QQQJ Options History — April 2021

In April 2021, QQQJ traded between $32.32 and $33.90. ATM implied volatility averaged 22.8%. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 1.3% (HV 20d: 21.5%). Max pain ranged from $32.00 to $33.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.52.

Notable Days

  • 2021-04-22: Highest Volume — 12,491 contracts
  • 2021-04-12: Largest IV spike — 15.2% change
  • 2021-04-20: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.99$32.32$33.90$32.32$32.95
Max Pain$32.95$32.00$33.00$32.00$33.00
ATM IV22.8%20.0%24.7%22.0%22.5%
Expected Move6.7%6.1%7.1%6.3%6.5%
HV 20d21.5%16.0%27.9%27.9%16.5%
HV 60d26.4%25.1%27.1%27.1%25.3%
Term Structure0.8%-0.2%2.5%2.5%1.3%
VWIV23.2%21.1%24.6%22.9%23.3%
Skew 25d2.6%0.1%5.4%1.5%2.6%
Skew 10d5.3%-0.7%12.5%11.2%3.3%
Call IV 25d22.6%20.1%24.5%23.3%21.8%
Put IV 25d25.2%22.8%27.4%24.9%24.5%
Bid-Ask Spread %25.679.2738.109.2716.84
Gamma HHI0.350.300.410.360.30
Net GEX3.5M3.0M4.0M3.0M3.0M
Net DEX-55.1M-65.4M-43.0M-47.8M-49.6M
Net VEX-270.4K-292.1K-238.2K-292.0K-266.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.013.950.170.06
Total Volume2,389.33337412,4911,087664
Total OI68,402.14360,61272,28468,94771,375

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$32.32$32.0022.0%6.3%27.9%0.0%22.9%1.5%2.5%3.0M-47.8M-292.0K0.179.27N/AN/A93115658,70510,242
2021-04-05$32.44$33.0023.9%7.0%27.8%0.0%24.6%1.3%0.2%3.1M-49.2M-279.4K2.1730.47N/AN/A8871,92958,72910,255
2021-04-06$32.80$33.0023.9%6.9%27.3%0.0%24.2%2.3%0.4%3.6M-57.0M-292.1K0.2223.77N/AN/A2,50254658,6799,265
2021-04-07$32.40$33.0022.3%6.9%25.5%0.0%24.1%0.1%1.0%3.2M-50.5M-277.8K0.2028.97N/AN/A81115959,5119,488
2021-04-08$32.76$33.0022.0%6.8%25.8%0.0%24.0%2.2%-0.0%3.6M-55.4M-286.7K0.2121.66N/AN/A1,44130759,9539,550
2021-04-09$32.72$33.0020.0%6.6%23.0%0.0%23.0%2.2%0.9%3.5M-52.9M-272.6K0.1821.18N/AN/A4588460,2299,667
2021-04-12$32.66$33.0023.0%6.9%23.0%0.0%24.1%2.8%-0.2%3.4M-53.2M-268.7K0.3718.62N/AN/A42215560,0209,622
2021-04-13$33.07$33.0021.7%6.7%23.0%0.0%24.0%0.8%1.1%4.0M-61.0M-285.9K0.8930.98N/AN/A1,2711,13759,9949,639
2021-04-14$32.77$33.0023.8%6.8%23.2%0.0%24.3%1.5%0.7%3.5M-54.4M-266.0K0.3030.42N/AN/A85326060,0829,771
2021-04-15$33.17$33.0023.8%6.8%23.6%0.0%22.9%1.6%-0.1%3.9M-60.8M-273.0K0.1138.10N/AN/A6967859,8579,908
2021-04-16$33.22$33.0021.3%6.1%21.5%0.0%21.6%1.1%1.8%3.9M-61.3M-268.2K0.0835.43N/AN/A6,59851759,7559,928
2021-04-19$32.69$33.0023.3%6.7%21.5%0.0%23.8%3.3%0.8%3.4M-50.1M-247.8K0.8231.47N/AN/A2,6682,19453,2667,346
2021-04-20$32.36$33.0024.7%7.1%21.7%0.0%24.4%4.3%0.0%3.0M-43.0M-238.2K0.2611.21N/AN/A86922251,7559,148
2021-04-21$32.89$33.0023.5%6.7%20.7%0.0%23.4%3.1%0.2%3.4M-50.6M-248.3K0.0120.65N/AN/A3,8325051,7309,301
2021-04-22$33.06$33.0024.5%7.0%16.7%0.0%23.7%3.5%0.6%3.6M-55.1M-264.9K3.9527.32N/AN/A2,5239,96852,7489,336
2021-04-23$33.47$33.0023.6%6.8%16.9%0.0%21.1%4.8%0.7%3.7M-58.5M-277.8K0.2917.92N/AN/A1,62747053,11819,166
2021-04-26$33.90$33.0022.5%6.5%17.1%0.0%21.9%5.4%1.1%3.9M-65.1M-270.2K0.1135.61N/AN/A7197952,33519,292
2021-04-27$33.88$33.0022.3%6.4%16.5%0.0%22.7%4.2%1.1%3.9M-65.4M-276.5K0.0628.78N/AN/A1,0005752,20419,298
2021-04-28$33.75$33.0021.9%6.3%16.5%0.0%22.1%3.7%1.1%3.9M-61.7M-262.5K0.2422.43N/AN/A3027251,85119,289
2021-04-29$33.41$33.0023.3%6.7%16.0%0.0%22.0%2.9%1.2%3.6M-54.9M-262.9K0.2037.98N/AN/A55011251,69319,345
2021-04-30$32.95$33.0022.5%6.5%16.5%0.0%23.3%2.6%1.3%3.0M-49.6M-266.0K0.0616.84N/AN/A6263851,54519,830