TQQQ Options History — September 2023 In September 2023, TQQQ traded between $17.18 and $21.33. ATM implied volatility averaged 54.6%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 2.0% (HV 20d: 52.6%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.59.
Notable Days 2023-09-15 : Highest Volume — 813,556 contracts2023-09-21 : Largest IV spike — 10.7% change2023-09-26 : Highest IV Rank — 29.9%2023-09-26 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $19.42 $17.18 $21.33 $21.08 $17.78 Max Pain $19.27 $17.50 $20.00 $17.50 $18.50 ATM IV 54.6% 46.5% 66.0% 50.0% 59.6% Expected Move 15.6% 13.3% 19.0% 13.3% 17.2% HV 20d 52.6% 43.8% 56.3% 53.3% 44.5% HV 60d 50.5% 50.0% 51.0% 50.7% 50.4% IV Rank 11.3% 0.0% 29.9% 2.7% 20.0% IV Percentile 18.7% 0.0% 47.6% 1.6% 40.1% Term Structure 0.3% -1.0% 1.5% 0.4% 1.5% VWIV 54.3% 46.6% 61.5% 46.6% 57.8% Skew 25d 12.2% 9.0% 15.1% 9.0% 14.1% Skew 10d 23.8% 19.2% 29.0% 19.2% 25.2% Call IV 25d 48.9% 42.4% 57.5% 45.9% 52.6% Put IV 25d 61.0% 52.1% 72.6% 54.9% 66.7% Bid-Ask Spread % 2.03 1.52 2.96 1.52 2.96 Gamma HHI 0.07 0.04 0.15 0.15 0.11 Net GEX 17.9M -5.1M 48.8M 42.5M 21.3M Net DEX -866.0M -1.72B -192.3M -1.72B -521.9M Net VEX -4.8M -5.4M -4.3M -5.4M -4.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.40 0.85 0.75 0.58 Total Volume 489,379.5 336,102 813,556 580,484 577,070 Total OI 2,689,365.1 2,329,706 3,009,580 3,009,580 2,727,216
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 2023-09-01 $21.08 $17.50 50.0% 13.3% 53.3% 2.7% 46.6% 9.0% 0.4% 42.5M -1.72B -5.4M 0.75 1.52 N/A N/A 332,492 247,992 1,978,628 1,030,952 2023-09-05 $21.33 $19.50 51.5% 14.7% 53.1% 5.0% 55.4% 10.6% 0.6% 31.8M -1.57B -5.3M 0.73 1.98 N/A N/A 215,510 157,658 1,769,186 863,022 2023-09-06 $20.58 $20.00 53.1% 15.4% 54.2% 7.6% 53.7% 11.8% 0.1% 21.4M -1.23B -5.2M 0.84 2.07 N/A N/A 227,318 191,864 1,828,058 932,626 2023-09-07 $20.23 $19.50 53.0% 15.4% 53.6% 7.4% 52.7% 12.4% 0.1% 14.6M -1.06B -5.1M 0.61 2.13 N/A N/A 267,664 163,500 1,853,498 960,098 2023-09-08 $20.16 $19.50 51.6% 15.1% 53.6% 5.3% 54.1% 11.9% 0.4% 17.2M -1.07B -5.0M 0.62 2.00 N/A N/A 316,142 195,874 1,891,500 983,852 2023-09-11 $20.99 $19.50 50.0% 14.4% 54.9% 2.6% 55.8% 11.2% 0.0% 32.0M -1.41B -5.0M 0.74 2.07 N/A N/A 245,398 180,484 1,761,694 875,148 2023-09-12 $20.28 $19.50 51.9% 14.6% 55.7% 5.6% 50.3% 11.5% -0.8% 26.0M -1.11B -5.0M 0.67 2.39 N/A N/A 200,840 135,262 1,848,038 950,402 2023-09-13 $20.45 $20.00 49.3% 14.2% 54.3% 1.6% 50.1% 10.3% 0.1% 32.9M -1.19B -4.9M 0.54 2.69 N/A N/A 277,594 151,068 1,904,940 986,796 2023-09-14 $21.01 $20.00 46.5% 13.4% 54.2% 0.0% 47.6% 9.7% 0.1% 48.8M -1.52B -5.0M 0.85 2.27 N/A N/A 281,908 239,502 1,938,704 1,003,862 2023-09-15 $19.82 $20.00 50.2% 14.3% 56.2% 5.6% 51.0% 11.1% -0.2% 6.8M -832.1M -4.8M 0.55 2.20 N/A N/A 524,392 289,164 1,976,310 1,028,944 2023-09-18 $19.84 $19.50 51.2% 14.7% 56.2% 7.2% 52.4% 11.1% 1.2% 13.1M -757.0M -4.8M 0.54 1.79 N/A N/A 267,936 144,232 1,584,826 744,880 2023-09-19 $19.80 $19.50 51.4% 14.7% 54.4% 7.5% 51.4% 11.4% 1.0% 13.3M -740.6M -4.9M 0.40 1.90 N/A N/A 311,214 123,170 1,645,770 806,808 2023-09-20 $19.00 $19.50 53.8% 15.4% 56.3% 11.1% 52.6% 11.2% 0.9% 3.5M -463.2M -4.7M 0.52 2.02 N/A N/A 295,370 152,146 1,683,492 855,046 2023-09-21 $17.96 $19.50 59.5% 17.0% 55.8% 20.0% 58.4% 13.5% 0.4% -5.1M -192.3M -4.4M 0.49 1.95 N/A N/A 403,840 198,606 1,773,350 856,566 2023-09-22 $17.95 $19.00 58.3% 16.7% 50.7% 18.1% 58.1% 13.8% 0.9% -1.2M -315.1M -4.5M 0.54 1.74 N/A N/A 394,020 213,842 1,852,560 844,290 2023-09-25 $17.93 $19.00 60.4% 17.3% 49.8% 21.3% 57.7% 14.5% 0.1% 6.8M -440.6M -4.5M 0.51 1.67 N/A N/A 228,718 117,410 1,588,704 764,966 2023-09-26 $17.18 $19.00 66.0% 19.0% 51.2% 29.9% 61.5% 15.1% -1.0% 4.3M -284.2M -4.3M 0.46 1.70 N/A N/A 308,786 142,430 1,677,380 798,544 2023-09-27 $17.23 $18.50 64.8% 18.7% 43.8% 28.1% 60.3% 14.5% -1.0% 9.4M -354.9M -4.4M 0.40 1.80 N/A N/A 414,060 167,634 1,754,426 815,070 2023-09-28 $17.77 $18.50 59.7% 17.2% 45.4% 20.1% 59.2% 14.4% 1.3% 18.1M -536.5M -4.5M 0.44 1.84 N/A N/A 336,234 149,246 1,810,762 836,388 2023-09-29 $17.78 $18.50 59.6% 17.2% 44.5% 20.0% 57.8% 14.1% 1.5% 21.3M -521.9M -4.5M 0.58 2.96 N/A N/A 365,138 211,932 1,866,826 860,390
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