TQQQ Options History — November 2022

In November 2022, TQQQ traded between $8.67 and $11.64. ATM implied volatility averaged 84.8%, placing in the 50.9% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded below realized volatility by 17.1% (HV 20d: 101.9%). Max pain ranged from $10.00 to $11.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.54.

Notable Days

2022-11-10: Highest Volume — 1,669,492 contracts
2022-11-10: Largest IV drop — 8.4% change
2022-11-02: Highest IV Rank — 64.7%
2022-11-02: Largest Expected Move — 29.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.42	$8.67	$11.64	$10.18	$11.64
Max Pain	$10.17	$10.00	$11.00	$10.50	$10.00
ATM IV	84.8%	75.4%	93.1%	91.8%	76.0%
Expected Move	25.2%	22.1%	29.0%	28.9%	24.1%
HV 20d	101.9%	91.0%	114.8%	94.7%	105.6%
HV 60d	96.7%	91.2%	101.8%	91.2%	100.7%
IV Rank	50.9%	36.4%	64.7%	63.9%	37.4%
IV Percentile	45.0%	25.8%	65.5%	60.7%	26.2%
Term Structure	-0.1%	-3.0%	4.6%	0.3%	-1.8%
VWIV	86.8%	75.9%	99.6%	99.6%	86.1%
Skew 25d	11.6%	7.8%	14.7%	10.3%	11.6%
Skew 10d	21.6%	12.6%	27.3%	19.8%	22.3%
Call IV 25d	78.5%	67.9%	87.5%	86.2%	69.7%
Put IV 25d	90.1%	81.3%	97.3%	96.4%	81.3%
Bid-Ask Spread %	2.04	1.44	4.24	1.80	1.94
Gamma HHI	0.08	0.04	0.16	0.05	0.10
Net GEX	11.6M	-1.2M	26.5M	7.2M	22.0M
Net DEX	-335.7M	-898.3M	155.1M	-158.4M	-688.5M
Net VEX	-3.3M	-3.8M	-2.6M	-3.3M	-3.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.42	0.81	0.55	0.42
Total Volume	917,571.905	327,764	1,669,492	583,054	1,044,656
Total OI	3,347,362.667	2,974,152	3,817,318	2,974,152	3,365,072

