QQQJ Options History — November 2020

Name: QQQJ Options Analytics - November 2020
Creator: Options Analysis Suite

In November 2020, QQQJ traded between $28.60 and $29.03. ATM implied volatility averaged 21.3%. The 30-day expected move averaged 6.1%. Max pain ranged from $26.00 to $26.00. Net GEX was positive for 3 of 3 trading days. Term structure was in contango for 2 of 3 days. Put/call ratio averaged 0.06.

Notable Days

2020-11-27: Highest Volume — 1,849 contracts
2020-11-27: Largest IV spike — 16.2% change
2020-11-27: Largest Expected Move — 6.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.82	$28.60	$29.03	$28.60	$29.03
Max Pain	$26.00	$26.00	$26.00	$26.00	$26.00
ATM IV	21.3%	19.6%	22.8%	19.6%	21.3%
Expected Move	6.1%	5.6%	6.5%	5.6%	6.1%
Term Structure	0.4%	-0.1%	1.4%	-0.1%	1.4%
VWIV	21.1%	20.0%	22.6%	20.0%	22.6%
Skew 25d	2.1%	1.0%	2.8%	1.0%	2.8%
Skew 10d	6.1%	-1.8%	11.5%	11.5%	8.7%
Call IV 25d	20.9%	19.1%	22.9%	19.1%	22.9%
Put IV 25d	23.0%	20.0%	25.7%	20.0%	25.7%
Bid-Ask Spread %	45.61	24.10	57.25	55.48	57.25
Gamma HHI	0.18	0.18	0.19	0.18	0.19
Net GEX	842.6K	804.9K	869.5K	804.9K	869.5K
Net DEX	-13.9M	-15.0M	-12.8M	-12.8M	-15.0M
Net VEX	-67.1K	-70.8K	-62.5K	-62.5K	-70.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.01	0.13	0.04	0.13
Total Volume	1,232.667	461	1,849	461	1,388
Total OI	12,521.667	12,317	12,724	12,317	12,724

Daily Data (3 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
2020-11-25	$28.60	$26.00	19.6%	5.6%	0.0%	0.0%	20.0%	1.0%	-0.1%	804.9K	-12.8M	-62.5K	0.04	55.48	N/A	N/A	445	16	11,496	821
2020-11-27	$28.84	$26.00	22.8%	6.5%	0.0%	0.0%	20.8%	2.5%	0.1%	853.2K	-13.9M	-68.1K	0.01	24.10	N/A	N/A	1,834	15	11,677	847
2020-11-30	$29.03	$26.00	21.3%	6.1%	0.0%	0.0%	22.6%	2.8%	1.4%	869.5K	-15.0M	-70.8K	0.13	57.25	N/A	N/A	1,233	155	11,860	864