TQQQ Options History — June 2023 In June 2023, TQQQ traded between $17.44 and $20.90. ATM implied volatility averaged 53.0%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 2.4% (HV 20d: 50.6%). Max pain ranged from $13.00 to $18.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.60.
Notable Days 2023-06-15 : Highest Volume — 773,288 contracts2023-06-12 : Largest IV spike — 10.5% change2023-06-26 : Highest IV Rank — 9.6%2023-06-01 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $19.28 $17.44 $20.90 $17.95 $20.58 Max Pain $16.88 $13.00 $18.00 $13.00 $18.00 ATM IV 53.0% 49.5% 55.5% 54.5% 52.9% Expected Move 15.0% 13.8% 16.6% 16.6% 13.8% HV 20d 50.6% 45.9% 55.8% 50.2% 50.7% HV 60d 49.3% 48.0% 52.4% 52.3% 49.3% IV Rank 5.2% 0.0% 9.6% 6.6% 5.5% IV Percentile 6.0% 0.0% 12.3% 4.8% 7.1% Term Structure -0.3% -19.3% 4.0% 0.1% -0.1% VWIV 54.3% 50.3% 59.2% 59.2% 50.3% Skew 25d 7.2% 4.5% 10.4% 10.4% 5.7% Skew 10d 16.2% 9.9% 34.4% 19.3% 11.7% Call IV 25d 50.6% 47.0% 54.1% 50.9% 51.0% Put IV 25d 57.8% 53.0% 61.4% 61.3% 56.6% Bid-Ask Spread % 3.73 2.10 9.98 2.42 2.19 Gamma HHI 0.15 0.06 0.44 0.12 0.44 Net GEX 21.7M 2.4M 50.2M 21.2M 50.2M Net DEX -1.32B -2.13B -815.9M -1.36B -1.58B Net VEX -5.1M -5.5M -4.7M -4.8M -5.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.41 0.81 0.63 0.49 Total Volume 486,984.571 225,420 773,288 439,816 768,002 Total OI 2,583,064.857 2,156,866 2,973,552 2,735,222 2,475,734
Daily Data (21 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 2023-06-01 $17.95 $13.00 54.5% 16.6% 50.2% 6.6% 59.2% 10.4% 0.1% 21.2M -1.36B -4.8M 0.63 2.42 N/A N/A 269,418 170,398 1,682,354 1,052,868 2023-06-02 $18.42 $13.00 52.1% 15.8% 49.0% 2.9% 57.8% 7.4% -0.3% 39.1M -1.53B -4.9M 0.62 2.30 N/A N/A 332,340 205,392 1,725,028 1,083,252 2023-06-05 $18.45 $16.00 52.0% 15.2% 45.9% 2.7% 55.0% 7.8% -19.3% 18.4M -1.33B -4.8M 0.81 9.83 N/A N/A 222,620 180,862 1,602,782 960,876 2023-06-06 $18.43 $16.00 49.9% 14.5% 46.1% 0.0% 53.1% 7.9% 2.8% 18.3M -1.29B -4.7M 0.72 4.30 N/A N/A 131,014 94,406 1,660,942 1,023,956 2023-06-07 $17.44 $16.50 51.2% 15.0% 50.8% 2.0% 53.9% 8.6% 1.9% 10.0M -933.0M -4.7M 0.71 9.98 N/A N/A 199,650 141,950 1,692,658 1,045,392 2023-06-08 $18.10 $16.50 50.1% 14.5% 50.8% 0.3% 52.3% 8.3% 0.7% 20.5M -1.22B -5.0M 0.61 2.82 N/A N/A 143,584 88,000 1,761,450 1,094,722 2023-06-09 $18.34 $16.50 49.5% 14.4% 50.8% 0.0% 52.4% 4.9% -5.1% 26.2M -1.30B -5.0M 0.44 5.83 N/A N/A 347,422 154,442 1,783,958 1,121,462 2023-06-12 $19.16 $16.50 54.7% 15.5% 51.0% 8.0% 56.2% 8.3% -0.7% 21.4M -1.45B -5.1M 0.58 3.88 N/A N/A 309,284 179,760 1,649,542 989,438 2023-06-13 $19.61 $17.00 54.1% 15.2% 51.1% 7.1% 54.7% 7.4% -0.7% 26.7M -1.62B -5.2M 0.60 3.14 N/A N/A 350,978 209,694 1,712,096 1,044,028 2023-06-14 $19.89 $17.50 52.3% 15.0% 51.1% 4.2% 55.2% 6.5% -0.1% 30.7M -1.73B -5.2M 0.61 4.56 N/A N/A 380,900 233,492 1,751,628 1,075,574 2023-06-15 $20.90 $17.00 54.9% 15.6% 52.3% 8.6% 57.4% 4.5% -0.7% 33.4M -2.13B -5.4M 0.63 3.21 N/A N/A 474,288 299,000 1,794,940 1,113,202 2023-06-16 $20.55 $17.50 54.0% 15.4% 51.9% 7.2% 55.9% 5.1% -0.3% 32.2M -1.96B -5.5M 0.49 2.90 N/A N/A 454,898 221,896 1,813,418 1,160,134 2023-06-20 $20.38 $17.50 53.9% 15.5% 52.0% 7.1% 57.1% 5.8% 3.6% 15.7M -1.24B -5.5M 0.57 2.37 N/A N/A 288,428 165,400 1,420,134 758,526 2023-06-21 $19.50 $18.00 52.5% 15.1% 55.8% 4.8% 53.9% 6.1% 3.6% 5.3M -919.5M -5.3M 0.68 2.64 N/A N/A 272,580 186,462 1,436,732 821,402 2023-06-22 $20.00 $18.00 51.6% 14.6% 53.7% 3.3% 52.0% 6.2% 4.0% 14.9M -1.14B -5.3M 0.57 2.10 N/A N/A 267,030 151,508 1,485,752 854,888 2023-06-23 $19.55 $18.00 52.8% 14.8% 53.8% 5.3% 52.9% 7.5% 4.0% 2.4M -973.5M -5.3M 0.75 2.43 N/A N/A 334,428 250,162 1,510,866 872,816 2023-06-26 $18.84 $18.00 55.5% 15.1% 51.3% 9.6% 52.5% 9.1% -0.2% 7.9M -815.9M -5.2M 0.66 2.30 N/A N/A 285,020 186,742 1,409,646 747,220 2023-06-27 $19.70 $18.00 54.7% 14.7% 47.9% 8.3% 52.6% 8.1% -0.0% 18.3M -1.11B -5.3M 0.41 2.14 N/A N/A 303,798 123,858 1,483,406 805,666 2023-06-28 $19.65 $18.00 54.3% 14.5% 48.0% 7.7% 52.6% 7.7% -0.1% 21.3M -1.11B -5.2M 0.54 4.83 N/A N/A 293,280 159,198 1,528,124 830,918 2023-06-29 $19.48 $18.00 54.5% 14.5% 47.8% 8.1% 52.8% 7.5% -0.2% 21.0M -1.04B -5.2M 0.51 2.18 N/A N/A 262,412 132,680 1,553,264 853,568 2023-06-30 $20.58 $18.00 52.9% 13.8% 50.7% 5.5% 50.3% 5.7% -0.1% 50.2M -1.58B -5.4M 0.49 2.19 N/A N/A 514,336 253,666 1,599,118 876,616
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