TQQQ Options History — April 2024 In April 2024, TQQQ traded between $24.52 and $31.00. ATM implied volatility averaged 55.7%, placing in the 48.3% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 10.7% (HV 20d: 45.0%). Max pain ranged from $27.00 to $30.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.55.
Notable Days 2024-04-19 : Highest Volume — 1,013,972 contracts2024-04-12 : Largest IV spike — 11.4% change2024-04-19 : Highest IV Rank — 78.1%2024-04-19 : Largest Expected Move — 18.6%Monthly Statistics Metric Avg Min Max Open Close Price $28.27 $24.52 $31.00 $30.89 $26.94 Max Pain $28.73 $27.00 $30.00 $29.25 $27.00 ATM IV 55.7% 48.9% 64.8% 48.9% 56.3% Expected Move 15.9% 13.3% 18.6% 13.3% 16.8% HV 20d 45.0% 31.7% 58.7% 45.2% 58.7% HV 60d 50.8% 48.2% 54.1% 48.5% 52.5% IV Rank 48.3% 26.2% 78.1% 26.2% 50.3% IV Percentile 66.6% 29.4% 95.2% 29.4% 74.6% Term Structure -0.2% -9.3% 5.4% -5.7% 5.4% VWIV 55.1% 47.5% 62.1% 47.5% 58.2% Skew 25d 10.4% 7.2% 14.0% 7.2% 9.5% Skew 10d 20.8% 14.1% 27.8% 14.1% 18.2% Call IV 25d 51.1% 45.9% 58.8% 46.3% 51.3% Put IV 25d 61.5% 53.5% 70.9% 53.5% 60.8% Bid-Ask Spread % 6.16 3.77 7.94 5.22 7.94 Gamma HHI 0.07 0.04 0.14 0.06 0.07 Net GEX 17.7M -12.3M 60.2M 18.3M 34.4M Net DEX -782.1M -1.67B 265.7M -1.12B -826.3M Net VEX -5.3M -5.5M -4.7M -5.2M -5.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.34 1.13 0.61 0.63 Total Volume 605,544.182 311,282 1,013,972 385,634 311,282 Total OI 1,899,628.273 1,466,830 2,451,278 1,466,830 2,022,166
Daily Data (22 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 2024-04-01 $30.89 $29.25 48.9% 13.3% 45.2% 26.2% 47.5% 7.2% -5.7% 18.3M -1.12B -5.2M 0.61 5.22 N/A N/A 239,686 145,948 855,800 611,030 2024-04-02 $30.13 $29.50 50.4% 13.8% 45.9% 31.2% 49.4% 8.2% -0.5% 12.1M -929.3M -5.3M 0.62 5.38 N/A N/A 239,162 148,678 959,620 674,308 2024-04-03 $30.32 $29.00 50.5% 13.7% 38.9% 31.4% 48.1% 8.6% 4.9% 19.8M -1.05B -5.4M 0.51 5.99 N/A N/A 248,772 127,114 1,009,808 737,784 2024-04-04 $29.11 $30.00 55.3% 15.7% 40.5% 47.2% 54.4% 10.1% -0.8% -7.8M -579.8M -5.3M 0.70 5.87 N/A N/A 399,644 281,206 1,007,120 758,390 2024-04-05 $29.94 $30.00 53.9% 15.2% 37.9% 42.4% 53.1% 10.7% 2.0% -2.3M -865.3M -5.3M 1.13 3.95 N/A N/A 431,626 487,774 1,075,366 802,782 2024-04-08 $29.98 $30.00 52.3% 15.0% 34.7% 37.1% 53.3% 8.1% 0.2% 15.7M -962.0M -5.3M 0.65 4.66 N/A N/A 212,608 137,306 954,414 687,374 2024-04-09 $29.98 $30.00 50.8% 14.9% 34.3% 32.2% 52.4% 13.5% 0.7% 20.9M -993.8M -5.3M 0.45 5.21 N/A N/A 320,820 143,746 1,014,636 741,972 2024-04-10 $29.48 $30.00 51.8% 15.1% 31.7% 35.6% 52.3% 8.8% -1.0% 12.6M -833.0M -5.3M 0.44 5.46 N/A N/A 403,738 177,372 1,047,514 762,840 2024-04-11 $31.00 $30.00 50.8% 14.6% 35.6% 32.5% 52.7% 10.3% 0.4% 60.2M -1.67B -5.4M 0.55 3.77 N/A N/A 512,936 281,468 1,151,240 800,088 2024-04-12 $29.40 $30.00 56.6% 16.2% 40.0% 51.5% 56.7% 12.6% -0.1% 19.8M -806.0M -5.2M 0.65 5.95 N/A N/A 612,450 396,776 1,169,932 838,186 2024-04-15 $27.88 $29.50 61.7% 17.6% 43.4% 68.0% 59.0% 14.0% 2.2% -86.3K -494.7M -5.3M 0.44 5.95 N/A N/A 619,306 271,374 973,272 701,398 2024-04-16 $28.07 $29.00 59.4% 17.0% 41.4% 60.4% 58.7% 13.4% 0.1% 20.7M -638.9M -5.4M 0.45 6.09 N/A N/A 282,574 126,288 1,239,262 774,296 2024-04-17 $27.00 $28.50 60.2% 17.3% 43.3% 63.1% 57.7% 12.2% 0.3% -1.5M -286.1M -5.1M 0.37 6.71 N/A N/A 607,816 224,542 1,291,290 795,254 2024-04-18 $26.48 $28.50 60.6% 17.4% 41.5% 64.4% 59.1% 12.0% 0.5% -179.1K -210.3M -5.1M 0.50 6.59 N/A N/A 390,804 194,702 1,528,270 806,736 2024-04-19 $24.52 $28.00 64.8% 18.6% 46.9% 78.1% 62.1% 12.1% 0.2% -12.3M 265.7M -4.7M 0.62 7.60 N/A N/A 624,970 389,002 1,627,264 824,014 2024-04-22 $25.52 $27.50 60.5% 17.2% 50.4% 64.0% 59.1% 11.6% -9.3% 9.3M -396.4M -5.0M 0.54 6.02 N/A N/A 417,294 223,484 1,109,360 649,360 2024-04-23 $26.66 $27.50 56.9% 16.0% 53.9% 52.1% 56.2% 9.6% -1.6% 24.4M -782.1M -5.4M 0.40 6.84 N/A N/A 366,666 145,260 1,194,916 690,888 2024-04-24 $26.86 $27.50 56.6% 16.1% 54.1% 51.3% 55.8% 9.5% -1.3% 30.4M -885.3M -5.4M 0.56 7.44 N/A N/A 292,500 162,328 1,248,952 715,554 2024-04-25 $26.32 $27.25 58.3% 16.6% 54.2% 56.9% 58.4% 9.7% -0.9% 26.1M -696.8M -5.3M 0.52 7.25 N/A N/A 325,598 167,938 1,312,078 720,322 2024-04-26 $27.77 $27.00 53.8% 15.2% 58.4% 42.2% 52.6% 9.0% -1.1% 55.2M -1.38B -5.5M 0.54 7.77 N/A N/A 464,836 252,144 1,378,372 741,566 2024-04-29 $27.77 $27.00 54.4% 15.9% 58.4% 44.0% 56.2% 7.9% -0.0% 34.9M -1.06B -5.4M 0.34 7.92 N/A N/A 383,452 128,982 1,168,050 618,978 2024-04-30 $26.94 $27.00 56.3% 16.8% 58.7% 50.3% 58.2% 9.5% 5.4% 34.4M -826.3M -5.4M 0.63 7.94 N/A N/A 191,168 120,114 1,356,036 666,130
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