IONQ Options History — November 2023

In November 2023, IONQ traded between $10.23 and $12.98. ATM implied volatility averaged 88.1%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 25.5%. IV traded above realized volatility by 2.8% (HV 20d: 85.3%). Max pain ranged from $10.00 to $13.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.61.

Notable Days

  • 2023-11-08: Highest Volume — 39,351 contracts
  • 2023-11-09: Largest IV drop — 19.0% change
  • 2023-11-02: Highest IV Rank — 44.5%
  • 2023-11-01: Largest Expected Move — 35.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.90$10.23$12.98$10.23$12.21
Max Pain$12.00$10.00$13.00$13.00$12.50
ATM IV88.1%75.0%107.3%106.2%75.1%
Expected Move25.5%22.1%35.6%35.6%23.0%
HV 20d85.3%70.5%98.8%81.7%70.5%
HV 60d86.5%81.5%91.9%90.2%81.5%
IV Rank28.4%17.4%44.5%43.6%17.4%
IV Percentile30.1%8.3%66.7%64.3%8.7%
Term Structure-1.0%-3.2%1.1%-3.0%-1.5%
VWIV90.3%78.4%124.9%124.9%83.1%
Skew 25d-0.7%-4.7%4.3%-0.5%-0.1%
Skew 10d-1.8%-30.4%50.0%18.3%-8.8%
Call IV 25d90.5%73.5%110.9%109.8%76.9%
Put IV 25d89.9%76.4%111.0%109.4%76.8%
Bid-Ask Spread %23.569.5452.8817.5741.45
Gamma HHI0.150.100.750.100.10
Net GEX270.7K-1.9M607.4K205.8K526.5K
Net DEX-24.1M-39.9M-7.5M-10.3M-24.6M
Net VEX-310.7K-341.9K-266.3K-266.3K-325.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.182.130.270.83
Total Volume9,864.4292,25739,3514,5512,257
Total OI156,072.857141,517182,481142,028164,232

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$10.23$13.00106.2%35.6%81.7%43.6%124.9%-0.5%-3.0%205.8K-10.3M-266.3K0.2717.57N/AN/A3,59395894,40547,623
2023-11-02$11.16$10.00107.3%30.0%89.8%44.5%106.3%-0.2%-2.3%285.5K-18.6M-287.3K0.2012.32N/AN/A6,5861,29495,98348,053
2023-11-03$11.57$12.50104.7%28.6%90.2%42.3%101.4%-1.4%-2.6%361.4K-23.5M-295.8K0.2521.39N/AN/A6,5361,63198,56748,112
2023-11-06$11.16$12.50105.3%29.7%90.2%42.8%105.0%1.9%-1.6%307.7K-17.9M-280.4K0.6521.53N/AN/A2,5601,66795,70245,815
2023-11-07$11.52$10.00104.8%29.0%83.6%42.4%103.8%1.2%-3.2%337.9K-21.0M-288.6K0.4814.59N/AN/A2,4641,19296,54246,709
2023-11-08$11.39$10.00106.4%30.6%83.6%43.8%106.7%0.1%0.1%334.7K-21.5M-290.9K2.1315.85N/AN/A12,56726,78497,59447,363
2023-11-09$11.29$12.5086.2%25.0%83.6%26.7%88.4%-2.8%1.1%-127.4K-15.1M-286.0K0.5918.11N/AN/A16,5289,776106,95369,594
2023-11-10$10.64$12.5087.1%25.1%83.5%27.6%88.1%0.9%-0.5%-1.9M-7.5M-279.1K1.0618.33N/AN/A7,4267,867111,77970,702
2023-11-13$11.73$10.0087.1%24.9%92.4%27.6%87.5%0.8%-1.0%369.2K-21.5M-305.1K0.1812.16N/AN/A12,0682,129100,60950,584
2023-11-14$12.68$10.0083.7%24.0%97.6%24.7%86.9%-0.5%0.1%578.4K-36.3M-333.5K0.4031.43N/AN/A9,1123,613105,78551,077
2023-11-15$12.98$12.5085.0%24.4%96.5%25.8%84.7%0.8%-1.7%607.4K-39.9M-338.4K0.3013.66N/AN/A9,9392,943107,29453,388
2023-11-16$12.20$12.5082.8%23.7%98.8%23.9%83.3%-4.7%-0.3%534.8K-28.8M-328.8K0.8010.67N/AN/A3,0072,393110,28354,751
2023-11-17$12.64$12.5082.1%23.5%97.0%23.3%82.9%-1.6%0.0%389.2K-35.7M-341.9K0.539.54N/AN/A4,9782,648111,47755,632
2023-11-20$12.80$12.5081.3%23.2%97.0%22.6%82.1%-2.1%1.1%501.1K-33.4M-339.8K0.5451.32N/AN/A3,4601,883100,81051,475
2023-11-21$12.30$12.5081.6%23.2%82.0%22.9%81.5%-3.5%-2.3%423.6K-27.0M-327.8K0.4420.96N/AN/A2,6061,152102,13052,642
2023-11-22$12.41$12.5079.2%22.8%77.8%20.9%79.5%-0.9%-1.4%435.3K-27.7M-328.1K0.8530.95N/AN/A3,4642,930102,72052,732
2023-11-24$12.27$13.0076.9%22.3%76.0%19.0%78.4%-0.7%0.9%338.3K-24.6M-325.3K0.8031.84N/AN/A1,5091,206104,21655,082
2023-11-27$12.14$13.0075.0%22.1%76.3%17.4%79.7%-1.7%-0.7%334.2K-21.8M-313.9K0.3334.47N/AN/A4,3661,43099,67353,778
2023-11-28$12.18$13.0075.9%22.7%71.6%18.2%80.2%4.3%-1.2%391.7K-22.0M-316.1K0.8913.68N/AN/A4,6124,111102,19054,494
2023-11-29$12.45$12.5076.5%23.1%71.7%18.7%82.3%-3.9%-1.0%489.7K-27.4M-326.8K0.3752.88N/AN/A7,2502,658104,01954,961
2023-11-30$12.21$12.5075.1%23.0%70.5%17.4%83.1%-0.1%-1.5%526.5K-24.6M-325.6K0.8341.45N/AN/A1,2301,027107,77156,461