QAI Options History — June 2023

Name: QAI Options Analytics - June 2023
Creator: Options Analysis Suite

In June 2023, QAI traded between $29.54 and $29.81. ATM implied volatility averaged 20.5%. The 30-day expected move averaged 5.9%. Max pain ranged from $30.00 to $30.00. Net GEX was positive for 0 of 7 trading days. Term structure was in contango for 0 of 7 days.

Notable Days

2023-06-29: Highest Volume — 1 contracts
2023-06-29: Largest IV drop — 13.8% change
2023-06-26: Largest Expected Move — 6.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.64	$29.54	$29.81	$29.66	$29.81
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	20.5%	18.3%	22.0%	19.7%	20.0%
Expected Move	5.9%	5.2%	6.3%	5.6%	5.7%
Term Structure	-5.2%	-6.5%	-3.8%	-3.8%	-6.5%
VWIV	21.2%	21.2%	21.2%	21.2%	21.2%
Skew 25d	1.0%	0.2%	2.4%	2.4%	1.9%
Skew 10d	1.6%	0.7%	5.0%	5.0%	0.7%
Call IV 25d	25.7%	21.9%	28.6%	25.1%	23.2%
Put IV 25d	26.7%	22.6%	29.0%	27.4%	25.2%
Bid-Ask Spread %	151.86	150.46	152.68	152.68	152.25
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-28	-199	0	0	-199
Net DEX	217	0	1.5K	0	1.5K
Net VEX	-0	-3	0	0	-3
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.143	0	1	0	0
Total OI	0.143	0	1	0	1

Daily Data (7 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Put OI
2023-06-22	$29.66	$0.00	19.7%	5.6%	0.0%	0.0%	0.0%	2.4%	-3.8%	0	0	0	152.68	N/A	N/A	0	0
2023-06-23	$29.54	$0.00	20.8%	5.9%	0.0%	0.0%	0.0%	1.0%	-4.8%	0	0	0	152.68	N/A	N/A	0	0
2023-06-26	$29.55	$0.00	22.0%	6.3%	0.0%	0.0%	0.0%	0.2%	-5.6%	0	0	0	151.81	N/A	N/A	0	0
2023-06-27	$29.62	$0.00	21.6%	6.2%	0.0%	0.0%	0.0%	0.3%	-4.9%	0	0	0	151.97	N/A	N/A	0	0
2023-06-28	$29.63	$0.00	21.2%	6.1%	0.0%	0.0%	0.0%	0.4%	-5.2%	0	0	0	151.17	N/A	N/A	0	0
2023-06-29	$29.70	$0.00	18.3%	5.2%	0.0%	0.0%	21.2%	0.8%	-5.9%	0	0	0	150.46	N/A	N/A	1	0
2023-06-30	$29.81	$30.00	20.0%	5.7%	0.0%	0.0%	0.0%	1.9%	-6.5%	-199	1.5K	-3	152.25	N/A	N/A	0	1