TQQQ Options History — February 2023 In February 2023, TQQQ traded between $10.79 and $13.24. ATM implied volatility averaged 73.6%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded above realized volatility by 0.5% (HV 20d: 73.1%). Max pain ranged from $10.00 to $11.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.59.
Notable Days 2023-02-02 : Highest Volume — 1,647,974 contracts2023-02-14 : Largest IV drop — 11.6% change2023-02-22 : Highest IV Rank — 31.6%2023-02-22 : Largest Expected Move — 22.9%Monthly Statistics Metric Avg Min Max Open Close Price $12.09 $10.79 $13.24 $12.38 $11.13 Max Pain $10.50 $10.00 $11.00 $10.00 $11.00 ATM IV 73.6% 65.8% 81.0% 65.8% 73.6% Expected Move 21.2% 19.0% 22.9% 21.3% 21.5% HV 20d 73.1% 65.4% 78.3% 65.4% 73.0% HV 60d 76.3% 71.5% 83.3% 82.1% 71.5% IV Rank 18.1% 3.8% 31.6% 3.8% 17.9% IV Percentile 17.7% 0.8% 38.5% 0.8% 17.5% Term Structure 0.2% -2.3% 4.0% -0.4% -1.3% VWIV 74.6% 69.8% 79.0% 78.5% 74.8% Skew 25d 14.3% 10.3% 19.8% 11.4% 15.0% Skew 10d 25.6% 19.2% 31.8% 21.4% 27.4% Call IV 25d 66.7% 60.6% 71.6% 61.3% 65.9% Put IV 25d 81.1% 72.6% 91.0% 72.6% 80.9% Bid-Ask Spread % 2.87 2.41 4.52 2.79 2.50 Gamma HHI 0.08 0.05 0.15 0.07 0.06 Net GEX 9.5M -2.7M 18.8M 17.8M 7.3M Net DEX -598.0M -1.22B -113.8M -938.9M -288.0M Net VEX -3.8M -4.2M -3.3M -3.5M -3.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.44 0.85 0.76 0.69 Total Volume 793,777.579 339,986 1,647,974 924,006 339,986 Total OI 2,858,682.737 2,580,884 3,129,876 2,757,788 2,754,214
Daily Data (19 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 2023-02-01 $12.38 $10.00 65.8% 21.3% 65.4% 3.8% 78.5% 11.4% -0.4% 17.8M -938.9M -3.5M 0.76 2.79 N/A N/A 524,012 399,994 1,825,592 932,196 2023-02-02 $13.24 $10.00 71.5% 20.3% 66.7% 14.2% 71.1% 11.0% -0.1% 18.1M -1.22B -3.8M 0.57 3.32 N/A N/A 1,052,162 595,812 1,871,516 993,290 2023-02-03 $12.72 $10.00 71.7% 20.8% 68.7% 14.6% 72.0% 10.3% -1.0% 10.7M -961.1M -3.9M 0.60 2.90 N/A N/A 828,070 492,930 1,996,914 1,132,962 2023-02-06 $12.40 $10.00 72.1% 20.9% 67.1% 15.3% 74.0% 11.6% 0.7% 10.8M -660.0M -3.9M 0.68 2.41 N/A N/A 370,100 251,386 1,758,250 876,602 2023-02-07 $13.17 $10.50 71.0% 20.7% 68.8% 13.2% 73.2% 11.7% 0.8% 16.3M -913.2M -4.2M 0.50 2.59 N/A N/A 566,054 280,714 1,843,164 943,990 2023-02-08 $12.51 $10.50 74.0% 21.4% 73.2% 18.7% 75.6% 12.0% 0.8% 11.6M -705.4M -4.0M 0.48 2.43 N/A N/A 554,796 266,624 1,900,110 997,034 2023-02-09 $12.14 $10.50 77.4% 22.5% 73.7% 25.0% 77.9% 13.5% 1.0% 9.4M -583.0M -4.0M 0.47 4.52 N/A N/A 595,958 280,708 2,025,400 1,022,126 2023-02-10 $11.90 $10.50 76.3% 22.0% 74.6% 22.9% 78.2% 12.4% 0.0% 2.6M -475.7M -3.9M 0.57 3.04 N/A N/A 580,916 329,046 2,029,378 1,057,774 2023-02-13 $12.47 $10.50 76.7% 22.0% 75.5% 23.7% 78.9% 14.0% 0.8% 11.7M -691.7M -4.0M 0.56 2.54 N/A N/A 316,824 177,842 1,819,974 904,674 2023-02-14 $12.81 $10.50 67.8% 19.4% 75.6% 7.3% 70.9% 14.1% 3.0% 17.1M -808.7M -4.0M 0.69 2.75 N/A N/A 422,352 290,270 1,902,234 956,358 2023-02-15 $12.91 $10.50 66.2% 19.0% 73.9% 4.4% 69.8% 13.9% 2.8% 18.8M -841.0M -4.0M 0.85 3.13 N/A N/A 283,798 240,748 1,927,474 998,058 2023-02-16 $12.35 $10.50 70.2% 19.9% 75.4% 11.7% 70.0% 16.5% 4.0% 11.4M -615.0M -3.9M 0.66 2.90 N/A N/A 405,882 265,896 1,946,698 1,038,826 2023-02-17 $11.96 $10.50 72.5% 20.6% 74.4% 16.1% 71.3% 17.0% 2.0% -662.2K -458.9M -3.7M 0.51 3.09 N/A N/A 668,252 343,594 1,997,024 1,072,400 2023-02-21 $11.23 $10.50 80.8% 22.9% 75.4% 31.2% 79.0% 19.8% -1.8% 3.5M -245.0M -3.5M 0.59 2.43 N/A N/A 461,358 272,438 1,731,866 849,018 2023-02-22 $11.06 $10.50 81.0% 22.9% 75.5% 31.6% 78.0% 18.5% -2.3% 2.3M -205.8M -3.5M 0.53 3.20 N/A N/A 358,206 188,830 1,851,498 941,516 2023-02-23 $11.52 $11.00 75.6% 21.1% 76.7% 21.8% 73.3% 17.7% -1.9% 8.1M -358.9M -3.6M 0.44 3.03 N/A N/A 482,322 213,564 1,897,070 974,780 2023-02-24 $10.79 $11.00 78.5% 22.2% 78.3% 27.0% 76.4% 17.1% -1.8% -2.7M -113.8M -3.3M 0.57 2.53 N/A N/A 551,272 315,462 1,946,574 983,686 2023-02-27 $11.10 $11.00 76.3% 22.1% 76.8% 22.9% 74.3% 15.3% -0.9% 5.8M -281.9M -3.5M 0.53 2.48 N/A N/A 336,488 177,108 1,766,428 848,304 2023-02-28 $11.13 $11.00 73.6% 21.5% 73.0% 17.9% 74.8% 15.0% -1.3% 7.3M -288.0M -3.5M 0.69 2.50 N/A N/A 201,360 138,626 1,854,250 899,964
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