TQQQ Options History — December 2022

In December 2022, TQQQ traded between $8.06 and $11.91. ATM implied volatility averaged 78.1%, placing in the 40.3% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded below realized volatility by 4.3% (HV 20d: 82.4%). Max pain ranged from $9.00 to $11.25. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.43.

Notable Days

2022-12-22: Highest Volume — 1,255,406 contracts
2022-12-22: Largest IV spike — 9.6% change
2022-12-12: Highest IV Rank — 52.5%
2022-12-12: Largest Expected Move — 24.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.87	$8.06	$11.91	$11.91	$8.52
Max Pain	$10.21	$9.00	$11.25	$10.25	$9.25
ATM IV	78.1%	70.0%	86.3%	73.0%	80.3%
Expected Move	22.6%	20.9%	24.2%	23.9%	23.1%
HV 20d	82.4%	65.7%	100.4%	99.0%	75.1%
HV 60d	94.2%	91.8%	100.1%	100.0%	92.4%
IV Rank	40.3%	28.5%	52.5%	33.0%	42.7%
IV Percentile	29.2%	14.7%	48.4%	19.4%	32.9%
Term Structure	0.8%	-3.1%	4.1%	0.2%	3.3%
VWIV	76.9%	71.1%	85.1%	85.1%	77.8%
Skew 25d	11.7%	10.1%	14.1%	11.1%	12.5%
Skew 10d	20.1%	16.8%	23.9%	21.8%	20.0%
Call IV 25d	71.5%	64.6%	78.2%	67.5%	72.3%
Put IV 25d	83.2%	75.5%	92.3%	78.6%	84.8%
Bid-Ask Spread %	2.54	1.40	8.62	1.98	1.67
Gamma HHI	0.08	0.05	0.13	0.09	0.13
Net GEX	8.9M	-684.5K	25.8M	25.8M	7.9M
Net DEX	-173.9M	-828.8M	110.2M	-828.8M	-84.7M
Net VEX	-2.8M	-3.6M	-2.1M	-3.6M	-2.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.43	0.29	0.62	0.51	0.47
Total Volume	819,843.333	493,770	1,255,406	1,062,022	632,242
Total OI	3,466,630.571	2,897,008	3,933,316	3,490,886	3,433,728

