IONQ Options History — September 2022

In September 2022, IONQ traded between $4.75 and $5.90. ATM implied volatility averaged 90.6%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 25.7%. IV traded below realized volatility by 4.3% (HV 20d: 95.0%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2022-09-30: Highest Volume — 5,766 contracts
  • 2022-09-13: Largest IV spike — 53.4% change
  • 2022-09-13: Highest IV Rank — 46.5%
  • 2022-09-30: Largest Expected Move — 29.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.32$4.75$5.90$5.76$5.13
Max Pain$7.26$5.00$7.50$5.00$7.50
ATM IV90.6%78.4%120.2%88.9%103.3%
Expected Move25.7%24.1%29.6%25.5%29.6%
HV 20d95.0%58.4%137.9%137.9%72.3%
HV 60d98.3%96.7%102.5%102.5%98.0%
IV Rank20.7%10.0%46.5%19.2%31.8%
IV Percentile11.7%0.9%65.2%4.2%40.6%
Term Structure5.9%-16.3%15.8%4.1%3.7%
VWIV92.2%85.0%105.1%102.6%104.8%
Skew 25d-1.9%-31.6%24.1%-31.6%-12.2%
Skew 10d5.9%-38.0%36.5%-38.0%-18.4%
Call IV 25d94.5%67.3%173.9%173.9%114.1%
Put IV 25d92.7%83.2%142.4%142.4%101.9%
Bid-Ask Spread %27.124.6070.3137.127.70
Gamma HHI0.120.110.140.110.12
Net GEX19.6K10.2K31.3K26.3K18.3K
Net DEX1.0M207.5K1.8M207.5K904.0K
Net VEX-40.1K-47.3K-33.5K-47.3K-38.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.081.930.460.12
Total Volume1,344.4292745,7666505,766
Total OI51,894.28648,14555,68254,02449,226

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$5.76$5.0088.9%25.5%137.9%19.2%102.6%-31.6%4.1%26.3K207.5K-47.3K0.4637.12N/AN/A44420637,54216,482
2022-09-02$5.66$5.0089.4%25.6%137.1%19.6%105.1%-17.6%8.2%31.3K269.0K-46.8K0.1912.88N/AN/A2314337,59516,536
2022-09-06$5.63$7.50101.7%27.0%136.3%30.4%96.5%8.9%-16.3%30.7K454.7K-44.5K0.4320.90N/AN/A85837337,65316,526
2022-09-07$5.30$7.5093.4%25.9%135.7%23.2%90.5%-1.3%-4.8%21.9K1.2M-40.7K0.9233.74N/AN/A70364637,63216,531
2022-09-08$5.21$7.5083.4%26.2%130.1%14.4%92.0%-9.7%-4.6%19.4K1.2M-40.5K0.3861.97N/AN/A51519637,90216,641
2022-09-09$5.37$7.5082.7%25.1%130.3%13.8%92.3%7.9%2.7%21.1K984.8K-42.2K0.2070.31N/AN/A2364838,01616,764
2022-09-12$5.90$7.5078.4%25.5%134.8%10.0%89.2%-1.3%1.0%26.4K586.5K-43.5K0.4351.48N/AN/A1,21452638,12016,776
2022-09-13$5.60$7.50120.2%25.9%135.5%46.5%91.1%-0.2%-1.5%25.5K649.7K-44.4K0.5261.11N/AN/A85544638,24916,881
2022-09-14$5.80$7.5093.4%26.8%85.5%23.1%93.1%3.1%-1.8%23.9K636.4K-42.8K0.7454.41N/AN/A19814738,38316,944
2022-09-15$5.77$7.5089.7%25.7%83.7%19.9%94.2%-5.3%9.4%26.0K431.2K-45.0K0.3146.99N/AN/A85026038,37716,953
2022-09-16$5.42$7.5089.1%25.6%85.2%19.4%93.0%-8.5%8.2%21.7K745.5K-41.4K0.8955.31N/AN/A64657338,84716,835
2022-09-19$5.38$7.5088.8%25.5%70.7%19.1%89.9%0.8%7.1%19.4K1.2M-39.7K1.334.95N/AN/A49165432,37615,769
2022-09-20$5.28$7.5084.1%24.1%69.7%15.0%86.0%-5.2%12.8%16.4K1.3M-38.6K0.515.17N/AN/A39920532,56515,876
2022-09-21$5.21$7.5084.1%24.1%68.9%15.0%85.0%-5.3%12.8%10.7K1.3M-38.6K0.086.46N/AN/A5444132,64115,911
2022-09-22$4.99$7.5084.9%24.3%68.9%15.7%85.0%-14.5%15.7%12.4K1.6M-35.8K0.577.46N/AN/A84548133,04915,853
2022-09-23$4.79$7.5086.3%24.7%66.6%16.9%86.4%12.8%15.8%10.6K1.8M-33.5K1.936.75N/AN/A38574232,90815,792
2022-09-26$4.79$7.5086.8%24.9%58.4%17.4%86.9%-13.6%14.7%10.2K1.5M-33.6K0.676.11N/AN/A1,19580233,06815,571
2022-09-27$4.83$7.5093.9%26.9%58.4%23.5%93.3%17.9%9.4%13.1K1.4M-34.4K0.786.46N/AN/A96075233,26115,594
2022-09-28$5.10$7.5089.2%25.6%62.1%19.5%89.0%24.1%14.6%15.2K1.2M-36.5K1.124.60N/AN/A9991,12233,27315,605
2022-09-29$4.75$7.5091.2%26.1%66.0%21.2%91.3%11.8%11.6%10.8K1.5M-34.4K0.667.67N/AN/A98764933,40315,854
2022-09-30$5.13$7.50103.3%29.6%72.3%31.8%104.8%-12.2%3.7%18.3K904.0K-38.4K0.127.70N/AN/A5,15461233,37415,852