TQQQ Options History — August 2024 In August 2024, TQQQ traded between $26.40 and $35.70. ATM implied volatility averaged 65.0%, placing in the 43.1% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded below realized volatility by 22.6% (HV 20d: 87.6%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.60.
Notable Days 2024-08-02 : Highest Volume — 837,526 contracts2024-08-05 : Largest IV spike — 29.9% change2024-08-02 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 28.5%Monthly Statistics Metric Avg Min Max Open Close Price $32.13 $26.40 $35.70 $31.39 $33.90 Max Pain $30.84 $30.00 $35.00 $35.00 $31.50 ATM IV 65.0% 50.1% 103.7% 71.4% 50.1% Expected Move 18.7% 14.8% 28.5% 22.3% 14.8% HV 20d 87.6% 69.3% 97.1% 77.6% 69.3% HV 60d 63.0% 52.8% 66.0% 52.8% 65.0% IV Rank 43.1% 15.6% 100.0% 99.6% 15.6% IV Percentile 83.2% 55.2% 100.0% 99.6% 55.2% Term Structure -0.9% -7.5% 5.2% -2.9% -7.5% VWIV 64.7% 51.5% 95.3% 73.6% 51.5% Skew 25d 15.2% 9.6% 31.8% 13.1% 13.6% Skew 10d 26.2% 12.0% 41.2% 24.8% 25.0% Call IV 25d 57.8% 45.4% 88.0% 65.3% 45.4% Put IV 25d 73.1% 57.8% 119.8% 78.4% 59.0% Bid-Ask Spread % 13.78 4.14 36.19 7.26 14.99 Gamma HHI 0.06 0.04 0.13 0.05 0.07 Net GEX 27.5M 3.2M 52.0M 14.2M 18.6M Net DEX -1.06B -1.91B -31.3M -490.9M -1.23B Net VEX -6.5M -7.3M -5.4M -6.2M -6.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.43 0.75 0.53 0.59 Total Volume 478,651.364 285,524 837,526 729,706 492,506 Total OI 1,860,862 1,630,426 2,059,966 1,880,008 1,969,186
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 2024-08-01 $31.39 $35.00 71.4% 22.3% 77.6% 99.6% 73.6% 13.1% -2.9% 14.2M -490.9M -6.2M 0.53 7.26 N/A N/A 478,020 251,686 1,237,036 642,972 2024-08-02 $29.14 $34.50 79.8% 24.7% 78.4% 100.0% 85.2% 19.1% -1.0% 3.2M -31.3M -5.9M 0.58 36.19 N/A N/A 531,686 305,840 1,310,182 679,994 2024-08-05 $26.40 $30.00 103.7% 28.5% 83.2% 100.0% 95.3% 31.8% -3.7% 5.3M -54.0M -5.4M 0.47 4.14 N/A N/A 415,984 196,442 1,150,030 587,260 2024-08-06 $28.16 $30.00 84.8% 22.7% 88.3% 70.2% 77.2% 23.8% -2.6% 11.3M -297.4M -5.8M 0.57 13.91 N/A N/A 261,846 148,674 1,235,584 610,470 2024-08-07 $27.08 $30.00 85.4% 23.4% 86.6% 71.2% 76.1% 22.6% -2.5% 6.6M -159.6M -5.5M 0.66 14.27 N/A N/A 302,122 198,014 1,305,562 645,458 2024-08-08 $28.92 $30.00 77.8% 21.5% 90.6% 59.3% 74.2% 20.6% -1.5% 16.3M -556.5M -6.1M 0.62 10.97 N/A N/A 293,930 181,908 1,336,742 663,166 2024-08-09 $29.48 $30.00 70.8% 19.9% 90.7% 48.3% 68.4% 17.3% -0.8% 25.0M -661.3M -6.1M 0.66 12.85 N/A N/A 264,048 175,346 1,363,308 696,658 2024-08-12 $29.42 $30.00 71.3% 19.9% 90.7% 49.0% 68.3% 17.2% -1.3% 15.3M -592.7M -6.0M 0.58 11.07 N/A N/A 188,746 109,120 1,171,214 571,474 2024-08-13 $31.70 $30.00 65.0% 18.4% 96.1% 39.1% 64.1% 15.6% -0.6% 30.9M -1.13B -6.5M 0.56 10.35 N/A N/A 228,624 128,918 1,227,912 593,850 2024-08-14 $31.70 $30.00 58.8% 16.8% 92.5% 29.3% 59.7% 13.3% -0.5% 35.4M -1.09B -6.4M 0.73 12.98 N/A N/A 213,218 156,590 1,256,072 615,696 2024-08-15 $34.22 $30.00 55.1% 15.7% 97.1% 23.5% 55.8% 10.2% -0.7% 52.0M -1.91B -6.9M 0.58 14.45 N/A N/A 370,514 214,298 1,286,996 641,962 2024-08-16 $34.23 $30.00 54.2% 15.5% 96.6% 22.1% 54.7% 10.1% -0.1% 49.4M -1.81B -6.8M 0.58 12.72 N/A N/A 262,784 153,298 1,291,172 676,070 2024-08-19 $35.20 $30.00 52.9% 15.1% 95.5% 20.0% 54.9% 9.6% 0.8% 38.0M -1.71B -6.9M 0.74 11.39 N/A N/A 238,802 175,870 1,087,676 542,750 2024-08-20 $35.50 $30.50 54.4% 15.6% 95.5% 22.4% 56.4% 10.6% 1.0% 40.1M -1.79B -7.2M 0.65 10.46 N/A N/A 223,100 145,642 1,135,912 591,880 2024-08-21 $35.70 $30.50 55.7% 16.0% 87.5% 24.4% 57.0% 11.2% -3.4% 44.4M -1.88B -7.3M 0.64 16.79 N/A N/A 224,010 143,882 1,165,918 612,368 2024-08-22 $34.12 $31.00 60.3% 17.3% 88.6% 31.7% 60.5% 12.5% -0.4% 31.6M -1.38B -7.1M 0.53 14.80 N/A N/A 380,688 202,210 1,193,888 629,878 2024-08-23 $35.03 $31.00 56.3% 16.1% 89.0% 25.4% 56.2% 11.0% -1.1% 50.3M -1.69B -7.1M 0.45 17.53 N/A N/A 416,950 189,298 1,273,318 659,514 2024-08-26 $34.08 $31.00 56.8% 16.9% 89.6% 26.2% 59.5% 9.6% 3.4% 31.4M -1.28B -7.0M 0.67 11.40 N/A N/A 231,066 155,236 1,121,702 569,728 2024-08-27 $34.56 $31.00 54.8% 16.3% 87.4% 23.0% 57.7% 11.1% -3.6% 38.4M -1.42B -7.1M 0.75 10.63 N/A N/A 163,162 122,362 1,173,098 625,790 2024-08-28 $33.51 $31.00 58.3% 17.7% 82.1% 28.6% 62.3% 16.5% 5.2% 26.7M -1.11B -6.9M 0.55 15.36 N/A N/A 266,786 147,174 1,199,290 650,850 2024-08-29 $33.44 $31.50 53.1% 16.0% 75.1% 20.3% 55.0% 15.0% 3.5% 19.9M -1.04B -6.7M 0.43 18.61 N/A N/A 405,828 174,102 1,250,722 688,656 2024-08-30 $33.90 $31.50 50.1% 14.8% 69.3% 15.6% 51.5% 13.6% -7.5% 18.6M -1.23B -6.7M 0.59 14.99 N/A N/A 309,626 182,880 1,273,884 695,302
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