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
2022-12-01	$11.91	$10.25	73.0%	23.9%	99.0%	33.0%	85.1%	11.1%	0.2%	25.8M	-828.8M	-3.6M	0.51	1.98	N/A	N/A	701,416	360,606	2,513,316	977,570
2022-12-02	$11.63	$10.50	70.0%	22.9%	95.4%	28.5%	81.2%	10.8%	-0.9%	15.8M	-678.4M	-3.6M	0.51	1.85	N/A	N/A	617,926	314,398	2,599,588	1,056,246
2022-12-05	$10.99	$11.25	74.8%	21.5%	98.4%	35.6%	74.1%	12.0%	2.3%	11.8M	-306.1M	-3.3M	0.53	1.83	N/A	N/A	561,486	294,866	2,358,242	872,716
2022-12-06	$10.42	$11.25	79.1%	22.7%	100.4%	42.0%	77.4%	12.8%	2.2%	7.1M	-103.7M	-3.1M	0.44	3.19	N/A	N/A	548,784	243,772	2,551,712	966,208
2022-12-07	$10.27	$10.63	81.4%	23.8%	100.2%	45.3%	78.0%	12.3%	2.1%	7.3M	-79.5M	-3.1M	0.32	5.98	N/A	N/A	564,726	180,844	2,710,734	1,005,980
2022-12-08	$10.62	$10.63	80.3%	22.9%	95.9%	43.7%	76.7%	11.7%	2.6%	13.5M	-249.0M	-3.2M	0.29	3.42	N/A	N/A	564,340	164,330	2,782,232	1,015,100
2022-12-09	$10.53	$10.63	80.6%	23.0%	69.5%	44.1%	77.1%	10.6%	4.1%	4.3M	-186.8M	-3.1M	0.48	1.77	N/A	N/A	447,932	216,708	2,801,306	1,033,296
2022-12-12	$10.71	$10.63	86.3%	24.2%	65.7%	52.5%	81.8%	14.1%	-2.3%	10.6M	-302.1M	-3.1M	0.37	1.81	N/A	N/A	359,704	134,066	2,453,290	866,746
2022-12-13	$11.24	$10.63	78.3%	21.8%	67.9%	40.8%	75.0%	12.1%	-3.1%	18.2M	-490.1M	-3.2M	0.45	2.40	N/A	N/A	738,244	330,056	2,576,906	916,674
2022-12-14	$10.87	$10.63	74.6%	21.5%	68.1%	35.3%	72.1%	11.9%	0.5%	15.5M	-305.9M	-3.1M	0.51	3.17	N/A	N/A	655,158	336,866	2,674,570	960,692
2022-12-15	$9.76	$10.63	77.5%	21.6%	76.4%	39.6%	75.1%	12.2%	-3.0%	-684.5K	110.2M	-2.6M	0.56	1.68	N/A	N/A	726,590	406,020	2,720,962	1,009,600
2022-12-16	$9.60	$10.00	77.0%	21.9%	76.4%	38.9%	74.3%	10.1%	-0.9%	4.1M	100.6M	-2.6M	0.62	1.60	N/A	N/A	670,998	413,506	2,897,810	1,035,506
2022-12-19	$9.06	$10.00	79.2%	22.6%	78.3%	42.1%	76.2%	11.6%	0.3%	2.8M	24.2M	-2.4M	0.38	1.78	N/A	N/A	521,634	199,730	2,169,314	727,694
2022-12-20	$9.14	$10.00	76.5%	21.9%	78.1%	38.1%	75.1%	11.5%	-0.2%	5.3M	-19.8M	-2.5M	0.36	1.52	N/A	N/A	475,296	170,400	2,355,094	795,194
2022-12-21	$9.48	$10.00	73.0%	20.9%	77.9%	32.9%	71.1%	11.2%	0.5%	12.8M	-175.9M	-2.7M	0.33	1.56	N/A	N/A	558,984	183,414	2,491,604	831,212
2022-12-22	$8.61	$10.00	80.0%	23.0%	82.8%	43.3%	77.0%	10.7%	-0.7%	-335.1K	97.0M	-2.3M	0.39	2.48	N/A	N/A	904,594	350,812	2,502,258	829,304
2022-12-23	$8.74	$9.75	76.9%	22.0%	83.5%	38.7%	75.1%	10.9%	0.6%	7.2M	-33.8M	-2.4M	0.39	1.96	N/A	N/A	495,474	191,754	2,751,904	833,218
2022-12-27	$8.47	$9.50	80.1%	23.3%	82.5%	42.6%	77.3%	11.8%	2.5%	4.0M	-12.0M	-2.2M	0.38	1.40	N/A	N/A	417,204	159,218	2,390,254	715,556
2022-12-28	$8.06	$9.38	82.4%	24.1%	83.6%	46.0%	81.0%	11.2%	3.4%	2.1M	43.7M	-2.1M	0.42	1.59	N/A	N/A	461,080	195,104	2,513,972	732,210
2022-12-29	$8.72	$9.00	78.8%	22.7%	76.3%	40.6%	76.6%	12.8%	3.8%	11.7M	-170.3M	-2.4M	0.35	8.62	N/A	N/A	554,264	192,164	2,626,896	742,828
2022-12-30	$8.52	$9.25	80.3%	23.1%	75.1%	42.7%	77.8%	12.5%	3.3%	7.9M	-84.7M	-2.3M	0.47	1.67	N/A	N/A	428,626	203,616	2,668,164	765,564