TQQQ Options History — January 2024 In January 2024, TQQQ traded between $22.92 and $28.45. ATM implied volatility averaged 47.2%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 4.3% (HV 20d: 42.9%). Max pain ranged from $18.75 to $25.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.64.
Notable Days 2024-01-24 : Highest Volume — 1,066,760 contracts2024-01-16 : Largest IV spike — 7.8% change2024-01-17 : Highest IV Rank — 22.1%2024-01-30 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $25.79 $22.92 $28.45 $23.77 $26.41 Max Pain $22.98 $18.75 $25.00 $18.75 $25.00 ATM IV 47.2% 44.5% 50.1% 48.5% 49.8% Expected Move 13.6% 12.9% 14.8% 13.1% 14.7% HV 20d 42.9% 39.2% 47.3% 40.3% 44.7% HV 60d 46.0% 40.5% 49.7% 49.1% 41.9% IV Rank 15.0% 8.6% 22.1% 17.2% 21.3% IV Percentile 13.2% 6.0% 23.0% 13.1% 23.0% Term Structure 0.1% -0.8% 1.1% -0.1% -0.1% VWIV 48.9% 45.3% 52.7% 47.3% 52.2% Skew 25d 7.6% 5.3% 10.3% 8.8% 7.1% Skew 10d 15.7% 11.1% 21.0% 17.1% 15.2% Call IV 25d 44.3% 41.7% 47.0% 44.9% 47.0% Put IV 25d 51.9% 49.1% 55.8% 53.7% 54.0% Bid-Ask Spread % 3.62 2.40 6.70 5.16 4.99 Gamma HHI 0.15 0.06 0.43 0.07 0.07 Net GEX 29.9M -7.9M 87.4M 12.5M 2.2M Net DEX -1.36B -2.31B -737.6M -986.9M -746.4M Net VEX -4.6M -5.1M -4.3M -4.3M -5.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.36 0.96 0.76 0.62 Total Volume 540,447.619 334,554 1,066,760 580,248 756,660 Total OI 2,170,791.714 1,406,424 2,684,394 2,181,816 1,804,164
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 2024-01-02 $23.77 $18.75 48.5% 13.1% 40.3% 17.2% 47.3% 8.8% -0.1% 12.5M -986.9M -4.3M 0.76 5.16 N/A N/A 328,800 251,448 1,471,006 710,810 2024-01-03 $23.33 $19.00 49.4% 13.0% 39.2% 19.3% 46.3% 9.0% -0.2% 5.8M -852.4M -4.4M 0.62 4.28 N/A N/A 245,646 152,670 1,538,012 812,962 2024-01-04 $23.08 $23.00 49.1% 14.2% 39.5% 18.6% 49.1% 8.8% 0.2% 5.5M -785.0M -4.4M 0.71 2.40 N/A N/A 221,698 158,166 1,599,708 839,436 2024-01-05 $22.92 $23.00 47.3% 13.8% 39.4% 14.8% 48.5% 7.6% 0.6% -7.9M -737.6M -4.4M 0.67 3.79 N/A N/A 378,536 254,374 1,642,828 883,826 2024-01-08 $24.33 $22.50 46.8% 13.4% 42.6% 13.5% 48.1% 7.9% 0.3% 28.6M -1.31B -4.5M 0.59 3.35 N/A N/A 285,328 167,902 1,527,956 782,682 2024-01-09 $24.42 $22.50 45.6% 13.2% 42.5% 11.3% 46.0% 7.9% 0.3% 35.7M -1.39B -4.5M 0.51 3.00 N/A N/A 220,928 113,626 1,595,880 821,934 2024-01-10 $24.94 $22.50 45.5% 13.1% 42.4% 11.0% 46.7% 7.4% 0.2% 53.5M -1.64B -4.6M 0.54 3.53 N/A N/A 337,498 181,066 1,657,772 842,282 2024-01-11 $25.05 $23.00 45.1% 13.0% 41.8% 10.1% 49.3% 7.4% 0.2% 53.7M -1.66B -4.6M 0.44 3.03 N/A N/A 444,462 196,390 1,668,146 878,868 2024-01-12 $25.16 $22.50 44.5% 12.9% 40.2% 8.6% 45.3% 7.4% 0.7% 73.3M -1.80B -4.5M 0.55 3.17 N/A N/A 465,748 255,664 1,782,302 902,092 2024-01-16 $25.05 $22.50 48.0% 13.7% 40.3% 16.9% 49.5% 9.1% -0.8% 26.3M -1.42B -4.4M 0.66 3.83 N/A N/A 253,618 167,408 1,522,306 797,912 2024-01-17 $24.61 $22.50 50.1% 14.4% 40.5% 22.1% 51.1% 10.3% -0.8% 21.4M -1.29B -4.6M 0.62 2.88 N/A N/A 238,914 147,308 1,606,282 872,344 2024-01-18 $25.77 $23.00 47.8% 13.7% 43.1% 16.5% 50.7% 9.7% 0.1% 45.7M -1.84B -4.6M 0.60 3.65 N/A N/A 361,266 215,064 1,644,994 911,958 2024-01-19 $27.27 $23.00 46.8% 13.5% 47.3% 14.1% 50.3% 7.6% -0.6% 40.0M -2.31B -4.5M 0.66 3.45 N/A N/A 471,576 309,950 1,656,062 944,170 2024-01-22 $27.41 $23.00 46.6% 13.5% 44.8% 13.7% 49.3% 7.0% 1.1% 21.6M -1.33B -4.5M 0.84 3.80 N/A N/A 288,362 241,868 834,678 571,746 2024-01-23 $27.61 $23.50 45.2% 13.2% 44.4% 10.4% 47.4% 6.5% 0.4% 21.8M -1.36B -4.7M 0.36 2.78 N/A N/A 331,710 120,120 890,918 652,292 2024-01-24 $28.32 $23.50 45.3% 13.3% 44.9% 10.6% 48.3% 5.7% 0.2% 70.5M -1.79B -4.9M 0.96 6.70 N/A N/A 545,572 521,188 1,078,606 682,320 2024-01-25 $28.08 $24.75 47.0% 13.8% 44.9% 14.5% 50.2% 6.1% 0.3% 87.4M -1.55B -5.0M 0.82 3.03 N/A N/A 286,400 233,992 1,189,180 767,908 2024-01-26 $27.66 $25.00 46.7% 13.6% 45.4% 14.0% 48.2% 5.3% -0.1% 3.8M -1.22B -4.9M 0.77 3.63 N/A N/A 278,430 214,282 1,220,026 798,688 2024-01-29 $28.45 $25.00 47.6% 14.1% 46.2% 16.1% 50.4% 6.0% -0.0% 14.4M -1.35B -5.0M 0.71 2.42 N/A N/A 216,598 153,746 877,184 648,604 2024-01-30 $27.98 $25.00 49.0% 14.8% 46.2% 19.5% 52.7% 6.0% -0.5% 12.8M -1.22B -5.1M 0.43 3.02 N/A N/A 235,258 100,160 932,086 723,696 2024-01-31 $26.41 $25.00 49.8% 14.7% 44.7% 21.3% 52.2% 7.1% -0.1% 2.2M -746.4M -5.0M 0.62 4.99 N/A N/A 467,214 289,446 1,059,988 744,176
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