QAI Options History — August 2024 In August 2024, QAI traded between $30.46 and $31.56. ATM implied volatility averaged 62.0%, placing in the 42.5% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 53.9% (HV 20d: 8.1%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-08-14 : Largest IV drop — 71.7% change2024-08-13 : Highest IV Rank — 99.8%2024-08-01 : Largest Expected Move — 17.8%Monthly Statistics Metric Avg Min Max Open Close Price $31.16 $30.46 $31.56 $31.11 $31.56 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 62.0% 37.0% 130.9% 62.0% 47.8% Expected Move 12.7% 10.0% 17.8% 17.8% 13.7% HV 20d 8.1% 6.0% 8.7% 6.0% 6.4% HV 60d 5.8% 4.5% 6.0% 4.5% 5.9% IV Rank 42.5% 21.6% 99.8% 42.4% 30.6% IV Percentile 83.6% 65.1% 99.6% 93.3% 78.2% Term Structure -4.7% -10.5% 26.1% -10.5% -7.2% Skew 25d 56.0% 31.2% 84.1% 82.6% 68.2% Skew 10d 68.6% 43.9% 86.7% 86.7% 85.5% Call IV 25d 38.5% 31.1% 49.3% 45.9% 42.7% Put IV 25d 94.5% 77.4% 133.5% 128.5% 111.0% Bid-Ask Spread % 153.82 147.55 181.57 180.59 149.27 Gamma HHI 0.30 0.28 0.36 0.35 0.28 Net GEX -1.0K -1.3K -670 -725 -1.2K Net DEX 23.0K 21.4K 25.6K 21.5K 22.6K Net VEX -122 -131 -112 -131 -112 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 2024-08-01 $31.11 $0.00 62.0% 17.8% 6.0% 42.4% 0.0% 82.6% -10.5% -725 21.5K -131 0.00 180.59 N/A N/A 0 0 1 19 2024-08-02 $30.80 $0.00 61.3% 17.6% 6.9% 41.9% 0.0% 84.1% -9.8% -670 21.9K -130 0.00 181.57 N/A N/A 0 0 1 19 2024-08-05 $30.46 $30.00 83.2% 12.1% 7.8% 60.1% 0.0% 37.9% -7.9% -1.1K 25.6K -129 0.00 157.75 N/A N/A 0 0 1 19 2024-08-06 $30.66 $30.00 85.0% 11.9% 8.3% 61.6% 0.0% 31.2% -8.0% -1.0K 24.8K -129 0.00 164.27 N/A N/A 0 0 1 19 2024-08-07 $30.63 $30.00 76.6% 10.2% 8.2% 54.6% 0.0% 46.3% -5.6% -1.2K 25.2K -127 0.00 152.08 N/A N/A 0 0 1 19 2024-08-08 $30.86 $30.00 87.2% 11.2% 8.6% 63.5% 0.0% 38.6% -6.6% -1.0K 24.2K -127 0.00 155.71 N/A N/A 0 0 1 19 2024-08-09 $30.89 $30.00 85.2% 10.0% 8.5% 61.7% 0.0% 49.2% -6.4% -1.1K 24.3K -127 0.00 148.89 N/A N/A 0 0 1 19 2024-08-12 $30.89 $30.00 113.5% 10.8% 8.5% 85.4% 0.0% 48.9% -5.0% -1.1K 24.3K -125 0.00 151.26 N/A N/A 0 0 1 19 2024-08-13 $31.02 $30.00 130.9% 10.9% 8.6% 99.8% 0.0% 49.2% -4.9% -715 21.9K -123 0.00 147.73 N/A N/A 0 0 1 19 2024-08-14 $31.02 $30.00 37.0% 10.6% 8.5% 21.6% 0.0% 52.3% -1.5% -699 22.0K -123 0.00 149.73 N/A N/A 0 0 1 19 2024-08-15 $31.20 $30.00 41.2% 11.8% 8.7% 25.1% 0.0% 50.5% 26.1% -723 21.6K -122 0.00 150.48 N/A N/A 0 0 1 19 2024-08-16 $31.27 $30.00 42.1% 12.1% 8.7% 25.8% 0.0% 51.1% -3.9% -731 21.4K -121 0.00 148.61 N/A N/A 0 0 1 19 2024-08-19 $31.36 $30.00 44.2% 12.7% 8.5% 27.6% 0.0% 55.6% -4.9% -1.2K 23.0K -120 0.00 150.49 N/A N/A 0 0 1 19 2024-08-20 $31.33 $30.00 45.0% 12.9% 8.5% 28.2% 0.0% 56.6% -5.2% -1.3K 23.2K -119 0.00 150.30 N/A N/A 0 0 1 19 2024-08-21 $31.39 $30.00 46.0% 13.2% 8.3% 29.1% 0.0% 55.8% -5.0% -1.2K 22.9K -119 0.00 147.55 N/A N/A 0 0 1 19 2024-08-22 $31.34 $30.00 46.5% 13.3% 8.3% 29.5% 0.0% 58.4% -4.6% -1.2K 23.1K -118 0.00 150.69 N/A N/A 0 0 1 19 2024-08-23 $31.52 $30.00 41.4% 11.9% 8.4% 25.3% 0.0% 59.2% -5.4% -1.2K 22.6K -118 0.00 149.08 N/A N/A 0 0 1 19 2024-08-26 $31.54 $30.00 43.8% 12.6% 8.4% 27.3% 0.0% 61.8% -6.1% -1.2K 22.6K -116 0.00 149.51 N/A N/A 0 0 1 19 2024-08-27 $31.55 $30.00 45.5% 13.0% 8.4% 28.6% 0.0% 62.0% -5.7% -1.2K 22.6K -114 0.00 149.79 N/A N/A 0 0 1 19 2024-08-28 $31.48 $30.00 52.8% 15.1% 8.2% 34.8% 0.0% 65.3% -7.4% -1.2K 22.8K -114 0.00 149.04 N/A N/A 0 0 1 19 2024-08-29 $31.55 $30.00 46.7% 13.4% 7.5% 29.7% 0.0% 66.7% -6.9% -1.2K 22.6K -113 0.00 149.64 N/A N/A 0 0 1 19 2024-08-30 $31.56 $30.00 47.8% 13.7% 6.4% 30.6% 0.0% 68.2% -7.2% -1.2K 22.6K -112 0.00 149.27 N/A N/A 0 0 1 19
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