TQQQ Options History — August 2023 In August 2023, TQQQ traded between $18.25 and $22.51. ATM implied volatility averaged 56.9%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 6.1% (HV 20d: 50.9%). Max pain ranged from $15.50 to $21.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.63.
Notable Days 2023-08-25 : Highest Volume — 816,550 contracts2023-08-02 : Largest IV spike — 12.5% change2023-08-17 : Highest IV Rank — 21.1%2023-08-17 : Largest Expected Move — 18.0%Monthly Statistics Metric Avg Min Max Open Close Price $19.98 $18.25 $22.51 $22.51 $21.40 Max Pain $16.61 $15.50 $21.00 $21.00 $17.50 ATM IV 56.9% 48.3% 62.7% 52.4% 49.9% Expected Move 16.2% 13.7% 18.0% 14.7% 13.7% HV 20d 50.9% 43.9% 58.2% 47.7% 53.4% HV 60d 50.4% 48.3% 52.0% 48.9% 52.0% IV Rank 12.1% 0.0% 21.1% 4.7% 2.5% IV Percentile 22.6% 0.0% 33.7% 7.5% 0.8% Term Structure -0.3% -5.4% 2.3% -0.9% 0.4% VWIV 55.9% 49.1% 59.7% 51.8% 49.1% Skew 25d 12.5% 8.2% 15.0% 8.2% 10.2% Skew 10d 24.4% 17.3% 27.7% 17.3% 21.4% Call IV 25d 51.0% 44.4% 55.2% 49.2% 45.7% Put IV 25d 63.6% 55.9% 68.8% 57.4% 55.9% Bid-Ask Spread % 2.09 1.40 6.07 2.39 1.66 Gamma HHI 0.06 0.04 0.16 0.05 0.08 Net GEX 15.3M -4.7M 50.7M 21.4M 50.7M Net DEX -989.5M -1.87B -430.2M -1.45B -1.87B Net VEX -5.3M -5.7M -4.8M -5.7M -5.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.50 1.08 0.90 0.67 Total Volume 517,764.348 221,966 816,550 221,966 529,568 Total OI 2,669,260.957 2,425,040 2,953,992 2,425,040 2,953,992
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 2023-08-01 $22.51 $21.00 52.4% 14.7% 47.7% 4.7% 51.8% 8.2% -0.9% 21.4M -1.45B -5.7M 0.90 2.39 N/A N/A 116,546 105,420 1,571,576 853,464 2023-08-02 $20.99 $21.00 59.0% 16.7% 54.5% 15.2% 58.0% 9.0% -1.7% 2.4M -932.5M -5.4M 0.59 3.49 N/A N/A 410,378 242,084 1,599,466 900,344 2023-08-03 $20.89 $15.50 58.7% 16.6% 53.5% 14.7% 58.4% 12.3% -1.4% 4.0M -958.0M -5.7M 0.60 2.56 N/A N/A 251,450 151,418 1,725,180 942,098 2023-08-04 $20.55 $16.00 58.6% 16.7% 53.8% 14.5% 56.6% 12.8% -1.1% -4.7M -812.7M -5.6M 0.64 2.32 N/A N/A 414,500 263,192 1,774,920 971,176 2023-08-07 $20.96 $15.50 55.8% 16.1% 54.0% 10.1% 57.1% 12.9% 0.6% 12.4M -1.10B -5.7M 0.52 2.01 N/A N/A 229,594 119,246 1,619,654 850,082 2023-08-08 $20.57 $15.50 56.9% 16.4% 54.3% 11.9% 57.6% 13.6% 0.3% 12.1M -983.1M -5.5M 0.53 2.62 N/A N/A 276,952 147,570 1,691,178 875,800 2023-08-09 $20.00 $16.00 