TQQQ Options History — November 2024 In November 2024, TQQQ traded between $35.20 and $41.38. ATM implied volatility averaged 51.6%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded below realized volatility by 3.3% (HV 20d: 54.9%). Max pain ranged from $32.50 to $35.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.70.
Notable Days 2024-11-15 : Highest Volume — 851,530 contracts2024-11-06 : Largest IV drop — 19.6% change2024-11-04 : Highest IV Rank — 46.0%2024-11-01 : Largest Expected Move — 21.2%Monthly Statistics Metric Avg Min Max Open Close Price $39.02 $35.20 $41.38 $35.56 $39.95 Max Pain $34.15 $32.50 $35.00 $35.00 $35.00 ATM IV 51.6% 40.1% 69.4% 66.8% 42.7% Expected Move 14.9% 12.5% 21.2% 21.2% 12.5% HV 20d 54.9% 44.8% 61.3% 48.5% 51.2% HV 60d 52.2% 49.2% 53.9% 52.3% 49.7% IV Rank 18.0% 0.0% 46.0% 41.9% 4.1% IV Percentile 51.3% 0.0% 96.4% 95.2% 4.8% Term Structure -0.5% -3.5% 1.0% -0.4% 0.1% VWIV 53.5% 45.0% 70.7% 70.7% 45.0% Skew 25d 10.9% 5.8% 18.2% 11.3% 5.8% Skew 10d 23.5% 14.5% 42.7% 35.9% 21.7% Call IV 25d 46.2% 38.2% 56.1% 55.9% 40.2% Put IV 25d 57.1% 46.0% 72.5% 67.3% 46.0% Bid-Ask Spread % 5.79 3.44 8.30 6.02 8.24 Gamma HHI 0.09 0.04 0.42 0.06 0.42 Net GEX 46.6M 14.8M 133.6M 19.6M 133.6M Net DEX -1.86B -3.13B -839.7M -1.04B -2.15B Net VEX -6.4M -6.7M -6.0M -6.6M -6.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.44 1.05 0.64 0.52 Total Volume 415,455.7 251,076 851,530 553,730 316,930 Total OI 1,804,647.8 1,630,616 1,966,154 1,958,284 1,873,950
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 2024-11-01 $35.56 $35.00 66.8% 21.2% 48.5% 41.9% 70.7% 11.3% -0.4% 19.6M -1.04B -6.6M 0.64 6.02 N/A N/A 337,406 216,324 1,201,446 756,838 2024-11-04 $35.20 $32.50 69.4% 18.9% 46.9% 46.0% 65.1% 16.4% 0.4% 20.2M -1.09B -6.4M 0.64 3.44 N/A N/A 163,086 103,894 1,014,116 641,912 2024-11-05 $36.31 $32.50 64.0% 17.6% 44.8% 37.5% 63.5% 18.2% -3.5% 32.6M -1.40B -6.5M 0.96 4.03 N/A N/A 149,860 144,114 1,070,952 671,884 2024-11-06 $39.52 $32.50 51.4% 14.9% 53.6% 17.7% 54.5% 10.0% 0.5% 72.3M -2.50B -6.5M 0.79 4.42 N/A N/A 370,558 290,966 1,121,918 712,910 2024-11-07 $41.38 $32.50 50.1% 14.4% 55.6% 15.6% 53.1% 9.1% -2.3% 64.7M -3.13B -6.3M 0.87 5.05 N/A N/A 336,842 291,748 1,145,390 742,106 2024-11-08 $41.31 $33.00 47.8% 14.1% 55.7% 11.9% 52.8% 7.6% 0.8% 52.3M -2.99B -6.4M 0.57 4.17 N/A N/A 315,270 180,372 1,162,790 803,364 2024-11-11 $41.15 $33.50 48.9% 14.3% 55.3% 13.8% 52.5% 7.3% 1.0% 44.2M -2.34B -6.5M 0.81 4.30 N/A N/A 201,506 163,442 1,017,856 638,924 2024-11-12 $41.16 $34.00 48.9% 14.2% 51.4% 13.6% 52.6% 8.3% 0.7% 47.6M -2.35B -6.5M 1.05 4.93 N/A N/A 131,852 137,910 1,072,338 680,798 2024-11-13 $41.19 $34.50 46.4% 13.6% 51.4% 9.8% 48.8% 8.3% 0.9% 49.9M -2.34B -6.5M 1.02 5.16 N/A N/A 136,896 139,824 1,088,002 715,414 2024-11-14 $39.92 $34.00 46.4% 13.5% 53.1% 9.8% 48.4% 9.4% 0.4% 26.3M -1.85B -6.4M 0.78 5.85 N/A N/A 190,982 149,368 1,103,270 733,900 2024-11-15 $36.92 $34.50 53.9% 15.5% 60.4% 21.7% 53.6% 11.6% 0.1% 14.8M -839.7M -6.1M 0.57 6.02 N/A N/A 541,668 309,862 1,127,502 752,462 2024-11-18 $37.91 $34.50 52.0% 14.9% 61.1% 18.6% 53.0% 11.3% -1.5% 24.3M -1.32B -6.5M 0.44 6.76 N/A N/A 211,306 93,492 1,012,290 655,926 2024-11-19 $38.56 $35.00 52.3% 15.0% 61.3% 19.1% 53.3% 11.6% -1.3% 36.1M -1.55B -6.6M 0.67 5.63 N/A N/A 150,246 100,830 1,074,820 688,384 2024-11-20 $38.33 $35.00 55.1% 15.8% 58.4% 23.4% 55.5% 13.1% -2.2% 35.4M -1.51B -6.6M 0.60 6.40 N/A N/A 206,594 123,128 1,103,566 705,502 2024-11-21 $39.12 $35.00 51.9% 15.0% 58.2% 18.5% 54.4% 12.8% -1.4% 62.7M -1.81B -6.7M 0.56 5.77 N/A N/A 329,174 182,728 1,149,572 737,816 2024-11-22 $38.99 $35.00 48.1% 13.9% 57.9% 12.5% 49.3% 11.8% -0.8% 71.1M -1.81B -6.5M 0.72 7.03 N/A N/A 264,934 189,460 1,179,676 764,624 2024-11-25 $39.20 $35.00 46.0% 13.5% 57.9% 9.2% 48.6% 12.9% -0.0% 38.9M -1.68B -6.3M 0.60 6.99 N/A N/A 232,666 139,544 1,001,018 629,598 2024-11-26 $39.81 $35.00 49.3% 12.9% 57.2% 14.4% 48.5% 8.5% -1.8% 52.2M -1.89B -6.4M 0.61 8.30 N/A N/A 169,368 103,240 1,060,608 672,994 2024-11-27 $38.84 $35.00 40.1% 12.9% 57.2% 0.0% 46.4% 11.6% 0.5% 32.6M -1.52B -6.2M 0.51 7.26 N/A N/A 326,522 165,202 1,111,770 694,750 2024-11-29 $39.95 $35.00 42.7% 12.5% 51.2% 4.1% 45.0% 5.8% 0.1% 133.6M -2.15B -6.0M 0.52 8.24 N/A N/A 208,142 108,788 1,148,436 725,514
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