TQQQ Options History — March 2023 In March 2023, TQQQ traded between $10.34 and $14.01. ATM implied volatility averaged 72.4%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 8.9% (HV 20d: 63.5%). Max pain ranged from $10.75 to $12.25. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.64.
Notable Days 2023-03-10 : Highest Volume — 1,264,808 contracts2023-03-09 : Largest IV spike — 11.4% change2023-03-13 : Highest IV Rank — 34.5%2023-03-01 : Largest Expected Move — 22.3%Monthly Statistics Metric Avg Min Max Open Close Price $12.05 $10.34 $14.01 $10.81 $14.01 Max Pain $11.32 $10.75 $12.25 $11.00 $12.25 ATM IV 72.4% 63.8% 82.6% 75.8% 63.8% Expected Move 20.4% 17.5% 22.3% 22.3% 17.5% HV 20d 63.5% 58.5% 73.1% 73.1% 60.8% HV 60d 69.2% 64.4% 72.5% 71.5% 65.5% IV Rank 15.8% 0.1% 34.5% 22.0% 0.1% IV Percentile 17.4% 0.4% 46.8% 23.4% 0.4% Term Structure -0.4% -5.7% 3.0% -1.1% 3.0% VWIV 71.6% 63.3% 77.8% 76.8% 63.3% Skew 25d 16.5% 12.5% 21.1% 15.2% 13.1% Skew 10d 30.6% 22.0% 40.4% 26.0% 26.6% Call IV 25d 64.0% 57.0% 72.1% 66.9% 57.0% Put IV 25d 80.5% 70.1% 90.5% 82.1% 70.1% Bid-Ask Spread % 4.07 2.22 7.52 3.10 3.02 Gamma HHI 0.10 0.04 0.29 0.05 0.29 Net GEX 14.9M -1.3M 32.5M 3.8M 32.5M Net DEX -561.5M -1.16B 31.2M -194.8M -1.16B Net VEX -3.8M -4.5M -3.2M -3.3M -4.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.45 0.86 0.50 0.59 Total Volume 705,948.435 350,632 1,264,808 503,478 1,006,728 Total OI 2,965,240.696 2,595,982 3,470,960 2,806,258 2,968,406
Daily Data (23 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 2023-03-01 $10.81 $11.00 75.8% 22.3% 73.1% 22.0% 76.8% 15.2% -1.1% 3.8M -194.8M -3.3M 0.50 3.10 N/A N/A 334,768 168,710 1,881,980 924,278 2023-03-02 $11.10 $10.75 74.3% 22.1% 65.4% 19.2% 75.9% 14.2% -2.0% 8.7M -302.3M -3.4M 0.51 2.47 N/A N/A 410,878 210,402 1,929,478 955,840 2023-03-03 $11.71 $10.75 69.1% 20.0% 63.6% 9.8% 72.0% 13.8% -1.9% 16.3M -551.8M -3.6M 0.61 2.22 N/A N/A 541,588 332,106 1,973,730 995,254 2023-03-06 $11.80 $11.00 68.8% 19.1% 62.5% 9.2% 67.5% 12.5% 1.2% 12.1M -490.1M -3.6M 0.73 5.36 N/A N/A 334,550 245,566 1,856,582 881,964 2023-03-07 $11.35 $11.00 70.8% 19.7% 63.3% 12.8% 69.4% 12.8% 0.1% 7.9M -330.9M -3.5M 0.86 4.91 N/A N/A 283,002 244,186 1,938,832 950,400 2023-03-08 $11.53 $11.00 69.8% 19.6% 59.1% 11.1% 68.6% 13.4% 0.7% 8.9M -375.6M -3.6M 0.69 4.52 N/A N/A 206,944 143,688 1,983,934 1,026,034 2023-03-09 $10.87 $11.00 