QQQJ Options History — June 2021

In June 2021, QQQJ traded between $32.28 and $34.66. ATM implied volatility averaged 19.1%, placing in the 7.0% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 3.6% (HV 20d: 15.5%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.40.

Notable Days

  • 2021-06-02: Highest Volume — 2,855 contracts
  • 2021-06-04: Largest IV drop — 16.4% change
  • 2021-06-03: Highest IV Rank — 18.5%
  • 2021-06-03: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.39$32.28$34.66$32.76$34.45
Max Pain$32.73$30.00$33.00$30.00$33.00
ATM IV19.1%16.3%21.9%20.9%17.2%
Expected Move5.6%4.7%6.7%6.0%4.9%
HV 20d15.5%10.8%24.4%24.4%11.3%
HV 60d20.1%18.0%23.1%23.1%18.0%
IV Rank7.0%0.0%18.5%13.6%3.8%
IV Percentile5.0%0.0%14.0%7.1%3.4%
Term Structure2.4%0.5%3.9%0.5%3.3%
VWIV20.0%17.0%24.1%22.8%17.1%
Skew 25d3.6%1.0%4.9%4.7%1.0%
Skew 10d7.4%0.6%13.5%5.5%0.6%
Call IV 25d18.2%14.8%21.7%18.9%16.9%
Put IV 25d21.8%17.9%24.8%23.7%17.9%
Bid-Ask Spread %18.789.1049.4612.5711.72
Gamma HHI0.270.220.450.320.28
Net GEX2.3M1.1M3.5M2.9M1.7M
Net DEX-32.6M-42.7M-17.4M-39.4M-25.7M
Net VEX-107.0K-137.3K-92.7K-137.3K-97.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.041.600.250.42
Total Volume883.0453972,855686397
Total OI52,640.13622,58170,17867,80324,234

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$32.76$30.0020.9%6.0%24.4%13.6%22.8%4.7%0.5%2.9M-39.4M-137.3K0.2512.57N/AN/A54713948,21219,591
2021-06-02$32.69$30.0019.4%5.6%22.4%7.1%20.0%3.7%2.9%2.5M-36.2M-128.0K0.0811.29N/AN/A2,64820748,18819,626
2021-06-03$32.28$33.0021.9%6.7%23.0%18.5%24.1%3.1%1.3%2.3M-33.0M-128.1K1.5915.48N/AN/A25139850,09319,803
2021-06-04$32.62$33.0018.3%6.0%22.1%2.1%20.7%3.4%1.6%2.4M-36.5M-119.9K0.1932.22N/AN/A4207950,06819,950
2021-06-07$32.77$33.0019.4%6.1%21.1%6.7%21.7%3.7%2.0%2.8M-37.9M-119.3K0.0431.65N/AN/A7683150,13720,041
2021-06-08$32.97$33.0019.4%6.1%19.5%7.1%21.2%4.9%2.0%3.0M-38.6M-116.0K0.3621.36N/AN/A75527049,75320,031
2021-06-09$32.91$33.0021.2%6.1%19.5%14.9%22.1%4.1%2.3%3.1M-38.5M-114.3K0.2414.58N/AN/A63715449,69120,015
2021-06-10$33.27$33.0020.3%5.8%15.9%11.0%20.9%4.2%2.4%3.5M-41.5M-114.3K0.4612.57N/AN/A43720149,50119,959
2021-06-11$33.38$33.0019.5%5.6%15.9%7.3%19.8%3.7%3.3%3.2M-42.0M-110.0K0.3715.07N/AN/A40615049,46820,041
2021-06-14$33.49$33.0020.1%5.8%13.9%10.1%20.0%3.5%2.3%3.3M-42.7M-106.7K0.0411.38N/AN/A6692849,31920,105
2021-06-15$33.10$33.0020.1%5.8%14.8%10.2%20.4%2.9%2.8%2.5M-37.4M-101.6K0.1249.46N/AN/A1,36716249,12420,118
2021-06-16$33.12$33.0020.4%5.9%14.6%11.6%21.4%3.2%2.5%2.5M-37.0M-99.2K1.6025.21N/AN/A32952748,82220,150
2021-06-17$33.34$33.0019.4%5.6%13.9%7.1%21.9%4.6%2.2%1.7M-38.3M-96.4K0.3312.44N/AN/A60920248,68720,345
2021-06-18$33.12$33.0020.5%5.9%11.3%11.8%20.5%4.0%2.0%2.9M-35.5M-92.7K0.139.10N/AN/A1,08414548,33420,334
2021-06-21$33.28$33.0020.3%5.8%11.2%10.8%18.8%3.8%1.3%1.1M-17.4M-93.4K0.3310.36N/AN/A44314519,0643,517
2021-06-22$33.66$33.0017.2%4.9%11.1%0.0%19.7%2.7%2.6%1.2M-19.4M-95.4K0.5013.40N/AN/A56328019,3503,636
2021-06-23$33.80$33.0017.1%4.9%11.0%0.0%17.3%3.6%2.6%1.4M-21.0M-96.6K0.4110.64N/AN/A84934519,8313,595
2021-06-24$34.09$33.0017.2%4.9%10.8%0.2%18.6%2.7%2.7%1.4M-22.4M-96.8K0.3712.06N/AN/A50818819,9123,745
2021-06-25$34.24$33.0017.3%5.0%10.8%0.9%18.1%4.6%3.0%1.5M-23.6M-98.8K0.4139.46N/AN/A30812619,9173,829
2021-06-28$34.60$33.0016.6%4.8%11.2%0.0%17.3%3.6%3.4%1.6M-25.8M-96.5K0.0826.64N/AN/A5354319,9743,903
2021-06-29$34.66$33.0016.3%4.7%11.0%0.0%17.0%3.4%3.9%1.7M-26.8M-96.4K0.5714.48N/AN/A68439320,1503,920
2021-06-30$34.45$33.0017.2%4.9%11.3%3.8%17.1%1.0%3.3%1.7M-25.7M-97.0K0.4211.72N/AN/A28011720,2543,980