QAI Options History — October 2024 In October 2024, QAI traded between $31.93 and $32.24. ATM implied volatility averaged 51.9%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 48.1% (HV 20d: 3.8%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days.
Notable Days 2024-10-22 : Largest IV spike — 91.4% change2024-10-22 : Highest IV Rank — 66.0%2024-10-22 : Largest Expected Move — 25.9%Monthly Statistics Metric Avg Min Max Open Close Price $32.08 $31.93 $32.24 $32.02 $31.93 ATM IV 51.9% 37.7% 90.3% 54.7% 56.3% Expected Move 13.9% 9.6% 25.9% 15.7% 16.1% HV 20d 3.8% 3.5% 4.4% 4.3% 3.7% HV 60d 5.9% 4.4% 6.3% 6.3% 4.5% IV Rank 34.0% 22.1% 66.0% 36.3% 37.7% IV Percentile 73.4% 52.4% 97.6% 82.9% 81.7% Term Structure -5.8% -12.4% 1.0% -7.6% -9.5% Skew 25d 63.5% 39.2% 83.5% 77.5% 83.5% Skew 10d 66.9% 40.8% 96.5% 91.1% 86.4% Call IV 25d 31.2% 23.1% 40.3% 39.2% 40.3% Put IV 25d 94.8% 71.9% 123.8% 116.7% 123.8% Bid-Ask Spread % 182.22 174.34 184.97 177.09 180.66 Gamma HHI 0.34 0.34 0.34 0.34 0.34 Net GEX -837 -949 -351 -847 -860 Net DEX 15.2K 14.3K 15.8K 15.2K 15.8K Net VEX -73 -81 -64 -81 -64 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 14 14 14 14 14
Daily Data (23 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 2024-10-01 $32.02 $0.00 54.7% 15.7% 4.3% 36.3% 0.0% 77.5% -7.6% -847 15.2K -81 0.00 177.09 N/A N/A 0 0 1 13 2024-10-02 $32.06 $0.00 54.4% 15.6% 4.3% 36.1% 0.0% 81.8% -7.6% -857 15.1K -80 0.00 174.34 N/A N/A 0 0 1 13 2024-10-03 $31.98 $0.00 57.8% 10.0% 4.4% 38.9% 0.0% 50.6% -2.9% -834 15.4K -80 0.00 184.22 N/A N/A 0 0 1 13 2024-10-04 $32.08 $0.00 60.2% 9.6% 3.8% 40.9% 0.0% 51.1% 1.0% -845 15.1K -79 0.00 182.34 N/A N/A 0 0 1 13 2024-10-07 $32.02 $0.00 67.4% 20.0% 3.8% 46.9% 0.0% 53.4% -3.5% -831 15.3K -78 0.00 184.04 N/A N/A 0 0 1 13 2024-10-08 $31.98 $0.00 70.7% 10.7% 3.9% 49.7% 0.0% 51.8% -3.5% -834 15.4K -77 0.00 184.97 N/A N/A 0 0 1 13 2024-10-09 $32.03 $0.00 37.7% 10.8% 3.9% 22.1% 0.0% 54.8% -3.5% -825 15.3K -77 0.00 181.02 N/A N/A 0 0 1 13 2024-10-10 $32.05 $0.00 38.2% 10.9% 3.8% 22.6% 0.0% 53.4% -3.6% -937 15.2K -75 0.00 182.44 N/A N/A 0 0 1 13 2024-10-11 $32.19 $0.00 40.2% 11.5% 3.8% 24.2% 0.0% 57.0% -4.9% -351 14.3K -76 0.00 182.94 N/A N/A 0 0 1 13 2024-10-14 $32.23 $0.00 42.3% 12.1% 3.8% 26.0% 0.0% 57.0% -5.1% -829 14.9K -73 0.00 183.20 N/A N/A 0 0 1 13 2024-10-15 $32.13 $0.00 42.4% 12.2% 4.1% 26.1% 0.0% 57.7% -5.1% -823 15.2K -74 0.00 183.50 N/A N/A 0 0 1 13 2024-10-16 $32.24 $0.00 43.7% 12.5% 4.2% 27.1% 0.0% 59.6% -5.9% -822 14.9K -72 0.00 182.67 N/A N/A 0 0 1 13 2024-10-17 $32.20 $0.00 44.1% 12.6% 3.7% 27.5% 0.0% 60.4% -5.6% -927 14.9K -72 0.00 183.29 N/A N/A 0 0 1 13 2024-10-18 $32.23 $0.00 45.2% 13.0% 3.7% 28.4% 0.0% 63.0% -5.9% -829 15.0K -71 0.00 182.31 N/A N/A 0 0 1 13 2024-10-21 $32.14 $0.00 47.2% 13.5% 3.8% 30.1% 0.0% 67.5% -6.0% -827 15.2K -70 0.00 182.02 N/A N/A 0 0 1 13 2024-10-22 $32.11 $0.00 90.3% 25.9% 3.8% 66.0% 0.0% 69.2% -6.1% -949 15.2K -69 0.00 182.95 N/A N/A 0 0 1 13 2024-10-23 $32.02 $0.00 45.4% 13.0% 3.9% 28.6% 0.0% 67.8% -6.1% -865 15.5K -69 0.00 181.76 N/A N/A 0 0 1 13 2024-10-24 $32.00 $0.00 46.5% 13.3% 3.5% 29.5% 0.0% 39.2% -6.5% -903 15.5K -68 0.00 183.05 N/A N/A 0 0 1 13 2024-10-25 $31.99 $0.00 49.6% 14.2% 3.5% 32.1% 0.0% 69.6% -6.8% -846 15.6K -68 0.00 183.55 N/A N/A 0 0 1 13 2024-10-28 $32.09 $0.00 51.2% 14.7% 3.6% 33.5% 0.0% 75.0% -7.5% -868 15.4K -66 0.00 182.06 N/A N/A 0 0 1 13 2024-10-29 $32.08 $0.00 55.0% 15.8% 3.6% 36.6% 0.0% 79.3% -12.4% -867 15.4K -65 0.00 182.06 N/A N/A 0 0 1 13 2024-10-30 $32.05 $0.00 54.4% 15.6% 3.6% 36.1% 0.0% 81.2% -8.5% -872 15.5K -65 0.00 184.64 N/A N/A 0 0 1 13 2024-10-31 $31.93 $0.00 56.3% 16.1% 3.7% 37.7% 0.0% 83.5% -9.5% -860 15.8K -64 0.00 180.66 N/A N/A 0 0 1 13
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