TQQQ Options History — May 2024 In May 2024, TQQQ traded between $26.47 and $32.74. ATM implied volatility averaged 46.0%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded below realized volatility by 1.3% (HV 20d: 47.2%). Max pain ranged from $24.50 to $27.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.66.
Notable Days 2024-05-03 : Highest Volume — 872,596 contracts2024-05-03 : Largest IV drop — 10.4% change2024-05-02 : Highest IV Rank — 46.3%2024-05-01 : Largest Expected Move — 16.1%Monthly Statistics Metric Avg Min Max Open Close Price $30.49 $26.47 $32.74 $26.47 $30.70 Max Pain $25.36 $24.50 $27.00 $27.00 $26.50 ATM IV 46.0% 40.2% 55.1% 54.0% 47.3% Expected Move 13.2% 11.4% 16.1% 16.1% 13.2% HV 20d 47.2% 30.5% 62.0% 58.7% 34.9% HV 60d 49.9% 45.2% 53.7% 52.6% 45.2% IV Rank 17.0% 0.0% 46.3% 42.9% 22.7% IV Percentile 17.7% 0.0% 70.6% 64.7% 27.0% Term Structure -0.6% -5.2% 2.8% -3.0% -5.2% VWIV 47.6% 43.5% 56.0% 55.9% 45.8% Skew 25d 7.2% 4.9% 10.8% 7.3% 9.6% Skew 10d 15.0% 11.6% 20.6% 16.4% 18.5% Call IV 25d 42.6% 36.8% 50.7% 47.9% 41.6% Put IV 25d 49.9% 44.9% 59.9% 55.3% 51.2% Bid-Ask Spread % 7.88 5.37 22.71 10.07 8.44 Gamma HHI 0.14 0.05 0.42 0.05 0.13 Net GEX 47.5M -23.2M 97.6M 20.7M -23.2M Net DEX -1.53B -2.15B -619.1M -619.1M -860.7M Net VEX -5.1M -5.3M -4.7M -5.1M -5.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.41 0.93 0.52 0.68 Total Volume 472,030.182 190,586 872,596 597,582 865,894 Total OI 1,874,224.182 1,552,726 2,319,762 2,107,890 1,799,892
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 2024-05-01 $26.47 $27.00 54.0% 16.1% 58.7% 42.9% 55.9% 7.3% -3.0% 20.7M -619.1M -5.1M 0.52 10.07 N/A N/A 393,306 204,276 1,413,456 694,434 2024-05-02 $26.67 $27.00 55.1% 16.1% 57.5% 46.3% 56.0% 9.2% -0.7% 30.5M -786.5M -5.1M 0.41 8.38 N/A N/A 377,692 153,844 1,470,184 714,332 2024-05-03 $28.38 $27.00 49.4% 14.1% 61.2% 27.7% 49.6% 4.9% 0.2% 65.5M -1.63B -5.2M 0.54 9.00 N/A N/A 568,484 304,112 1,582,212 737,550 2024-05-06 $29.07 $24.50 49.2% 14.1% 61.9% 27.1% 50.0% 6.7% 0.9% 54.9M -1.40B -5.2M 0.78 5.83 N/A N/A 211,798 166,014 1,187,310 599,086 2024-05-07 $29.27 $24.50 47.4% 13.6% 62.0% 21.3% 49.9% 7.6% 1.6% 61.5M -1.44B -5.2M 0.88 6.09 N/A N/A 166,442 146,590 1,226,898 664,070 2024-05-08 $29.24 $24.50 46.4% 13.5% 61.7% 17.8% 47.9% 7.2% 2.1% 57.3M -1.40B -5.1M 0.46 5.98 N/A N/A 264,430 121,006 1,245,690 699,274 2024-05-09 $29.32 $24.50 46.4% 13.4% 58.8% 17.9% 49.1% 7.2% -1.0% 97.3M -1.49B -5.2M 0.65 6.30 N/A N/A 220,584 144,084 1,378,184 715,442 2024-05-10 $29.57 $24.50 46.0% 13.2% 55.8% 16.5% 46.7% 7.1% 1.8% 95.0M -1.59B -5.0M 0.52 5.59 N/A N/A 432,182 225,466 1,370,232 726,386 2024-05-13 $29.75 $24.50 48.8% 13.7% 52.1% 25.8% 50.6% 7.2% -1.9% 49.5M -1.43B -5.0M 0.48 6.14 N/A N/A 216,900 103,520 1,156,652 618,222 2024-05-14 $30.40 $24.50 47.5% 13.4% 52.5% 21.4% 48.4% 7.3% -0.9% 60.7M -1.70B -5.0M 0.47 6.07 N/A N/A 279,286 130,342 1,182,824 652,830 2024-05-15 $31.73 $24.50 44.9% 12.3% 51.6% 13.2% 46.0% 5.5% -2.0% 63.0M -2.15B -4.7M 0.76 5.91 N/A N/A 361,572 273,486 1,145,610 665,608 2024-05-16 $31.58 $24.50 43.9% 12.0% 50.8% 9.9% 44.5% 5.2% -2.3% 66.0M -2.08B -5.2M 0.72 7.27 N/A N/A 229,776 165,766 1,208,318 737,082 2024-05-17 $31.42 $25.00 42.5% 12.0% 39.9% 5.1% 45.0% 5.3% -1.1% 77.1M -2.02B -5.0M 0.63 7.06 N/A N/A 276,432 173,548 1,229,814 768,516 2024-05-20 $32.08 $25.00 43.1% 12.2% 38.7% 7.1% 44.6% 6.0% -1.0% 30.6M -1.74B -4.9M 0.84 5.37 N/A N/A 204,152 170,528 926,790 625,936 2024-05-21 $32.22 $25.00 42.0% 12.0% 36.8% 3.7% 43.8% 5.7% -1.1% 34.4M -1.77B -5.1M 0.93 5.91 N/A N/A 98,506 92,080 988,206 684,386 2024-05-22 $32.02 $25.00 43.7% 12.5% 37.3% 9.1% 46.3% 6.3% 0.2% 32.2M -1.69B -5.3M 0.72 9.94 N/A N/A 182,604 131,006 1,010,126 698,612 2024-05-23 $31.73 $25.50 42.9% 12.3% 36.3% 6.4% 43.5% 7.9% 1.1% 33.6M -1.58B -5.1M 0.65 9.01 N/A N/A 367,480 239,060 1,056,760 738,560 2024-05-24 $32.66 $25.50 40.2% 11.4% 33.2% 0.0% 45.1% 8.1% 1.1% 97.6M -2.02B -5.1M 0.63 22.71 N/A N/A 477,812 303,336 1,133,516 766,002 2024-05-28 $32.74 $26.00 42.9% 12.3% 33.2% 8.7% 43.8% 10.8% -0.6% 26.4M -1.62B -5.1M 0.74 7.27 N/A N/A 192,494 142,290 924,786 654,770 2024-05-29 $32.47 $26.50 43.9% 12.9% 30.5% 11.9% 46.7% 9.9% 2.8% 20.3M -1.52B -5.3M 0.93 6.92 N/A N/A 117,052 109,096 987,928 705,644 2024-05-30 $31.24 $26.50 43.9% 13.7% 33.7% 11.7% 47.3% 7.1% -3.5% -6.3M -1.08B -5.2M 0.58 8.03 N/A N/A 240,764 139,572 1,011,600 729,202 2024-05-31 $30.70 $26.50 47.3% 13.2% 34.9% 22.7% 45.8% 9.6% -5.2% -23.2M -860.7M -5.2M 0.68 8.44 N/A N/A 514,262 351,632 1,052,152 747,740
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