TQQQ Options History — October 2023 In October 2023, TQQQ traded between $15.38 and $19.63. ATM implied volatility averaged 63.3%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 10.3% (HV 20d: 53.0%). Max pain ranged from $17.50 to $18.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.55.
Notable Days 2023-10-06 : Highest Volume — 832,430 contracts2023-10-13 : Largest IV spike — 12.5% change2023-10-26 : Highest IV Rank — 49.1%2023-10-26 : Largest Expected Move — 21.4%Monthly Statistics Metric Avg Min Max Open Close Price $17.82 $15.38 $19.63 $18.07 $16.35 Max Pain $17.72 $17.50 $18.50 $18.50 $17.50 ATM IV 63.3% 55.4% 71.5% 61.3% 62.9% Expected Move 18.4% 15.9% 21.4% 17.7% 19.1% HV 20d 53.0% 45.3% 62.5% 45.3% 60.0% HV 60d 51.6% 49.9% 53.6% 50.6% 53.4% IV Rank 28.8% 13.6% 49.1% 22.6% 35.1% IV Percentile 47.3% 27.8% 68.3% 43.3% 48.8% Term Structure -0.7% -3.4% 0.6% -0.2% -0.1% VWIV 62.9% 55.8% 72.6% 59.6% 65.0% Skew 25d 15.3% 12.2% 18.4% 13.9% 14.3% Skew 10d 28.3% 24.0% 34.6% 25.1% 26.7% Call IV 25d 55.4% 49.3% 63.6% 53.9% 55.2% Put IV 25d 70.7% 61.9% 80.0% 67.8% 69.6% Bid-Ask Spread % 1.95 1.58 3.21 1.92 1.87 Gamma HHI 0.07 0.05 0.20 0.05 0.05 Net GEX 20.3M 347.6K 55.2M 14.2M 16.0M Net DEX -665.1M -1.27B -89.1M -618.3M -449.0M Net VEX -4.5M -5.1M -3.8M -4.6M -4.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.38 0.72 0.48 0.54 Total Volume 517,081.091 304,186 832,430 406,116 336,920 Total OI 2,747,836 2,426,442 3,037,810 2,426,442 2,787,078
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 2023-10-02 $18.07 $18.50 61.3% 17.7% 45.3% 22.6% 59.6% 13.9% -0.2% 14.2M -618.3M -4.6M 0.48 1.92 N/A N/A 274,842 131,274 1,655,896 770,546 2023-10-03 $17.14 $18.50 67.9% 20.1% 47.3% 32.8% 67.1% 15.2% -0.9% 8.7M -382.9M -4.4M 0.52 1.74 N/A N/A 332,694 171,708 1,770,892 808,836 2023-10-04 $18.02 $18.25 63.4% 18.0% 51.1% 25.9% 63.2% 15.1% -0.6% 25.6M -726.7M -4.8M 0.55 1.86 N/A N/A 262,858 144,636 1,874,392 850,206 2023-10-05 $17.85 $17.50 63.8% 17.9% 50.9% 26.5% 62.9% 14.6% -0.2% 22.9M -642.5M -4.7M 0.44 1.76 N/A N/A 288,854 128,018 1,907,694 873,636 2023-10-06 $18.77 $17.50 59.2% 16.8% 54.8% 19.5% 61.8% 13.1% -0.2% 55.2M -1.13B -4.9M 0.59 1.68 N/A N/A 524,700 307,730 1,952,870 882,056 2023-10-09 $18.90 $17.50 59.7% 17.1% 52.5% 20.2% 60.1% 14.1% 0.0% 25.4M -949.5M -5.0M 0.65 1.70 