QAI Options History — December 2024 In December 2024, QAI traded between $31.43 and $32.70. ATM implied volatility averaged 55.5%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 51.0% (HV 20d: 4.5%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-23 : Largest IV spike — 101.9% change2024-12-27 : Highest IV Rank — 67.9%2024-12-27 : Largest Expected Move — 27.8%Monthly Statistics Metric Avg Min Max Open Close Price $32.37 $31.43 $32.70 $32.62 $31.43 Max Pain $33.00 $33.00 $33.00 $33.00 $33.00 ATM IV 55.5% 32.6% 97.0% 50.8% 61.5% Expected Move 15.2% 9.3% 27.8% 14.6% 17.6% HV 20d 4.5% 3.0% 9.4% 4.1% 9.4% HV 60d 4.2% 3.7% 6.5% 3.9% 6.4% IV Rank 34.3% 15.8% 67.9% 30.6% 39.2% IV Percentile 67.6% 33.3% 97.6% 70.6% 81.7% Term Structure -7.5% -18.4% -2.3% -17.8% -11.4% Skew 25d 41.1% -1.5% 79.1% 77.5% 74.0% Skew 10d 47.2% 0.4% 107.9% 101.3% 78.4% Call IV 25d 30.4% 13.8% 47.5% 39.5% 47.5% Put IV 25d 71.5% 12.8% 121.5% 117.0% 121.5% Bid-Ask Spread % 188.41 167.62 199.04 168.15 177.55 Gamma HHI 0.39 0.33 1.00 0.33 1.00 Net GEX -826 -3.7K 0 -870 0 Net DEX 10.2K 0 18.1K 14.5K 0 Net VEX -17 -38 0 -38 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 9.857 0 14 14 0
Daily Data (21 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 2024-12-02 $32.62 $33.00 50.8% 14.6% 4.1% 30.6% 0.0% 77.5% -17.8% -870 14.5K -38 0.00 168.15 N/A N/A 0 0 1 13 2024-12-03 $32.61 $33.00 52.3% 15.0% 4.1% 31.8% 0.0% 76.5% -18.4% -917 14.3K -37 0.00 167.62 N/A N/A 0 0 1 13 2024-12-04 $32.67 $33.00 53.9% 15.5% 4.0% 33.1% 0.0% 79.1% -6.7% -915 14.2K -36 0.00 167.64 N/A N/A 0 0 1 13 2024-12-05 $32.67 $0.00 55.7% 9.8% 3.6% 34.5% 0.0% 47.9% -5.2% -1.0K 14.0K -35 0.00 199.04 N/A N/A 0 0 1 13 2024-12-06 $32.69 $0.00 57.1% 10.0% 3.3% 35.6% 0.0% 46.6% -5.3% -1.0K 13.9K -33 0.00 192.88 N/A N/A 0 0 1 13 2024-12-09 $32.69 $0.00 64.4% 17.6% 3.2% 41.5% 0.0% -0.6% -2.3% -919 14.2K -30 0.00 194.16 N/A N/A 0 0 1 13 2024-12-10 $32.60 $0.00 67.0% 17.8% 3.3% 43.6% 0.0% -1.0% -2.4% -935 14.4K -28 0.00 192.99 N/A N/A 0 0 1 13 2024-12-11 $32.70 $0.00 37.0% 10.6% 3.0% 19.4% 0.0% 49.4% -6.1% -1.0K 13.9K -27 0.00 193.70 N/A N/A 0 0 1 13 2024-12-12 $32.61 $0.00 37.5% 10.8% 3.2% 19.8% 0.0% -1.1% -6.5% -897 14.5K -25 0.00 193.61 N/A N/A 0 0 1 13 2024-12-13 $32.56 $0.00 38.1% 10.9% 3.1% 20.2% 0.0% 50.2% -6.8% -930 14.6K -24 0.00 192.25 N/A N/A 0 0 1 13 2024-12-16 $32.59 $0.00 32.6% 9.3% 3.0% 15.8% 0.0% -1.0% -2.8% -939 14.5K -18 0.00 198.70 N/A N/A 0 0 1 13 2024-12-17 $32.48 $0.00 44.7% 12.8% 3.3% 25.6% 0.0% -1.3% -8.4% -947 14.8K -16 0.00 192.56 N/A N/A 0 0 1 13 2024-12-18 $32.14 $0.00 81.6% 23.4% 5.1% 55.4% 0.0% 55.4% -7.7% -1.1K 18.0K -12 0.00 194.28 N/A N/A 0 0 0 13 2024-12-19 $32.10 $0.00 43.2% 12.4% 5.1% 24.4% 0.0% 53.7% -5.1% -1.2K 18.1K -8 0.00 192.15 N/A N/A 0 0 0 13 2024-12-20 $32.17 $0.00 43.9% 12.6% 5.0% 24.9% 0.0% -1.5% -5.1% -3.7K 7.0K 0 0.00 189.92 N/A N/A 0 0 0 13 2024-12-23 $32.20 $0.00 88.6% 25.4% 4.7% 61.1% 0.0% 0.6% -6.5% 0 0 0 0.00 191.83 N/A N/A 0 0 0 0 2024-12-24 $32.27 $0.00 48.3% 13.9% 4.8% 28.5% 0.0% 59.6% -7.2% 0 0 0 0.00 192.08 N/A N/A 0 0 0 0 2024-12-26 $32.32 $0.00 50.9% 14.6% 4.8% 30.6% 0.0% 65.3% -7.6% 0 0 0 0.00 192.05 N/A N/A 0 0 0 0 2024-12-27 $32.18 $0.00 97.0% 27.8% 5.0% 67.9% 0.0% 66.2% -8.3% 0 0 0 0.00 191.66 N/A N/A 0 0 0 0 2024-12-30 $31.44 $0.00 58.9% 16.9% 9.4% 37.0% 0.0% 67.0% -9.4% 0 0 0 0.00 181.78 N/A N/A 0 0 0 0 2024-12-31 $31.43 $0.00 61.5% 17.6% 9.4% 39.2% 0.0% 74.0% -11.4% 0 0 0 0.00 177.55 N/A N/A 0 0 0 0
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