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
2022-11-01	$10.18	$10.50	91.8%	28.9%	94.7%	63.9%	99.6%	10.3%	0.3%	7.2M	-158.4M	-3.3M	0.55	1.80	N/A	N/A	375,394	207,660	2,162,816	811,336
2022-11-02	$9.29	$10.50	92.4%	29.0%	99.1%	64.7%	98.8%	9.8%	-0.4%	1.3M	55.5M	-2.8M	0.45	2.82	N/A	N/A	760,108	341,606	2,214,300	862,920
2022-11-03	$8.67	$11.00	91.0%	27.0%	100.9%	62.8%	92.2%	9.2%	0.3%	-1.2M	155.1M	-2.6M	0.44	1.98	N/A	N/A	756,700	332,958	2,368,982	899,476
2022-11-04	$8.93	$10.50	89.7%	26.3%	91.5%	58.2%	89.4%	7.8%	0.5%	6.0M	42.7M	-2.7M	0.50	2.30	N/A	N/A	916,430	459,786	2,550,332	935,836
2022-11-07	$9.28	$10.50	89.3%	26.1%	92.5%	57.0%	90.7%	8.7%	2.1%	6.3M	-107.9M	-2.9M	0.50	1.69	N/A	N/A	412,320	207,698	2,294,552	784,368
2022-11-08	$9.55	$10.50	91.0%	26.8%	91.0%	59.6%	92.7%	9.6%	2.4%	9.2M	-203.7M	-3.1M	0.51	2.06	N/A	N/A	618,586	316,216	2,401,924	831,146
2022-11-09	$8.84	$10.00	93.1%	27.3%	95.3%	62.7%	92.8%	9.8%	2.0%	5.2M	-14.3M	-2.7M	0.52	1.92	N/A	N/A	490,312	254,092	2,484,528	870,544
2022-11-10	$10.65	$10.00	85.3%	25.6%	114.8%	51.1%	88.1%	9.4%	4.6%	19.5M	-619.9M	-3.5M	0.51	1.89	N/A	N/A	1,104,914	564,578	2,544,432	908,450
2022-11-11	$11.35	$10.00	82.6%	24.2%	110.8%	47.2%	85.1%	10.7%	3.4%	12.8M	-898.3M	-3.8M	0.54	1.85	N/A	N/A	1,025,432	556,124	2,627,448	1,031,218
2022-11-14	$11.17	$10.00	84.7%	24.7%	107.0%	50.2%	83.7%	13.1%	-1.8%	13.2M	-527.9M	-3.7M	0.81	1.92	N/A	N/A	450,104	363,898	2,361,322	895,092
2022-11-15	$11.49	$10.00	84.4%	24.3%	107.2%	49.7%	83.8%	14.7%	-1.2%	14.4M	-634.4M	-3.8M	0.65	2.34	N/A	N/A	634,186	410,062	2,423,064	1,001,952
2022-11-16	$11.01	$10.00	85.9%	24.6%	108.3%	52.0%	83.7%	13.7%	-1.3%	9.8M	-416.5M	-3.7M	0.47	1.76	N/A	N/A	566,128	268,064	2,486,700	1,082,036
2022-11-17	$10.84	$10.00	85.4%	24.5%	108.4%	51.3%	84.9%	12.6%	-0.2%	11.0M	-370.5M	-3.6M	0.64	2.10	N/A	N/A	551,638	350,296	2,595,820	1,102,586
2022-11-18	$10.95	$10.00	83.2%	23.9%	105.5%	48.0%	83.7%	12.0%	-1.0%	14.3M	-439.7M	-3.6M	0.56	1.79	N/A	N/A	684,752	383,876	2,671,354	1,145,964
2022-11-21	$10.59	$10.00	83.6%	24.3%	105.6%	48.6%	82.6%	12.9%	-1.6%	9.4M	-266.9M	-3.3M	0.49	1.44	N/A	N/A	421,534	207,080	2,307,860	826,308
2022-11-22	$11.00	$10.00	79.0%	23.1%	104.5%	41.8%	79.7%	13.4%	-2.5%	17.5M	-425.0M	-3.5M	0.53	1.50	N/A	N/A	428,380	229,038	2,406,638	863,558
2022-11-23	$11.31	$10.00	75.4%	22.1%	102.4%	36.4%	75.9%	13.7%	-3.0%	26.5M	-589.3M	-3.5M	0.65	4.24	N/A	N/A	625,062	408,434	2,474,618	893,200
2022-11-25	$11.15	$10.00	75.4%	22.2%	100.1%	36.4%	77.0%	13.3%	-1.7%	21.4M	-494.3M	-3.5M	0.53	1.74	N/A	N/A	214,622	113,142	2,513,616	1,003,180
2022-11-28	$10.60	$10.00	80.9%	25.0%	98.0%	44.7%	84.5%	14.3%	-0.4%	10.2M	-260.6M	-3.2M	0.62	1.67	N/A	N/A	378,636	233,792	2,284,132	773,736
2022-11-29	$10.35	$10.00	81.0%	25.7%	97.8%	44.8%	88.2%	13.1%	-0.7%	8.0M	-186.5M	-3.1M	0.48	2.12	N/A	N/A	405,292	195,424	2,378,732	853,468
2022-11-30	$11.64	$10.00	76.0%	24.1%	105.6%	37.4%	86.1%	11.6%	-1.8%	22.0M	-688.5M	-3.6M	0.42	1.94	N/A	N/A	733,238	311,418	2,451,804	913,268