QAI Options History — January 2024 In January 2024, QAI traded between $29.84 and $30.11. ATM implied volatility averaged 22.5%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 9.9% (HV 20d: 12.6%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2024-01-03 : Largest IV drop — 64.7% change2024-01-02 : Highest IV Rank — 41.7%2024-01-02 : Largest Expected Move — 17.4%Monthly Statistics Metric Avg Min Max Open Close Price $29.99 $29.84 $30.11 $30.05 $30.00 Max Pain $31.00 $31.00 $31.00 $31.00 $31.00 ATM IV 22.5% 13.0% 60.8% 60.8% 23.4% Expected Move 6.0% 3.7% 17.4% 17.4% 6.7% HV 20d 12.6% 3.2% 14.4% 14.4% 3.2% HV 60d 9.1% 8.8% 9.2% 9.2% 8.8% IV Rank 9.6% 1.6% 41.7% 41.7% 10.4% IV Percentile 43.1% 6.1% 98.5% 98.5% 60.1% Term Structure -3.5% -8.7% 8.2% -8.1% -7.5% Skew 25d 2.3% -10.6% 60.4% 60.4% -0.0% Skew 10d -1.5% -28.4% 1.6% -28.4% 1.6% Call IV 25d 26.5% 17.4% 39.2% 39.2% 33.9% Put IV 25d 28.8% 11.1% 99.5% 99.5% 33.8% Bid-Ask Spread % 134.84 113.69 138.87 136.77 135.68 Gamma HHI 0.63 0.50 0.85 0.51 0.85 Net GEX 2.2K -611 6.1K -559 5.8K Net DEX -18.7K -56.9K 22.0K -7.7K -54.5K Net VEX -186 -252 -140 -252 -140 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 51.333 34 62 62 34
Daily Data (21 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 2024-01-02 $30.05 $31.00 60.8% 17.4% 14.4% 41.7% 0.0% 60.4% -8.1% -559 -7.7K -252 0.00 136.77 N/A N/A 0 0 34 28 2024-01-03 $29.98 $31.00 21.4% 6.1% 14.4% 8.7% 0.0% 1.9% -3.0% -611 3.4K -238 0.00 113.69 N/A N/A 0 0 34 28 2024-01-04 $29.96 $0.00 24.7% 4.7% 14.4% 11.4% 0.0% 0.4% -0.8% 20 466 -238 0.00 138.87 N/A N/A 0 0 34 28 2024-01-05 $29.98 $0.00 22.4% 4.8% 14.4% 9.5% 0.0% -5.7% -0.9% -471 3.9K -231 0.00 132.34 N/A N/A 0 0 34 28 2024-01-08 $30.05 $0.00 24.6% 4.6% 14.4% 11.3% 0.0% 2.9% -3.4% 261 -391 -223 0.00 137.95 N/A N/A 0 0 34 28 2024-01-09 $29.96 $0.00 28.4% 4.9% 14.4% 14.5% 0.0% -0.1% -1.2% -72 2.1K -220 0.00 138.87 N/A N/A 0 0 34 28 2024-01-10 $29.96 $0.00 16.7% 4.8% 14.4% 4.7% 0.0% -0.1% -1.1% -57 2.4K -216 0.00 138.78 N/A N/A 0 0 34 28 2024-01-11 $30.00 $0.00 17.3% 4.9% 14.4% 5.2% 0.0% -0.1% -2.2% -73 1.4K -212 0.00 138.44 N/A N/A 0 0 34 28 2024-01-12 $30.05 $0.00 18.5% 5.3% 14.0% 6.2% 0.0% -0.1% -2.4% -5 -727 -210 0.00 138.77 N/A N/A 0 0 34 28 2024-01-16 $29.95 $0.00 18.6% 5.3% 14.0% 6.3% 0.0% -0.1% -3.5% 1.5K 4.3K -188 0.00 138.54 N/A N/A 0 0 34 28 2024-01-17 $29.84 $0.00 13.1% 3.8% 14.0% 1.7% 0.0% -10.6% 4.7% 359 22.0K -172 0.00 129.36 N/A N/A 0 0 34 28 2024-01-18 $29.86 $0.00 19.6% 5.6% 13.9% 7.2% 0.0% -0.1% -3.6% 388 6.7K -175 0.00 137.30 N/A N/A 0 0 34 28 2024-01-19 $29.95 $0.00 18.4% 5.3% 13.9% 6.2% 0.0% -1.2% -8.7% 417 14.3K -159 0.00 137.25 N/A N/A 0 0 34 28 2024-01-22 $29.96 $0.00 19.9% 5.7% 13.9% 7.4% 0.0% 1.8% -6.7% 5.5K -54.4K -153 0.00 138.15 N/A N/A 0 0 34 0 2024-01-23 $29.94 $0.00 13.0% 3.7% 13.7% 1.6% 0.0% -0.1% 8.2% 5.7K -54.0K -152 0.00 128.07 N/A N/A 0 0 34 0 2024-01-24 $30.02 $0.00 19.1% 5.5% 13.8% 6.7% 0.0% -0.1% -5.5% 5.3K -55.4K -150 0.00 138.16 N/A N/A 0 0 34 0 2024-01-25 $30.06 $0.00 20.8% 6.0% 13.8% 8.1% 0.0% -0.2% -6.3% 6.1K -56.4K -148 0.00 124.35 N/A N/A 0 0 34 0 2024-01-26 $30.08 $0.00 23.0% 6.6% 13.7% 10.0% 0.0% -0.1% -6.9% 5.4K -56.5K -147 0.00 136.99 N/A N/A 0 0 34 0 2024-01-29 $30.11 $0.00 24.3% 7.0% 3.3% 11.1% 0.0% -0.1% -7.9% 5.6K -56.9K -142 0.00 136.70 N/A N/A 0 0 34 0 2024-01-30 $30.07 $0.00 24.6% 7.1% 3.4% 11.3% 0.0% -0.1% -7.0% 5.6K -56.0K -141 0.00 136.57 N/A N/A 0 0 34 0 2024-01-31 $30.00 $0.00 23.4% 6.7% 3.2% 10.4% 0.0% -0.0% -7.5% 5.8K -54.5K -140 0.00 135.68 N/A N/A 0 0 34 0
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