IONQ Options History — September 2024

In September 2024, IONQ traded between $6.63 and $9.71. ATM implied volatility averaged 66.6%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 1.9% (HV 20d: 64.6%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.40.

Notable Days

  • 2024-09-27: Highest Volume — 99,729 contracts
  • 2024-09-27: Largest IV spike — 99.3% change
  • 2024-09-27: Highest IV Rank — 61.3%
  • 2024-09-27: Largest Expected Move — 25.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.69$6.63$9.71$6.97$8.75
Max Pain$9.68$7.50$10.00$7.50$8.50
ATM IV66.6%43.0%85.6%60.5%66.1%
Expected Move20.0%18.5%25.9%20.5%23.6%
HV 20d64.6%57.3%98.9%74.1%98.9%
HV 60d75.1%72.6%87.5%73.9%87.5%
IV Rank30.3%0.0%61.3%20.3%33.2%
IV Percentile20.6%0.0%71.0%7.9%19.0%
Term Structure-5.4%-32.6%28.4%10.2%-8.5%
VWIV72.0%65.6%91.4%69.9%83.6%
Skew 25d1.5%-31.7%28.0%3.6%28.0%
Skew 10d9.1%-13.9%51.6%2.8%30.3%
Call IV 25d66.8%45.8%89.0%68.7%52.7%
Put IV 25d68.2%39.4%93.2%72.3%80.7%
Bid-Ask Spread %16.072.3846.0346.0323.64
Gamma HHI0.150.110.240.110.24
Net GEX286.4K67.0K648.5K152.2K648.5K
Net DEX-3.7M-33.2M6.8M3.4M-18.0M
Net VEX-166.3K-232.4K-128.9K-148.3K-215.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.071.350.100.25
Total Volume14,253.252,46899,7295,29450,090
Total OI156,341.2145,089193,173145,631193,173

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$6.97$7.5060.5%20.5%74.1%20.3%69.9%3.6%10.2%152.2K3.4M-148.3K0.1046.03N/AN/A4,80349197,14148,490
2024-09-04$7.01$7.5070.3%20.8%63.8%35.3%72.0%3.6%-0.9%169.1K3.3M-148.9K0.4545.44N/AN/A1,70276697,91148,816
2024-09-05$7.01$10.0070.3%20.0%60.9%35.3%73.5%2.1%1.2%178.3K3.6M-146.3K1.353.44N/AN/A2,1992,97998,54549,162
2024-09-06$6.88$10.0060.5%20.5%60.6%20.4%75.1%7.3%-0.9%111.2K4.8M-142.1K0.573.44N/AN/A3,0271,71599,37349,680
2024-09-09$6.63$10.0067.9%20.0%61.9%31.7%76.9%1.2%6.1%67.0K6.8M-128.9K0.134.90N/AN/A4,67662196,15448,935
2024-09-10$6.89$10.0068.9%19.6%61.0%33.2%75.5%5.5%2.7%130.2K4.8M-137.1K0.182.88N/AN/A3,69267998,27449,384
2024-09-11$7.21$10.0067.9%19.3%57.3%31.7%71.5%1.1%-0.2%227.8K1.8M-147.4K0.112.51N/AN/A7,89588599,88549,504
2024-09-12$7.36$10.0071.4%19.0%57.7%37.0%71.1%3.5%2.6%295.0K19.8K-151.1K0.262.38N/AN/A4,5151,168102,06349,549
2024-09-13$7.75$10.0070.0%18.9%60.3%34.9%67.8%-9.7%-12.0%261.2K-4.9M-168.3K0.084.20N/AN/A11,093840104,49649,609
2024-09-16$7.83$10.0067.5%19.3%59.6%31.0%69.7%6.0%-11.4%289.8K-3.8M-169.8K0.474.12N/AN/A3,4701,631100,99048,379
2024-09-17$8.13$10.0071.4%20.5%60.8%37.0%72.9%2.8%-11.6%348.9K-7.9M-183.1K0.073.04N/AN/A12,507906102,69849,452
2024-09-18$7.88$10.0065.3%18.7%61.9%27.7%67.3%22.9%-1.0%365.1K-4.0M-166.1K0.348.03N/AN/A6,2482,141105,79549,761
2024-09-19$7.67$10.0066.7%19.1%57.4%29.9%68.9%5.3%-0.2%332.5K-1.9M-164.1K0.572.54N/AN/A5,7003,252106,83550,639
2024-09-20$8.21$10.0063.0%18.6%58.4%24.3%65.6%3.2%-5.7%327.7K-9.2M-178.7K0.344.06N/AN/A9,9933,442108,75651,224
2024-09-23$8.00$10.0066.4%19.4%59.4%29.4%67.1%0.5%-32.0%302.3K-5.1M-175.9K0.3035.54N/AN/A7,9732,428105,67051,305
2024-09-24$8.16$10.0065.4%18.5%59.3%27.8%67.1%-10.6%-27.5%413.1K-7.1M-177.1K0.6334.57N/AN/A4,6682,937109,94052,715
2024-09-25$7.58$10.0063.3%18.9%64.3%24.6%66.6%-8.7%-15.1%232.8K90.6K-168.3K0.7139.26N/AN/A4,2463,005111,04055,061
2024-09-26$8.09$10.0043.0%18.8%65.7%0.0%66.0%-6.3%28.4%464.2K-6.9M-176.8K0.9234.25N/AN/A3,6243,329113,12954,523
2024-09-27$9.71$10.0085.6%25.9%89.5%61.3%91.4%-31.7%-32.6%411.9K-33.2M-232.4K0.1417.20N/AN/A87,14712,582113,87554,893
2024-09-30$8.75$8.5066.1%23.6%98.9%33.2%83.6%28.0%-8.5%648.5K-18.0M-215.2K0.2523.64N/AN/A40,1319,959135,01258,161