TQQQ Options History — June 2024 In June 2024, TQQQ traded between $31.22 and $38.66. ATM implied volatility averaged 44.5%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 9.9% (HV 20d: 34.6%). Max pain ranged from $26.50 to $33.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.81.
Notable Days 2024-06-12 : Highest Volume — 694,212 contracts2024-06-26 : Largest IV spike — 11.8% change2024-06-26 : Highest IV Rank — 24.1%2024-06-03 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $35.70 $31.22 $38.66 $31.22 $37.24 Max Pain $31.21 $26.50 $33.00 $26.50 $33.00 ATM IV 44.5% 40.8% 47.7% 46.5% 45.5% Expected Move 12.7% 11.7% 14.1% 14.1% 12.1% HV 20d 34.6% 28.0% 38.8% 28.6% 34.4% HV 60d 44.1% 43.3% 45.0% 44.3% 44.6% IV Rank 13.8% 2.0% 24.1% 20.0% 16.9% IV Percentile 13.4% 0.4% 37.3% 19.8% 19.8% Term Structure -0.6% -8.6% 3.4% -5.2% -0.1% VWIV 45.7% 42.5% 50.4% 49.4% 42.7% Skew 25d 6.7% 3.4% 9.7% 9.3% 3.6% Skew 10d 14.2% 6.8% 19.6% 14.5% 12.7% Call IV 25d 41.8% 38.7% 45.8% 41.1% 45.6% Put IV 25d 48.5% 42.1% 51.9% 50.4% 49.3% Bid-Ask Spread % 9.49 4.03 16.29 7.25 7.47 Gamma HHI 0.11 0.05 0.23 0.07 0.15 Net GEX 35.8M 7.4M 72.8M 14.4M 25.4M Net DEX -2.04B -2.82B -1.24B -1.24B -1.56B Net VEX -5.3M -5.4M -5.1M -5.3M -5.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.59 1.03 0.59 0.71 Total Volume 399,622.211 216,768 694,212 446,266 578,680 Total OI 1,730,103.158 1,267,702 2,032,584 1,630,666 1,516,556
Daily Data (19 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 2024-06-03 $31.22 $26.50 46.5% 14.1% 28.6% 20.0% 49.4% 9.3% -5.2% 14.4M -1.24B -5.3M 0.59 7.25 N/A N/A 280,314 165,952 956,994 673,672 2024-06-04 $31.72 $26.50 44.9% 14.0% 28.0% 14.9% 50.4% 9.7% -8.6% 23.5M -1.43B -5.4M 0.64 8.60 N/A N/A 167,322 107,100 1,019,016 721,238 2024-06-05 $33.53 $26.50 44.7% 13.6% 33.4% 14.3% 49.9% 7.8% 0.3% 44.7M -2.08B -5.3M 0.86 7.33 N/A N/A 288,436 247,620 1,046,578 743,794 2024-06-06 $33.59 $31.50 45.3% 12.9% 33.3% 16.3% 46.3% 5.8% 3.1% 50.4M -2.09B -5.4M 0.95 10.45 N/A N/A 179,170 169,710 1,093,600 808,562 2024-06-07 $33.58 $31.50 43.7% 12.3% 33.4% 11.1% 44.8% 7.9% -0.1% 62.0M -2.11B -5.2M 0.76 14.70 N/A N/A 362,224 276,034 1,137,246 833,664 2024-06-10 $33.84 $31.50 44.7% 12.6% 33.4% 14.4% 44.8% 6.5% -2.3% 33.6M -1.84B -5.2M 1.03 13.29 N/A N/A 114,744 117,858 1,008,730 682,972 2024-06-11 $34.45 $31.50 42.4% 12.5% 33.6% 6.9% 47.4% 9.1% -0.3% 39.1M -2.05B -5.1M 0.97 12.19 N/A N/A 125,734 122,278 1,047,392 721,386 2024-06-12 $35.77 $31.50 43.6% 11.7% 34.9% 10.9% 43.2% 5.7% -5.4% 58.4M -2.54B -5.1M 0.93 16.29 N/A N/A 359,780 334,432 1,075,094 760,252 2024-06-13 $36.63 $32.00 40.8% 11.8% 33.1% 2.0% 42.5% 3.4% 0.6% 62.0M -2.76B -5.1M 0.92 13.83 N/A N/A 208,104 191,508 1,105,888 868,144 2024-06-14 $36.88 $32.00 42.9% 12.1% 32.8% 8.6% 45.4% 8.8% -1.9% 72.8M -2.82B -5.2M 0.64 12.83 N/A N/A 272,700 173,514 1,129,642 902,942 2024-06-17 $38.66 $32.00 44.3% 12.7% 35.2% 13.2% 45.4% 7.0% -1.0% 35.9M -2.79B -5.1M 0.87 9.97 N/A N/A 276,590 241,240 970,844 741,510 2024-06-18 $38.36 $32.00 43.3% 12.5% 35.5% 9.9% 45.3% 6.8% 1.8% 36.2M -2.71B -5.3M 0.92 12.49 N/A N/A 136,286 125,724 1,032,182 815,990 2024-06-20 $37.67 $32.50 44.6% 12.7% 36.8% 14.0% 45.7% 6.9% 1.4% 24.4M -2.47B -5.3M 0.81 6.18 N/A N/A 286,546 230,830 1,062,188 844,814 2024-06-21 $37.34 $32.50 45.3% 12.9% 36.9% 16.3% 45.6% 7.0% 0.8% 31.8M -2.36B -5.3M 0.76 5.52 N/A N/A 214,322 163,504 1,126,702 862,678 2024-06-24 $36.26 $32.50 46.5% 13.1% 38.8% 20.1% 48.1% 4.3% 3.4% 7.4M -1.30B -5.3M 0.85 5.81 N/A N/A 172,304 146,310 758,150 509,552 2024-06-25 $37.08 $32.50 42.7% 12.8% 38.4% 8.0% 44.3% 3.8% 2.9% 15.0M -1.53B -5.4M 0.79 4.03 N/A N/A 147,850 116,468 812,346 574,306 2024-06-26 $37.06 $32.50 47.7% 12.6% 38.4% 24.1% 44.5% 9.7% -2.1% 16.5M -1.48B -5.4M 0.65 6.34 N/A N/A 131,274 85,494 821,108 612,596 2024-06-27 $37.42 $32.50 46.7% 12.3% 38.1% 20.8% 43.5% 4.2% 1.3% 26.2M -1.62B -5.4M 0.79 5.78 N/A N/A 153,368 121,498 850,370 623,262 2024-06-28 $37.24 $33.00 45.5% 12.1% 34.4% 16.9% 42.7% 3.6% -0.1% 25.4M -1.56B -5.2M 0.71 7.47 N/A N/A 338,146 240,534 877,428 639,128
« May 2024 | All History | Jul 2024 » Home TQQQ History June 2024