TQQQ Options History — July 2023 In July 2023, TQQQ traded between $19.84 and $23.30. ATM implied volatility averaged 53.9%, placing in the 7.0% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 5.5% (HV 20d: 48.4%). Max pain ranged from $18.00 to $21.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.59.
Notable Days 2023-07-14 : Highest Volume — 798,410 contracts2023-07-28 : Largest IV drop — 6.8% change2023-07-10 : Highest IV Rank — 12.8%2023-07-10 : Largest Expected Move — 16.1%Monthly Statistics Metric Avg Min Max Open Close Price $21.50 $19.84 $23.30 $20.58 $22.49 Max Pain $19.85 $18.00 $21.00 $18.00 $21.00 ATM IV 53.9% 50.8% 57.5% 53.7% 52.3% Expected Move 15.1% 14.0% 16.1% 14.1% 14.5% HV 20d 48.4% 45.7% 51.7% 50.2% 47.7% HV 60d 49.2% 47.9% 51.8% 48.9% 49.2% IV Rank 7.0% 2.1% 12.8% 6.8% 4.4% IV Percentile 10.5% 2.0% 16.7% 9.1% 7.1% Term Structure 0.3% -1.6% 12.2% -0.3% -0.8% VWIV 54.0% 50.4% 60.4% 51.2% 52.0% Skew 25d 7.4% 5.6% 9.8% 6.8% 7.7% Skew 10d 15.6% 12.4% 18.4% 14.2% 16.5% Call IV 25d 50.8% 47.9% 53.1% 51.0% 49.2% Put IV 25d 58.2% 54.6% 62.7% 57.8% 56.9% Bid-Ask Spread % 3.17 2.03 7.65 2.03 2.08 Gamma HHI 0.11 0.05 0.41 0.09 0.05 Net GEX 24.5M 6.9M 61.8M 20.9M 20.5M Net DEX -1.41B -1.96B -1.03B -1.26B -1.46B Net VEX -5.4M -5.7M -5.2M -5.3M -5.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.48 0.77 0.62 0.64 Total Volume 500,460 255,608 798,410 255,608 302,872 Total OI 2,412,681.9 2,151,174 2,676,614 2,151,174 2,304,582
Daily Data (20 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 2023-07-03 $20.58 $18.00 53.7% 14.1% 50.2% 6.8% 51.2% 6.8% -0.3% 20.9M -1.26B -5.3M 0.62 2.03 N/A N/A 157,606 98,002 1,430,172 721,002 2023-07-05 $20.70 $18.00 54.0% 14.3% 50.2% 7.2% 51.2% 8.3% -0.2% 22.9M -1.30B -5.3M 0.77 7.65 N/A N/A 188,436 144,580 1,486,858 771,760 2023-07-06 $20.11 $19.50 57.0% 16.1% 51.7% 12.0% 60.4% 9.8% -0.2% 11.8M -1.09B -5.4M 0.60 4.36 N/A N/A 346,930 206,848 1,529,178 810,970 2023-07-07 $20.09 $19.00 55.2% 15.7% 46.7% 9.2% 55.2% 8.2% -0.4% 6.9M -1.10B -5.4M 0.57 4.13 N/A N/A 366,868 207,814 1,571,958 856,580 2023-07-10 $19.84 $19.50 57.5% 16.1% 45.8% 12.8% 58.0% 9.6% -1.0% 12.3M -1.03B -5.2M 0.55 2.70 N/A N/A 272,236 149,118 1,462,786 770,700 2023-07-11 $20.15 $19.00 56.4% 16.0% 45.8% 11.1% 56.4% 9.3% -0.5% 19.2M -1.17B -5.2M 0.49 2.50 N/A N/A 208,216 102,138 1,530,320 822,432 2023-07-12 $21.02 $19.00 52.8% 14.9% 45.7% 5.3% 52.5% 8.1% -0.8% 36.7M -1.50B -5.3M 0.49 2.73 N/A N/A 464,950 228,488 1,575,350 835,696 2023-07-13 $22.16 $19.50 53.8% 15.1% 48.4% 7.0% 54.8% 7.7% -1.6% 40.1M -1.89B -5.4M 0.62 2.52 N/A N/A 448,402 277,374 1,607,778 861,568 2023-07-14 $21.97 $19.50 53.0% 15.0% 48.6% 5.6% 52.4% 6.9% -1.1% 53.9M -1.78B -5.4M 0.48 2.57 N/A N/A 539,270 259,140 1,645,510 903,368 2023-07-17 $22.66 $20.00 52.9% 15.0% 46.7% 5.4% 54.9% 6.1% 1.1% 25.8M -1.72B -5.5M 0.71 2.78 N/A N/A 274,902 195,734 1,501,378 791,412 2023-07-18 $23.30 $20.00 52.6% 15.0% 46.8% 5.0% 53.9% 5.8% 0.8% 34.7M -1.96B -5.6M 0.63 2.74 N/A N/A 355,642 223,760 1,584,492 851,900 2023-07-19 $23.15 $20.50 53.6% 15.4% 46.7% 6.5% 54.1% 5.6% 0.2% 29.5M -1.89B -5.7M 0.61 2.63 N/A N/A 297,948 181,816 1,593,112 895,342 2023-07-20 $21.53 $20.50 54.4% 15.6% 51.6% 7.8% 54.8% 7.1% 0.3% 11.8M -1.24B -5.5M 0.53 3.40 N/A N/A 453,304 241,624 1,630,142 924,860 2023-07-21 $21.35 $20.50 54.6% 15.0% 51.2% 8.1% 54.0% 6.0% 12.2% 8.7M -1.17B -5.3M 0.56 5.96 N/A N/A 337,636 190,460 1,724,104 952,510 2023-07-24 $21.36 $20.50 53.7% 15.3% 50.3% 6.7% 53.6% 6.9% -0.7% 14.7M -1.18B -5.5M 0.48 2.25 N/A N/A 203,414 98,134 1,504,144 782,334 2023-07-25 $21.95 $20.50 53.6% 15.2% 48.4% 6.5% 54.6% 6.2% -0.4% 22.9M -1.40B -5.7M 0.52 2.63 N/A N/A 172,228 89,678 1,566,960 829,162 2023-07-26 $21.67 $20.50 51.4% 14.4% 46.7% 3.0% 51.2% 6.7% -0.1% 21.8M -1.29B -5.4M 0.60 2.47 N/A N/A 216,530 130,992 1,602,422 851,396 2023-07-27 $21.29 $21.00 54.5% 15.3% 47.3% 8.0% 54.3% 8.6% -0.6% 12.6M -1.14B -5.4M 0.62 3.13 N/A N/A 444,916 275,800 1,642,940 903,150 2023-07-28 $22.57 $21.00 50.8% 14.0% 50.8% 2.1% 50.4% 6.7% 0.8% 61.8M -1.70B -5.6M 0.66 2.09 N/A N/A 395,922 259,472 1,685,544 937,766 2023-07-31 $22.49 $21.00 52.3% 14.5% 47.7% 4.4% 52.0% 7.7% -0.8% 20.5M -1.46B -5.5M 0.64 2.08 N/A N/A 184,274 118,598 1,506,002 798,580
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