QQQJ Options History — October 2021

In October 2021, QQQJ traded between $32.58 and $35.03. ATM implied volatility averaged 20.5%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 3.1% (HV 20d: 17.4%). Max pain ranged from $33.00 to $34.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 5.37.

Notable Days

  • 2021-10-21: Highest Volume — 12,677 contracts
  • 2021-10-13: Largest IV drop — 19.0% change
  • 2021-10-04: Highest IV Rank — 55.3%
  • 2021-10-04: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.00$32.58$35.03$33.31$34.91
Max Pain$33.43$33.00$34.00$34.00$34.00
ATM IV20.5%16.8%28.1%25.0%17.1%
Expected Move5.8%4.8%7.6%7.2%4.9%
HV 20d17.4%14.2%19.7%16.1%14.8%
HV 60d15.3%14.5%16.1%15.6%14.8%
IV Rank26.6%12.6%55.3%43.6%13.6%
IV Percentile32.7%7.5%78.5%62.0%10.3%
Term Structure1.1%-0.4%2.1%-0.4%1.9%
VWIV22.0%16.7%32.1%22.1%17.4%
Skew 25d6.6%4.8%10.4%10.4%7.1%
Skew 10d14.7%10.3%20.0%20.0%16.3%
Call IV 25d18.0%15.2%23.8%17.4%16.0%
Put IV 25d24.6%20.6%31.7%27.9%23.1%
Bid-Ask Spread %32.5911.6463.6012.2311.64
Gamma HHI0.520.300.770.670.32
Net GEX-1.2M-2.5M-556.4K-631.3K-2.3M
Net DEX8.3M1.5M14.7M9.1M9.2M
Net VEX-178.9K-209.6K-145.7K-145.7K-195.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.370.0642.710.311.70
Total Volume2,160.9056312,6774361,138
Total OI35,299.47623,08150,80423,08150,804

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$33.31$34.0025.0%7.2%16.1%43.6%22.1%10.4%-0.4%-631.3K9.1M-145.7K0.3112.23N/AN/A3331036,06617,015
2021-10-04$32.58$34.0028.1%7.6%17.1%55.3%32.1%7.8%0.0%-718.8K12.2M-152.9K42.7135.41N/AN/A1104,6986,12917,168
2021-10-05$32.94$34.0024.6%7.0%17.9%42.1%25.3%7.9%0.8%-718.5K10.7M-147.8K0.0644.32N/AN/A1,219786,18917,216
2021-10-06$32.91$33.0024.7%7.2%17.6%42.2%24.2%8.2%-0.3%-998.8K14.7M-179.8K1.2730.64N/AN/A1281626,23521,681
2021-10-07$33.48$33.0022.4%6.8%18.9%33.9%22.8%7.6%0.6%-791.7K10.1M-184.8K0.2851.78N/AN/A3691037,51721,740
2021-10-08$33.22$33.0021.2%6.5%18.9%29.0%27.0%7.3%0.8%-887.6K11.0M-183.6K0.0936.97N/AN/A134127,62621,732
2021-10-11$33.12$33.0024.9%6.6%18.7%43.1%23.3%6.1%1.1%-920.5K10.9M-181.3K1.0931.20N/AN/A43477,85021,768
2021-10-12$33.20$33.0025.7%6.7%18.8%46.0%21.4%6.7%1.1%-894.3K10.7M-180.3K1.1745.91N/AN/A29347,88421,778
2021-10-13$33.53$33.0020.8%6.0%19.0%27.6%20.7%6.4%1.3%-882.0K9.3M-181.4K0.2248.99N/AN/A378857,90721,815
2021-10-14$34.00$33.0019.9%5.7%19.7%24.4%20.8%5.1%1.4%-787.7K6.1M-173.9K0.3555.37N/AN/A5181817,93021,838
2021-10-15$34.14$33.0019.5%5.6%19.7%22.8%22.4%4.8%0.6%-708.1K3.8M-165.1K3.9524.38N/AN/A1817158,30421,843
2021-10-18$34.34$33.0018.3%5.2%18.0%18.1%23.6%6.1%1.6%-584.8K3.4M-165.0K30.5926.25N/AN/A2798,5357,56521,435
2021-10-19$34.60$33.0016.9%4.8%18.1%12.8%19.0%4.8%1.8%-556.4K1.5M-165.4K0.9830.24N/AN/A2692647,71522,035
2021-10-20$34.68$33.0016.9%4.8%17.7%12.8%21.9%5.6%1.2%-1.4M4.4M-179.1K1.7663.60N/AN/A4497928,03229,900
2021-10-21$34.96$33.0016.8%4.8%17.4%12.6%28.3%7.3%1.6%-1.2M3.2M-178.7K18.3818.18N/AN/A65412,0238,07229,901
2021-10-22$34.83$34.0017.1%4.9%17.5%13.5%20.0%5.8%1.6%-2.1M9.2M-201.8K1.3057.42N/AN/A9301,2138,13640,833
2021-10-25$35.03$34.0017.4%5.0%17.3%14.8%16.7%6.1%2.1%-1.9M7.0M-195.1K1.7415.19N/AN/A9321,6198,09441,443
2021-10-26$34.80$34.0016.9%4.8%14.2%12.9%17.3%6.0%1.8%-2.4M8.9M-197.8K2.0014.30N/AN/A8341,6678,16542,524
2021-10-27$34.47$34.0019.3%5.5%14.5%21.8%18.0%5.0%0.7%-2.5M11.7M-209.6K1.9114.26N/AN/A8721,6698,22442,486
2021-10-28$34.85$34.0017.4%5.0%14.8%14.9%18.6%6.0%1.4%-2.1M7.4M-192.3K0.8416.06N/AN/A8617198,22742,467
2021-10-29$34.91$34.0017.1%4.9%14.8%13.6%17.4%7.1%1.9%-2.3M9.2M-195.3K1.7011.64N/AN/A4227168,27242,532