TQQQ Options History — May 2023 In May 2023, TQQQ traded between $13.28 and $17.77. ATM implied volatility averaged 54.7%, placing in the 4.7% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 5.5% (HV 20d: 49.3%). Max pain ranged from $11.50 to $13.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.72.
Notable Days 2023-05-12 : Highest Volume — 826,582 contracts2023-05-05 : Largest IV drop — 14.1% change2023-05-30 : Highest IV Rank — 13.2%2023-05-30 : Largest Expected Move — 18.3%Monthly Statistics Metric Avg Min Max Open Close Price $15.11 $13.28 $17.77 $14.12 $17.57 Max Pain $12.41 $11.50 $13.00 $13.00 $13.00 ATM IV 54.7% 50.2% 62.0% 54.7% 58.3% Expected Move 16.2% 14.5% 18.3% 15.9% 17.7% HV 20d 49.3% 45.3% 52.8% 45.3% 51.1% HV 60d 53.9% 50.2% 57.0% 57.0% 53.1% IV Rank 4.7% 0.0% 13.2% 0.0% 12.5% IV Percentile 2.6% 0.0% 8.3% 0.0% 7.5% Term Structure -0.6% -22.3% 4.1% 0.6% -22.3% VWIV 59.4% 54.4% 65.9% 56.1% 63.0% Skew 25d 15.4% 11.4% 18.6% 14.5% 11.4% Skew 10d 29.8% 20.9% 34.6% 27.1% 20.9% Call IV 25d 47.9% 43.4% 54.8% 47.6% 53.3% Put IV 25d 63.3% 58.7% 71.4% 62.1% 64.7% Bid-Ask Spread % 2.76 1.65 10.76 2.40 3.45 Gamma HHI 0.12 0.06 0.56 0.07 0.09 Net GEX 20.3M 3.8M 52.4M 16.4M 14.7M Net DEX -873.2M -1.52B -368.0M -691.0M -1.20B Net VEX -4.3M -4.9M -3.9M -4.1M -4.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.45 1.09 1.09 0.76 Total Volume 472,343.182 223,486 826,582 360,216 313,576 Total OI 2,698,716 2,504,012 2,905,124 2,504,012 2,672,238
Daily Data (22 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 2023-05-01 $14.12 $13.00 54.7% 15.9% 45.3% 0.0% 56.1% 14.5% 0.6% 16.4M -691.0M -4.1M 1.09 2.40 N/A N/A 172,136 188,080 1,684,414 819,598 2023-05-02 $13.68 $13.00 57.5% 16.8% 46.7% 4.5% 60.1% 16.9% 0.7% 11.9M -533.4M -4.1M 0.79 2.06 N/A N/A 246,732 195,066 1,733,476 879,404 2023-05-03 $13.49 $13.00 61.9% 17.4% 46.4% 11.4% 60.1% 12.0% -1.8% 9.7M -466.5M -3.9M 0.59 5.33 N/A N/A 257,736 152,810 1,762,742 910,050 2023-05-04 $13.28 $11.50 62.0% 18.1% 46.1% 11.5% 65.9% 18.3% -0.4% 3.8M -368.0M -3.9M 0.60 2.33 N/A N/A 295,788 177,178 1,789,672 959,696 2023-05-05 $14.15 $11.50 53.2% 16.7% 51.0% 0.0% 61.1% 16.6% 1.1% 31.7M -796.6M -4.1M 0.59 2.24 N/A N/A 490,872 289,040 1,827,282 1,009,954 2023-05-08 $14.23 $12.00 53.5% 16.6% 50.8% 0.4% 61.6% 17.1% 4.1% 17.4M -690.9M -4.1M 0.90 2.19 N/A N/A 180,078 162,780 1,679,904 847,688 2023-05-09 $13.94 $12.00 54.8% 16.6% 51.2% 2.4% 60.6% 17.3% 2.9% 14.6M -584.8M -4.1M 0.80 2.24 N/A N/A 151,202 120,284 1,725,936 904,114 2023-05-10 $14.47 $12.00 52.1% 15.8% 51.7% 0.0% 59.0% 16.2% 2.8% 26.0M -816.5M -4.1M 0.61 2.48 N/A N/A 439,498 267,724 1,747,258 931,058 2023-05-11 $14.52 $12.00 51.1% 15.4% 48.2% 0.0% 59.0% 16.2% 3.2% 27.7M -833.3M -4.1M 0.89 2.30 N/A N/A 236,134 210,274 1,787,346 980,894 2023-05-12 $14.32 $12.50 52.0% 15.2% 48.4% 1.3% 55.3% 15.6% 1.7% 19.1M -740.1M -4.1M 0.52 2.17 N/A N/A 542,782 283,800 1,795,468 1,014,852 2023-05-15 $14.54 $12.50 51.8% 15.0% 48.6% 1.1% 55.4% 16.7% -0.8% 26.7M -795.0M -4.1M 0.91 1.86 N/A N/A 191,230 174,960 1,734,592 891,064 2023-05-16 $14.74 $12.50 53.4% 15.5% 48.7% 3.7% 54.8% 16.7% -1.7% 29.2M -874.3M -4.1M 0.45 2.14 N/A N/A 345,064 154,306 1,777,036 948,294 2023-05-17 $15.19 $12.50 51.0% 14.6% 49.6% 0.0% 54.8% 15.1% -2.0% 28.7M -1.02B -4.1M 0.83 2.82 N/A N/A 268,328 221,418 1,767,960 981,570 2023-05-18 $15.96 $12.50 50.2% 14.5% 50.1% 0.0% 55.5% 13.9% -1.3% 24.2M -1.28B -4.2M 0.72 2.36 N/A N/A 450,428 324,576 1,786,134 1,026,794 2023-05-19 $15.87 $12.50 50.7% 14.5% 50.4% 0.7% 54.4% 14.1% 0.8% 22.9M -1.24B -4.3M 0.68 1.99 N/A N/A 383,038 261,018 1,809,458 1,095,666 2023-05-22 $16.02 $12.50 51.4% 15.0% 50.2% 1.8% 56.8% 15.3% -0.1% 15.8M -947.2M -4.4M 0.79 2.12 N/A N/A 184,684 145,912 1,607,030 906,286 2023-05-23 $15.52 $12.50 53.6% 15.7% 47.3% 5.3% 61.3% 16.4% 0.4% 10.9M -758.1M -4.3M 0.71 1.65 N/A N/A 152,132 107,304 1,649,206 964,544 2023-05-24 $15.19 $12.50 56.4% 16.7% 48.6% 9.6% 61.9% 18.6% -0.4% 6.9M -627.7M -4.4M 0.78 10.76 N/A N/A 125,262 98,224 1,710,224 1,019,492 2023-05-25 $16.38 $12.50 56.9% 16.6% 48.1% 10.3% 63.0% 16.1% -0.5% 20.4M -1.12B -4.7M 0.69 2.11 N/A N/A 178,670 123,048 1,764,116 1,055,732 2023-05-26 $17.55 $12.50 58.6% 17.5% 52.8% 13.0% 62.4% 13.1% 0.2% 52.4M -1.52B -4.8M 0.50 1.98 N/A N/A 467,372 235,042 1,744,280 1,102,266 2023-05-30 $17.77 $12.50 58.7% 18.3% 52.7% 13.2% 65.5% 12.0% -0.6% 15.8M -1.30B -4.9M 0.68 1.75 N/A N/A 254,182 171,782 1,591,110 975,854 2023-05-31 $17.57 $13.00 58.3% 17.7% 51.1% 12.5% 63.0% 11.4% -22.3% 14.7M -1.20B -4.9M 0.76 3.45 N/A N/A 177,716 135,860 1,639,184 1,033,054
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