QAI Options History — September 2023 In September 2023, QAI traded between $29.95 and $30.44. ATM implied volatility averaged 24.3%. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 20.1% (HV 20d: 4.1%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2023-09-07 : Largest IV spike — 96.4% change2023-09-01 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $30.22 $29.95 $30.44 $30.32 $30.05 ATM IV 24.3% 11.8% 53.2% 30.0% 13.8% Expected Move 5.5% 3.4% 8.6% 8.6% 4.0% HV 20d 4.1% 3.7% 4.4% 4.0% 4.0% HV 60d 3.9% 3.8% 4.0% 3.9% 4.0% Term Structure -4.7% -16.3% 7.5% -16.3% 5.5% Skew 25d 0.3% -3.1% 3.9% -3.1% -0.5% Skew 10d 0.9% 0.3% 2.9% 0.5% 1.1% Call IV 25d 23.0% 16.8% 32.3% 32.3% 25.1% Put IV 25d 23.3% 18.2% 29.3% 29.3% 24.6% Bid-Ask Spread % 136.08 124.10 140.60 135.38 124.10 Gamma HHI 0.83 0.83 0.83 0.83 0.83 Net GEX 3.2K 2.8K 3.5K 3.4K 3.5K Net DEX -64.1K -66.7K -60.7K -66.7K -62.0K Net VEX -274 -282 -266 -281 -266 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 34 34 34 34 34
Daily Data (20 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 2023-09-01 $30.32 $0.00 30.0% 8.6% 4.0% 0.0% 0.0% -3.1% -16.3% 3.4K -66.7K -281 0.00 135.38 N/A N/A 0 0 34 0 2023-09-05 $30.26 $0.00 33.8% 5.2% 4.0% 0.0% 0.0% 1.4% -4.2% 3.2K -65.2K -280 0.00 140.33 N/A N/A 0 0 34 0 2023-09-06 $30.27 $0.00 18.9% 4.8% 3.9% 0.0% 0.0% 2.2% -6.4% 3.5K -66.1K -278 0.00 130.44 N/A N/A 0 0 34 0 2023-09-07 $30.25 $0.00 37.1% 5.3% 4.0% 0.0% 0.0% 0.4% -4.3% 2.8K -64.0K -282 0.00 140.53 N/A N/A 0 0 34 0 2023-09-08 $30.26 $0.00 40.4% 5.4% 3.9% 0.0% 0.0% 3.9% -4.7% 2.9K -64.2K -281 0.00 140.60 N/A N/A 0 0 34 0 2023-09-11 $30.34 $0.00 53.2% 5.6% 4.0% 0.0% 0.0% -0.2% -5.2% 2.9K -65.0K -278 0.00 140.21 N/A N/A 0 0 34 0 2023-09-12 $30.32 $0.00 25.5% 4.8% 3.9% 0.0% 0.0% -0.2% -7.7% 3.4K -66.2K -274 0.00 132.54 N/A N/A 0 0 34 0 2023-09-13 $30.27 $0.00 17.8% 5.1% 3.9% 0.0% 0.0% -0.3% -7.0% 3.3K -65.1K -275 0.00 128.37 N/A N/A 0 0 34 0 2023-09-14 $30.44 $0.00 20.2% 5.8% 4.2% 0.0% 0.0% -0.1% -3.9% 2.9K -66.0K -273 0.00 140.10 N/A N/A 0 0 34 0 2023-09-15 $30.34 $0.00 19.6% 5.6% 4.4% 0.0% 0.0% -0.1% -2.2% 2.9K -65.0K -275 0.00 139.59 N/A N/A 0 0 34 0 2023-09-18 $30.35 $0.00 20.8% 6.0% 4.4% 0.0% 0.0% -0.2% -3.9% 2.9K -65.0K -273 0.00 139.66 N/A N/A 0 0 34 0 2023-09-19 $30.30 $0.00 11.8% 3.4% 4.4% 0.0% 0.0% 0.1% 7.5% 3.3K -65.4K -271 0.00 127.99 N/A N/A 0 0 34 0 2023-09-20 $30.27 $0.00 20.5% 5.9% 4.4% 0.0% 0.0% 1.0% -6.8% 3.4K -65.3K -269 0.00 138.98 N/A N/A 0 0 34 0 2023-09-21 $30.12 $0.00 20.3% 5.8% 4.4% 0.0% 0.0% 0.5% -6.7% 3.3K -62.9K -271 0.00 139.83 N/A N/A 0 0 34 0 2023-09-22 $30.11 $0.00 20.6% 5.9% 4.2% 0.0% 0.0% 0.6% -4.9% 2.9K -62.0K -272 0.00 139.60 N/A N/A 0 0 34 0 2023-09-25 $30.13 $0.00 20.6% 5.9% 4.2% 0.0% 0.0% 0.5% -7.1% 3.2K -62.7K -269 0.00 139.80 N/A N/A 0 0 34 0 2023-09-26 $30.03 $0.00 21.5% 6.2% 4.3% 0.0% 0.0% -0.1% -4.6% 2.9K -60.9K -270 0.00 139.64 N/A N/A 0 0 34 0 2023-09-27 $29.95 $0.00 19.1% 5.5% 3.7% 0.0% 0.0% -0.1% -8.3% 3.5K -60.7K -268 0.00 132.57 N/A N/A 0 0 34 0 2023-09-28 $30.07 $0.00 19.5% 5.6% 4.0% 0.0% 0.0% -0.2% -2.3% 3.2K -61.7K -267 0.00 131.25 N/A N/A 0 0 34 0 2023-09-29 $30.05 $0.00 13.8% 4.0% 4.0% 0.0% 0.0% -0.5% 5.5% 3.5K -62.0K -266 0.00 124.10 N/A N/A 0 0 34 0
« Aug 2023 | All History | Oct 2023 » Home QAI History September 2023