TQQQ Options History — October 2024 In October 2024, TQQQ traded between $34.52 and $38.69. ATM implied volatility averaged 61.3%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded above realized volatility by 17.5% (HV 20d: 43.8%). Max pain ranged from $33.00 to $35.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.69.
Notable Days 2024-10-25 : Highest Volume — 694,838 contracts2024-10-07 : Largest IV spike — 16.7% change2024-10-31 : Highest IV Rank — 44.9%2024-10-31 : Largest Expected Move — 22.2%Monthly Statistics Metric Avg Min Max Open Close Price $36.61 $34.52 $38.69 $34.73 $35.20 Max Pain $33.98 $33.00 $35.00 $33.50 $35.00 ATM IV 61.3% 56.9% 68.7% 57.8% 68.7% Expected Move 18.0% 16.2% 22.2% 16.6% 22.2% HV 20d 43.8% 38.8% 50.4% 49.3% 50.4% HV 60d 65.2% 52.3% 70.9% 70.6% 53.8% IV Rank 33.3% 26.3% 44.9% 27.8% 44.9% IV Percentile 84.9% 75.8% 96.4% 77.8% 96.4% Term Structure 0.6% -3.6% 7.7% 6.0% -1.1% VWIV 64.1% 56.8% 74.2% 58.4% 74.2% Skew 25d 16.6% 8.9% 20.7% 16.8% 18.6% Skew 10d 32.9% 28.8% 39.8% 33.6% 36.6% Call IV 25d 53.3% 47.6% 60.5% 49.9% 60.5% Put IV 25d 69.9% 62.4% 79.1% 66.8% 79.1% Bid-Ask Spread % 4.17 3.25 5.04 4.25 4.74 Gamma HHI 0.08 0.04 0.32 0.04 0.04 Net GEX 35.9M 1.8M 98.3M 17.3M 1.8M Net DEX -1.49B -1.95B -834.2M -1.08B -834.2M Net VEX -6.7M -7.0M -6.4M -6.7M -6.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.51 1.12 0.60 0.51 Total Volume 397,994.957 241,516 694,838 496,146 620,844 Total OI 1,705,082.174 1,539,512 1,844,140 1,559,312 1,828,196
Daily Data (23 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 2024-10-01 $34.73 $33.50 57.8% 16.6% 49.3% 27.8% 58.4% 16.8% 6.0% 17.3M -1.08B -6.7M 0.60 4.25 N/A N/A 310,238 185,908 975,222 584,090 2024-10-02 $35.06 $33.50 57.1% 16.3% 49.3% 26.7% 56.8% 16.3% 6.6% 20.8M -1.20B -6.8M 0.58 3.63 N/A N/A 153,040 88,476 1,015,658 638,350 2024-10-03 $34.52 $34.50 61.6% 18.7% 49.7% 33.7% 67.7% 18.4% 6.2% 13.3M -1.05B -6.7M 0.71 3.25 N/A N/A 201,504 143,778 1,040,188 659,446 2024-10-04 $35.88 $33.50 57.0% 17.4% 42.0% 26.5% 62.9% 15.6% 7.7% 47.8M -1.50B -6.7M 0.63 3.68 N/A N/A 384,422 243,852 1,060,372 689,876 2024-10-07 $34.63 $33.00 66.5% 19.0% 44.8% 41.5% 66.9% 20.7% -1.7% 16.8M -1.07B -6.6M 0.70 3.53 N/A N/A 193,704 136,518 950,128 589,384 2024-10-08 $36.39 $33.00 62.7% 17.7% 46.4% 35.4% 63.6% 18.7% -2.1% 36.4M -1.55B -6.8M 0.73 3.51 N/A N/A 200,222 145,294 993,756 643,060 