QAI Options History — December 2023

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

In December 2023, QAI traded between $30.16 and $31.32. ATM implied volatility averaged 49.0%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 43.9% (HV 20d: 5.0%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

2023-12-27: Highest Volume — 15 contracts
2023-12-11: Largest IV spike — 191.1% change
2023-12-29: Highest IV Rank — 37.2%
2023-12-29: Largest Expected Move — 15.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.88	$30.16	$31.32	$30.73	$30.16
Max Pain	$31.00	$31.00	$31.00	$31.00	$31.00
ATM IV	49.0%	21.0%	130.1%	25.8%	55.4%
Expected Move	11.1%	7.2%	15.9%	7.4%	15.9%
HV 20d	5.0%	3.7%	14.5%	4.1%	14.5%
HV 60d	5.3%	4.7%	9.2%	4.8%	9.2%
IV Rank	31.8%	27.9%	37.2%	27.9%	37.2%
IV Percentile	97.6%	96.2%	98.5%	97.6%	98.5%
Term Structure	-5.4%	-11.4%	-4.1%	-11.4%	-6.9%
VWIV	79.8%	78.9%	80.8%	78.9%	80.8%
Skew 25d	17.9%	-22.2%	63.6%	0.8%	-22.2%
Skew 10d	41.9%	4.4%	76.8%	14.6%	16.9%
Call IV 25d	30.0%	19.0%	38.6%	19.0%	34.3%
Put IV 25d	47.9%	11.3%	102.2%	19.8%	12.1%
Bid-Ask Spread %	140.13	129.21	157.13	157.13	129.21
Gamma HHI	0.79	0.50	0.83	0.83	0.51
Net GEX	2.4K	-771	3.5K	3.5K	-771
Net DEX	-60.9K	-69.6K	-9.5K	-67.7K	-9.5K
Net VEX	-206	-268	-184	-206	-265
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	1.4	0	15	0	0
Total OI	37.45	34	62	34	62

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	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2023-12-01	$30.73	$0.00	25.8%	7.4%	4.1%	0.0%	0.0%	0.8%	-11.4%	3.5K	-67.7K	-206	157.13	N/A	N/A	0	34	0
2023-12-04	$30.66	$0.00	32.1%	7.4%	4.0%	0.0%	0.0%	2.7%	-4.1%	3.3K	-66.3K	-208	140.40	N/A	N/A	0	34	0
2023-12-05	$30.66	$0.00	33.0%	7.2%	3.9%	0.0%	0.0%	3.4%	-4.1%	3.3K	-66.1K	-207	140.68	N/A	N/A	0	34	0
2023-12-06	$30.64	$0.00	21.0%	7.4%	3.9%	0.0%	0.0%	3.4%	-4.8%	3.3K	-65.7K	-206	141.34	N/A	N/A	0	34	0
2023-12-07	$30.72	$0.00	36.9%	7.2%	3.9%	0.0%	0.0%	3.4%	-4.2%	3.3K	-66.9K	-201	140.33	N/A	N/A	0	34	0
2023-12-08	$30.70	$0.00	38.7%	7.3%	3.8%	0.0%	0.0%	3.5%	-4.4%	3.3K	-66.4K	-204	140.94	N/A	N/A	0	34	0
2023-12-11	$30.77	$0.00	112.7%	10.6%	3.8%	0.0%	0.0%	49.0%	-4.6%	2.5K	-64.8K	-203	142.71	N/A	N/A	0	34	0
2023-12-12	$30.77	$0.00	130.1%	10.8%	3.8%	0.0%	0.0%	49.6%	-4.8%	2.5K	-64.8K	-202	142.83	N/A	N/A	0	34	0
2023-12-13	$31.02	$0.00	38.0%	10.9%	3.7%	0.0%	0.0%	49.9%	-4.4%	2.5K	-67.3K	-198	141.63	N/A	N/A	0	34	0
2023-12-14	$31.07	$0.00	40.7%	11.7%	3.7%	0.0%	0.0%	50.5%	-4.6%	2.5K	-67.8K	-197	142.78	N/A	N/A	0	34	0
2023-12-15	$31.08	$0.00	41.3%	11.8%	3.7%	0.0%	0.0%	51.2%	-5.2%	2.5K	-67.9K	-196	143.12	N/A	N/A	0	34	0
2023-12-18	$31.13	$0.00	42.8%	12.3%	3.7%	0.0%	0.0%	53.5%	-4.5%	2.5K	-68.4K	-192	143.15	N/A	N/A	0	34	0
2023-12-19	$31.24	$0.00	43.7%	12.5%	3.7%	0.0%	0.0%	-17.5%	-4.6%	2.5K	-69.5K	-191	134.36	N/A	N/A	0	34	0
2023-12-20	$31.07	$0.00	44.2%	12.7%	4.3%	27.9%	0.0%	5.4%	-5.0%	2.5K	-67.6K	-190	142.38	N/A	N/A	0	34	0
2023-12-21	$31.20	$0.00	45.6%	13.1%	4.4%	29.0%	0.0%	-15.4%	-5.3%	2.5K	-69.0K	-189	136.56	N/A	N/A	0	34	0
2023-12-22	$31.23	$0.00	46.3%	13.3%	4.4%	29.6%	0.0%	-12.8%	-4.9%	2.5K	-69.3K	-188	133.05	N/A	N/A	0	34	0
2023-12-26	$31.28	$0.00	50.8%	14.6%	4.4%	33.4%	78.9%	-11.6%	-8.0%	2.5K	-69.6K	-184	134.84	N/A	N/A	13	34	0
2023-12-27	$31.32	$31.00	51.8%	14.9%	4.4%	34.2%	80.8%	63.6%	-7.2%	1.4K	-52.4K	-223	142.42	N/A	N/A	15	34	13
2023-12-28	$30.16	$31.00	48.2%	13.8%	14.5%	31.1%	0.0%	48.5%	-4.9%	-447	-10.4K	-268	132.84	N/A	N/A	0	34	28
2023-12-29	$30.16	$31.00	55.4%	15.9%	14.5%	37.2%	0.0%	-22.2%	-6.9%	-771	-9.5K	-265	129.21	N/A	N/A	0	34	28