TQQQ Options History — December 2023 In December 2023, TQQQ traded between $21.33 and $25.79. ATM implied volatility averaged 43.9%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 9.1% (HV 20d: 34.8%). Max pain ranged from $13.50 to $19.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.63.
Notable Days 2023-12-13 : Highest Volume — 752,422 contracts2023-12-08 : Largest IV drop — 6.6% change2023-12-26 : Highest IV Rank — 10.7%2023-12-07 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $23.92 $21.33 $25.79 $22.08 $25.38 Max Pain $16.00 $13.50 $19.00 $19.00 $18.75 ATM IV 43.9% 40.9% 46.7% 44.6% 43.4% Expected Move 12.5% 11.5% 13.6% 13.3% 11.5% HV 20d 34.8% 28.9% 43.0% 42.0% 31.1% HV 60d 50.5% 47.0% 53.3% 52.9% 47.0% IV Rank 4.5% 0.0% 10.7% 2.3% 5.7% IV Percentile 2.6% 0.0% 7.1% 1.6% 2.4% Term Structure 1.1% -0.7% 2.7% 0.4% 2.6% VWIV 44.9% 41.4% 48.7% 48.7% 41.4% Skew 25d 6.4% 5.1% 7.5% 6.2% 6.3% Skew 10d 13.9% 9.7% 20.3% 13.0% 13.4% Call IV 25d 41.6% 39.0% 44.2% 42.2% 40.4% Put IV 25d 48.0% 44.8% 51.2% 48.5% 46.7% Bid-Ask Spread % 4.36 2.38 7.42 3.27 4.35 Gamma HHI 0.13 0.08 0.49 0.13 0.09 Net GEX 41.4M 22.9M 83.2M 41.2M 24.3M Net DEX -1.78B -2.58B -1.25B -1.66B -1.55B Net VEX -4.5M -4.9M -4.3M -4.6M -4.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.43 0.89 0.72 0.65 Total Volume 490,526.6 244,794 752,422 585,764 486,460 Total OI 2,627,338.2 2,257,922 3,019,998 2,833,884 2,440,390
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 2023-12-01 $22.08 $19.00 44.6% 13.3% 42.0% 2.3% 48.7% 6.2% 0.4% 41.2M -1.66B -4.6M 0.72 3.27 N/A N/A 341,516 244,248 1,896,000 937,884 2023-12-04 $21.42 $13.50 46.2% 13.5% 43.0% 6.0% 48.1% 7.3% 1.1% 29.1M -1.28B -4.5M 0.89 3.86 N/A N/A 304,684 272,412 1,779,320 813,404 2023-12-05 $21.55 $13.50 46.5% 13.6% 43.0% 6.7% 46.6% 7.5% 1.0% 29.7M -1.35B -4.5M 0.45 2.92 N/A N/A 263,736 118,146 1,830,520 930,324 2023-12-06 $21.33 $13.50 46.4% 13.6% 41.4% 6.4% 46.6% 6.6% 1.2% 27.0M -1.25B -4.5M 0.55 5.40 N/A N/A 239,820 131,282 1,863,782 953,722 2023-12-07 $22.14 $14.00 46.7% 13.6% 42.9% 7.0% 48.0% 7.0% 1.0% 45.7M -1.67B -4.5M 0.57 3.26 N/A N/A 277,406 157,184 1,897,774 971,854 2023-12-08 $22.45 $14.00 43.6% 12.7% 41.1% 0.0% 46.1% 6.3% 1.3% 83.2M -1.80B -4.4M 0.57 3.48 N/A N/A 417,494 239,176 1,903,062 982,182 2023-12-11 $22.98 $14.00 44.5% 12.7% 35.3% 2.1% 46.1% 6.2% -0.3% 38.9M -1.81B -4.4M 0.72 3.72 N/A N/A 289,348 208,366 1,780,012 837,636 2023-12-12 $23.48 $14.00 41.7% 11.9% 35.5% 0.0% 43.3% 5.9% -0.1% 48.1M -2.05B -4.3M 0.59 3.71 N/A N/A 279,784 164,056 1,857,342 895,864 2023-12-13 $24.30 $14.50 41.7% 11.8% 31.0% 0.0% 43.4% 5.5% -0.6% 55.4M -2.41B -4.4M 0.52 5.23 N/A N/A 493,702 258,720 1,889,252 912,896 2023-12-14 $24.28 $14.50 41.2% 11.7% 31.0% 0.0% 42.0% 5.1% -0.7% 58.3M -2.41B -4.5M 0.53 3.83 N/A N/A 479,582 254,114 1,941,460 966,146 2023-12-15 $24.65 $15.00 40.9% 11.8% 31.1% 0.0% 42.3% 5.8% 0.5% 68.8M -2.58B -4.6M 0.50 4.59 N/A N/A 405,300 202,818 2,025,452 994,546 2023-12-18 $25.20 $15.00 41.9% 12.0% 31.3% 2.2% 42.8% 6.0% 2.1% 42.1M -2.10B -4.5M 0.50 5.41 N/A N/A 354,768 178,652 1,672,314 717,184 2023-12-19 $25.40 $15.00 41.7% 12.0% 28.9% 1.9% 42.6% 5.5% 2.1% 42.4M -2.14B -4.6M 0.43 4.83 N/A N/A 293,776 126,836 1,723,120 783,586 2023-12-20 $24.48 $18.50 43.6% 12.5% 31.1% 6.2% 44.3% 6.0% 2.0% 22.9M -1.29B -4.7M 0.62 7.42 N/A N/A 347,384 216,968 1,580,974 810,372 2023-12-21 $25.05 $18.50 45.6% 13.0% 31.5% 10.7% 47.0% 7.0% 1.6% 34.9M -1.53B -4.9M 0.52 3.99 N/A N/A 276,300 144,538 1,625,696 845,040 2023-12-22 $25.16 $18.50 45.0% 12.7% 31.1% 9.3% 45.5% 6.3% 2.0% 33.4M -1.58B -4.8M 0.80 5.76 N/A N/A 284,650 227,608 1,613,330 868,452 2023-12-26 $25.68 $18.75 45.6% 12.6% 31.4% 10.7% 46.3% 7.1% 0.9% 34.2M -1.69B -4.6M 0.81 5.57 N/A N/A 183,680 148,692 1,514,604 743,318 2023-12-27 $25.63 $18.75 44.1% 12.1% 31.5% 7.3% 43.9% 6.8% 1.9% 31.5M -1.67B -4.5M 0.75 4.20 N/A N/A 144,220 108,312 1,543,542 811,234 2023-12-28 $25.79 $18.75 43.5% 11.8% 31.3% 5.9% 43.3% 6.6% 2.7% 36.5M -1.73B -4.5M 0.85 2.38 N/A N/A 132,636 112,158 1,564,254 828,920 2023-12-29 $25.38 $18.75 43.4% 11.5% 31.1% 5.7% 41.4% 6.3% 2.6% 24.3M -1.55B -4.4M 0.65 4.35 N/A N/A 294,452 192,008 1,587,648 852,742
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