TQQQ Options History — November 2023 In November 2023, TQQQ traded between $17.28 and $22.40. ATM implied volatility averaged 48.3%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded below realized volatility by 10.2% (HV 20d: 58.5%). Max pain ranged from $17.50 to $18.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.66.
Notable Days 2023-11-10 : Highest Volume — 717,700 contracts2023-11-02 : Largest IV drop — 7.4% change2023-11-01 : Highest IV Rank — 22.6%2023-11-01 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $20.71 $17.28 $22.40 $17.28 $21.70 Max Pain $18.00 $17.50 $18.50 $17.50 $18.50 ATM IV 48.3% 43.7% 57.0% 57.0% 45.0% Expected Move 14.1% 12.4% 16.9% 16.9% 13.4% HV 20d 58.5% 44.1% 67.2% 60.6% 44.1% HV 60d 55.2% 52.9% 57.6% 54.7% 52.9% IV Rank 5.5% 0.0% 22.6% 22.6% 3.1% IV Percentile 4.2% 0.0% 32.5% 32.5% 1.6% Term Structure 0.5% -1.1% 1.9% 1.0% 0.2% VWIV 50.7% 44.9% 60.0% 60.0% 48.0% Skew 25d 8.7% 6.7% 13.3% 13.3% 7.8% Skew 10d 17.4% 13.6% 25.6% 25.6% 17.1% Call IV 25d 44.4% 40.2% 50.3% 50.3% 41.9% Put IV 25d 53.2% 48.0% 63.6% 63.6% 49.8% Bid-Ask Spread % 2.81 1.67 8.14 2.03 2.94 Gamma HHI 0.13 0.07 0.45 0.07 0.10 Net GEX 39.1M 17.0M 81.2M 30.7M 17.0M Net DEX -1.54B -1.98B -789.2M -789.2M -1.36B Net VEX -4.6M -4.8M -4.2M -4.2M -4.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.46 1.04 0.57 0.46 Total Volume 438,099.143 214,832 717,700 457,382 566,878 Total OI 2,791,643.81 2,518,782 3,055,606 2,841,442 2,736,152
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 2023-11-01 $17.28 $17.50 57.0% 16.9% 60.6% 22.6% 60.0% 13.3% 1.0% 30.7M -789.2M -4.2M 0.57 2.03 N/A N/A 291,208 166,174 2,001,362 840,080 2023-11-02 $18.14 $17.50 52.8% 16.0% 63.2% 13.5% 56.4% 11.3% 0.6% 44.5M -1.19B -4.4M 0.58 1.76 N/A N/A 350,320 201,504 2,054,622 861,260 2023-11-03 $18.83 $17.50 51.1% 15.1% 61.9% 9.9% 54.2% 10.5% 1.2% 39.5M -1.49B -4.5M 0.60 3.15 N/A N/A 426,794 254,366 2,087,948 895,406 2023-11-06 $18.89 $17.50 50.7% 15.0% 61.9% 9.0% 52.9% 10.9% 1.3% 30.2M -1.10B -4.5M 0.89 1.77 N/A N/A 219,566 196,474 1,872,648 753,226 2023-11-07 $19.66 $17.50 49.7% 14.8% 63.1% 6.8% 54.8% 10.2% 1.9% 35.9M -1.37B -4.6M 0.80 1.97 N/A N/A 262,518 209,168 1,905,470 839,500 2023-11-08 $19.60 $17.50 49.4% 14.5% 62.8% 6.1% 52.4% 9.4% 1.4% 37.2M -1.33B -4.6M 1.04 1.79 N/A N/A 146,126 151,306 1,944,504 873,450 2023-11-09 $19.07 $17.50 52.4% 15.3% 63.5% 12.7% 54.0% 10.2% 1.1% 25.8M -1.08B -4.4M 0.67 1.70 N/A N/A 238,680 160,526 1,960,810 897,656 2023-11-10 $20.39 $17.50 48.7% 14.2% 65.8% 4.6% 52.2% 8.7% 1.5% 65.1M -1.72B -4.6M 0.72 1.88 N/A N/A 418,018 299,682 1,991,636 920,244 2023-11-13 $20.29 $17.50 50.7% 14.6% 64.5% 10.4% 53.0% 8.4% 0.8% 34.1M -1.44B -4.6M 0.92 1.79 N/A N/A 209,708 193,236 1,863,288 800,862 2023-11-14 $21.58 $18.00 48.5% 14.0% 67.2% 4.9% 50.6% 7.2% 0.2% 41.2M -1.98B -4.6M 0.56 1.75 N/A N/A 404,502 225,176 1,912,678 885,114 2023-11-15 $21.55 $18.00 47.6% 13.6% 64.7% 2.6% 49.2% 7.0% 0.9% 45.5M -1.97B -4.8M 0.53 1.67 N/A N/A 332,344 175,018 1,985,572 938,468 2023-11-16 $21.57 $18.00 47.4% 13.6% 63.5% 2.2% 50.7% 7.2% 0.7% 45.6M -1.95B -4.7M 0.77 1.82 N/A N/A 181,300 139,270 2,010,932 979,228 2023-11-17 $21.52 $18.50 47.1% 13.4% 61.1% 1.3% 48.8% 6.7% 0.6% 81.2M -1.95B -4.7M 0.51 4.30 N/A N/A 303,782 155,436 2,042,600 1,013,006 2023-11-20 $22.40 $18.50 46.5% 13.3% 62.0% 0.0% 48.6% 7.2% -0.5% 35.2M -1.85B -4.7M 0.68 8.14 N/A N/A 286,058 195,794 1,772,588 789,606 2023-11-21 $21.89 $18.50 47.7% 13.5% 63.0% 3.0% 48.5% 7.7% -1.1% 30.9M -1.64B -4.7M 0.72 4.42 N/A N/A 165,232 118,918 1,835,408 868,956 2023-11-22 $22.22 $18.50 45.3% 12.8% 53.0% 0.0% 46.4% 8.5% -0.3% 42.6M -1.80B -4.6M 0.58 3.41 N/A N/A 232,774 135,782 1,872,694 911,836 2023-11-24 $22.03 $18.50 43.9% 12.4% 45.7% 0.0% 45.2% 7.7% -0.5% 54.2M -1.72B -4.5M 0.55 3.03 N/A N/A 138,428 76,404 1,904,996 948,426 2023-11-27 $22.14 $18.50 44.3% 12.8% 45.8% 0.9% 46.2% 7.8% -0.2% 29.5M -1.58B -4.4M 0.74 3.50 N/A N/A 188,582 138,848 1,726,398 792,384 2023-11-28 $22.10 $18.50 43.7% 12.7% 45.0% 0.0% 44.9% 7.9% 0.1% 26.0M -1.54B -4.5M 0.51 3.09 N/A N/A 183,454 94,396 1,772,836 863,914 2023-11-29 $22.10 $18.50 44.6% 13.2% 45.3% 2.2% 46.7% 7.4% 0.2% 29.0M -1.57B -4.5M 0.48 3.05 N/A N/A 247,768 118,564 1,813,168 883,588 2023-11-30 $21.70 $18.50 45.0% 13.4% 44.1% 3.1% 48.0% 7.8% 0.2% 17.0M -1.36B -4.5M 0.46 2.94 N/A N/A 389,602 177,276 1,831,062 905,090
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