57.8% 16.7% 52.9% 13.4% 56.6% 13.2% 0.7% 6.5M -814.4M -5.4M 0.55 2.08 N/A N/A 288,718 158,748 1,733,550 916,226 2023-08-10 $19.86 $16.00 57.4% 16.3% 48.8% 12.6% 54.2% 13.7% -0.5% 4.8M -766.9M -5.4M 0.51 2.17 N/A N/A 444,570 227,696 1,774,068 925,786 2023-08-11 $19.55 $16.00 56.0% 16.1% 48.9% 10.4% 55.6% 12.7% 0.4% -3.7M -671.1M -5.2M 0.65 2.13 N/A N/A 370,176 240,276 1,845,416 931,196 2023-08-14 $20.13 $16.00 54.9% 15.7% 48.7% 8.7% 55.9% 12.9% 1.4% 14.9M -985.3M -5.2M 0.65 1.60 N/A N/A 239,470 154,982 1,651,234 821,442 2023-08-15 $19.48 $16.00 58.0% 16.6% 47.8% 13.6% 57.8% 12.8% 1.1% 10.4M -790.1M -5.2M 1.08 1.63 N/A N/A 174,852 188,548 1,727,742 863,510 2023-08-16 $19.05 $16.00 58.9% 16.9% 48.1% 15.0% 57.0% 12.6% 0.9% 4.4M -650.8M -5.0M 0.52 1.77 N/A N/A 327,458 170,766 1,760,538 895,174 2023-08-17 $18.25 $16.00 62.7% 18.0% 43.9% 21.1% 59.2% 13.7% -0.1% -2.7M -430.2M -4.8M 0.60 1.68 N/A N/A 374,650 222,986 1,831,038 909,830 2023-08-18 $18.34 $16.00 59.8% 16.9% 44.1% 16.6% 59.6% 12.7% 2.3% 1.8M -512.5M -4.8M 0.50 1.64 N/A N/A 491,970 246,172 1,887,066 920,038 2023-08-21 $19.14 $16.00 59.0% 16.6% 47.5% 15.2% 57.1% 15.0% -0.4% 18.0M -915.2M -5.1M 0.50 1.51 N/A N/A 313,508 156,876 1,698,858 803,202 2023-08-22 $18.90 $16.00 60.6% 17.0% 46.0% 17.7% 59.7% 14.1% -0.7% 20.9M -868.5M -5.1M 0.60 1.40 N/A N/A 207,274 123,382 1,794,452 840,538 2023-08-23 $19.98 $16.00 58.2% 16.4% 51.0% 14.0% 54.3% 13.7% -0.2% 32.6M -1.30B -5.4M 0.60 1.44 N/A N/A 339,292 204,266 1,829,624 876,620 2023-08-24 $18.67 $16.50 61.0% 17.3% 55.7% 18.5% 58.7% 13.6% -5.4% 14.6M -732.9M -5.0M 0.67 1.59 N/A N/A 393,614 264,850 1,862,868 925,878 2023-08-25 $19.13 $16.50 57.4% 15.9% 51.5% 12.6% 55.5% 12.3% -0.1% 24.1M -927.0M -5.0M 0.61 1.44 N/A N/A 505,792 310,758 1,942,582 955,600 2023-08-28 $19.42 $17.00 55.6% 15.5% 52.2% 9.7% 53.6% 13.0% 0.5% 21.1M -980.7M -5.0M 0.70 1.43 N/A N/A 228,040 160,324 1,726,566 831,180 2023-08-29 $20.73 $17.00 52.7% 14.8% 58.2% 5.1% 52.8% 11.3% 0.2% 38.5M -1.56B -5.3M 0.57 1.47 N/A N/A 408,954 233,184 1,826,714 902,116 2023-08-30 $21.02 $17.00 48.3% 14.1% 53.0% 0.0% 49.9% 12.3% -2.5% 47.5M -1.74B -5.4M 0.75 6.07 N/A N/A 273,638 204,872 1,903,712 949,708 2023-08-31 $21.40 $17.50 49.9% 13.7% 53.4% 2.5% 49.1% 10.2% 0.4% 50.7M -1.87B -5.4M 0.67 1.66 N/A N/A 317,860 211,708 1,923,314 1,030,678
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