QAI Options History — April 2024 In April 2024, QAI traded between $30.37 and $30.89. ATM implied volatility averaged 23.2%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 17.8% (HV 20d: 5.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-04-11 : Highest Volume — 1 contracts2024-04-10 : Largest IV drop — 39.4% change2024-04-09 : Highest IV Rank — 15.8%2024-04-30 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $30.65 $30.37 $30.89 $30.88 $30.53 ATM IV 23.2% 17.7% 29.9% 22.8% 26.7% Expected Move 6.1% 4.3% 7.7% 6.5% 7.7% HV 20d 5.3% 4.4% 5.9% 5.2% 4.5% HV 60d 4.6% 4.4% 4.8% 4.4% 4.8% IV Rank 10.1% 5.5% 15.8% 9.8% 13.1% IV Percentile 55.6% 12.4% 85.5% 57.2% 76.7% Term Structure -5.5% -9.5% -2.8% -6.4% -9.5% Skew 25d 0.0% -0.1% 0.7% -0.0% -0.1% Skew 10d 1.0% 0.2% 1.7% 1.4% 0.9% Call IV 25d 26.8% 21.2% 33.2% 31.4% 32.8% Put IV 25d 26.8% 21.5% 33.2% 31.3% 32.8% Bid-Ask Spread % 171.69 168.81 175.96 169.66 168.81 Gamma HHI 0.72 0.34 1.00 1.00 0.34 Net GEX -427 -1.4K 0 0 -1.4K Net DEX 4.8K 0 16.7K 0 16.7K Net VEX -33 -107 0 0 -107 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.636 0 1 0 1 Total OI 4.136 0 13 0 13
Daily Data (22 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 2024-04-01 $30.88 $0.00 22.8% 6.5% 5.2% 9.8% 0.0% -0.0% -6.4% 0 0 0 0.00 169.66 N/A N/A 0 0 0 0 2024-04-02 $30.83 $0.00 24.4% 7.0% 5.2% 11.2% 0.0% -0.0% -6.7% 0 0 0 0.00 169.98 N/A N/A 0 0 0 0 2024-04-03 $30.86 $0.00 24.1% 6.9% 5.1% 11.0% 0.0% 0.0% -7.1% 0 0 0 0.00 169.46 N/A N/A 0 0 0 0 2024-04-04 $30.77 $0.00 22.9% 4.3% 5.1% 9.9% 0.0% 0.3% -2.8% 0 0 0 0.00 174.38 N/A N/A 0 0 0 0 2024-04-05 $30.81 $0.00 26.3% 4.8% 5.1% 12.8% 0.0% 0.3% -2.8% 0 0 0 0.00 175.04 N/A N/A 0 0 0 0 2024-04-08 $30.87 $0.00 29.1% 5.0% 5.1% 15.1% 0.0% -0.1% -3.2% 0 0 0 0.00 175.47 N/A N/A 0 0 0 0 2024-04-09 $30.89 $0.00 29.9% 4.7% 5.1% 15.8% 0.0% -0.1% -3.3% 0 0 0 0.00 172.99 N/A N/A 0 0 0 0 2024-04-10 $30.75 $0.00 18.1% 5.2% 5.4% 5.9% 0.0% -0.1% -3.4% 0 0 0 0.00 175.96 N/A N/A 0 0 0 0 2024-04-11 $30.81 $0.00 17.7% 5.1% 5.3% 5.5% 0.0% -0.1% -2.9% 0 0 0 0.00 175.31 N/A N/A 0 1 0 0 2024-04-12 $30.63 $0.00 18.6% 5.3% 5.7% 6.3% 0.0% -0.1% -3.8% -102 984 -7 0.00 174.70 N/A N/A 0 1 0 1 2024-04-15 $30.52 $0.00 19.8% 5.7% 5.9% 7.3% 0.0% -0.1% -4.3% -206 2.0K -15 0.00 174.56 N/A N/A 0 1 0 2 2024-04-16 $30.44 $0.00 21.8% 6.3% 5.9% 9.0% 0.0% -0.0% -6.0% -307 3.2K -22 0.00 174.27 N/A N/A 0 1 0 3 2024-04-17 $30.39 $0.00 21.5% 6.2% 5.9% 8.7% 0.0% 0.6% -5.7% -415 4.3K -29 0.00 169.03 N/A N/A 0 1 0 4 2024-04-18 $30.41 $0.00 21.8% 6.3% 5.6% 9.0% 0.0% 0.7% -5.9% -515 5.3K -37 0.00 169.96 N/A N/A 0 1 0 5 2024-04-19 $30.37 $0.00 21.9% 6.3% 5.5% 9.1% 0.0% -0.1% -5.5% -617 6.5K -44 0.00 169.41 N/A N/A 0 1 0 6 2024-04-22 $30.48 $0.00 23.4% 6.7% 5.7% 10.4% 0.0% 0.0% -6.9% -724 7.5K -53 0.00 169.62 N/A N/A 0 1 0 7 2024-04-23 $30.60 $0.00 22.9% 6.6% 5.8% 9.9% 0.0% 0.1% -6.3% -829 8.9K -63 0.00 169.49 N/A N/A 0 1 0 8 2024-04-24 $30.59 $0.00 23.4% 6.7% 5.8% 10.3% 0.0% -0.1% -6.2% -929 10.1K -72 0.00 170.67 N/A N/A 0 1 0 9 2024-04-25 $30.54 $0.00 23.9% 6.9% 5.4% 10.8% 0.0% -0.1% -7.2% -1.0K 12.5K -80 0.00 169.49 N/A N/A 0 1 0 10 2024-04-26 $30.66 $0.00 23.2% 6.7% 4.4% 10.2% 0.0% -0.1% -6.7% -1.1K 13.3K -89 0.00 169.74 N/A N/A 0 1 0 11 2024-04-29 $30.63 $0.00 25.1% 7.2% 4.4% 11.7% 0.0% -0.1% -8.1% -1.2K 15.0K -98 0.00 169.20 N/A N/A 0 1 0 12 2024-04-30 $30.53 $0.00 26.7% 7.7% 4.5% 13.1% 0.0% -0.1% -9.5% -1.4K 16.7K -107 0.00 168.81 N/A N/A 0 1 0 13
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