QAI Options History — August 2023 In August 2023, QAI traded between $29.92 and $30.34. ATM implied volatility averaged 20.2%. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 16.4% (HV 20d: 3.8%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2023-08-07 : Highest Volume — 4 contracts2023-08-03 : Largest IV spike — 67.1% change2023-08-30 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $30.12 $29.92 $30.34 $30.34 $30.27 ATM IV 20.2% 12.3% 29.8% 25.3% 21.3% Expected Move 5.3% 3.5% 7.9% 7.3% 6.1% HV 20d 3.8% 3.4% 4.5% 3.6% 3.9% HV 60d 3.9% 3.8% 4.0% 3.8% 4.0% Term Structure -3.0% -12.8% 28.5% -8.3% -12.8% Skew 25d 0.5% -1.9% 3.1% -0.0% -1.6% Skew 10d 1.0% 0.3% 1.6% 0.8% 1.1% Call IV 25d 25.0% 15.6% 34.3% 32.4% 34.2% Put IV 25d 25.5% 18.4% 34.2% 32.3% 32.6% Bid-Ask Spread % 133.60 123.88 139.76 134.29 133.93 Gamma HHI 0.87 0.83 1.00 1.00 0.83 Net GEX 3.0K 2.4K 3.5K 2.4K 3.3K Net DEX -62.5K -65.8K -58.5K -59.4K -65.8K Net VEX -287 -300 -261 -266 -283 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.174 0 4 0 0 Total OI 33.13 30 34 30 34
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-08-01 $30.34 $0.00 25.3% 7.3% 3.6% 0.0% 0.0% -0.0% -8.3% 2.4K -59.4K -266 0.00 134.29 N/A N/A 0 0 30 0 2023-08-02 $30.16 $0.00 15.3% 4.4% 4.2% 0.0% 0.0% -1.9% -7.0% 2.8K -58.5K -265 0.00 124.46 N/A N/A 0 0 30 0 2023-08-03 $30.20 $0.00 25.5% 3.5% 4.1% 0.0% 0.0% 3.1% 0.9% 2.9K -59.3K -263 0.00 129.31 N/A N/A 0 0 30 0 2023-08-04 $30.20 $0.00 25.9% 4.9% 4.0% 0.0% 0.0% 1.6% -8.9% 3.0K -59.6K -261 0.00 135.43 N/A N/A 0 0 30 0 2023-08-07 $30.25 $0.00 29.8% 5.2% 4.1% 0.0% 0.0% 0.6% -5.1% 2.7K -58.9K -262 0.00 135.55 N/A N/A 4 0 30 0 2023-08-08 $30.19 $0.00 16.2% 3.5% 4.1% 0.0% 0.0% 0.5% 4.5% 3.0K -64.8K -300 0.00 132.06 N/A N/A 0 0 34 0 2023-08-09 $30.19 $0.00 18.2% 5.2% 3.7% 0.0% 0.0% -0.1% -5.2% 2.9K -64.7K -299 0.00 135.42 N/A N/A 0 0 34 0 2023-08-10 $30.13 $0.00 13.8% 4.0% 3.6% 0.0% 0.0% 2.2% -0.5% 3.4K -65.3K -296 0.00 131.86 N/A N/A 0 0 34 0 2023-08-11 $30.12 $0.00 12.3% 3.5% 3.6% 0.0% 0.0% 1.9% -0.1% 3.5K -65.2K -295 0.00 123.88 N/A N/A 0 0 34 0 2023-08-14 $30.06 $0.00 18.6% 5.3% 3.6% 0.0% 0.0% 1.5% -9.8% 3.4K -64.1K -295 0.00 135.30 N/A N/A 0 0 34 0 2023-08-15 $30.02 $0.00 12.4% 3.6% 3.6% 0.0% 0.0% 0.3% 5.7% 3.3K -63.2K -296 0.00 123.95 N/A N/A 0 0 34 0 2023-08-16 $29.95 $0.00 18.6% 5.3% 3.6% 0.0% 0.0% 1.7% -5.6% 3.2K -62.0K -297 0.00 133.64 N/A N/A 0 0 34 0 2023-08-17 $29.92 $0.00 18.9% 5.4% 3.5% 0.0% 0.0% 0.7% 28.5% 2.9K -61.1K -298 0.00 134.05 N/A N/A 0 0 34 0 2023-08-18 $29.94 $0.00 17.3% 5.0% 3.4% 0.0% 0.0% -0.1% -0.1% 3.2K -61.8K -296 0.00 132.33 N/A N/A 0 0 34 0 2023-08-21 $29.99 $0.00 20.3% 5.8% 3.4% 0.0% 0.0% 0.6% -5.3% 2.8K -61.4K -295 0.00 139.46 N/A N/A 0 0 34 0 2023-08-22 $29.94 $0.00 20.3% 5.8% 3.4% 0.0% 0.0% -0.0% -5.7% 3.1K -61.5K -294 0.00 139.22 N/A N/A 0 0 34 0 2023-08-23 $30.11 $0.00 19.4% 5.6% 4.0% 0.0% 0.0% 0.6% -7.6% 3.4K -64.3K -289 0.00 138.56 N/A N/A 0 0 34 0 2023-08-24 $30.02 $0.00 14.4% 4.1% 4.1% 0.0% 0.0% -0.2% 5.9% 3.2K -62.5K -292 0.00 124.20 N/A N/A 0 0 34 0 2023-08-25 $30.05 $0.00 21.7% 6.2% 3.8% 0.0% 0.0% -0.1% -4.3% 2.8K -62.0K -292 0.00 139.47 N/A N/A 0 0 34 0 2023-08-28 $30.11 $0.00 25.3% 7.2% 3.9% 0.0% 0.0% -0.1% -8.6% 2.8K -62.7K -289 0.00 139.76 N/A N/A 0 0 34 0 2023-08-29 $30.30 $0.00 25.8% 7.4% 4.5% 0.0% 0.0% -0.0% -9.3% 3.0K -65.5K -286 0.00 137.39 N/A N/A 0 0 34 0 2023-08-30 $30.32 $0.00 27.6% 7.9% 3.9% 0.0% 0.0% -0.1% -11.2% 2.8K -65.0K -287 0.00 139.27 N/A N/A 0 0 34 0 2023-08-31 $30.27 $0.00 21.3% 6.1% 3.9% 0.0% 0.0% -1.6% -12.8% 3.3K -65.8K -283 0.00 133.93 N/A N/A 0 0 34 0
« Jul 2023 | All History | Sep 2023 » Home QAI History August 2023