TQQQ Options History — March 2024 In March 2024, TQQQ traded between $28.92 and $31.61. ATM implied volatility averaged 49.3%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded below realized volatility by 7.1% (HV 20d: 56.4%). Max pain ranged from $25.50 to $29.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.61.
Notable Days 2024-03-08 : Highest Volume — 973,034 contracts2024-03-05 : Largest IV spike — 7.2% change2024-03-15 : Highest IV Rank — 31.6%2024-03-11 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $30.52 $28.92 $31.61 $31.61 $30.88 Max Pain $28.98 $25.50 $29.50 $25.50 $29.00 ATM IV 49.3% 45.4% 53.3% 47.1% 45.8% Expected Move 14.0% 12.5% 15.0% 13.1% 12.6% HV 20d 56.4% 48.3% 63.1% 55.9% 48.3% HV 60d 49.9% 46.4% 51.3% 46.4% 48.7% IV Rank 22.2% 14.6% 31.6% 14.9% 16.1% IV Percentile 29.1% 9.5% 50.8% 17.9% 11.9% Term Structure 0.4% -0.9% 4.2% -0.3% 1.8% VWIV 49.3% 43.9% 53.4% 47.3% 45.2% Skew 25d 7.0% 5.6% 9.3% 5.7% 6.2% Skew 10d 14.8% 12.1% 18.8% 13.8% 12.1% Call IV 25d 46.4% 42.8% 50.2% 45.2% 42.8% Put IV 25d 53.5% 48.6% 58.0% 50.9% 49.0% Bid-Ask Spread % 5.91 3.70 9.08 5.02 5.92 Gamma HHI 0.12 0.05 0.25 0.16 0.13 Net GEX 33.9M -25.4M 66.9M 55.1M 38.6M Net DEX -1.38B -2.31B -812.4M -2.31B -1.22B Net VEX -5.4M -5.6M -5.2M -5.2M -5.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.27 1.14 0.68 0.65 Total Volume 576,015.6 361,160 973,034 757,216 440,934 Total OI 1,877,314.9 1,557,496 2,130,304 1,979,148 1,804,616
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 2024-03-01 $31.61 $25.50 47.1% 13.1% 55.9% 14.9% 47.3% 5.7% -0.3% 55.1M -2.31B -5.2M 0.68 5.02 N/A N/A 450,696 306,520 1,130,224 848,924 2024-03-04 $31.30 $29.00 48.4% 13.8% 53.6% 17.9% 51.3% 5.6% -0.1% 37.6M -1.75B -5.3M 0.52 7.71 N/A N/A 408,656 214,284 1,016,268 711,148 2024-03-05 $29.26 $29.00 51.9% 14.7% 59.2% 26.3% 50.1% 7.5% 0.1% 16.8M -1.03B -5.4M 0.47 7.11 N/A N/A 599,878 281,170 1,256,444 792,540 2024-03-06 $30.05 $29.00 50.8% 14.5% 59.5% 23.7% 51.1% 8.1% 0.0% 26.0M -1.34B -5.6M 0.47 6.83 N/A N/A 429,702 203,380 1,200,800 859,916 2024-03-07 $31.51 $29.00 51.4% 14.7% 60.1% 25.2% 53.3% 6.8% -0.3% 53.6M -1.97B -5.6M 0.70 9.08 N/A N/A 322,090 225,002 1,173,456 887,812 2024-03-08 $30.16 $29.50 52.5% 15.0% 62.5% 27.9% 52.6% 7.3% -0.4% 17.8M -1.26B -5.5M 0.88 7.85 N/A N/A 518,814 454,220 1,186,842 925,926 2024-03-11 $29.77 $29.50 53.3% 15.0% 61.7% 29.8% 53.4% 7.7% -0.7% 10.0M -1.16B -5.4M 0.73 5.84 N/A N/A 223,024 163,268 1,010,958 779,532 2024-03-12 $30.94 $29.50 49.6% 14.2% 63.1% 21.0% 48.3% 7.1% 0.0% 29.9M -1.59B -5.4M 0.42 5.68 N/A N/A 441,084 185,682 1,073,662 833,688 2024-03-13 $30.20 $29.50 49.0% 14.0% 59.9% 19.4% 47.4% 6.6% -0.3% 52.3M -1.42B -5.5M 0.69 6.44 N/A N/A 213,152 148,008 1,222,926 868,974 2024-03-14 $29.64 $29.50 50.7% 14.5% 58.9% 26.1% 50.6% 7.6% -0.0% 31.3M -1.15B -5.3M 0.35 7.83 N/A N/A 480,938 170,244 1,247,578 882,726 2024-03-15 $28.92 $29.50 52.7% 15.0% 59.5% 31.6% 53.4% 8.5% -0.6% -25.4M -812.4M -5.2M 0.66 5.95 N/A N/A 419,972 277,418 1,176,946 911,260 2024-03-18 $29.95 $29.00 52.1% 14.9% 60.2% 30.2% 53.0% 9.3% 0.5% 24.5M -1.12B -5.4M 0.58 4.46 N/A N/A 310,386 179,100 923,694 633,802 2024-03-19 $29.84 $29.00 50.7% 14.5% 59.1% 26.6% 51.4% 8.6% -0.9% 15.7M -1.00B -5.4M 1.14 4.82 N/A N/A 175,504 199,868 975,082 723,650 2024-03-20 $30.73 $29.00 47.5% 13.6% 59.3% 19.2% 48.6% 7.2% 1.5% 43.1M -1.39B -5.3M 0.65 4.98 N/A N/A 282,642 185,038 983,872 734,828 2024-03-21 $31.38 $29.00 47.0% 13.4% 49.5% 19.2% 46.6% 5.7% 1.0% 56.3M -1.71B -5.2M 0.74 4.06 N/A N/A 322,448 238,082 1,021,470 759,840 2024-03-22 $31.36 $29.00 45.9% 13.0% 49.3% 15.6% 43.9% 5.8% 1.5% 55.4M -1.67B -5.3M 0.53 3.70 N/A N/A 406,530 216,836 1,075,762 800,610 2024-03-25 $31.22 $29.00 47.1% 13.2% 49.4% 19.6% 46.0% 6.4% 1.3% 46.7M -1.31B -5.2M 0.57 4.67 N/A N/A 312,434 177,456 949,004 614,192 2024-03-26 $30.82 $29.00 46.8% 13.1% 49.7% 18.9% 47.7% 6.4% 4.2% 66.9M -1.20B -5.4M 0.27 5.05 N/A N/A 419,096 114,756 1,151,446 695,338 2024-03-27 $30.92 $29.00 45.4% 12.5% 49.1% 14.6% 44.5% 6.5% 0.6% 24.9M -1.16B -5.2M 0.44 5.22 N/A N/A 279,740 122,260 979,388 721,154 2024-03-28 $30.88 $29.00 45.8% 12.6% 48.3% 16.1% 45.2% 6.2% 1.8% 38.6M -1.22B -5.3M 0.65 5.92 N/A N/A 266,556 174,378 1,060,994 743,622
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