QAI Options History — February 2024 In February 2024, QAI traded between $29.91 and $30.45. ATM implied volatility averaged 23.6%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 19.5% (HV 20d: 4.1%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 42.6% change2024-02-29 : Highest IV Rank — 15.8%2024-02-29 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $30.22 $29.91 $30.45 $30.06 $30.45 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 23.6% 16.6% 29.9% 24.1% 29.9% Expected Move 6.2% 4.7% 8.6% 4.9% 8.6% HV 20d 4.1% 3.2% 4.6% 3.2% 4.5% HV 60d 8.8% 8.7% 8.9% 8.8% 8.8% IV Rank 10.5% 4.6% 15.8% 11.0% 15.8% IV Percentile 57.1% 12.0% 85.0% 62.3% 85.0% Term Structure -4.4% -13.3% 22.6% -5.0% -13.3% Skew 25d 3.3% 1.6% 5.8% 2.9% 3.4% Skew 10d 1.0% 0.6% 1.5% 0.9% 1.5% Call IV 25d 22.9% 17.3% 30.2% 19.2% 30.2% Put IV 25d 26.3% 22.1% 33.6% 22.1% 33.6% Bid-Ask Spread % 138.18 137.26 138.87 138.43 137.82 Gamma HHI 0.84 0.84 0.85 0.84 0.84 Net GEX 6.1K 5.7K 6.7K 5.7K 6.6K Net DEX -58.3K -62.6K -52.2K -55.7K -62.6K Net VEX -111 -138 -80 -138 -80 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 2024-02-01 $30.06 $30.00 24.1% 4.9% 3.2% 11.0% 0.0% 2.9% -5.0% 5.7K -55.7K -138 0.00 138.43 N/A N/A 0 0 34 0 2024-02-02 $30.02 $30.00 25.0% 4.7% 3.2% 11.7% 0.0% 3.8% -2.8% 5.8K -54.8K -136 0.00 138.87 N/A N/A 0 0 34 0 2024-02-05 $29.91 $30.00 28.3% 4.8% 3.5% 14.4% 0.0% 5.8% -3.7% 5.8K -52.2K -131 0.00 138.70 N/A N/A 0 0 34 0 2024-02-06 $30.05 $30.00 28.9% 5.0% 3.8% 15.0% 0.0% 4.1% -3.8% 5.9K -55.1K -130 0.00 138.51 N/A N/A 0 0 34 0 2024-02-07 $30.11 $30.00 16.6% 4.8% 3.7% 4.6% 0.0% 3.2% -3.1% 6.0K -56.4K -128 0.00 138.43 N/A N/A 0 0 34 0 2024-02-08 $30.15 $30.00 18.8% 5.4% 3.7% 6.5% 0.0% 2.3% -6.8% 5.9K -57.1K -126 0.00 138.23 N/A N/A 0 0 34 0 2024-02-09 $30.20 $30.00 19.0% 5.5% 3.7% 6.7% 0.0% 1.8% -6.6% 5.9K -58.1K -125 0.00 138.54 N/A N/A 0 0 34 0 2024-02-12 $30.24 $30.00 19.9% 5.7% 3.7% 7.4% 0.0% 2.2% -8.0% 6.1K -58.8K -118 0.00 137.88 N/A N/A 0 0 34 0 2024-02-13 $30.05 $30.00 19.3% 5.5% 4.2% 6.9% 0.0% 4.9% -7.2% 6.0K -54.5K -117 0.00 138.09 N/A N/A 0 0 34 0 2024-02-14 $30.16 $30.00 20.6% 5.9% 4.1% 8.0% 0.0% 3.9% -8.2% 6.0K -56.8K -115 0.00 138.38 N/A N/A 0 0 34 0 2024-02-15 $30.30 $30.00 21.2% 6.1% 4.3% 8.5% 0.0% 2.3% 22.6% 6.1K -59.8K -112 0.00 138.66 N/A N/A 0 0 34 0 2024-02-16 $30.31 $30.00 21.6% 6.2% 4.3% 8.8% 0.0% 1.6% 22.6% 6.1K -60.0K -110 0.00 138.50 N/A N/A 0 0 34 0 2024-02-20 $30.23 $30.00 23.0% 6.6% 4.4% 10.0% 0.0% 3.8% -7.2% 6.2K -58.0K -103 0.00 137.83 N/A N/A 0 0 34 0 2024-02-21 $30.23 $30.00 23.1% 6.6% 4.4% 10.1% 0.0% 3.7% -7.3% 6.2K -57.8K -100 0.00 138.33 N/A N/A 0 0 34 0 2024-02-22 $30.38 $30.00 24.3% 7.0% 4.6% 11.1% 0.0% 2.6% -8.7% 6.4K -61.4K -96 0.00 137.75 N/A N/A 0 0 34 0 2024-02-23 $30.37 $30.00 24.9% 7.1% 4.6% 11.6% 0.0% 3.1% -8.7% 6.4K -61.1K -96 0.00 138.05 N/A N/A 0 0 34 0 2024-02-26 $30.39 $30.00 26.9% 7.7% 4.6% 13.3% 0.0% 3.4% -10.9% 6.5K -61.4K -87 0.00 137.88 N/A N/A 0 0 34 0 2024-02-27 $30.43 $30.00 27.6% 7.9% 4.6% 13.9% 0.0% 3.4% -10.8% 6.6K -62.4K -85 0.00 137.26 N/A N/A 0 0 34 0 2024-02-28 $30.39 $30.00 28.0% 8.0% 4.6% 14.2% 0.0% 4.6% -11.9% 6.7K -61.4K -82 0.00 137.44 N/A N/A 0 0 34 0 2024-02-29 $30.45 $30.00 29.9% 8.6% 4.5% 15.8% 0.0% 3.4% -13.3% 6.6K -62.6K -80 0.00 137.82 N/A N/A 0 0 34 0
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