IONQ Options History — December 2022

In December 2022, IONQ traded between $3.08 and $5.00. ATM implied volatility averaged 75.9%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 6.0% (HV 20d: 69.9%). Max pain ranged from $5.00 to $8.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.54.

Notable Days

  • 2022-12-02: Highest Volume — 3,849 contracts
  • 2022-12-09: Largest IV drop — 28.6% change
  • 2022-12-08: Highest IV Rank — 29.2%
  • 2022-12-21: Largest Expected Move — 23.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.00$3.08$5.00$5.00$3.44
Max Pain$6.86$5.00$8.00$5.00$5.00
ATM IV75.9%62.3%95.5%77.5%74.6%
Expected Move21.1%17.9%23.0%22.2%21.4%
HV 20d69.9%54.0%93.1%89.9%80.3%
HV 60d76.0%74.6%77.2%76.3%77.2%
IV Rank11.0%0.0%29.2%10.8%12.0%
IV Percentile5.1%0.0%25.8%2.4%4.0%
Term Structure2.5%-22.8%27.0%-0.3%-13.1%
VWIV74.0%59.5%100.6%77.4%74.5%
Skew 25d3.3%-22.6%28.8%-16.5%10.8%
Skew 10d5.3%-26.6%38.9%-26.6%10.8%
Call IV 25d65.4%43.6%84.1%84.1%69.2%
Put IV 25d68.7%51.6%87.8%67.6%80.0%
Bid-Ask Spread %11.393.3435.5612.9422.21
Gamma HHI0.150.100.270.110.11
Net GEX3.7K-3.1K12.2K11.2K8.2K
Net DEX928.8K357.1K1.4M1.0M699.9K
Net VEX-20.6K-27.0K-12.1K-27.0K-16.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.052.970.060.24
Total Volume769.429713,84975589
Total OI40,164.33338,88343,83143,43339,334

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$5.00$5.0077.5%22.2%89.9%10.8%77.4%-16.5%-0.3%11.2K1.0M-27.0K0.0612.94N/AN/A7124331,45111,982
2022-12-02$4.92$5.0080.3%23.0%89.3%13.7%80.3%5.3%-4.0%12.2K1.0M-26.7K0.3614.15N/AN/A2,8301,01931,82012,011
2022-12-05$4.63$8.0092.7%22.0%91.7%26.4%75.7%-1.9%3.3%6.3K392.4K-25.5K0.3126.56N/AN/A2186729,45510,397
2022-12-06$4.34$8.0074.3%20.8%93.1%7.5%72.3%-15.4%10.9%4.2K745.9K-23.2K2.305.19N/AN/A40993929,57010,382
2022-12-07$4.33$8.0078.3%21.5%92.1%11.6%74.9%18.5%8.8%5.0K625.6K-24.7K0.164.86N/AN/A3535829,76410,457
2022-12-08$4.62$8.0095.5%21.4%91.5%29.2%74.1%-10.0%5.3%6.9K357.1K-25.6K0.3135.56N/AN/A1745429,81110,432
2022-12-09$4.50$8.0068.2%20.8%68.2%1.3%72.6%-8.5%8.1%7.0K455.7K-25.0K0.294.88N/AN/A551629,85110,456
2022-12-12$4.46$8.0077.3%22.2%61.8%10.6%77.6%-13.4%4.0%2.1K760.0K-23.9K0.306.61N/AN/A1323929,89310,471
2022-12-13$4.30$8.0079.1%20.2%60.5%12.5%70.5%-17.2%9.1%1.3K1.0M-22.2K0.3016.15N/AN/A39412029,94610,480
2022-12-14$4.19$8.0075.2%21.6%57.9%8.5%74.7%-22.6%7.4%1.6K1.0M-22.1K0.837.47N/AN/A27522830,04710,520
2022-12-15$3.90$8.0068.7%19.7%57.4%1.9%71.7%9.7%27.0%1.4K1.2M-20.6K2.973.88N/AN/A28885430,09010,483
2022-12-16$3.85$8.0067.7%19.4%54.0%0.8%75.3%5.2%21.9%1.2K1.3M-19.3K0.293.60N/AN/A67619930,24210,629
2022-12-19$3.66$8.0062.3%17.9%54.7%0.0%68.1%27.6%16.5%2.1K1.1M-18.8K0.993.69N/AN/A33533128,87710,092
2022-12-20$3.73$8.0079.8%22.9%55.3%17.1%59.5%28.8%-19.9%1.5K1.1M-18.2K0.253.74N/AN/A3027528,9039,980
2022-12-21$3.67$8.0080.4%23.0%54.4%17.6%68.6%24.3%-22.4%1.7K1.1M-18.2K0.053.34N/AN/A9344829,0499,990
2022-12-22$3.38$5.0070.8%20.3%58.1%8.2%70.3%15.2%16.8%7941.2M-16.0K0.0910.01N/AN/A1,1249629,48210,022
2022-12-23$3.29$5.0067.2%19.3%57.5%4.8%68.9%21.0%-2.6%5391.1M-16.7K0.2112.77N/AN/A3828229,3399,945
2022-12-27$3.08$5.0069.8%20.0%59.6%7.3%69.3%0.4%2.5%-2.3K1.4M-13.0K0.9012.40N/AN/A21419329,4079,963
2022-12-28$3.08$5.0076.2%21.8%60.1%13.5%76.4%4.9%-22.8%-3.1K1.4M-12.1K0.0914.32N/AN/A5134429,3939,994
2022-12-29$3.54$5.0078.4%22.5%80.3%15.7%100.6%2.6%-3.8%7.3K677.3K-16.8K0.1314.95N/AN/A1,10414029,7019,340
2022-12-30$3.44$5.0074.6%21.4%80.3%12.0%74.5%10.8%-13.1%8.2K699.9K-16.3K0.2422.21N/AN/A721729,9619,373