QAI Options History — July 2024 In July 2024, QAI traded between $31.00 and $31.55. ATM implied volatility averaged 54.7%, placing in the 36.4% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 50.8% (HV 20d: 3.9%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-07-11 : Largest IV spike — 93.3% change2024-07-11 : Highest IV Rank — 56.2%2024-07-11 : Largest Expected Move — 22.5%Monthly Statistics Metric Avg Min Max Open Close Price $31.26 $31.00 $31.55 $31.00 $31.38 ATM IV 54.7% 40.4% 78.5% 54.4% 62.1% Expected Move 14.4% 11.0% 22.5% 15.6% 17.8% HV 20d 3.9% 2.7% 5.2% 4.1% 5.2% HV 60d 3.9% 3.7% 4.2% 4.0% 4.2% IV Rank 36.4% 24.4% 56.2% 36.1% 42.5% IV Percentile 89.0% 77.0% 97.2% 92.1% 93.7% Term Structure -6.2% -11.2% 4.7% -6.0% -11.2% Skew 25d 66.1% 53.8% 83.1% 77.5% 81.5% Skew 10d 69.9% 57.2% 88.1% 81.1% 87.6% Call IV 25d 33.8% 23.2% 43.2% 39.4% 42.7% Put IV 25d 99.9% 79.2% 124.2% 116.9% 124.2% Bid-Ask Spread % 181.40 179.50 183.46 183.46 179.72 Gamma HHI 0.31 0.28 0.34 0.33 0.28 Net GEX -766 -1.3K -459 -651 -1.3K Net DEX 21.5K 20.8K 22.7K 21.4K 22.5K Net VEX -141 -148 -133 -148 -133 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 (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 2024-07-01 $31.00 $0.00 54.4% 15.6% 4.1% 36.1% 0.0% 77.5% -6.0% -651 21.4K -148 0.00 183.46 N/A N/A 0 0 1 19 2024-07-02 $31.07 $0.00 50.8% 14.6% 4.1% 33.1% 0.0% 82.7% 4.7% -459 21.1K -148 0.00 183.38 N/A N/A 0 0 1 19 2024-07-03 $31.18 $0.00 60.7% 17.4% 4.0% 41.3% 0.0% 83.1% -9.4% -461 21.0K -148 0.00 182.98 N/A N/A 0 0 1 19 2024-07-05 $31.20 $0.00 65.6% 11.0% 3.8% 45.4% 0.0% 56.1% -3.9% -669 21.2K -147 0.00 182.73 N/A N/A 0 0 1 19 2024-07-08 $31.20 $0.00 73.4% 11.4% 3.6% 51.9% 0.0% 53.8% -3.7% -1.1K 22.7K -146 0.00 182.16 N/A N/A 0 0 1 19 2024-07-09 $31.16 $0.00 77.0% 11.5% 3.2% 55.0% 0.0% 56.6% -4.4% -663 21.3K -145 0.00 183.19 N/A N/A 0 0 1 19 2024-07-10 $31.23 $0.00 40.6% 11.6% 3.3% 24.6% 0.0% 57.0% -4.4% -671 21.2K -144 0.00 182.87 N/A N/A 0 0 1 19 2024-07-11 $31.37 $0.00 78.5% 22.5% 3.3% 56.2% 0.0% 61.0% -4.8% -474 21.0K -144 0.00 182.40 N/A N/A 0 0 1 19 2024-07-12 $31.45 $0.00 42.8% 12.3% 2.9% 26.5% 0.0% 57.4% -5.0% -655 20.9K -143 0.00 181.62 N/A N/A 0 0 1 19 2024-07-15 $31.45 $0.00 44.8% 12.8% 2.8% 28.1% 0.0% 59.9% -5.6% -686 20.8K -141 0.00 181.85 N/A N/A 0 0 1 19 2024-07-16 $31.55 $0.00 40.4% 11.6% 2.7% 24.4% 0.0% 61.1% -5.3% -1.3K 21.6K -141 0.00 179.50 N/A N/A 0 0 1 19 2024-07-17 $31.41 $0.00 46.7% 13.4% 3.3% 29.7% 0.0% 60.2% -6.4% -668 21.0K -140 0.00 179.75 N/A N/A 0 0 1 19 2024-07-18 $31.30 $0.00 46.5% 13.3% 3.6% 29.5% 0.0% 60.8% -6.7% -675 21.1K -139 0.00 180.54 N/A N/A 0 0 1 19 2024-07-19 $31.22 $0.00 47.1% 13.5% 3.7% 30.0% 0.0% 60.1% -6.5% -670 21.3K -139 0.00 181.11 N/A N/A 0 0 1 19 2024-07-22 $31.38 $0.00 49.3% 14.1% 4.1% 31.8% 0.0% 64.1% -6.6% -1.2K 22.4K -138 0.00 179.88 N/A N/A 0 0 1 19 2024-07-23 $31.32 $0.00 51.5% 14.8% 4.2% 33.7% 0.0% 65.3% -8.5% -1.2K 22.6K -137 0.00 179.87 N/A N/A 0 0 1 19 2024-07-24 $31.14 $0.00 51.2% 14.7% 4.7% 33.5% 0.0% 67.3% -7.8% -683 21.5K -136 0.00 180.97 N/A N/A 0 0 1 19 2024-07-25 $31.13 $0.00 50.3% 14.4% 4.7% 32.7% 0.0% 66.9% -6.6% -679 21.5K -136 0.00 180.14 N/A N/A 0 0 1 19 2024-07-26 $31.23 $0.00 53.5% 15.3% 4.8% 35.4% 0.0% 69.1% -8.3% -674 21.4K -135 0.00 180.62 N/A N/A 0 0 1 19 2024-07-29 $31.23 $0.00 57.4% 16.4% 4.8% 38.6% 0.0% 74.4% -9.4% -673 21.4K -133 0.00 180.67 N/A N/A 0 0 1 19 2024-07-30 $31.19 $0.00 59.1% 16.9% 4.8% 40.0% 0.0% 78.2% -10.2% -681 21.5K -133 0.00 181.34 N/A N/A 0 0 1 19 2024-07-31 $31.38 $0.00 62.1% 17.8% 5.2% 42.5% 0.0% 81.5% -11.2% -1.3K 22.5K -133 0.00 179.72 N/A N/A 0 0 1 19
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