IONQ Options History — January 2022

In January 2022, IONQ traded between $9.55 and $17.40. ATM implied volatility averaged 97.4%. The 30-day expected move averaged 28.2%. IV traded above realized volatility by 9.4% (HV 20d: 88.0%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.83.

Notable Days

  • 2022-01-21: Highest Volume — 8,242 contracts
  • 2022-01-10: Largest IV spike — 16.9% change
  • 2022-01-24: Largest Expected Move — 32.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.83$9.55$17.40$17.40$11.30
Max Pain$15.15$12.50$17.50$16.00$12.50
ATM IV97.4%83.5%113.9%92.2%97.7%
Expected Move28.2%24.8%32.6%26.4%28.0%
HV 20d88.0%65.3%117.0%115.5%90.3%
HV 60d144.7%134.9%153.9%153.9%139.4%
Term Structure0.9%-9.7%8.0%4.6%2.1%
VWIV100.9%92.8%115.0%97.4%96.6%
Skew 25d-3.6%-9.5%10.3%-6.4%-1.2%
Skew 10d-5.7%-22.5%45.1%-11.6%45.1%
Call IV 25d102.5%93.4%114.9%98.1%100.7%
Put IV 25d98.8%86.2%117.0%91.7%99.5%
Bid-Ask Spread %21.768.5546.728.559.67
Gamma HHI0.160.110.320.150.19
Net GEX79.2K-99.2K270.7K270.7K16.7K
Net DEX-6.8M-27.1M3.1M-27.1M-4.3M
Net VEX-123.8K-170.5K-88.7K-170.5K-101.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.302.070.510.43
Total Volume5,130.752,7078,2423,5634,561
Total OI71,809.6548,58387,09577,15551,486

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$17.40$16.0092.2%26.4%115.5%0.0%97.4%-6.4%4.6%270.7K-27.1M-170.5K0.518.55N/AN/A2,3581,20549,01928,136
2022-01-04$16.45$16.0087.0%24.9%117.0%0.0%92.8%-6.5%7.4%226.9K-21.7M-164.6K0.3014.46N/AN/A6,1421,81349,19528,032
2022-01-05$15.45$16.0086.5%24.8%105.6%0.0%95.4%-9.3%8.0%202.2K-16.6M-157.8K0.3615.04N/AN/A4,2091,50550,95528,245
2022-01-06$14.84$17.5089.9%27.8%105.9%0.0%98.5%-7.4%0.5%158.0K-12.5M-148.3K0.6621.72N/AN/A2,3031,52750,32328,302
2022-01-07$14.39$17.5083.5%26.9%98.0%0.0%95.6%-2.8%3.2%146.1K-9.9M-141.7K0.6120.93N/AN/A2,3211,42050,50328,309
2022-01-10$13.62$17.5097.6%28.2%99.0%0.0%102.3%-3.8%3.5%94.5K-6.0M-129.4K0.5027.24N/AN/A4,4832,25650,52428,517
2022-01-11$14.65$15.0094.2%28.2%98.0%0.0%99.0%-7.9%-0.8%179.9K-11.8M-141.7K0.4021.94N/AN/A3,7051,47652,12728,797
2022-01-12$14.16$15.0097.1%27.8%98.1%0.0%97.2%-6.8%2.6%152.7K-9.7M-141.3K0.8013.91N/AN/A1,6101,28352,97728,642
2022-01-13$13.07$15.0094.6%27.1%93.6%0.0%99.2%-5.4%3.3%81.6K-4.1M-127.2K0.5721.38N/AN/A1,72798053,04728,683
2022-01-14$13.00$15.0098.9%28.4%87.4%0.0%100.5%0.6%1.2%81.8K-3.9M-125.9K1.4519.15N/AN/A1,8032,60752,99428,803
2022-01-18$12.16$15.00101.9%29.2%85.6%0.0%105.0%-9.5%-1.5%12.4K-274.7K-115.7K0.3719.14N/AN/A4,1611,55253,22429,703
2022-01-19$11.89$15.00100.2%28.7%78.0%0.0%103.8%-5.1%2.2%2.3K502.7K-112.7K1.4715.15N/AN/A2,6753,94454,49829,675
2022-01-20$11.85$15.0097.9%28.1%74.6%0.0%101.8%-5.4%-4.7%26.6K531.8K-113.1K1.2917.41N/AN/A2,7943,61254,75931,574
2022-01-21$10.97$15.00106.2%30.5%73.6%0.0%105.4%0.3%-9.7%-99.2K3.1M-103.9K2.0727.76N/AN/A2,6875,55555,76831,327
2022-01-24$10.67$15.00113.9%32.6%67.3%0.0%115.0%2.1%-6.4%12.2K-3.4M-101.7K0.7234.46N/AN/A3,6392,62333,05215,531
2022-01-25$10.59$15.00102.9%29.5%65.5%0.0%104.5%-3.0%1.7%3.6K-2.9M-99.3K1.0346.72N/AN/A2,7022,78832,86816,373
2022-01-26$10.71$15.00104.3%29.9%65.3%0.0%105.0%0.1%-0.9%14.2K-3.4M-100.5K0.4438.15N/AN/A2,4321,06333,54315,922
2022-01-27$9.55$12.50100.3%28.7%69.0%0.0%104.2%-5.9%0.9%3.7K-716.8K-88.7K0.8116.26N/AN/A2,3161,88734,02415,932
2022-01-28$9.97$12.50100.9%28.9%72.9%0.0%99.8%10.3%0.6%-2.4K-1.0M-91.7K1.7526.15N/AN/A1,7773,11434,08816,716
2022-01-31$11.30$12.5097.7%28.0%90.3%0.0%96.6%-1.2%2.1%16.7K-4.3M-101.0K0.439.67N/AN/A3,1901,37134,33817,148