QQQJ Options History — January 2022

In January 2022, QQQJ traded between $27.87 and $33.40. ATM implied volatility averaged 28.4%, placing in the 56.4% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 7.0% (HV 20d: 21.4%). Max pain ranged from $29.79 to $32.79. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 14.74.

Notable Days

  • 2022-01-31: Highest Volume — 18,083 contracts
  • 2022-01-31: Largest IV drop — 24.4% change
  • 2022-01-26: Highest IV Rank — 97.3%
  • 2022-01-26: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.46$27.87$33.40$33.40$29.45
Max Pain$31.34$29.79$32.79$32.79$29.79
ATM IV28.4%17.8%39.3%17.8%27.0%
Expected Move8.2%5.1%11.3%5.1%7.7%
HV 20d21.4%19.4%27.0%21.9%27.0%
HV 60d20.9%18.9%23.6%18.9%23.6%
IV Rank56.4%16.2%97.3%16.2%51.0%
IV Percentile74.8%17.1%99.6%17.1%77.4%
Term Structure-0.7%-4.7%2.3%1.8%0.0%
VWIV28.3%18.0%38.5%19.0%30.8%
Skew 25d8.2%3.6%11.8%5.3%8.8%
Skew 10d15.3%5.8%25.3%13.4%14.9%
Call IV 25d24.6%16.8%32.3%16.8%25.5%
Put IV 25d32.9%22.1%43.7%22.1%34.3%
Bid-Ask Spread %27.3310.3454.0424.1054.04
Gamma HHI0.630.500.780.500.53
Net GEX-1.1M-1.9M-389.0K-664.1K-503.5K
Net DEX16.2M1.6M33.7M1.6M8.7M
Net VEX-102.8K-130.0K-41.0K-117.1K-52.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio14.740.1463.520.6151.41
Total Volume6,101.636718,08339618,083
Total OI25,559.515,18329,22628,32815,709

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$33.40$32.7917.8%5.1%21.9%16.2%19.0%5.3%1.8%-664.1K1.6M-117.1K0.6124.10N/AN/A2461507,52620,802
2022-01-04$33.09$32.7919.4%5.6%22.1%22.4%18.0%5.5%2.3%-797.1K3.9M-116.1K0.4312.15N/AN/A2561117,56120,832
2022-01-05$31.88$32.7922.9%6.6%22.8%35.6%22.2%3.6%1.5%-1.1M10.9M-128.4K0.6510.34N/AN/A3432227,74920,851
2022-01-06$31.82$31.7924.3%7.2%22.0%40.7%24.8%7.7%0.2%-1.1M11.8M-127.9K0.6037.95N/AN/A4262547,82320,906
2022-01-07$31.55$31.7922.9%7.1%21.2%35.6%24.7%7.9%0.3%-1.3M13.7M-130.0K0.4918.27N/AN/A4292127,73821,012
2022-01-10$31.40$31.7924.4%7.2%21.2%41.4%24.9%9.0%-0.2%-1.3M15.8M-126.6K0.3819.06N/AN/A9023457,77721,031
2022-01-11$31.89$31.7923.7%6.9%22.2%38.4%23.6%8.3%0.3%-1.1M11.3M-124.7K0.4918.61N/AN/A6122988,07721,144
2022-01-12$31.86$31.7923.5%6.7%21.2%37.7%23.1%7.4%1.0%-1.2M11.5M-123.1K0.8219.34N/AN/A3813127,94821,177
2022-01-13$31.17$31.7927.0%7.7%21.6%50.9%25.9%8.0%-0.2%-1.4M16.3M-125.9K0.1415.71N/AN/A1,3461867,94521,218
2022-01-14$31.03$31.7926.1%7.5%21.3%47.6%26.4%8.7%-0.2%-1.6M18.8M-122.6K0.2218.39N/AN/A1,6873747,36321,260
2022-01-18$30.21$31.7930.4%8.7%22.5%63.8%28.4%6.6%-1.2%-1.7M24.0M-119.9K0.7915.40N/AN/A3422697,63721,333
2022-01-19$30.03$31.7929.5%8.4%21.8%60.3%27.8%7.7%-0.5%-1.9M25.4M-119.6K1.2218.51N/AN/A3354107,65621,362
2022-01-20$29.70$31.7929.1%8.3%19.9%59.0%28.9%6.1%0.9%-1.9M28.4M-116.5K0.7715.90N/AN/A2812157,64321,499
2022-01-21$28.91$31.7934.8%10.0%20.8%80.6%33.1%8.8%-2.7%-1.7M33.7M-109.4K9.7538.79N/AN/A4734,6107,71221,514
2022-01-24$28.93$29.7936.8%10.6%19.9%88.2%36.2%11.8%-3.4%-1.2M23.6M-84.4K30.7846.24N/AN/A55717,1446,69515,806
2022-01-25$28.66$29.7937.7%10.8%19.4%91.5%38.5%10.2%-3.6%-389.0K11.0M-49.3K52.2338.67N/AN/A32617,0287,0328,151
2022-01-26$28.13$29.7939.3%11.3%19.6%97.3%38.1%11.6%-4.7%-1.1M26.8M-76.7K63.5243.82N/AN/A26917,0886,91515,801
2022-01-27$27.87$29.7936.2%10.4%19.5%85.7%34.2%11.6%-2.8%-402.5K13.7M-41.0K22.1438.51N/AN/A77917,2467,1088,219
2022-01-28$28.27$29.7935.7%10.2%20.4%83.8%36.9%10.3%-3.3%-442.1K13.0M-44.7K57.2842.89N/AN/A30017,1857,3498,309
2022-01-31$29.45$29.7927.0%7.7%27.0%51.0%30.8%8.8%0.0%-503.5K8.7M-52.9K51.4154.04N/AN/A34517,7387,3898,320