IONQ Options History — November 2021

In November 2021, IONQ traded between $15.02 and $30.10. ATM implied volatility averaged 152.1%. The 30-day expected move averaged 42.4%. IV traded below realized volatility by 28.1% (HV 20d: 180.2%). Max pain ranged from $10.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.31.

Notable Days

  • 2021-11-16: Highest Volume — 85,979 contracts
  • 2021-11-10: Largest IV drop — 25.5% change
  • 2021-11-18: Largest Expected Move — 52.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.92$15.02$30.10$15.58$23.68
Max Pain$16.19$10.00$20.00$10.00$20.00
ATM IV152.1%127.8%181.5%136.5%160.5%
Expected Move42.4%33.7%52.0%39.1%46.0%
HV 20d180.2%173.5%190.2%177.6%181.0%
Term Structure-16.8%-27.1%-7.9%-20.5%-18.8%
VWIV153.6%118.8%184.4%146.9%170.9%
Skew 25d-26.8%-43.3%-16.7%-31.1%-28.1%
Skew 10d-39.1%-62.7%-15.5%-43.9%-49.3%
Call IV 25d167.2%132.9%203.1%157.8%181.8%
Put IV 25d140.5%112.7%174.3%126.7%153.6%
Bid-Ask Spread %14.667.3526.0513.8610.12
Gamma HHI0.140.100.240.110.16
Net GEX700.6K425.0K1.1M579.9K448.2K
Net DEX-109.0M-220.1M-64.7M-70.3M-77.9M
Net VEX-227.2K-290.9K-169.5K-169.5K-268.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.180.690.250.20
Total Volume24,249.7146,20785,97926,20412,113
Total OI103,953.95281,011132,85888,34593,588

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$15.58$10.00136.5%39.1%0.0%0.0%146.9%-31.1%-20.5%579.9K-70.3M-169.5K0.2513.86N/AN/A20,9965,20869,27219,073
2021-11-02$15.02$10.00128.0%36.7%0.0%0.0%137.4%-23.0%-8.6%603.2K-64.7M-172.9K0.4813.34N/AN/A6,6543,17773,89320,454
2021-11-03$15.22$10.00127.8%36.7%0.0%0.0%131.7%-24.2%-12.6%618.1K-66.2M-174.8K0.2117.95N/AN/A5,1291,07874,39621,224
2021-11-04$16.33$12.50130.8%33.7%0.0%0.0%118.8%-20.3%-7.9%650.3K-78.7M-183.9K0.1814.95N/AN/A13,1962,38775,97821,396
2021-11-05$18.91$12.50135.4%35.7%0.0%0.0%122.6%-16.7%-10.0%782.0K-109.2M-195.3K0.2423.82N/AN/A22,3255,32981,54822,839
2021-11-08$21.34$15.00163.4%38.1%0.0%0.0%136.1%-18.6%-14.8%790.3K-132.8M-193.4K0.2020.66N/AN/A20,5434,16981,85824,052
2021-11-09$22.51$15.00174.7%40.8%0.0%0.0%147.5%-24.2%-17.1%809.6K-136.6M-203.9K0.2312.77N/AN/A22,1975,16980,50324,965
2021-11-10$17.84$15.00130.3%37.3%0.0%0.0%138.6%-27.7%-11.7%782.6K-80.4M-205.4K0.2726.05N/AN/A19,9605,48881,25926,063
2021-11-11$19.17$15.00131.7%37.7%0.0%0.0%135.7%-22.2%-12.9%887.3K-95.7M-215.0K0.2321.64N/AN/A8,8512,00283,72227,272
2021-11-12$19.88$15.00128.9%37.0%0.0%0.0%136.3%-19.4%-10.7%924.6K-104.6M-211.8K0.267.35N/AN/A9,3542,38884,58227,911
2021-11-15$19.64$15.00130.9%37.5%0.0%0.0%136.2%-25.2%-10.6%929.8K-101.2M-206.5K0.379.82N/AN/A12,1354,44586,09828,877
2021-11-16$25.82$17.50153.9%44.1%177.6%0.0%156.9%-21.4%-20.0%1.0M-180.0M-208.2K0.2310.68N/AN/A69,74616,23388,31131,379
2021-11-17$30.10$17.50170.5%48.9%175.5%0.0%174.1%-19.3%-27.1%1.1M-220.1M-243.8K0.2323.08N/AN/A42,0209,75091,38436,129
2021-11-18$28.39$20.00181.5%52.0%176.6%0.0%184.4%-24.5%-26.2%986.2K-171.4M-256.1K0.3612.30N/AN/A51,08618,53884,80639,524
2021-11-19$27.96$20.00168.1%48.2%173.5%0.0%172.2%-29.1%-20.8%470.6K-155.4M-269.6K0.339.28N/AN/A16,4325,38187,45645,402
2021-11-22$23.19$20.00162.7%46.6%190.2%0.0%170.2%-34.5%-17.5%425.0K-76.5M-257.8K0.4010.68N/AN/A14,9105,89159,57921,432
2021-11-23$25.20$20.00172.0%49.3%185.7%0.0%179.5%-40.0%-21.6%479.3K-93.1M-278.9K0.4419.67N/AN/A12,5995,49762,50523,994
2021-11-24$25.84$20.00165.2%47.4%180.1%0.0%175.3%-36.1%-15.9%521.8K-99.4M-290.9K0.388.99N/AN/A7,0622,66565,26926,364
2021-11-26$24.26$20.00177.5%50.9%181.8%0.0%180.6%-43.3%-25.5%474.0K-88.8M-289.0K0.698.35N/AN/A4,8673,37266,86027,162
2021-11-29$24.41$20.00163.2%46.8%180.0%0.0%173.4%-32.9%-21.8%491.0K-86.8M-276.6K0.3112.51N/AN/A6,7972,10566,61828,036
2021-11-30$23.68$20.00160.5%46.0%181.0%0.0%170.9%-28.1%-18.8%448.2K-77.9M-268.4K0.2010.12N/AN/A10,0712,04265,43928,149