QAI Options History — July 2023

In July 2023, QAI traded between $29.77 and $30.41. ATM implied volatility averaged 19.7%. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 16.2% (HV 20d: 3.6%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-07-24: Highest Volume — 30 contracts
  • 2023-07-26: Largest IV spike — 75.2% change
  • 2023-07-05: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.13$29.77$30.41$29.88$30.41
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV19.7%12.0%28.3%23.0%13.0%
Expected Move5.3%3.4%7.0%6.6%3.7%
HV 20d3.6%3.2%3.9%3.9%3.4%
Term Structure-3.0%-7.8%8.9%-6.3%-6.1%
Skew 25d-0.5%-9.8%1.0%0.0%-5.3%
Skew 10d1.0%-0.3%1.7%1.4%0.9%
Call IV 25d25.1%19.5%33.7%31.8%26.7%
Put IV 25d24.5%9.7%33.8%31.8%21.4%
Bid-Ask Spread %134.16123.69153.43153.43124.42
Gamma HHI1.001.001.001.001.00
Net GEX550-4183.0K-1823.0K
Net DEX-14.3K-62.8K1.6K1.5K-62.8K
Net VEX-67-2670-3-254
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.503000
Total OI8.2030130

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$29.88$30.0023.0%6.6%0.0%0.0%0.0%0.0%-6.3%-1821.5K-30.00153.43N/AN/A0001
2023-07-05$29.85$30.0024.4%7.0%0.0%0.0%0.0%0.1%-7.8%-1831.5K-30.00152.17N/AN/A0001
2023-07-06$29.77$0.0018.5%3.5%0.0%0.0%0.0%1.0%8.0%-2131.6K-20.00134.71N/AN/A0001
2023-07-07$29.84$0.0025.6%4.9%0.0%0.0%0.0%0.6%-2.4%-1881.5K-20.00135.53N/AN/A0001
2023-07-10$29.87$0.0028.3%5.0%0.0%0.0%0.0%0.6%-2.7%-1901.5K-20.00135.67N/AN/A0001
2023-07-11$29.93$0.0017.0%4.3%0.0%0.0%0.0%-9.8%2.3%-2971.5K-20.00123.69N/AN/A0001
2023-07-12$30.09$0.0012.0%3.4%0.0%0.0%0.0%0.4%8.9%-2861.4K-20.00124.26N/AN/A0001
2023-07-13$30.19$0.0018.1%5.2%0.0%0.0%0.0%-0.1%-3.0%-2271.3K-20.00135.23N/AN/A0001
2023-07-14$30.17$0.0018.7%5.4%3.9%0.0%0.0%-0.1%-2.9%-1961.3K-20.00135.10N/AN/A0001
2023-07-17$30.21$0.0018.8%5.4%3.8%0.0%0.0%-0.1%-3.6%-2011.3K-10.00134.78N/AN/A0001
2023-07-18$30.20$0.0019.5%5.6%3.7%0.0%0.0%0.9%-6.1%-2121.3K-10.00135.13N/AN/A0001
2023-07-19$30.25$0.0016.1%4.6%3.6%0.0%0.0%0.7%-4.0%-2861.2K-10.00127.14N/AN/A0001
2023-07-20$30.16$0.0019.5%5.6%3.8%0.0%0.0%0.6%-3.0%-2111.4K-10.00135.41N/AN/A0001
2023-07-21$30.21$0.0020.5%5.9%3.7%0.0%0.0%0.7%-3.9%-4181.2K00.00135.00N/AN/A0001
2023-07-24$30.27$0.0020.9%6.0%3.2%0.0%0.0%0.8%-5.0%0000.00134.49N/AN/A30000
2023-07-25$30.30$0.0012.7%3.6%3.2%0.0%0.0%-1.8%-4.4%3.0K-61.5K-2630.00124.21N/AN/A00300
2023-07-26$30.32$0.0022.2%6.4%3.2%0.0%0.0%0.1%-5.7%2.6K-60.1K-2670.00134.59N/AN/A00300
2023-07-27$30.25$0.0022.3%6.4%3.4%0.0%0.0%-0.0%-6.0%3.0K-60.8K-2630.00133.95N/AN/A00300
2023-07-28$30.36$0.0023.2%6.6%3.5%0.0%0.0%0.1%-5.7%2.6K-60.6K-2650.00134.33N/AN/A00300
2023-07-31$30.41$0.0013.0%3.7%3.4%0.0%0.0%-5.3%-6.1%3.0K-62.8K-2540.00124.42N/AN/A00300