TQQQ Options History — April 2023 In April 2023, TQQQ traded between $12.66 and $14.04. ATM implied volatility averaged 62.8%, placing in the 3.6% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 13.9% (HV 20d: 48.9%). Max pain ranged from $12.25 to $13.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.58.
Notable Days 2023-04-14 : Highest Volume — 834,728 contracts2023-04-25 : Largest IV spike — 10.0% change2023-04-25 : Highest IV Rank — 12.3%2023-04-10 : Largest Expected Move — 19.3%Monthly Statistics Metric Avg Min Max Open Close Price $13.54 $12.66 $14.04 $14.01 $14.04 Max Pain $12.86 $12.25 $13.00 $12.25 $13.00 ATM IV 62.8% 55.0% 68.4% 65.4% 55.0% Expected Move 17.8% 16.0% 19.3% 17.5% 16.0% HV 20d 48.9% 41.4% 60.8% 60.8% 47.6% HV 60d 62.6% 58.6% 65.2% 65.2% 58.6% IV Rank 3.6% 0.0% 12.3% 2.9% 0.0% IV Percentile 1.8% 0.0% 5.6% 1.6% 0.0% Term Structure -0.6% -2.3% 0.7% -0.1% -0.1% VWIV 62.9% 57.1% 69.2% 64.9% 57.1% Skew 25d 15.4% 13.3% 19.2% 14.9% 13.9% Skew 10d 28.8% 25.7% 34.5% 28.0% 26.1% Call IV 25d 55.5% 48.8% 60.7% 59.0% 48.8% Put IV 25d 70.9% 62.7% 76.0% 73.8% 62.7% Bid-Ask Spread % 3.17 2.23 4.10 3.12 2.23 Gamma HHI 0.11 0.05 0.38 0.07 0.38 Net GEX 17.0M 5.5M 37.1M 16.3M 37.1M Net DEX -667.3M -869.8M -295.6M -869.8M -840.0M Net VEX -4.2M -4.6M -3.8M -4.6M -4.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.39 0.83 0.83 0.75 Total Volume 546,007.053 313,766 834,728 558,316 687,968 Total OI 2,754,122.211 2,480,570 2,964,550 2,607,746 2,817,984
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 2023-04-03 $14.01 $12.25 65.4% 17.5% 60.8% 2.9% 64.9% 14.9% -0.1% 16.3M -869.8M -4.6M 0.83 3.12 N/A N/A 304,340 253,976 1,746,770 860,976 2023-04-04 $13.74 $12.25 66.8% 17.9% 59.1% 5.5% 65.2% 15.1% 0.0% 14.1M -780.1M -4.5M 0.67 2.62 N/A N/A 272,206 181,262 1,793,086 907,478 2023-04-05 $13.44 $12.50 66.8% 17.8% 60.2% 5.6% 61.9% 15.5% 0.3% 8.4M -653.3M -4.4M 0.71 2.84 N/A N/A 342,530 241,718 1,832,418 953,260 2023-04-06 $13.73 $13.00 65.4% 19.0% 55.0% 2.9% 67.8% 14.2% 0.3% 17.9M -821.0M -4.5M 0.56 3.39 N/A N/A 523,390 293,958 1,911,356 981,012 2023-04-10 $13.62 $13.00 68.4% 19.3% 50.6% 8.4% 66.9% 15.4% -1.0% 13.8M -702.0M -4.4M 0.65 3.78 N/A N/A 290,590 188,916 1,760,560 879,072 2023-04-11 $13.44 $13.00 67.1% 18.9% 49.8% 6.1% 69.2% 15.0% -0.6% 14.3M -659.4M -4.3M 0.68 3.49 N/A N/A 186,422 127,344 1,811,126 917,654 2023-04-12 $13.12 $13.00 68.0% 19.2% 50.6% 7.7% 67.5% 15.7% -1.2% 11.0M -515.8M -4.1M 0.40 3.55 N/A N/A 419,610 166,994 1,847,330 943,992 2023-04-13 $13.86 $12.50 64.3% 17.9% 53.1% 0.8% 65.5% 14.5% -2.3% 26.0M -863.0M -4.3M 0.59 3.32 N/A N/A 339,656 199,710 1,894,522 967,014 2023-04-14 $13.74 $13.00 61.5% 17.8% 44.9% 0.0% 61.5% 13.3% 0.7% 31.9M -794.6M -4.2M 0.59 4.10 N/A N/A 524,640 310,088 1,911,944 1,001,366 2023-04-17 $13.69 $13.00 60.6% 17.4% 44.4% 0.0% 61.6% 13.4% -1.2% 15.7M -695.1M -4.2M 0.63 3.50 N/A N/A 285,174 179,132 1,766,482 856,652 2023-04-18 $13.74 $13.00 60.0% 17.2% 44.4% 0.0% 59.9% 13.9% -1.3% 17.3M -725.3M -4.2M 0.58 3.85 N/A N/A 271,096 156,328 1,830,138 918,476 2023-04-19 $13.74 $13.00 59.2% 17.0% 41.4% 0.0% 60.7% 14.2% -1.6% 19.5M -728.7M -4.2M 0.48 3.30 N/A N/A 239,652 115,992 1,876,222 939,598 2023-04-20 $13.31 $13.00 59.4% 17.0% 42.5% 0.4% 60.7% 16.5% 0.6% 13.6M -547.7M -4.1M 0.56 3.53 N/A N/A 347,734 195,106 1,910,288 969,832 2023-04-21 $13.38 $13.00 57.7% 16.5% 42.5% 0.0% 58.1% 15.6% -0.1% 16.9M -570.2M -4.0M 0.39 3.40 N/A N/A 478,310 184,308 1,964,234 1,000,316 2023-04-24 $13.34 $13.00 59.2% 17.1% 42.5% 2.5% 58.2% 16.5% -0.6% 12.5M -505.2M -4.0M 0.55 2.76 N/A N/A 277,350 151,784 1,690,204 790,366 2023-04-25 $12.66 $13.00 65.1% 19.0% 46.4% 12.3% 65.2% 19.0% -1.6% 5.5M -295.6M -3.8M 0.54 2.86 N/A N/A 342,150 183,904 1,756,282 849,638 2023-04-26 $12.81 $13.00 64.7% 18.8% 45.3% 11.7% 62.6% 19.2% -1.5% 7.4M -341.9M -3.9M 0.42 2.26 N/A N/A 306,416 127,258 1,814,116 904,366 2023-04-27 $13.86 $12.75 58.4% 17.1% 48.0% 1.1% 60.4% 16.5% -0.6% 24.2M -769.0M -4.2M 0.53 2.29 N/A N/A 442,692 234,430 1,824,786 927,406 2023-04-28 $14.04 $13.00 55.0% 16.0% 47.6% 0.0% 57.1% 13.9% -0.1% 37.1M -840.0M -4.2M 0.75 2.23 N/A N/A 394,088 293,880 1,848,398 969,586
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