TQQQ Options History — September 2024 In September 2024, TQQQ traded between $28.68 and $36.63. ATM implied volatility averaged 58.2%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded below realized volatility by 3.3% (HV 20d: 61.5%). Max pain ranged from $31.50 to $33.25. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.65.
Notable Days 2024-09-06 : Highest Volume — 687,964 contracts2024-09-19 : Largest IV drop — 8.7% change2024-09-06 : Highest IV Rank — 46.9%2024-09-06 : Largest Expected Move — 19.9%Monthly Statistics Metric Avg Min Max Open Close Price $33.26 $28.68 $36.63 $30.90 $35.81 Max Pain $32.31 $31.50 $33.25 $32.00 $33.25 ATM IV 58.2% 49.9% 70.0% 64.3% 53.5% Expected Move 16.7% 14.1% 19.9% 19.5% 15.4% HV 20d 61.5% 57.2% 68.1% 68.1% 59.3% HV 60d 69.7% 67.7% 71.0% 67.7% 70.3% IV Rank 28.4% 15.3% 46.9% 38.0% 21.0% IV Percentile 75.0% 52.8% 96.4% 90.5% 65.9% Term Structure 0.4% -4.2% 7.1% 2.7% 7.1% VWIV 58.6% 52.0% 65.8% 65.2% 54.5% Skew 25d 14.4% 9.1% 21.0% 17.5% 12.9% Skew 10d 29.5% 19.3% 40.6% 40.3% 25.5% Call IV 25d 51.5% 46.1% 61.1% 59.1% 48.6% Put IV 25d 65.9% 56.8% 81.1% 76.6% 61.5% Bid-Ask Spread % 7.24 3.44 15.57 13.48 5.23 Gamma HHI 0.08 0.04 0.35 0.05 0.05 Net GEX 32.5M -2.8M 71.1M 8.7M 25.6M Net DEX -1.16B -1.95B -33.9M -532.9M -1.35B Net VEX -6.3M -6.8M -5.5M -5.9M -6.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.41 0.96 0.72 0.76 Total Volume 400,051.4 221,372 687,964 529,678 299,288 Total OI 1,699,178.4 1,381,456 1,898,800 1,629,658 1,460,426
Daily Data (20 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 2024-09-03 $30.90 $32.00 64.3% 19.5% 68.1% 38.0% 65.2% 17.5% 2.7% 8.7M -532.9M -5.9M 0.72 13.48 N/A N/A 307,962 221,716 1,062,038 567,620 2024-09-04 $31.00 $31.50 68.6% 19.5% 64.7% 44.8% 65.8% 16.4% -2.6% 8.1M -562.2M -6.1M 0.54 7.00 N/A N/A 195,968 106,534 1,136,202 646,932 2024-09-05 $30.77 $32.50 65.7% 18.3% 62.8% 40.1% 62.2% 15.3% -4.2% 8.0M -519.9M -6.1M 0.84 13.70 N/A N/A 208,936 175,762 1,177,600 665,156 2024-09-06 $28.68 $32.50 70.0% 19.9% 64.3% 46.9% 65.6% 19.9% -1.0% -2.8M -33.9M -5.5M 0.57 12.17 N/A N/A 438,204 249,760 1,218,426 674,220 2024-09-09 $29.35 $31.50 66.6% 19.0% 64.5% 41.6% 64.0% 20.6% -1.0% 9.9M -454.5M -5.6M 0.41 7.29 N/A N/A 227,176 94,016 1,077,560 572,852 2024-09-10 $30.32 $32.00 64.2% 18.5% 65.5% 37.9% 63.6% 17.9% -0.1% 21.2M -710.2M -5.9M 0.57 7.21 N/A N/A 168,282 95,390 1,142,658 588,240 2024-09-11 $31.99 $32.00 58.7% 17.6% 62.8% 29.2% 62.7% 21.0% -2.6% 37.9M -1.16B -6.3M 0.54 10.04 N/A N/A 314,646 168,852 1,171,000 607,502 2024-09-12 $33.25 $31.50 59.5% 16.8% 64.2% 30.3% 59.3% 13.4% -2.0% 51.7M -1.58B -6.5M 0.58 8.57 N/A N/A 294,910 171,612 1,198,320 631,000 2024-09-13 $33.73 $32.00 56.7% 16.3% 58.2% 26.0% 59.9% 13.9% 0.3% 52.2M -1.74B -6.4M 0.61 3.98 N/A N/A 310,610 188,418 1,229,638 650,642 2024-09-16 $33.23 $32.00 58.9% 16.9% 58.4% 29.5% 59.2% 14.2% -0.1% 30.3M -1.20B -6.3M 0.75 4.14 N/A N/A 156,248 116,970 1,091,404 563,244 2024-09-17 $33.08 $32.50 59.5% 17.0% 57.4% 30.4% 59.4% 14.4% 0.0% 28.5M -1.16B -6.3M 0.64 3.44 N/A N/A 160,968 102,568 1,114,124 601,426 2024-09-18 $32.97 $32.50 58.1% 16.7% 57.2% 28.2% 59.3% 15.5% 1.6% 30.4M -1.12B -6.3M 0.64 15.57 N/A N/A 221,654 140,772 1,148,272 625,892 2024-09-19 $35.48 $32.50 53.0% 15.1% 63.4% 20.2% 55.0% 10.8% 1.0% 66.7M -1.95B -6.5M 0.65 4.88 N/A N/A 376,258 246,398 1,175,854 651,434 2024-09-20 $35.23 $32.50 51.6% 14.7% 61.2% 17.9% 52.9% 10.8% 1.2% 71.1M -1.78B -6.5M 0.61 5.67 N/A N/A 327,582 198,900 1,196,792 702,008 2024-09-23 $35.27 $32.50 50.9% 14.4% 60.5% 16.9% 53.0% 11.4% 1.8% 26.9M -1.33B -6.4M 0.96 4.53 N/A N/A 144,528 138,660 889,176 492,280 2024-09-24 $35.80 $32.50 49.9% 14.1% 59.8% 15.3% 52.1% 11.4% 1.5% 33.6M -1.47B -6.6M 0.81 4.83 N/A N/A 159,464 128,546 941,114 545,242 2024-09-25 $35.77 $32.50 50.5% 14.4% 59.6% 16.3% 52.2% 11.1% 1.5% 34.9M -1.41B -6.6M 0.76 4.02 N/A N/A 125,964 95,408 950,896 583,270 2024-09-26 $36.63 $33.00 51.2% 14.4% 58.8% 17.4% 52.0% 9.1% 1.3% 55.0M -1.69B -6.8M 0.58 4.78 N/A N/A 283,542 164,166 980,020 603,274 2024-09-27 $35.97 $33.00 52.8% 14.8% 59.3% 19.8% 53.3% 11.0% 1.2% 51.9M -1.46B -6.8M 0.46 4.18 N/A N/A 324,812 149,578 1,020,108 629,706 2024-09-30 $35.81 $33.25 53.5% 15.4% 59.3% 21.0% 54.5% 12.9% 7.1% 25.6M -1.35B -6.7M 0.76 5.23 N/A N/A 169,696 129,592 922,636 537,790
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