TQQQ Options History — January 2023 In January 2023, TQQQ traded between $8.21 and $11.79. ATM implied volatility averaged 74.0%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded above realized volatility by 3.4% (HV 20d: 70.5%). Max pain ranged from $8.50 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.63.
Notable Days 2023-01-06 : Highest Volume — 1,201,988 contracts2023-01-12 : Largest IV drop — 10.2% change2023-01-03 : Highest IV Rank — 49.3%2023-01-03 : Largest Expected Move — 24.3%Monthly Statistics Metric Avg Min Max Open Close Price $9.93 $8.21 $11.79 $8.44 $11.30 Max Pain $9.14 $8.50 $10.00 $9.00 $10.00 ATM IV 74.0% 66.8% 84.7% 84.7% 73.1% Expected Move 21.8% 19.5% 24.3% 24.3% 23.5% HV 20d 70.5% 58.5% 80.7% 75.1% 60.3% HV 60d 85.8% 81.6% 92.2% 92.2% 81.6% IV Rank 21.5% 8.3% 49.3% 49.3% 17.0% IV Percentile 15.9% 1.2% 42.9% 42.9% 13.5% Term Structure -1.0% -3.6% 1.5% -1.2% -0.9% VWIV 76.1% 67.7% 83.7% 83.2% 83.6% Skew 25d 12.4% 10.7% 14.8% 12.8% 13.1% Skew 10d 21.9% 16.6% 26.3% 19.0% 25.2% Call IV 25d 67.5% 59.8% 78.5% 77.3% 66.1% Put IV 25d 80.0% 71.7% 90.1% 90.1% 79.2% Bid-Ask Spread % 2.55 1.52 3.28 1.52 2.06 Gamma HHI 0.13 0.05 0.57 0.06 0.06 Net GEX 13.2M 3.8M 36.4M 5.4M 11.5M Net DEX -393.3M -941.3M -24.7M -81.2M -556.5M Net VEX -2.7M -3.3M -2.2M -2.3M -3.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.34 1.42 0.41 0.55 Total Volume 788,795.8 444,974 1,201,988 641,194 477,352 Total OI 3,134,870.2 2,325,654 3,659,914 3,046,516 2,654,948
Daily Data (20 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 2023-01-03 $8.44 $9.00 84.7% 24.3% 75.1% 49.3% 83.2% 12.8% -1.2% 5.4M -81.2M -2.3M 0.41 1.52 N/A N/A 453,164 188,030 2,356,108 690,408 2023-01-04 $8.38 $9.25 83.8% 24.0% 73.6% 47.9% 81.0% 12.1% -2.0% 5.7M -69.5M -2.2M 0.41 3.28 N/A N/A 468,460 190,842 2,440,568 752,198 2023-01-05 $8.21 $8.50 84.4% 24.2% 72.1% 46.2% 80.7% 10.9% -2.6% 3.8M -24.7M -2.2M 0.45 2.45 N/A N/A 418,976 187,862 2,505,412 777,264 2023-01-06 $8.90 $8.50 78.2% 22.1% 79.1% 30.7% 76.9% 11.0% 0.6% 17.6M -254.5M -2.4M 0.34 2.65 N/A N/A 895,394 306,594 2,589,040 819,674 2023-01-09 $9.06 $8.50 80.4% 23.1% 78.3% 34.4% 78.1% 13.1% 0.5% 9.8M -246.3M -2.5M 0.52 2.69 N/A N/A 600,990 314,492 2,458,372 728,940 2023-01-10 $9.15 $8.50 77.7% 22.6% 78.6% 29.8% 77.6% 10.8% 1.3% 10.8M -259.1M -2.5M 0.50 2.21 N/A N/A 295,884 149,090 2,576,344 806,160 2023-01-11 $9.62 $8.50 79.2% 22.5% 80.7% 32.4% 77.4% 12.0% -0.3% 15.4M -434.4M -2.7M 0.48 2.60 N/A N/A 481,590 232,658 2,639,066 840,664 2023-01-12 $9.78 $9.00 71.1% 20.4% 78.7% 18.4% 73.1% 10.7% 0.1% 24.2M -480.0M -2.7M 0.46 2.77 N/A N/A 693,148 321,902 2,744,964 885,060 2023-01-13 $10.04 $9.00 66.8% 19.5% 78.9% 11.0% 67.7% 11.9% 1.5% 36.4M -574.3M -2.7M 0.51 2.52 N/A N/A 515,726 263,990 2,731,712 928,202 2023-01-17 $10.08 $9.00 69.6% 20.0% 68.8% 10.7% 69.6% 13.7% -2.7% 14.3M -398.6M -2.6M 0.77 2.52 N/A N/A 297,560 230,030 2,460,006 787,566 2023-01-18 $9.77 $9.00 69.8% 20.0% 69.5% 11.0% 70.3% 14.8% -0.4% 9.6M -271.9M -2.6M 0.64 2.45 N/A N/A 513,058 326,082 2,515,884 857,428 2023-01-19 $9.51 $9.00 70.8% 20.4% 66.9% 13.0% 71.0% 13.6% -1.8% 4.5M -167.7M -2.5M 0.88 2.48 N/A N/A 393,558 345,588 2,613,002 918,526 2023-01-20 $10.14 $9.00 68.5% 20.0% 70.5% 8.6% 69.8% 13.1% -3.6% 8.9M -490.8M -2.7M 0.50 2.71 N/A N/A 691,700 347,186 2,670,346 968,510 2023-01-23 $10.81 $9.50 69.8% 20.7% 72.8% 11.1% 73.5% 13.1% -1.6% 12.1M -531.0M -2.9M 0.83 3.06 N/A N/A 532,108 441,766 1,614,486 711,168 2023-01-24 $10.68 $9.50 69.5% 20.9% 62.3% 10.5% 74.4% 12.4% -1.4% 9.4M -468.0M -3.0M 1.42 2.65 N/A N/A 235,856 334,460 1,727,004 878,280 2023-01-25 $10.65 $9.50 68.3% 20.8% 62.4% 8.3% 75.3% 12.8% -2.0% 6.5M -440.8M -3.0M 0.91 2.61 N/A N/A 438,718 399,306 1,770,262 984,948 2023-01-26 $11.23 $9.50 69.7% 21.3% 62.1% 10.9% 77.5% 12.2% -2.4% 16.9M -707.7M -3.1M 0.69 2.58 N/A N/A 598,198 412,022 1,819,972 979,644 2023-01-27 $11.79 $10.00 69.2% 21.2% 58.5% 9.9% 76.7% 11.2% -1.1% 31.5M -941.3M -3.3M 0.60 2.77 N/A N/A 714,994 426,408 1,873,156 1,084,836 2023-01-30 $11.03 $10.00 74.6% 23.8% 61.5% 19.8% 83.7% 13.4% -0.6% 9.7M -467.4M -3.1M 0.73 2.34 N/A N/A 371,178 269,996 1,710,396 826,880 2023-01-31 $11.30 $10.00 73.1% 23.5% 60.3% 17.0% 83.6% 13.1% -0.9% 11.5M -556.5M -3.3M 0.55 2.06 N/A N/A 307,258 170,094 1,766,754 888,194
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