TQQQ Options History — February 2024 In February 2024, TQQQ traded between $27.25 and $30.20. ATM implied volatility averaged 48.7%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded below realized volatility by 2.4% (HV 20d: 51.0%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.66.
Notable Days 2024-02-22 : Highest Volume — 895,804 contracts2024-02-20 : Largest IV spike — 10.8% change2024-02-20 : Highest IV Rank — 35.4%2024-02-21 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $29.07 $27.25 $30.20 $27.25 $30.18 Max Pain $24.43 $23.00 $25.00 $23.00 $25.00 ATM IV 48.7% 45.8% 55.7% 47.9% 47.1% Expected Move 14.0% 13.3% 15.7% 14.0% 13.3% HV 20d 51.0% 44.1% 59.8% 44.7% 54.8% HV 60d 43.0% 39.4% 46.2% 41.7% 46.2% IV Rank 18.7% 11.8% 35.4% 16.8% 14.8% IV Percentile 23.7% 11.1% 57.9% 18.3% 17.5% Term Structure -0.1% -5.7% 1.5% -0.2% 0.0% VWIV 49.9% 46.9% 56.0% 50.1% 47.6% Skew 25d 6.6% 3.9% 9.2% 7.7% 6.3% Skew 10d 14.4% 10.8% 23.2% 16.1% 13.7% Call IV 25d 46.2% 43.3% 51.0% 44.4% 45.0% Put IV 25d 52.7% 49.0% 60.1% 52.2% 51.4% Bid-Ask Spread % 5.22 4.11 7.12 4.56 4.81 Gamma HHI 0.16 0.06 0.55 0.07 0.16 Net GEX 33.7M 121.6K 103.2M 9.5M 57.0M Net DEX -1.45B -2.12B -846.0M -1.02B -1.70B Net VEX -5.3M -5.4M -5.1M -5.1M -5.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.39 0.95 0.74 0.56 Total Volume 537,289.1 233,084 895,804 425,566 527,934 Total OI 1,899,832 1,680,044 2,078,248 1,879,052 1,968,114
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 2024-02-01 $27.25 $23.00 47.9% 14.0% 44.7% 16.8% 50.1% 7.7% -0.2% 9.5M -1.02B -5.1M 0.74 4.56 N/A N/A 243,910 181,656 1,061,828 817,224 2024-02-02 $28.73 $23.00 46.5% 13.6% 46.9% 13.4% 46.9% 6.7% 0.5% 52.0M -1.71B -5.1M 0.50 7.12 N/A N/A 545,364 273,384 1,112,976 858,962 2024-02-05 $28.52 $23.50 47.1% 13.7% 46.9% 14.9% 48.1% 6.9% 0.8% 20.9M -1.34B -5.3M 0.73 5.48 N/A N/A 348,884 256,420 977,506 702,538 2024-02-06 $28.05 $23.50 47.2% 13.7% 44.1% 15.0% 49.0% 6.5% 0.5% 17.7M -1.20B -5.3M 0.40 5.36 N/A N/A 375,758 151,612 1,030,954 780,284 2024-02-07 $29.20 $23.50 45.8% 13.6% 45.6% 11.8% 48.1% 5.6% 1.5% 76.2M -1.87B -5.4M 0.62 4.93 N/A N/A 415,982 257,768 1,188,654 820,476 2024-02-08 $29.25 $24.00 46.0% 13.5% 45.4% 12.2% 49.8% 5.3% 1.4% 49.3M -1.69B -5.3M 0.92 5.37 N/A N/A 187,376 172,870 1,111,718 860,992 2024-02-09 $30.15 $24.00 45.8% 13.3% 46.1% 11.8% 48.9% 5.1% 0.8% 62.3M -2.12B -5.2M 0.95 5.94 N/A N/A 320,212 303,770 1,135,332 899,240 2024-02-12 $29.83 $24.50 48.3% 13.9% 46.6% 17.8% 50.3% 6.0% 0.9% 22.4M -1.56B -5.2M 0.90 4.11 N/A N/A 236,010 211,436 974,590 758,972 2024-02-13 $28.14 $25.00 51.8% 14.9% 52.2% 26.2% 52.1% 7.2% 0.1% 121.6K -952.1M -5.4M 0.76 4.97 N/A N/A 387,242 293,256 1,012,118 839,004 2024-02-14 $29.25 $25.00 49.8% 14.3% 52.7% 21.4% 47.9% 8.1% -0.9% 16.8M -1.39B -5.3M 0.45 5.83 N/A N/A 317,344 142,788 1,022,400 887,048 2024-02-15 $29.41 $25.00 48.2% 13.7% 50.7% 17.4% 50.1% 7.7% 1.5% 23.3M -1.46B -5.4M 0.48 5.01 N/A N/A 255,718 121,620 1,081,694 901,910 2024-02-16 $28.77 $25.00 50.3% 14.4% 48.1% 22.5% 51.0% 7.2% 0.0% 16.3M -1.22B -5.4M 0.69 5.30 N/A N/A 436,042 299,062 1,153,622 924,626 2024-02-20 $27.90 $25.00 55.7% 15.6% 49.5% 35.4% 55.8% 9.2% -5.7% 5.6M -888.9M -5.2M 0.51 4.34 N/A N/A 388,704 199,390 954,794 773,758 2024-02-21 $27.46 $25.00 54.5% 15.7% 49.8% 32.7% 56.0% 8.2% -1.4% 12.8M -846.0M -5.3M 0.59 5.39 N/A N/A 243,726 144,098 1,104,118 847,012 2024-02-22 $30.20 $24.50 49.7% 14.4% 59.7% 21.2% 51.8% 5.8% -0.6% 58.2M -2.07B -5.2M 0.54 4.66 N/A N/A 580,852 314,952 1,149,140 864,170 2024-02-23 $29.89 $25.00 48.5% 13.4% 59.8% 18.1% 48.2% 5.9% 0.6% 103.2M -1.70B -5.2M 0.88 4.59 N/A N/A 314,572 275,988 1,132,862 921,732 2024-02-26 $29.91 $25.00 47.9% 13.6% 59.4% 16.8% 49.0% 3.9% -0.5% 26.2M -1.46B -5.1M 0.73 5.32 N/A N/A 182,030 132,298 981,400 727,020 2024-02-27 $29.97 $25.00 47.6% 13.4% 58.7% 16.0% 48.6% 5.3% -0.9% 27.7M -1.46B -5.2M 0.89 5.31 N/A N/A 123,578 109,506 1,021,756 781,818 2024-02-28 $29.40 $25.00 47.8% 13.6% 58.8% 16.6% 49.6% 6.5% -0.5% 17.2M -1.25B -5.2M 0.39 5.99 N/A N/A 338,870 133,800 1,042,336 811,942 2024-02-29 $30.18 $25.00 47.1% 13.3% 54.8% 14.8% 47.6% 6.3% 0.0% 57.0M -1.70B -5.3M 0.56 4.81 N/A N/A 338,520 189,414 1,138,226 829,888
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