QAI Options History — May 2024 In May 2024, QAI traded between $30.51 and $31.02. ATM implied volatility averaged 57.8%, placing in the 39.1% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 53.9% (HV 20d: 3.9%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-01 : Highest Volume — 1 contracts2024-05-07 : Largest IV spike — 137.4% change2024-05-14 : Highest IV Rank — 100.0%2024-05-23 : Largest Expected Move — 23.6%Monthly Statistics Metric Avg Min Max Open Close Price $30.84 $30.51 $31.02 $30.51 $30.84 ATM IV 57.8% 27.5% 131.1% 27.5% 50.5% Expected Move 11.9% 4.7% 23.6% 7.9% 14.5% HV 20d 3.9% 3.4% 4.8% 4.5% 3.5% HV 60d 4.5% 4.4% 4.8% 4.7% 4.4% IV Rank 39.1% 13.8% 100.0% 13.8% 32.9% IV Percentile 92.6% 80.1% 100.0% 80.1% 93.2% Term Structure -3.4% -10.8% 33.6% -10.2% -5.9% Skew 25d 49.8% -0.1% 147.2% -0.0% 73.0% Skew 10d 64.7% 0.9% 201.0% 0.9% 81.0% Call IV 25d 36.9% 21.8% 48.7% 33.7% 38.5% Put IV 25d 86.7% 21.7% 195.9% 33.6% 111.5% Bid-Ask Spread % 152.45 140.40 170.00 167.33 150.61 Gamma HHI 0.31 0.28 0.35 0.34 0.28 Net GEX -1.0K -1.8K -471 -1.5K -1.1K Net DEX 22.1K 18.1K 25.0K 18.1K 23.3K Net VEX -161 -173 -117 -117 -165 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.273 0 1 1 0 Total OI 19 14 20 14 20
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 2024-05-01 $30.51 $0.00 27.5% 7.9% 4.5% 13.8% 0.0% -0.0% -10.2% -1.5K 18.1K -117 0.00 167.33 N/A N/A 0 1 0 14 2024-05-02 $30.55 $0.00 28.4% 8.1% 4.4% 14.6% 0.0% -0.0% -10.8% -1.6K 19.2K -126 0.00 168.73 N/A N/A 0 1 0 15 2024-05-03 $30.69 $0.00 27.9% 8.0% 4.7% 14.1% 0.0% 0.4% -9.9% -1.7K 20.5K -135 0.00 170.00 N/A N/A 0 1 0 16 2024-05-06 $30.79 $0.00 30.3% 4.7% 4.8% 16.1% 0.0% -0.1% -3.4% -1.8K 21.3K -143 0.00 140.40 N/A N/A 0 1 0 17 2024-05-07 $30.82 $0.00 71.9% 10.1% 4.8% 51.1% 0.0% 47.1% -2.7% -1.1K 23.6K -156 0.00 151.10 N/A N/A 0 1 0 18 2024-05-08 $30.78 $0.00 75.2% 9.8% 4.6% 53.9% 0.0% 48.3% -0.7% -995 25.0K -166 0.00 149.14 N/A N/A 0 0 0 19 2024-05-09 $30.80 $0.00 80.4% 10.2% 4.5% 58.3% 0.0% 48.9% -4.5% -1.0K 25.0K -166 0.00 151.15 N/A N/A 1 0 0 19 2024-05-10 $30.79 $0.00 86.0% 10.4% 4.0% 62.9% 0.0% 47.3% -4.9% -595 21.1K -172 0.00 151.46 N/A N/A 0 0 1 19 2024-05-13 $30.81 $0.00 113.6% 10.8% 3.7% 86.2% 0.0% 49.0% -5.4% -1.0K 23.2K -173 0.00 151.54 N/A N/A 0 0 1 19 2024-05-14 $30.89 $0.00 131.1% 10.9% 3.6% 100.0% 0.0% 49.5% -5.7% -550 20.3K -170 0.00 150.72 N/A N/A 0 0 1 19 2024-05-15 $31.01 $0.00 38.6% 11.1% 3.6% 22.9% 0.0% 50.0% -5.2% -895 22.6K -173 0.00 150.85 N/A N/A 0 0 1 19 2024-05-16 $30.97 $0.00 37.6% 10.8% 3.7% 22.1% 0.0% 53.8% 33.6% -1.1K 22.6K -172 0.00 148.54 N/A N/A 0 0 1 19 2024-05-17 $30.98 $0.00 76.0% 21.8% 3.6% 54.1% 0.0% 57.7% -3.6% -893 22.7K -172 0.00 150.96 N/A N/A 0 0 1 19 2024-05-20 $31.02 $0.00 41.5% 11.9% 3.5% 25.4% 0.0% 53.7% -3.4% -893 22.7K -170 0.00 150.62 N/A N/A 0 0 1 19 2024-05-21 $30.99 $0.00 42.2% 12.1% 3.4% 25.9% 0.0% 55.0% -3.7% -471 21.1K -168 0.00 150.38 N/A N/A 0 0 1 19 2024-05-22 $30.90 $0.00 41.2% 11.8% 3.6% 25.1% 0.0% 61.1% -4.6% -1.1K 22.9K -169 0.00 147.87 N/A N/A 0 0 1 19 2024-05-23 $30.83 $0.00 82.3% 23.6% 3.6% 59.4% 0.0% 147.2% -3.9% -793 22.9K -169 0.00 149.83 N/A N/A 0 0 1 19 2024-05-24 $30.93 $0.00 43.7% 12.5% 3.6% 27.2% 0.0% 58.6% -3.9% -590 20.9K -166 0.00 150.39 N/A N/A 0 0 1 19 2024-05-28 $30.94 $0.00 47.6% 13.6% 3.5% 30.4% 0.0% 63.2% -5.0% -1.1K 23.0K -166 0.00 151.06 N/A N/A 0 0 1 19 2024-05-29 $30.85 $0.00 48.3% 13.8% 3.5% 31.0% 0.0% 64.8% -5.8% -980 23.2K -166 0.00 150.57 N/A N/A 0 0 1 19 2024-05-30 $30.88 $0.00 49.3% 14.1% 3.4% 31.9% 0.0% 66.2% -6.0% -604 21.1K -164 0.00 150.64 N/A N/A 0 0 1 19 2024-05-31 $30.84 $0.00 50.5% 14.5% 3.5% 32.9% 0.0% 73.0% -5.9% -1.1K 23.3K -165 0.00 150.61 N/A N/A 0 0 1 19
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