QQQJ Options History — July 2021

In July 2021, QQQJ traded between $32.68 and $34.49. ATM implied volatility averaged 19.2%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 5.6% (HV 20d: 13.7%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 2.15.

Notable Days

  • 2021-07-01: Highest Volume — 1,485 contracts
  • 2021-07-20: Largest IV drop — 18.8% change
  • 2021-07-19: Highest IV Rank — 30.8%
  • 2021-07-19: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.89$32.68$34.49$34.40$33.90
Max Pain$33.00$33.00$33.00$33.00$33.00
ATM IV19.2%17.1%23.6%17.1%17.6%
Expected Move5.6%4.9%6.8%4.9%5.1%
HV 20d13.7%9.6%17.9%10.0%17.9%
HV 60d17.8%17.5%18.4%17.8%17.6%
IV Rank12.3%3.2%30.8%3.2%5.5%
IV Percentile12.1%1.3%42.5%1.3%5.9%
Term Structure1.9%0.7%3.3%2.7%2.9%
VWIV19.8%14.8%25.0%16.4%18.7%
Skew 25d4.4%2.0%6.2%2.0%5.9%
Skew 10d9.3%-0.6%17.8%-0.6%17.8%
Call IV 25d17.9%13.1%21.3%16.1%17.1%
Put IV 25d22.3%17.7%27.3%18.1%22.9%
Bid-Ask Spread %21.117.0858.2911.8647.80
Gamma HHI0.320.270.390.290.34
Net GEX1.4M205.5K1.7M1.6M1.5M
Net DEX-20.4M-25.5M-12.9M-25.1M-20.3M
Net VEX-84.4K-98.0K-77.9K-98.0K-81.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.150.0221.600.020.09
Total Volume730.9521591,4851,485909
Total OI25,050.95223,66426,73524,42626,695

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$34.40$33.0017.1%4.9%10.0%3.2%16.4%2.0%2.7%1.6M-25.1M-98.0K0.0211.86N/AN/A1,4582720,3404,086
2021-07-02$34.49$33.0017.1%4.9%9.6%3.4%14.9%4.6%2.4%1.7M-25.5M-95.1K0.767.08N/AN/A19514820,1544,097
2021-07-06$34.42$33.0018.5%6.0%9.7%9.3%19.5%3.4%1.1%1.6M-24.7M-91.0K0.6913.95N/AN/A29320120,1304,200
2021-07-07$34.24$33.0019.2%6.0%10.0%12.3%20.9%3.7%1.2%1.5M-23.2M-90.0K0.7421.36N/AN/A54840720,1514,335
2021-07-08$33.86$33.0021.6%6.3%10.9%22.5%21.9%4.0%1.3%1.3M-21.0M-89.5K0.7516.68N/AN/A25319020,2194,497
2021-07-09$34.34$33.0019.3%6.0%11.3%12.4%19.4%4.3%0.8%1.6M-23.7M-87.8K2.0615.84N/AN/A5210720,2094,509
2021-07-12$34.30$33.0019.1%5.8%11.4%11.8%20.2%4.0%1.3%1.6M-23.5M-85.7K0.8411.45N/AN/A16513920,2074,560
2021-07-13$34.06$33.0021.1%5.9%11.7%20.3%21.3%2.8%1.6%1.5M-22.0M-84.8K0.8016.15N/AN/A1018120,2164,642
2021-07-14$33.53$33.0019.9%5.7%12.4%15.2%20.5%3.0%0.7%1.2M-18.1M-81.8K0.5143.70N/AN/A72636720,2104,721
2021-07-15$33.11$33.0020.8%6.0%13.2%18.7%21.2%3.1%1.1%883.0K-14.8M-79.4K1.7930.14N/AN/A44579820,6284,885
2021-07-16$32.93$33.0021.1%6.1%13.1%20.3%19.5%3.8%1.4%205.5K-13.3M-80.2K4.0110.84N/AN/A2701,08320,8935,290
2021-07-19$32.68$33.0023.6%6.8%13.2%30.8%25.0%6.0%0.7%1.1M-12.9M-77.9K1.3339.81N/AN/A50667419,9333,731
2021-07-20$33.56$33.0019.2%5.5%16.3%12.0%20.5%4.8%2.7%1.3M-17.5M-80.8K0.1310.26N/AN/A3774920,0773,937
2021-07-21$33.84$33.0018.9%5.4%16.0%10.9%19.4%4.3%3.0%1.5M-19.3M-79.8K0.6658.29N/AN/A20413520,2773,944
2021-07-22$33.87$33.0017.9%5.1%16.0%6.9%24.5%5.1%3.3%1.5M-20.2M-81.7K21.607.62N/AN/A551,18820,4084,070
2021-07-23$34.25$33.0017.7%5.1%16.2%5.8%21.5%4.8%2.9%1.7M-22.8M-86.5K1.1211.77N/AN/A31935620,4295,001
2021-07-26$34.06$33.0018.6%5.3%16.2%9.6%17.6%5.5%1.9%1.5M-20.8M-80.8K0.0532.78N/AN/A4602120,4295,001
2021-07-27$33.57$33.0019.2%5.5%16.5%12.3%20.6%5.9%2.7%1.3M-17.1M-78.5K0.7211.41N/AN/A58842220,6705,317
2021-07-28$34.19$33.0018.5%5.3%17.9%9.1%16.9%5.3%2.3%1.6M-22.1M-81.0K0.1314.29N/AN/A3294320,9045,333
2021-07-29$34.12$33.0017.5%5.0%17.8%5.1%14.8%6.2%2.4%1.6M-21.5M-80.4K6.3410.14N/AN/A9057121,1705,565
2021-07-30$33.90$33.0017.6%5.1%17.9%5.5%18.7%5.9%2.9%1.5M-20.3M-81.6K0.0947.80N/AN/A8347521,1065,589