ETQ Options History — November 2024 In November 2024, ETQ traded between $9.33 and $26.27. ATM implied volatility averaged 156.8%, placing in the 67.5% IV rank vs the trailing year. The 30-day expected move averaged 40.6%. IV traded below realized volatility by 136.8% (HV 20d: 293.6%). Max pain ranged from $9.00 to $9.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-25 : Highest Volume — 3 contracts2024-11-11 : Largest IV spike — 71.9% change2024-11-01 : Highest IV Rank — 100.0%2024-11-29 : Largest Expected Move — 52.8%Monthly Statistics Metric Avg Min Max Open Close Price $15.14 $9.33 $26.27 $24.55 $9.50 Max Pain $9.00 $9.00 $9.00 $9.00 $9.00 ATM IV 156.8% 107.6% 289.8% 134.4% 184.3% Expected Move 40.6% 30.8% 52.8% 38.5% 52.8% HV 20d 293.6% 194.2% 321.9% 277.0% 194.2% HV 60d 179.9% 159.3% 194.6% 159.3% 194.6% IV Rank 67.5% 35.7% 100.0% 100.0% 62.8% IV Percentile 98.4% 95.2% 100.0% 100.0% 99.2% Term Structure 21.4% -9.8% 130.3% -9.8% 4.0% VWIV 112.5% 112.5% 112.5% 112.5% 112.5% Skew 25d 13.9% -4.3% 33.5% 10.2% 24.5% Skew 10d 12.7% -22.9% 33.3% 25.2% 8.9% Call IV 25d 131.0% 95.4% 182.9% 110.5% 182.9% Put IV 25d 144.9% 113.5% 207.5% 120.7% 207.5% Bid-Ask Spread % 120.31 78.43 133.20 126.11 132.29 Gamma HHI 0.98 0.91 1.00 1.00 0.94 Net GEX 305 0 1.2K 0 680 Net DEX -37.8K -114.8K 0 0 -55.7K Net VEX -34 -86 0 0 -79 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.15 0 3 0 0 Total OI 40.95 0 93 0 93
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 Vol Put Vol Call OI Put OI 2024-11-01 $24.55 $0.00 134.4% 38.5% 277.0% 100.0% 0.0% 10.2% -9.8% 0 0 0 0.00 126.11 0 0 0 0 2024-11-04 $26.27 $0.00 150.1% 35.6% 279.2% 100.0% 0.0% 7.1% 13.4% 0 0 0 0.00 88.79 0 0 0 0 2024-11-05 $26.10 $0.00 155.0% 38.8% 279.1% 100.0% 0.0% 11.4% -0.5% 0 0 0 0.00 78.43 0 0 0 0 2024-11-06 $20.51 $0.00 123.6% 36.6% 288.7% 78.8% 0.0% 33.5% 13.4% 0 0 0 0.00 99.59 0 0 0 0 2024-11-07 $17.43 $0.00 132.3% 37.5% 291.2% 84.7% 0.0% 28.5% 12.3% 0 0 0 0.00 111.28 0 0 0 0 2024-11-08 $16.69 $0.00 144.3% 35.5% 290.9% 92.8% 0.0% 22.5% 14.0% 0 0 0 0.00 120.87 0 0 0 0 2024-11-11 $11.90 $0.00 248.1% 35.4% 307.0% 100.0% 0.0% -4.3% 2.6% 0 0 0 0.00 117.25 0 0 0 0 2024-11-12 $12.38 $0.00 289.8% 49.3% 308.6% 100.0% 0.0% 6.3% 9.6% 0 0 0 0.00 126.75 0 0 0 0 2024-11-13 $13.17 $0.00 131.8% 37.8% 311.2% 44.2% 0.0% 11.0% 2.4% 0 0 0 0.00 120.45 0 0 0 0 2024-11-14 $13.89 $0.00 129.8% 37.2% 312.8% 43.5% 0.0% 8.8% -0.5% 0 0 0 0.00 122.92 0 0 0 0 2024-11-15 $14.16 $0.00 107.6% 30.8% 313.8% 35.7% 0.0% 7.4% 54.6% 0 0 0 0.00 128.39 0 0 0 0 2024-11-18 $13.33 $9.00 132.8% 38.1% 312.9% 44.6% 0.0% 13.4% 18.9% 560 -106.3K -69 0.00 127.91 0 0 90 0 2024-11-19 $13.77 $9.00 128.4% 36.8% 313.9% 43.0% 0.0% 14.4% 15.0% 558 -111.0K -66 0.00 133.20 0 0 90 0 2024-11-20 $14.11 $9.00 131.9% 37.8% 314.5% 44.3% 0.0% 13.7% 10.9% 554 -114.8K -58 0.00 129.98 0 0 90 0 2024-11-21 $11.56 $9.00 163.9% 47.0% 317.4% 55.6% 0.0% 18.9% 35.2% 647 -80.0K -86 0.00 129.38 0 0 90 0 2024-11-22 $12.00 $9.00 167.4% 48.0% 318.7% 56.8% 0.0% 16.0% 32.2% 579 -84.5K -86 0.00 130.37 0 0 90 0 2024-11-25 $10.57 $9.00 169.7% 48.7% 318.0% 57.6% 112.5% 13.6% 43.4% 658 -69.7K -82 0.00 124.93 3 0 90 0 2024-11-26 $11.51 $9.00 170.6% 48.9% 321.9% 57.9% 0.0% 14.2% 25.8% 690 -82.5K -81 0.00 130.18 0 0 93 0 2024-11-27 $9.33 $9.00 139.9% 40.1% 200.2% 47.1% 0.0% 7.3% 130.3% 1.2K -51.6K -82 0.00 127.06 0 0 93 0 2024-11-29 $9.50 $9.00 184.3% 52.8% 194.2% 62.8% 0.0% 24.5% 4.0% 680 -55.7K -79 0.00 132.29 0 0 93 0
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