TQQQ Options History — July 2024 In July 2024, TQQQ traded between $31.36 and $42.42. ATM implied volatility averaged 53.8%, placing in the 43.5% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 7.4% (HV 20d: 46.4%). Max pain ranged from $33.00 to $38.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.62.
Notable Days 2024-07-25 : Highest Volume — 794,924 contracts2024-07-24 : Largest IV spike — 15.7% change2024-07-30 : Highest IV Rank — 90.4%2024-07-30 : Largest Expected Move — 21.1%Monthly Statistics Metric Avg Min Max Open Close Price $37.36 $31.36 $42.42 $37.30 $34.34 Max Pain $36.45 $33.00 $38.00 $33.00 $35.00 ATM IV 53.8% 44.0% 68.5% 44.5% 63.2% Expected Move 15.5% 11.5% 21.1% 11.7% 18.9% HV 20d 46.4% 31.4% 72.6% 33.1% 72.6% HV 60d 43.8% 41.1% 49.5% 43.7% 49.5% IV Rank 43.5% 12.2% 90.4% 13.8% 73.5% IV Percentile 59.1% 11.5% 98.4% 13.5% 92.5% Term Structure -0.4% -2.1% 0.4% -0.9% -1.7% VWIV 54.0% 41.2% 70.4% 41.9% 65.8% Skew 25d 8.9% 5.3% 13.7% 5.6% 11.7% Skew 10d 17.5% 10.1% 25.7% 15.7% 22.5% Call IV 25d 49.8% 41.1% 61.5% 43.1% 57.3% Put IV 25d 58.8% 48.7% 73.9% 48.7% 69.0% Bid-Ask Spread % 5.24 3.15 7.93 6.72 7.39 Gamma HHI 0.07 0.03 0.12 0.07 0.05 Net GEX 21.3M -2.3M 54.5M 20.3M 43.7M Net DEX -1.42B -2.61B -275.7M -1.50B -1.35B Net VEX -5.9M -6.6M -5.2M -5.4M -6.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.38 0.94 0.87 0.60 Total Volume 488,691.545 223,952 794,924 356,386 506,140 Total OI 1,567,005 1,248,502 1,868,434 1,248,502 1,806,746
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 2024-07-01 $37.30 $33.00 44.5% 11.7% 33.1% 13.8% 41.9% 5.6% -0.9% 20.3M -1.50B -5.4M 0.87 6.72 N/A N/A 190,800 165,586 766,374 482,128 2024-07-02 $38.47 $33.50 44.0% 11.5% 33.9% 12.2% 42.4% 7.6% 0.0% 42.8M -1.88B -5.4M 0.94 6.57 N/A N/A 183,556 172,896 823,330 533,312 2024-07-03 $39.38 $35.00 44.8% 11.6% 34.2% 14.7% 41.2% 7.1% -0.2% 54.5M -2.16B -5.4M 0.76 7.08 N/A N/A 194,012 147,418 851,462 569,264 2024-07-05 $40.89 $37.00 45.6% 13.2% 31.6% 17.2% 47.8% 6.3% 0.2% 35.1M -2.61B -5.2M 0.67 3.15 N/A N/A 335,678 224,372 877,814 608,084 2024-07-08 $40.95 $37.50 46.5% 13.4% 31.6% 20.0% 48.3% 5.9% 0.2% 27.6M -2.13B -5.4M 0.89 3.43 N/A N/A 153,198 136,068 791,532 514,576 2024-07-09 $41.13 $37.50 46.6% 13.3% 31.4% 20.4% 47.4% 5.9% -0.2% 27.3M -2.17B -5.5M 0.71 3.64 N/A N/A 152,138 108,142 835,642 565,646 2024-07-10 $42.42 $37.50 47.3% 13.6% 32.3% 22.8% 49.0% 5.8% 0.1% 35.3M -2.50B -5.5M 0.69 4.34 N/A N/A 264,790 182,238 856,144 600,180 2024-07-11 $39.87 $37.50 48.9% 13.9% 41.3% 27.6% 49.2% 5.9% -0.7% 2.8M -1.66B -5.9M 0.70 3.74 N/A N/A 438,254 304,940 901,602 629,958 2024-07-12 $40.56 $38.00 46.8% 13.5% 40.0% 21.1% 47.6% 5.3% 0.2% 35.3M -2.04B -5.9M 0.55 4.56 N/A N/A 413,430 226,428 1,001,978 664,758 2024-07-15 $40.48 $38.00 49.1% 14.1% 39.5% 28.5% 49.9% 5.7% -0.4% 23.5M -1.93B -6.1M 0.73 3.86 N/A N/A 283,520 206,424 876,608 559,204 2024-07-16 $40.49 $38.00 49.3% 14.1% 39.6% 29.1% 49.5% 6.2% -0.2% 25.3M -1.93B -6.2M 0.38 3.51 N/A N/A 268,928 102,188 941,548 617,416 2024-07-17 $37.27 $37.50 54.0% 15.5% 47.3% 44.2% 54.8% 9.4% -0.1% 682.0K -994.5M -6.2M 0.58 4.02 N/A N/A 430,012 250,244 983,712 635,928 2024-07-18 $36.63 $37.50 56.3% 16.2% 47.5% 51.5% 56.3% 12.0% -0.9% 8.0M -907.9M -6.4M 0.52 5.26 N/A N/A 427,570 222,104 1,095,922 685,666 2024-07-19 $35.50 $37.50 59.1% 17.1% 48.3% 60.3% 57.5% 12.3% -1.2% -2.3M -619.2M -6.2M 0.66 4.20 N/A N/A 332,774 220,362 1,141,140 703,028 2024-07-22 $37.22 $37.50 55.0% 16.0% 51.4% 47.4% 54.6% 10.7% 0.4% 18.6M -1.25B -6.3M 0.40 3.94 N/A N/A 272,348 108,448 905,892 566,622 2024-07-23 $36.78 $37.00 55.6% 16.3% 50.5% 49.2% 56.6% 9.3% 0.4% 20.0M -1.17B -6.3M 0.73 4.11 N/A N/A 129,384 94,568 961,068 589,312 2024-07-24 $33.13 $37.00 64.3% 19.0% 62.1% 77.1% 64.2% 13.3% 0.3% 325.4K -327.2M -5.9M 0.47 6.25 N/A N/A 530,508 248,426 984,876 608,412 2024-07-25 $32.28 $35.50 65.5% 19.4% 62.4% 80.8% 65.8% 13.7% -0.5% 4.7M -275.7M -6.0M 0.50 7.10 N/A N/A 529,852 265,072 1,130,328 670,390 2024-07-26 $32.58 $35.00 64.3% 19.1% 62.4% 77.0% 62.4% 12.5% -0.3% 15.2M -542.4M -6.2M 0.51 7.39 N/A N/A 379,248 192,904 1,220,338 648,096 2024-07-29 $33.01 $35.00 64.8% 19.6% 62.8% 78.7% 66.3% 12.1% -1.8% 16.7M -786.1M -6.2M 0.44 7.15 N/A N/A 232,150 102,510 1,027,542 553,664 2024-07-30 $31.36 $35.00 68.5% 21.1% 64.7% 90.4% 70.4% 12.4% -2.1% 13.9M -504.9M -6.0M 0.39 7.93 N/A N/A 303,872 117,714 1,107,230 579,638 2024-07-31 $34.34 $35.00 63.2% 18.9% 72.6% 73.5% 65.8% 11.7% -1.7% 43.7M -1.35B -6.6M 0.60 7.39 N/A N/A 316,056 190,084 1,199,602 607,144
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