QQQJ Options History — January 2021

Name: QQQJ Options Analytics - January 2021
Creator: Options Analysis Suite

In January 2021, QQQJ traded between $30.38 and $33.06. ATM implied volatility averaged 29.5%. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 12.3% (HV 20d: 17.2%). Max pain ranged from $29.00 to $31.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.10.

Notable Days

2021-01-04: Highest Volume — 9,724 contracts
2021-01-27: Largest IV spike — 24.4% change
2021-01-29: Largest Expected Move — 10.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.15	$30.38	$33.06	$30.38	$31.41
Max Pain	$30.05	$29.00	$31.00	$29.00	$31.00
ATM IV	29.5%	22.9%	37.7%	31.2%	37.7%
Expected Move	8.7%	7.8%	10.8%	8.2%	10.8%
HV 20d	17.2%	14.4%	23.2%	14.4%	23.2%
Term Structure	2.5%	-2.9%	4.9%	4.0%	-2.9%
VWIV	30.2%	26.9%	36.1%	28.8%	34.5%
Skew 25d	3.5%	0.0%	10.8%	2.9%	3.6%
Skew 10d	1.8%	-6.4%	9.3%	-5.5%	7.5%
Call IV 25d	29.3%	22.7%	36.3%	28.4%	34.9%
Put IV 25d	32.8%	29.9%	38.9%	31.2%	38.5%
Bid-Ask Spread %	50.16	40.19	60.03	60.03	45.20
Gamma HHI	0.30	0.23	0.37	0.28	0.32
Net GEX	4.3M	3.1M	5.9M	3.4M	3.1M
Net DEX	-80.1M	-99.2M	-56.5M	-56.5M	-62.5M
Net VEX	-387.7K	-408.5K	-345.2K	-360.8K	-345.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.01	0.99	0.99	0.07
Total Volume	4,559.263	1,938	9,724	9,724	2,836
Total OI	68,939.368	61,115	77,048	69,672	61,203

Daily Data (19 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
2021-01-04	$30.38	$29.00	31.2%	8.2%	14.4%	0.0%	28.8%	2.9%	4.0%	3.4M	-56.5M	-360.8K	0.99	60.03	N/A	N/A	4,886	4,838	65,787	3,885
2021-01-05	$30.82	$29.00	27.2%	8.2%	14.6%	0.0%	27.4%	6.8%	3.2%	3.4M	-59.2M	-365.1K	0.06	56.24	N/A	N/A	2,250	135	65,297	8,847
2021-01-06	$31.05	$29.00	25.6%	7.8%	14.7%	0.0%	26.9%	10.8%	2.4%	4.1M	-64.3M	-367.3K	0.03	59.54	N/A	N/A	3,535	108	65,619	8,872
2021-01-07	$31.89	$29.00	22.9%	7.8%	17.2%	0.0%	27.7%	3.8%	1.8%	5.1M	-80.0M	-389.5K	0.05	40.19	N/A	N/A	7,376	363	65,665	8,833
2021-01-08	$32.20	$30.00	26.4%	8.5%	15.7%	0.0%	29.7%	2.0%	2.7%	5.5M	-87.0M	-395.1K	0.01	42.25	N/A	N/A	6,673	79	66,297	8,938
2021-01-11	$32.26	$30.00	30.6%	8.9%	15.4%	0.0%	31.2%	3.2%	2.9%	5.4M	-90.2M	-405.4K	0.04	49.40	N/A	N/A	5,840	214	66,734	8,985
2021-01-12	$32.58	$30.00	25.3%	9.0%	15.5%	0.0%	31.9%	3.8%	3.5%	5.8M	-94.8M	-400.3K	0.04	47.27	N/A	N/A	4,116	154	66,549	9,115
2021-01-13	$32.50	$30.00	29.7%	8.5%	15.7%	0.0%	29.1%	3.6%	3.0%	5.7M	-93.5M	-398.5K	0.01	40.98	N/A	N/A	3,759	22	66,771	9,133
2021-01-14	$32.81	$30.00	31.2%	8.9%	15.7%	0.0%	30.4%	3.2%	1.9%	5.9M	-99.2M	-406.0K	0.01	42.98	N/A	N/A	6,403	70	66,789	9,147
2021-01-15	$32.28	$30.00	30.8%	8.8%	17.3%	0.0%	31.3%	2.7%	4.9%	4.5M	-90.4M	-406.7K	0.04	44.92	N/A	N/A	3,765	150	67,935	9,113
2021-01-19	$32.72	$30.00	29.9%	8.6%	17.4%	0.0%	30.3%	0.5%	4.5%	3.8M	-83.4M	-397.4K	0.08	46.34	N/A	N/A	2,744	233	59,680	2,412
2021-01-20	$33.06	$30.00	29.1%	8.3%	17.6%	0.0%	29.2%	0.0%	1.1%	4.0M	-88.6M	-408.3K	0.15	54.93	N/A	N/A	3,328	487	60,081	2,608
2021-01-21	$33.03	$30.00	28.6%	8.2%	17.6%	0.0%	28.6%	4.5%	0.6%	4.1M	-87.5M	-406.6K	0.03	55.48	N/A	N/A	1,876	62	60,362	2,837
2021-01-22	$33.03	$30.00	28.1%	8.1%	17.2%	0.0%	28.9%	2.6%	1.6%	3.9M	-87.5M	-408.5K	0.10	51.99	N/A	N/A	2,419	246	60,277	2,871
2021-01-25	$32.81	$31.00	29.4%	8.4%	17.5%	0.0%	30.0%	4.4%	3.6%	4.0M	-83.2M	-393.0K	0.10	56.66	N/A	N/A	4,646	442	60,067	3,042
2021-01-26	$32.40	$31.00	29.3%	8.4%	18.1%	0.0%	29.7%	3.6%	1.3%	3.8M	-77.5M	-385.1K	0.08	55.92	N/A	N/A	3,419	261	59,236	3,256
2021-01-27	$31.44	$31.00	36.5%	10.5%	21.0%	0.0%	36.1%	2.6%	4.7%	3.1M	-67.6M	-372.4K	0.07	46.28	N/A	N/A	6,371	465	59,027	3,463
2021-01-28	$32.09	$31.00	31.7%	9.1%	21.8%	0.0%	32.0%	2.4%	3.6%	3.4M	-69.1M	-355.0K	0.04	56.50	N/A	N/A	1,977	78	57,289	3,826
2021-01-29	$31.41	$31.00	37.7%	10.8%	23.2%	0.0%	34.5%	3.6%	-2.9%	3.1M	-62.5M	-345.2K	0.07	45.20	N/A	N/A	2,662	174	57,318	3,885