QAI Options History — March 2024 In March 2024, QAI traded between $30.48 and $30.87. ATM implied volatility averaged 23.8%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 19.8% (HV 20d: 4.0%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2024-03-12 : Largest IV spike — 81.9% change2024-03-12 : Highest IV Rank — 39.4%2024-03-27 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $30.66 $30.48 $30.87 $30.57 $30.87 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 23.8% 18.0% 57.9% 18.0% 21.4% Expected Move 5.5% 5.1% 6.2% 5.2% 6.1% HV 20d 4.0% 3.3% 5.3% 4.6% 5.3% HV 60d 8.1% 3.9% 8.9% 8.9% 4.4% IV Rank 10.7% 5.8% 39.4% 5.8% 8.7% IV Percentile 47.8% 14.9% 98.3% 14.9% 48.7% Term Structure -3.5% -7.0% 10.8% 10.8% -5.2% Skew 25d 0.2% -0.1% 3.4% 3.4% -0.0% Skew 10d 1.0% 0.8% 1.7% 1.7% 1.3% Call IV 25d 24.7% 21.6% 30.1% 30.1% 28.4% Put IV 25d 24.9% 21.7% 33.5% 33.5% 28.4% Bid-Ask Spread % 169.12 136.78 172.45 136.78 168.83 Gamma HHI 0.84 0.83 0.96 0.83 0.96 Net GEX 3.5K 0 7.5K 6.9K 0 Net DEX -38.0K -94.8K 0 -66.1K 0 Net VEX -25 -75 0 -75 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 18.7 0 34 34 0
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 2024-03-01 $30.57 $30.00 18.0% 5.2% 4.6% 5.8% 0.0% 3.4% 10.8% 6.9K -66.1K -75 0.00 136.78 N/A N/A 0 0 34 0 2024-03-04 $30.57 $0.00 20.3% 5.1% 4.6% 7.7% 0.0% -0.1% -3.6% 7.0K -65.9K -67 0.00 172.45 N/A N/A 0 0 34 0 2024-03-05 $30.48 $0.00 35.3% 5.5% 4.5% 20.4% 0.0% 0.4% -5.7% 7.2K -63.6K -65 0.00 171.22 N/A N/A 0 0 34 0 2024-03-06 $30.58 $0.00 21.8% 5.1% 4.4% 9.0% 0.0% 0.0% -3.5% 7.1K -66.2K -60 0.00 172.38 N/A N/A 0 0 34 0 2024-03-07 $30.66 $0.00 24.2% 5.1% 4.4% 11.0% 0.0% 0.1% -3.5% 7.0K -68.1K -57 0.00 171.74 N/A N/A 0 0 34 0 2024-03-08 $30.63 $0.00 25.1% 5.1% 4.4% 11.8% 0.0% 0.1% -3.6% 7.2K -67.5K -53 0.00 171.48 N/A N/A 0 0 34 0 2024-03-11 $30.64 $0.00 31.9% 5.3% 4.4% 17.4% 0.0% 0.1% -4.4% 7.5K -68.1K -39 0.00 171.74 N/A N/A 0 0 34 0 2024-03-12 $30.70 $0.00 57.9% 5.2% 4.4% 39.4% 0.0% 0.2% -4.5% 6.9K -68.4K -34 0.00 170.30 N/A N/A 0 0 34 0 2024-03-13 $30.64 $0.00 18.8% 5.4% 3.7% 6.4% 0.0% -0.1% -4.8% 6.9K -66.7K -29 0.00 171.80 N/A N/A 0 0 34 0 2024-03-14 $30.60 $0.00 18.7% 5.4% 3.7% 6.4% 0.0% -0.1% -2.7% 7.0K -65.5K -20 0.00 170.41 N/A N/A 0 0 34 0 2024-03-15 $30.59 $0.00 19.3% 5.5% 3.4% 6.9% 0.0% -0.1% -3.4% 0 -94.8K 0 0.00 171.44 N/A N/A 0 0 34 0 2024-03-18 $30.64 $0.00 19.8% 5.7% 3.4% 7.3% 0.0% -0.1% -3.7% 0 0 0 0.00 171.45 N/A N/A 0 0 0 0 2024-03-19 $30.59 $0.00 19.8% 5.7% 3.3% 7.3% 0.0% -0.1% -4.0% 0 0 0 0.00 170.34 N/A N/A 0 0 0 0 2024-03-20 $30.74 $0.00 19.8% 5.7% 3.6% 7.3% 0.0% 0.3% -3.9% 0 0 0 0.00 169.95 N/A N/A 0 0 0 0 2024-03-21 $30.81 $0.00 19.4% 5.6% 3.4% 7.0% 0.0% 0.3% -4.2% 0 0 0 0.00 170.66 N/A N/A 0 0 0 0 2024-03-22 $30.73 $0.00 20.5% 5.9% 3.5% 7.9% 0.0% 0.2% -3.8% 0 0 0 0.00 170.70 N/A N/A 0 0 0 0 2024-03-25 $30.80 $0.00 21.3% 6.1% 3.6% 8.5% 0.0% 0.4% -4.8% 0 0 0 0.00 170.76 N/A N/A 0 0 0 0 2024-03-26 $30.76 $0.00 21.7% 6.2% 3.6% 8.9% 0.0% -0.1% -5.2% 0 0 0 0.00 170.56 N/A N/A 0 0 0 0 2024-03-27 $30.58 $0.00 21.8% 6.2% 4.3% 8.9% 0.0% -0.1% -7.0% 0 0 0 0.00 167.51 N/A N/A 0 0 0 0 2024-03-28 $30.87 $0.00 21.4% 6.1% 5.3% 8.7% 0.0% -0.0% -5.2% 0 0 0 0.00 168.83 N/A N/A 0 0 0 0
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