N/A N/A 275,720 178,000 1,764,510 796,476 2023-10-10 $19.33 $17.50 57.7% 16.3% 52.2% 17.2% 58.1% 12.3% -0.7% 34.2M -1.14B -5.1M 0.72 1.65 N/A N/A 297,086 213,780 1,850,706 857,034 2023-10-11 $19.63 $17.50 55.8% 16.1% 52.4% 14.1% 58.2% 12.2% 0.6% 41.0M -1.27B -5.1M 0.61 1.84 N/A N/A 280,880 170,132 1,907,524 884,722 2023-10-12 $19.44 $17.50 55.4% 15.9% 51.3% 13.6% 56.7% 13.2% 0.0% 41.9M -1.17B -5.0M 0.66 1.82 N/A N/A 335,390 222,766 1,949,638 910,172 2023-10-13 $18.63 $17.50 62.3% 17.7% 49.4% 24.5% 61.6% 16.9% -0.8% 18.3M -754.8M -4.8M 0.67 3.21 N/A N/A 380,498 256,016 1,989,418 937,968 2023-10-16 $19.41 $17.50 56.9% 16.3% 51.8% 16.3% 55.8% 16.2% -1.2% 27.9M -1.04B -4.9M 0.52 1.96 N/A N/A 275,172 142,478 1,792,888 796,710 2023-10-17 $19.02 $17.50 59.3% 17.0% 52.2% 20.5% 57.9% 16.0% -1.2% 30.2M -929.0M -4.9M 0.65 1.58 N/A N/A 200,828 131,182 1,912,974 839,530 2023-10-18 $18.23 $18.00 65.5% 18.8% 52.4% 31.5% 62.3% 16.8% -3.4% 17.8M -653.7M -4.6M 0.51 2.99 N/A N/A 249,252 127,700 1,948,856 859,044 2023-10-19 $17.75 $18.00 68.0% 19.6% 49.3% 36.6% 64.8% 17.9% -2.3% 9.8M -483.3M -4.5M 0.44 1.86 N/A N/A 453,246 198,604 2,007,176 886,798 2023-10-20 $17.09 $18.00 69.2% 20.0% 51.0% 38.5% 65.6% 18.4% -2.0% 1.5M -266.3M -4.2M 0.58 1.86 N/A N/A 486,862 282,200 2,048,270 906,100 2023-10-23 $17.27 $18.00 66.2% 19.2% 51.3% 34.6% 65.6% 16.7% -0.5% 11.8M -479.5M -4.3M 0.59 1.66 N/A N/A 307,144 179,950 1,766,510 737,662 2023-10-24 $17.73 $17.50 62.1% 18.3% 49.8% 28.9% 60.4% 16.5% -0.2% 20.8M -639.3M -4.4M 0.42 1.78 N/A N/A 213,712 90,474 1,879,548 809,686 2023-10-25 $16.36 $17.50 68.8% 20.1% 57.7% 41.3% 67.8% 16.4% -1.4% 5.1M -261.4M -4.0M 0.45 1.80 N/A N/A 419,976 189,696 1,912,830 817,658 2023-10-26 $15.38 $17.50 71.5% 21.4% 59.9% 49.1% 72.6% 16.4% -0.8% 347.6K -89.1M -3.8M 0.38 2.25 N/A N/A 544,004 205,648 2,027,314 843,108 2023-10-27 $15.49 $17.50 69.6% 20.7% 60.0% 46.5% 69.9% 15.7% -0.2% 6.9M -162.8M -3.8M 0.63 2.28 N/A N/A 425,896 270,048 2,165,932 871,878 2023-10-30 $16.23 $17.50 65.2% 19.7% 62.5% 37.6% 67.0% 15.2% -0.0% 10.6M -397.2M -4.0M 0.41 1.93 N/A N/A 332,380 134,830 1,867,858 771,792 2023-10-31 $16.35 $17.50 62.9% 19.1% 60.0% 35.1% 65.0% 14.3% -0.1% 16.0M -449.0M -4.0M 0.54 1.87 N/A N/A 219,334 117,586 1,969,246 817,832
« Sep 2023 | All History | Nov 2023 » Home TQQQ History October 2023