2024-10-09 $37.11 $33.00 62.8% 17.4% 43.6% 35.6% 62.3% 17.1% -2.2% 49.4M -1.81B -6.9M 1.12 4.28 N/A N/A 173,236 194,508 1,043,844 678,742 2024-10-10 $36.95 $33.00 62.5% 17.5% 42.1% 35.2% 65.4% 17.4% -1.7% 55.0M -1.73B -7.0M 0.69 3.73 N/A N/A 211,270 144,904 1,068,242 698,834 2024-10-11 $37.31 $33.00 61.2% 17.1% 42.0% 33.1% 64.1% 16.5% -2.1% 80.1M -1.88B -6.8M 0.80 4.41 N/A N/A 277,460 221,318 1,092,376 714,568 2024-10-14 $38.23 $33.50 60.0% 17.1% 41.9% 31.2% 62.6% 15.4% 0.2% 45.1M -1.92B -6.9M 0.67 4.35 N/A N/A 225,276 151,416 982,404 597,044 2024-10-15 $36.33 $33.50 62.5% 17.8% 46.6% 35.1% 64.7% 17.5% 0.6% 24.0M -1.35B -6.8M 0.69 4.13 N/A N/A 243,068 167,422 1,043,672 641,704 2024-10-16 $36.55 $33.50 60.9% 17.5% 46.5% 32.6% 62.1% 16.4% 0.1% 23.8M -1.42B -6.8M 0.57 4.17 N/A N/A 159,402 90,260 1,072,534 684,898 2024-10-17 $36.77 $34.00 58.8% 16.8% 38.8% 29.3% 59.4% 15.4% 1.3% 27.2M -1.49B -6.7M 0.68 4.69 N/A N/A 224,104 152,344 1,089,688 701,736 2024-10-18 $37.27 $34.00 56.9% 16.2% 38.9% 26.3% 58.4% 15.3% 1.1% 40.2M -1.68B -6.7M 0.57 4.69 N/A N/A 268,290 153,606 1,108,136 724,664 2024-10-21 $37.28 $34.00 59.5% 17.1% 38.9% 30.5% 61.7% 15.4% -3.1% 28.5M -1.52B -6.6M 0.85 4.02 N/A N/A 167,438 141,734 956,348 583,542 2024-10-22 $37.72 $34.50 59.1% 17.0% 38.8% 29.7% 62.4% 15.5% 5.9% 39.0M -1.65B -6.7M 0.68 3.88 N/A N/A 168,724 115,134 1,004,622 630,030 2024-10-23 $35.89 $34.50 63.4% 18.6% 43.0% 36.6% 65.9% 17.5% -3.1% 10.9M -1.09B -6.5M 0.53 3.92 N/A N/A 392,616 207,930 1,049,550 658,928 2024-10-24 $36.77 $35.00 61.6% 18.1% 43.0% 33.7% 64.6% 17.4% -3.3% 32.7M -1.47B -6.7M 0.60 3.87 N/A N/A 243,688 145,668 1,105,140 704,410 2024-10-25 $37.48 $35.00 62.9% 18.4% 43.0% 35.7% 63.7% 18.5% -3.6% 98.3M -1.80B -6.8M 0.85 4.91 N/A N/A 374,672 320,166 1,122,972 721,168 2024-10-28 $37.53 $35.00 62.8% 19.3% 42.9% 35.6% 68.2% 17.2% -1.0% 33.8M -1.58B -6.7M 0.69 4.71 N/A N/A 143,242 98,966 1,001,348 608,928 2024-10-29 $38.69 $35.00 60.7% 19.2% 42.1% 32.3% 68.9% 8.9% -0.6% 44.9M -1.95B -6.9M 0.73 4.48 N/A N/A 166,944 122,076 1,054,966 649,790 2024-10-30 $37.77 $35.00 63.3% 20.0% 43.4% 36.4% 69.9% 15.7% 3.3% 39.0M -1.65B -6.7M 0.62 5.04 N/A N/A 172,592 106,610 1,081,656 672,680 2024-10-31 $35.20 $35.00 68.7% 22.2% 50.4% 44.9% 74.2% 18.6% -1.1% 1.8M -834.2M -6.4M 0.51 4.74 N/A N/A 411,530 209,314 1,128,164 700,032
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