IONQ Options History — March 2022

In March 2022, IONQ traded between $11.37 and $14.83. ATM implied volatility averaged 124.5%. The 30-day expected move averaged 34.3%. IV traded above realized volatility by 30.4% (HV 20d: 94.1%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.95.

Notable Days

  • 2022-03-30: Highest Volume — 17,815 contracts
  • 2022-03-29: Largest IV drop — 27.3% change
  • 2022-03-07: Largest Expected Move — 43.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.16$11.37$14.83$14.49$12.86
Max Pain$14.77$12.50$15.00$15.00$15.00
ATM IV124.5%87.6%152.7%146.6%87.6%
Expected Move34.3%26.4%43.8%42.0%26.4%
HV 20d94.1%76.8%105.9%98.2%76.8%
HV 60d96.0%91.5%105.7%105.7%91.5%
Term Structure-14.1%-29.2%3.1%-16.2%2.9%
VWIV121.1%95.2%154.4%145.7%95.5%
Skew 25d-0.3%-8.5%6.8%4.1%-7.0%
Skew 10d-4.6%-13.5%7.4%-4.8%-4.4%
Call IV 25d125.0%95.0%145.4%145.4%95.0%
Put IV 25d124.7%88.0%149.5%149.5%88.0%
Bid-Ask Spread %27.4519.5138.5733.6122.05
Gamma HHI0.140.110.230.120.21
Net GEX2.3K-129.3K154.3K101.5K-8.1K
Net DEX-1.3M-14.5M9.4M-10.5M-1.6M
Net VEX-150.7K-181.0K-127.4K-181.0K-145.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.950.164.330.910.62
Total Volume7,245.3483,27117,8157,8388,279
Total OI88,777.65274,61598,43587,86489,598

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$14.49$15.00146.6%42.0%98.2%0.0%145.7%4.1%-16.2%101.5K-10.5M-181.0K0.9133.61N/AN/A4,1053,73352,67535,189
2022-03-02$14.73$15.00140.4%40.2%95.4%0.0%133.5%6.8%-16.4%88.8K-8.7M-177.8K0.5130.38N/AN/A4,1812,14752,84736,428
2022-03-03$13.24$15.00136.9%39.2%101.6%0.0%131.5%-6.3%-14.6%34.3K-1.8M-168.0K0.7520.38N/AN/A3,3042,47053,58536,853
2022-03-04$12.24$15.00137.4%39.4%105.9%0.0%140.5%1.9%-15.2%-18.9K3.7M-148.0K0.3424.41N/AN/A4,5821,56953,46936,190
2022-03-07$11.96$15.00152.7%43.8%97.3%0.0%154.4%-4.5%-19.3%-31.9K4.7M-140.1K0.3419.52N/AN/A3,9051,34053,14736,404
2022-03-08$11.84$15.00136.3%42.4%96.9%0.0%151.7%-4.8%-23.7%-34.4K5.3M-139.3K0.6925.18N/AN/A3,4772,41553,68036,562
2022-03-09$12.52$15.00136.7%40.8%99.0%0.0%148.8%-1.9%-29.2%-6.4K2.7M-145.0K0.6529.36N/AN/A3,3142,16054,22836,310
2022-03-10$12.78$15.00135.1%38.4%92.3%0.0%135.2%6.0%-23.9%1.8K2.6M-143.2K1.1227.92N/AN/A1,7511,96754,67436,340
2022-03-11$12.30$15.00134.6%38.1%92.2%0.0%136.8%-0.7%-23.3%-34.3K4.5M-140.1K1.0031.39N/AN/A2,7712,77254,77637,126
2022-03-14$11.37$15.00132.0%32.8%88.7%0.0%112.3%-4.2%-21.8%-129.3K9.4M-127.4K0.9136.14N/AN/A2,7442,50955,22638,288
2022-03-15$12.51$15.00134.6%32.4%94.3%0.0%117.3%-1.4%-22.2%-102.1K4.3M-141.3K0.6730.39N/AN/A4,0762,74955,19838,837
2022-03-16$13.00$15.00125.6%31.8%96.0%0.0%108.1%-0.2%-18.9%-58.6K1.5M-144.7K0.8727.54N/AN/A4,5293,94356,35738,330
2022-03-17$13.91$0.00124.2%33.4%99.8%0.0%118.3%6.2%-8.5%34.7K-2.0M-151.8K0.7338.57N/AN/A3,2642,38457,83639,061
2022-03-18$14.23$12.50116.1%31.8%100.1%0.0%115.3%3.0%-4.1%51.5K-3.9M-156.9K0.7032.52N/AN/A2,6491,84459,00239,433
2022-03-21$14.54$12.50121.5%31.9%99.2%0.0%112.3%3.0%-8.1%91.0K-11.8M-154.9K0.1632.32N/AN/A9,7791,60346,39128,224
2022-03-22$14.83$15.00113.8%29.4%99.4%0.0%105.6%0.2%-10.1%154.3K-14.5M-159.7K4.3325.09N/AN/A2,38110,31949,97628,584
2022-03-23$14.33$15.00116.4%29.8%97.2%0.0%106.9%-0.8%-10.9%59.8K-8.7M-160.1K0.7921.11N/AN/A1,9801,57450,64232,295
2022-03-24$13.91$15.00115.8%29.6%88.3%0.0%105.1%3.0%-14.5%9.1K-6.1M-158.7K2.2222.95N/AN/A2,7146,02650,77132,708
2022-03-25$13.14$15.00115.5%29.8%90.1%0.0%108.3%-2.7%-10.5%66-2.5M-152.2K1.0222.77N/AN/A1,6171,65452,00832,861
2022-03-28$13.14$15.00124.1%30.9%87.6%0.0%109.2%1.1%-20.3%-12.2K-2.2M-150.6K0.2719.51N/AN/A6,9701,87952,29233,205
2022-03-29$12.43$15.0090.3%27.6%84.2%0.0%95.2%-0.4%3.1%-89.3K3.4M-136.4K1.0332.60N/AN/A4,6214,77852,67533,711
2022-03-30$12.36$15.0090.3%26.9%83.7%0.0%97.4%-8.5%2.4%-48.0K1.2M-143.0K1.1325.59N/AN/A8,3809,43553,59734,297
2022-03-31$12.86$15.0087.6%26.4%76.8%0.0%95.5%-7.0%2.9%-8.1K-1.6M-145.9K0.6222.05N/AN/A5,1223,15755,16634,432