5%	11.3%
Skew 10d	29.6%	20.6%	37.6%	37.6%	21.3%
Call IV 25d	93.2%	84.4%	102.3%	88.2%	84.9%
Put IV 25d	109.1%	96.1%	119.7%	108.7%	96.1%
Bid-Ask Spread %	2.24	1.65	3.93	1.65	2.37
Gamma HHI	0.06	0.03	0.20	0.04	0.05
Net GEX	7.8M	-307.9K	15.7M	6.4M	8.8M
Net DEX	-154.1M	-519.7M	161.1M	-70.4M	-236.5M
Net VEX	-3.3M	-3.9M	-2.8M	-3.3M	-3.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.38	0.67	0.38	0.62
Total Volume	982,713.429	542,086	1,963,078	885,208	542,086
Total OI	3,095,392.762	2,670,108	3,513,422	2,670,108	2,849,128

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
2022-10-03	$10.39	$11.50	98.7%	28.8%	100.4%	73.6%	100.0%	20.5%	1.3%	6.4M	-70.4M	-3.3M	0.38	1.65	N/A	N/A	642,008	243,200	1,950,156	719,952
2022-10-04	$11.20	$11.50	94.7%	27.3%	105.0%	68.1%	96.2%	20.0%	-0.2%	11.3M	-283.1M	-3.6M	0.46	1.91	N/A	N/A	743,700	343,206	2,053,718	770,610
2022-10-05	$11.42	$11.50	94.6%	27.3%	102.7%	68.0%	97.7%	20.1%	-0.2%	10.6M	-303.7M	-3.7M	0.63	2.35	N/A	N/A	554,338	348,092	2,087,278	846,276
2022-10-06	$11.04	$12.00	100.4%	27.9%	103.1%	75.8%	92.4%	20.7%	-0.8%	10.2M	-222.6M	-3.6M	0.51	2.24	N/A	N/A	495,160	250,850	2,150,300	872,150
2022-10-07	$9.69	$12.00	104.4%	29.6%	105.4%	81.2%	98.3%	17.9%	-1.9%	1.1M	161.1M	-3.0M	0.57	2.41	N/A	N/A	849,878	486,722	2,210,424	895,490
2022-10-10	$9.52	$12.00	109.6%	30.5%	103.7%	88.3%	99.9%	18.5%	-2.5%	2.1M	72.3M	-2.9M	0.49	2.35	N/A	N/A	536,376	262,368	1,978,626	784,176
2022-10-11	$9.03	$11.50	111.8%	31.4%	86.0%	91.2%	104.0%	18.3%	-1.9%	1.7M	117.9M	-2.8M	0.47	2.55	N/A	N/A	627,290	292,606	2,105,062	835,320
2022-10-12	$9.13	$11.50	111.1%	31.3%	84.7%	90.3%	105.5%	16.9%	-2.1%	3.4M	74.2M	-2.9M	0.55	2.01	N/A	N/A	397,848	217,450	2,219,846	871,950
2022-10-13	$9.69	$11.50	109.8%	30.9%	88.0%	88.5%	105.6%	16.8%	-2.8%	8.4M	-57.3M	-3.2M	0.52	2.35	N/A	N/A	1,292,696	670,382	2,307,616	908,066
2022-10-14	$8.85	$11.00	108.8%	30.5%	92.0%	87.2%	104.3%	14.7%	-3.1%	-307.9K	149.5M	-2.9M	0.56	2.32	N/A	N/A	899,364	500,146	2,429,522	1,008,934
2022-10-17	$9.71	$11.00	106.9%	30.5%	99.0%	84.7%	105.0%	17.2%	-5.2%	6.3M	-116.1M	-3.2M	0.53	1.85	N/A	N/A	575,382	305,766	2,205,134	831,718
2022-10-18	$9.88	$10.50	104.5%	29.8%	99.5%	81.3%	102.7%	15.5%	-3.0%	9.1M	-179.6M	-3.4M	0.59	2.11	N/A	N/A	646,840	381,752	2,347,510	900,106
2022-10-19	$9.68	$10.50	105.3%	30.2%	98.1%	82.5%	103.3%	15.0%	-5.6%	8.6M	-119.9M	-3.2M	0.58	2.21	N/A	N/A	415,996	242,388	2,410,310	940,022
2022-10-20	$9.57	$10.50	103.4%	29.9%	98.1%	79.9%	103.2%	15.2%	-5.7%	8.8M	-94.1M	-3.1M	0.54	2.25	N/A	N/A	653,204	352,354	2,479,434	956,284
2022-10-21	$10.30	$10.50	100.1%	29.0%	98.5%	75.4%	102.8%	15.8%	-4.4%	15.7M	-401.1M	-3.4M	0.59	2.10	N/A	N/A	831,250	487,250	2,538,642	974,780
2022-10-24	$10.65	$10.50	100.3%	29.9%	99.2%	75.7%	105.2%	13.3%	-0.2%	9.7M	-333.2M	-3.6M	0.59	3.93	N/A	N/A	480,748	282,654	2,088,582	796,742
2022-10-25	$11.28	$10.50	97.4%	29.2%	101.1%	71.8%	101.9%	12.8%	-1.0%	14.3M	-519.7M	-3.9M	0.54	2.24	N/A	N/A	534,972	289,038	2,181,798	838,944
2022-10-26	$10.60	$10.50	96.0%	28.9%	100.5%	69.6%	100.1%	12.0%	-1.1%	11.4M	-303.2M	-3.6M	0.67	1.93	N/A	N/A	552,670	368,254	2,249,378	890,454
2022-10-27	$10.01	$10.50	96.1%	29.3%	95.7%	69.8%	100.7%	11.3%	-0.8%	6.8M	-129.8M	-3.3M	0.46	1.93	N/A	N/A	611,770	278,946	2,299,326	908,350
2022-10-28	$10.84	$10.50	91.7%	27.9%	99.2%	63.7%	97.2%	11.3%	-0.9%	8.5M	-441.0M	-3.6M	0.47	1.95	N/A	N/A	784,744	365,238	2,389,028	922,106
2022-10-31	$10.53	$10.50	91.0%	28.2%	98.1%	62.9%	98.2%	11.3%	-0.4%	8.8M	-236.5M	-3.4M	0.62	2.37	N/A	N/A	334,902	207,184	2,089,774	759,354