IONQ Options History — December 2021

In December 2021, IONQ traded between $15.21 and $21.43. ATM implied volatility averaged 122.4%. The 30-day expected move averaged 33.9%. IV traded below realized volatility by 31.1% (HV 20d: 153.5%). Max pain ranged from $15.00 to $22.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.58.

Notable Days

  • 2021-12-14: Highest Volume — 13,312 contracts
  • 2021-12-15: Largest IV drop — 13.1% change
  • 2021-12-02: Largest Expected Move — 44.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.03$15.21$21.43$21.06$16.80
Max Pain$16.75$15.00$22.50$22.50$16.00
ATM IV122.4%92.8%156.2%154.2%92.8%
Expected Move33.9%26.6%44.8%44.2%26.6%
HV 20d153.5%123.3%193.2%186.5%123.9%
HV 60d156.0%155.5%156.5%156.5%155.5%
Term Structure0.1%-18.7%7.3%-18.7%6.8%
VWIV123.2%96.6%167.9%167.9%96.6%
Skew 25d-11.5%-29.8%-2.9%-26.0%-8.6%
Skew 10d-22.8%-54.8%-8.5%-50.3%-16.7%
Call IV 25d128.5%99.0%176.6%175.7%99.0%
Put IV 25d117.0%90.5%149.7%149.7%90.5%
Bid-Ask Spread %20.0210.9933.2416.2116.50
Gamma HHI0.130.110.170.150.13
Net GEX201.1K23.6K336.3K312.5K244.7K
Net DEX-30.4M-57.0M-9.3M-55.0M-24.9M
Net VEX-200.5K-252.2K-173.9K-251.9K-173.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.221.920.380.56
Total Volume7,207.4093,31213,3128,2323,312
Total OI88,242.45572,128107,85393,07476,665

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$21.06$22.50154.2%44.2%186.5%0.0%167.9%-26.0%-18.7%312.5K-55.0M-251.9K0.3816.21N/AN/A5,9612,27164,43628,638
2021-12-02$21.42$22.50156.2%44.8%186.5%0.0%163.4%-29.8%-17.0%336.3K-57.0M-252.2K0.4625.91N/AN/A4,4732,06064,36628,768
2021-12-03$18.66$22.50136.6%39.2%193.2%0.0%153.4%-24.3%-4.4%206.9K-35.8M-229.3K0.5327.67N/AN/A4,9642,62564,00128,946
2021-12-06$18.70$15.00141.3%37.8%186.0%0.0%137.1%-13.7%-5.7%163.2K-33.0M-215.7K0.2219.65N/AN/A8,0751,80763,76929,111
2021-12-07$21.43$15.00152.0%37.4%187.4%0.0%135.9%-12.3%0.2%327.8K-56.5M-239.2K0.3022.69N/AN/A5,3331,61565,48029,473
2021-12-08$21.12$15.00143.9%36.9%186.4%0.0%130.9%-12.9%-1.3%321.9K-54.0M-235.5K0.4122.32N/AN/A6,5392,66666,37129,335
2021-12-09$18.60$16.00135.6%37.1%172.4%0.0%130.9%-11.7%-10.8%205.6K-34.0M-216.4K0.4720.90N/AN/A5,7772,69767,94329,796
2021-12-10$18.55$16.00124.7%35.7%170.4%0.0%127.2%-12.9%0.4%86.2K-27.6M-209.9K0.3820.51N/AN/A3,9041,47568,49930,929
2021-12-13$16.73$16.00139.9%34.0%173.4%0.0%123.0%-11.8%6.5%69.1K-16.2M-185.9K0.7827.30N/AN/A5,2724,10568,15131,237
2021-12-14$16.20$16.00136.7%33.8%173.6%0.0%120.5%-8.8%2.6%23.6K-10.7M-177.5K1.2015.10N/AN/A6,0587,25467,83831,866
2021-12-15$17.81$16.00118.8%34.1%144.0%0.0%121.6%-7.3%-1.5%117.9K-21.4M-193.3K0.7233.24N/AN/A6,1804,46767,97232,861
2021-12-16$16.03$16.00115.4%33.1%131.8%0.0%120.1%-8.9%1.7%46.6K-9.3M-178.9K1.9226.01N/AN/A4,1978,06368,19232,817
2021-12-17$17.00$16.00114.5%32.8%135.2%0.0%119.8%-9.0%4.5%171.5K-13.7M-191.7K0.9429.29N/AN/A5,4485,14768,56239,291
2021-12-20$15.21$16.00113.2%32.5%138.5%0.0%119.6%-11.8%3.7%126.0K-19.1M-175.4K0.4815.86N/AN/A3,6241,75645,76626,362
2021-12-21$15.99$16.00111.5%32.0%128.1%0.0%114.5%-4.5%2.8%148.8K-21.9M-178.9K0.4012.40N/AN/A2,8801,14546,32126,806
2021-12-22$16.81$16.00102.4%29.4%125.1%0.0%105.7%-5.4%7.3%196.2K-25.9M-182.4K0.3115.96N/AN/A4,4631,36347,00826,746
2021-12-23$17.82$16.00100.3%28.8%127.2%0.0%103.0%-4.6%1.7%243.0K-31.8M-192.2K0.3617.01N/AN/A3,4451,23847,29026,769
2021-12-27$18.18$16.00105.5%30.3%126.8%0.0%109.7%-8.6%5.1%275.4K-33.9M-188.8K0.3514.39N/AN/A3,3471,18748,05326,703
2021-12-28$17.05$16.00100.1%28.7%127.7%0.0%105.9%-7.5%6.4%244.7K-27.2M-179.1K0.3111.98N/AN/A3,8111,16348,61527,007
2021-12-29$17.66$16.0099.6%28.5%129.0%0.0%102.5%-2.9%5.6%271.4K-29.9M-182.6K0.5610.99N/AN/A2,4481,38348,77627,296
2021-12-30$17.74$16.0097.1%27.8%123.3%0.0%100.1%-8.7%6.8%285.2K-30.7M-180.8K0.7818.53N/AN/A2,0081,55749,11227,391
2021-12-31$16.80$16.0092.8%26.6%123.9%0.0%96.6%-8.6%6.8%244.7K-24.9M-173.9K0.5616.50N/AN/A2,1191,19349,07127,594