IONQ Options History — November 2022

In November 2022, IONQ traded between $4.66 and $6.02. ATM implied volatility averaged 90.7%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 24.9%. IV traded above realized volatility by 10.3% (HV 20d: 80.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.61.

Notable Days

  • 2022-11-14: Highest Volume — 3,521 contracts
  • 2022-11-09: Largest IV drop — 19.5% change
  • 2022-11-07: Highest IV Rank — 46.5%
  • 2022-11-02: Largest Expected Move — 31.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.18$4.66$6.02$5.62$5.04
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV90.7%74.1%120.2%107.5%77.5%
Expected Move24.9%21.2%31.4%30.8%22.2%
HV 20d80.4%55.5%96.6%57.8%91.3%
HV 60d82.7%73.9%96.3%96.3%77.3%
IV Rank21.1%6.5%46.5%35.4%10.8%
IV Percentile20.4%0.4%72.2%54.8%2.4%
Term Structure-5.7%-20.3%3.9%-15.7%-3.7%
VWIV86.9%74.1%115.3%105.6%77.5%
Skew 25d0.4%-19.5%12.4%2.9%-19.5%
Skew 10d2.9%-32.6%21.6%8.4%-32.6%
Call IV 25d83.2%58.0%88.3%86.8%82.3%
Put IV 25d83.6%62.8%92.2%89.7%62.8%
Bid-Ask Spread %15.638.8629.7010.5111.37
Gamma HHI0.200.110.610.140.12
Net GEX5.2K-51.6K26.6K16.5K10.3K
Net DEX875.1K-475.6K1.7M244.6K1.1M
Net VEX-30.2K-35.7K-26.1K-35.7K-26.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.101.400.780.64
Total Volume1,449.2381333,521754432
Total OI44,537.76242,58648,69443,07843,370

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$5.62$5.00107.5%30.8%57.8%35.4%105.6%2.9%-15.7%16.5K244.6K-35.7K0.7810.51N/AN/A42333130,08312,995
2022-11-02$5.36$5.00109.4%31.4%59.7%37.1%115.3%2.0%-20.3%11.8K515.7K-34.1K1.4018.12N/AN/A44862730,16012,910
2022-11-03$5.18$5.00104.1%26.1%60.5%32.5%89.5%2.4%-10.2%6.9K925.4K-32.3K1.0027.56N/AN/A45946130,17613,234
2022-11-04$5.13$5.00102.7%26.1%56.0%31.2%88.7%2.1%-8.3%5.9K968.2K-32.7K1.0828.75N/AN/A42946230,24613,259
2022-11-07$5.28$5.00120.2%26.0%55.5%46.5%87.3%5.5%-4.9%6.3K950.4K-32.3K0.699.94N/AN/A66446130,34613,285
2022-11-08$5.04$5.00116.6%26.1%56.0%43.3%90.2%2.1%-8.8%4.1K1.2M-30.0K1.0113.19N/AN/A54855330,70613,305
2022-11-09$4.66$5.0093.8%26.9%61.5%23.5%94.3%0.4%-12.7%2.3K1.7M-27.4K1.078.86N/AN/A62066331,04613,417
2022-11-10$5.49$5.0089.8%25.8%85.4%20.0%94.9%2.7%-4.9%17.6K203.1K-31.7K0.3722.32N/AN/A1,46553931,19113,418
2022-11-11$5.87$5.0093.9%26.9%85.9%23.5%90.0%5.7%-7.8%25.8K197.9K-34.0K0.3518.26N/AN/A1,63758131,89113,352
2022-11-14$6.02$5.0099.6%28.5%85.0%28.5%100.6%1.8%-10.9%26.6K-475.6K-35.4K0.2915.96N/AN/A2,72779432,79213,329
2022-11-15$5.64$5.0081.1%23.3%88.7%12.4%82.5%6.8%3.9%17.4K-190.1K-33.9K0.6229.70N/AN/A1,45189334,31413,513
2022-11-16$5.23$5.0082.3%23.6%92.9%13.5%82.9%-9.7%-4.0%-15.7K644.0K-30.9K0.7611.17N/AN/A1,18389534,34313,817
2022-11-17$4.89$5.0078.7%22.6%95.9%10.3%78.7%5.1%-2.5%-25.0K1.7M-27.9K1.0311.07N/AN/A1,6331,68134,42313,838
2022-11-18$4.96$5.0079.6%22.8%95.9%11.1%79.1%6.6%-4.8%-51.6K1.4M-28.7K0.5510.78N/AN/A1,04557634,86613,828
2022-11-21$4.78$5.0074.1%21.2%96.6%6.5%74.1%1.6%1.6%4.2K1.4M-26.5K0.3112.06N/AN/A1,26339330,58612,028
2022-11-22$4.85$5.0075.9%21.8%93.9%8.2%75.8%4.0%0.6%5.5K1.4M-26.5K0.2213.56N/AN/A1,73238330,56512,021
2022-11-23$4.94$5.0075.2%21.6%93.6%7.5%74.8%5.6%3.8%10.8K1.2M-27.4K0.2314.49N/AN/A1,02623131,05612,043
2022-11-25$4.96$5.0075.8%21.7%93.6%8.0%75.9%12.4%2.4%10.8K1.2M-27.2K0.1011.63N/AN/A1211231,17912,072
2022-11-28$4.91$5.0082.4%23.6%92.3%14.0%82.4%-12.3%-4.0%10.6K1.0M-27.3K0.1110.87N/AN/A2452831,10912,044
2022-11-29$4.83$5.0084.7%24.3%90.8%18.2%84.7%-19.5%-8.7%9.0K1.2M-26.1K0.1518.13N/AN/A2784131,16311,974
2022-11-30$5.04$5.0077.5%22.2%91.3%10.8%77.5%-19.5%-3.7%10.3K1.1M-26.4K0.6411.37N/AN/A26416831,39711,973