QAI Options History — November 2024 In November 2024, QAI traded between $31.93 and $32.62. ATM implied volatility averaged 64.6%, placing in the 43.3% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 60.4% (HV 20d: 4.2%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-11-26 : Largest IV spike — 95.8% change2024-11-12 : Highest IV Rank — 100.0%2024-11-26 : Largest Expected Move — 24.2%Monthly Statistics Metric Avg Min Max Open Close Price $32.30 $31.93 $32.62 $31.93 $32.62 Max Pain $33.00 $33.00 $33.00 $33.00 $33.00 ATM IV 64.6% 39.6% 136.8% 58.2% 46.9% Expected Move 12.9% 9.2% 24.2% 16.7% 13.5% HV 20d 4.2% 3.5% 4.5% 3.5% 4.1% HV 60d 4.4% 4.1% 4.5% 4.3% 4.1% IV Rank 43.3% 22.7% 100.0% 39.3% 27.4% IV Percentile 73.4% 45.6% 100.0% 83.7% 63.9% Term Structure -5.9% -16.2% 9.8% -10.1% -16.2% Skew 25d 60.9% 48.9% 86.5% 86.5% 68.8% Skew 10d 78.4% 63.4% 103.2% 89.4% 93.7% Call IV 25d 26.5% 13.8% 41.7% 41.7% 36.4% Put IV 25d 87.4% 71.5% 128.2% 128.2% 105.2% Bid-Ask Spread % 171.16 168.53 180.61 180.61 168.79 Gamma HHI 0.34 0.33 0.35 0.35 0.34 Net GEX -919 -985 -818 -985 -913 Net DEX 15.0K 14.3K 15.8K 15.8K 14.3K Net VEX -53 -63 -41 -63 -41 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 (20 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 2024-11-01 $31.93 $0.00 58.2% 16.7% 3.5% 39.3% 0.0% 86.5% -10.1% -985 15.8K -63 0.00 180.61 N/A N/A 0 0 1 13 2024-11-04 $31.94 $33.00 65.8% 9.2% 3.5% 45.6% 0.0% 48.9% 2.0% -983 15.8K -61 0.00 170.22 N/A N/A 0 0 1 13 2024-11-05 $32.07 $33.00 70.6% 9.9% 3.7% 49.6% 0.0% 50.2% -11.0% -856 15.5K -61 0.00 172.60 N/A N/A 0 0 1 13 2024-11-06 $32.25 $33.00 78.5% 10.4% 4.2% 56.2% 0.0% 49.4% -6.4% -954 14.9K -60 0.00 172.40 N/A N/A 0 0 1 13 2024-11-07 $32.40 $33.00 84.9% 10.7% 4.5% 61.6% 0.0% 52.0% -6.4% -956 14.5K -59 0.00 170.82 N/A N/A 0 0 1 13 2024-11-08 $32.34 $33.00 90.9% 10.8% 4.3% 66.5% 0.0% 50.7% -6.7% -950 14.7K -58 0.00 171.58 N/A N/A 0 0 1 13 2024-11-11 $32.41 $33.00 121.0% 11.3% 4.3% 91.6% 0.0% 52.7% -7.3% -947 14.6K -56 0.00 171.05 N/A N/A 0 0 1 13 2024-11-12 $32.27 $33.00 136.8% 11.2% 4.5% 100.0% 0.0% 52.9% -7.1% -955 15.0K -55 0.00 170.14 N/A N/A 0 0 1 13 2024-11-13 $32.25 $33.00 39.6% 11.4% 4.3% 22.7% 0.0% 53.6% -7.7% -952 15.0K -55 0.00 171.72 N/A N/A 0 0 1 13 2024-11-14 $32.19 $33.00 40.3% 11.5% 4.4% 23.2% 0.0% 54.0% -4.7% -958 15.2K -54 0.00 170.78 N/A N/A 0 0 1 13 2024-11-15 $32.14 $33.00 40.2% 11.5% 4.4% 23.2% 0.0% 56.9% -4.1% -848 15.5K -53 0.00 172.01 N/A N/A 0 0 1 13 2024-11-18 $32.21 $33.00 42.0% 12.0% 4.3% 24.6% 0.0% 57.3% -4.5% -956 15.2K -51 0.00 171.70 N/A N/A 0 0 1 13 2024-11-19 $32.26 $33.00 42.6% 12.2% 4.3% 25.1% 0.0% 62.8% -4.6% -854 15.2K -50 0.00 170.78 N/A N/A 0 0 1 13 2024-11-20 $32.27 $33.00 44.0% 12.6% 4.2% 26.2% 0.0% 60.1% -5.1% -955 15.1K -49 0.00 170.58 N/A N/A 0 0 1 13 2024-11-21 $32.38 $33.00 45.0% 12.9% 4.3% 27.0% 0.0% 61.5% -5.8% -952 14.8K -49 0.00 169.84 N/A N/A 0 0 1 13 2024-11-22 $32.51 $33.00 72.3% 20.7% 4.4% 48.6% 0.0% 81.0% 9.8% -851 14.8K -48 0.00 169.42 N/A N/A 0 0 1 13 2024-11-25 $32.57 $33.00 43.2% 12.4% 4.4% 24.4% 0.0% 70.2% -14.9% -818 14.6K -45 0.00 170.47 N/A N/A 0 0 1 13 2024-11-26 $32.53 $33.00 84.5% 24.2% 4.4% 57.8% 0.0% 83.1% -3.0% -819 14.7K -44 0.00 169.06 N/A N/A 0 0 1 13 2024-11-27 $32.53 $33.00 45.0% 12.9% 4.4% 25.9% 0.0% 65.6% -3.3% -917 14.5K -43 0.00 168.53 N/A N/A 0 0 1 13 2024-11-29 $32.62 $33.00 46.9% 13.5% 4.1% 27.4% 0.0% 68.8% -16.2% -913 14.3K -41 0.00 168.79 N/A N/A 0 0 1 13
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