77.8% 21.1% 59.8% 25.8% 73.0% 13.7% -0.9% 1.8M -168.7M -3.4M 0.71 6.68 N/A N/A 420,926 297,694 2,020,656 1,041,080 2023-03-10 $10.34 $11.00 81.9% 22.3% 61.3% 33.3% 76.2% 18.5% -1.2% -1.3M 31.2M -3.2M 0.71 4.20 N/A N/A 740,566 524,242 2,070,718 1,091,996 2023-03-13 $10.84 $11.00 82.6% 22.1% 64.1% 34.5% 76.8% 19.1% -5.7% 3.7M -227.0M -3.4M 0.59 6.68 N/A N/A 502,656 297,578 1,903,598 997,188 2023-03-14 $11.19 $11.00 76.1% 21.4% 62.7% 22.6% 74.1% 16.9% -1.2% 10.1M -366.9M -3.5M 0.70 4.62 N/A N/A 433,570 302,418 2,055,336 1,066,436 2023-03-15 $11.44 $11.00 78.3% 21.8% 62.4% 26.6% 77.8% 21.1% -2.1% 14.2M -467.7M -3.6M 0.76 5.83 N/A N/A 375,064 283,366 2,134,118 1,109,552 2023-03-16 $12.47 $11.00 71.5% 20.2% 70.4% 14.1% 74.7% 19.3% -1.6% 23.9M -922.8M -3.9M 0.61 4.28 N/A N/A 670,764 409,098 2,177,128 1,141,990 2023-03-17 $12.28 $11.00 77.9% 21.4% 68.9% 25.9% 76.4% 20.9% -5.2% 18.6M -842.8M -4.0M 0.53 4.27 N/A N/A 597,758 316,158 2,236,708 1,234,252 2023-03-20 $12.37 $11.50 75.3% 21.5% 67.8% 21.1% 75.1% 20.8% -0.4% 15.4M -645.4M -4.0M 0.68 2.92 N/A N/A 278,452 189,004 1,863,916 803,030 2023-03-21 $12.98 $11.50 68.9% 19.7% 65.2% 9.3% 70.1% 16.6% -0.2% 21.7M -915.4M -4.1M 0.73 2.56 N/A N/A 376,988 273,740 1,985,282 874,568 2023-03-22 $12.72 $11.50 70.2% 20.1% 65.5% 11.7% 69.4% 15.0% -0.3% 20.9M -726.4M -4.2M 0.63 7.52 N/A N/A 508,978 319,138 1,998,774 987,508 2023-03-23 $12.78 $11.50 72.8% 20.8% 64.3% 16.5% 73.1% 19.1% 0.6% 24.4M -746.9M -4.3M 0.72 4.42 N/A N/A 447,852 321,922 2,055,694 1,009,292 2023-03-24 $12.87 $11.75 72.1% 20.6% 58.5% 15.2% 71.4% 18.9% 0.6% 26.7M -806.0M -4.3M 0.61 2.78 N/A N/A 425,828 258,368 2,078,324 1,032,800 2023-03-27 $12.69 $11.75 68.4% 19.4% 58.5% 8.5% 68.4% 17.5% 1.8% 14.7M -588.2M -4.1M 0.64 3.03 N/A N/A 312,656 198,722 1,779,466 816,516 2023-03-28 $12.33 $12.00 69.8% 19.7% 59.9% 11.0% 66.1% 16.5% 1.9% 9.8M -457.8M -4.0M 0.45 2.99 N/A N/A 298,086 134,096 1,837,166 881,794 2023-03-29 $13.15 $12.00 64.9% 18.1% 61.9% 2.0% 66.2% 14.5% 2.8% 20.4M -771.6M -4.2M 0.64 2.72 N/A N/A 359,982 229,778 1,866,074 919,084 2023-03-30 $13.44 $12.00 64.6% 17.9% 61.8% 1.6% 65.1% 14.9% 2.7% 28.1M -882.3M -4.3M 0.64 2.50 N/A N/A 408,614 259,636 1,901,810 961,970 2023-03-31 $14.01 $12.25 63.8% 17.5% 60.8% 0.1% 63.3% 13.1% 3.0% 32.5M -1.16B -4.5M 0.59 3.02 N/A N/A 634,758 371,970 1,952,988 1,015,418
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