QAI Options History — June 2024 In June 2024, QAI traded between $30.80 and $31.04. ATM implied volatility averaged 49.9%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 45.8% (HV 20d: 4.1%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 49.0% change2024-06-11 : Highest IV Rank — 51.2%2024-06-05 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $30.94 $30.80 $31.04 $30.91 $31.00 ATM IV 49.9% 37.0% 72.5% 54.5% 49.1% Expected Move 12.6% 9.8% 16.2% 15.6% 14.1% HV 20d 4.1% 3.2% 4.6% 3.2% 4.1% HV 60d 4.5% 4.0% 4.8% 4.4% 4.0% IV Rank 32.3% 21.6% 51.2% 36.2% 31.7% IV Percentile 89.7% 81.6% 96.3% 94.5% 89.7% Term Structure -4.9% -8.5% -2.0% -7.5% -2.4% Skew 25d 64.7% 52.7% 81.8% 77.3% 73.7% Skew 10d 67.7% 52.7% 99.0% 87.6% 77.1% Call IV 25d 32.3% 23.6% 50.3% 43.3% 34.5% Put IV 25d 97.0% 77.9% 130.4% 120.6% 108.2% Bid-Ask Spread % 177.93 148.09 185.91 148.65 182.28 Gamma HHI 0.30 0.28 0.34 0.28 0.28 Net GEX -983 -1.2K -627 -1.1K -1.2K Net DEX 22.9K 21.4K 23.5K 23.2K 23.2K Net VEX -157 -164 -150 -164 -151 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 20 20 20 20 20
Daily Data (19 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 2024-06-03 $30.91 $0.00 54.5% 15.6% 3.2% 36.2% 0.0% 77.3% -7.5% -1.1K 23.2K -164 0.00 148.65 N/A N/A 0 0 1 19 2024-06-04 $30.80 $0.00 55.7% 16.0% 3.3% 37.2% 0.0% 81.8% -7.4% -1.1K 23.5K -163 0.00 150.08 N/A N/A 0 0 1 19 2024-06-05 $30.91 $0.00 56.4% 16.2% 3.5% 37.7% 0.0% 80.2% -8.5% -1.1K 23.3K -163 0.00 148.09 N/A N/A 0 0 1 19 2024-06-06 $31.04 $0.00 58.1% 9.8% 3.8% 39.2% 0.0% 54.4% -5.0% -914 22.9K -163 0.00 184.96 N/A N/A 0 0 1 19 2024-06-07 $30.91 $0.00 61.3% 10.4% 4.1% 41.8% 0.0% 52.7% -4.1% -627 21.4K -160 0.00 185.91 N/A N/A 0 0 1 19 2024-06-10 $30.93 $0.00 69.1% 10.7% 4.1% 48.3% 0.0% 54.8% -3.8% -1.1K 23.3K -160 0.00 184.80 N/A N/A 0 0 1 19 2024-06-11 $30.84 $0.00 72.5% 10.9% 4.2% 51.2% 0.0% 54.6% -4.2% -1.1K 23.5K -160 0.00 185.81 N/A N/A 0 0 1 19 2024-06-12 $31.01 $0.00 37.0% 10.6% 4.6% 21.6% 0.0% 56.1% -5.7% -1.1K 22.9K -160 0.00 182.49 N/A N/A 0 0 1 19 2024-06-13 $30.95 $0.00 37.6% 10.8% 4.4% 22.1% 0.0% 58.8% -2.0% -918 23.2K -159 0.00 185.66 N/A N/A 0 0 1 19 2024-06-14 $30.89 $0.00 39.4% 11.3% 4.5% 23.6% 0.0% 57.2% -4.9% -1.1K 23.5K -158 0.00 182.47 N/A N/A 0 0 1 19 2024-06-17 $30.95 $0.00 41.2% 11.8% 4.5% 25.1% 0.0% 57.8% -5.3% -1.1K 23.3K -157 0.00 184.09 N/A N/A 0 0 1 19 2024-06-18 $30.99 $0.00 40.5% 11.6% 4.5% 24.5% 0.0% 63.2% -6.7% -921 23.2K -157 0.00 180.33 N/A N/A 0 0 1 19 2024-06-20 $30.96 $0.00 43.3% 12.4% 4.5% 26.8% 0.0% 61.5% -4.4% -1.1K 23.3K -156 0.00 182.89 N/A N/A 0 0 1 19 2024-06-21 $30.94 $0.00 42.6% 12.2% 4.4% 26.3% 0.0% 63.6% -4.8% -1.1K 23.2K -155 0.00 180.95 N/A N/A 0 0 1 19 2024-06-24 $30.96 $0.00 46.2% 13.3% 4.3% 29.3% 0.0% 68.5% -4.5% -649 21.4K -152 0.00 183.71 N/A N/A 0 0 1 19 2024-06-25 $30.91 $0.00 46.0% 13.2% 4.2% 29.1% 0.0% 71.1% -2.5% -661 21.5K -151 0.00 180.99 N/A N/A 0 0 1 19 2024-06-26 $30.91 $0.00 48.2% 13.8% 4.2% 30.9% 0.0% 68.4% -5.7% -1.1K 23.4K -152 0.00 182.64 N/A N/A 0 0 1 19 2024-06-27 $30.98 $0.00 49.3% 14.1% 4.1% 31.8% 0.0% 72.9% -4.7% -650 21.4K -150 0.00 183.95 N/A N/A 0 0 1 19 2024-06-28 $31.00 $0.00 49.1% 14.1% 4.1% 31.7% 0.0% 73.7% -2.4% -1.2K 23.2K -151 0.00 182.28 N/A N/A 0 0 1 19
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