QQQJ Options History — February 2022

In February 2022, QQQJ traded between $27.64 and $30.82. ATM implied volatility averaged 30.2%, placing in the 62.9% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded below realized volatility by 0.3% (HV 20d: 30.5%). Max pain ranged from $29.79 to $30.79. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 2.31.

Notable Days

  • 2022-02-03: Highest Volume — 1,946 contracts
  • 2022-02-03: Largest IV spike — 22.4% change
  • 2022-02-28: Highest IV Rank — 81.5%
  • 2022-02-28: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.48$27.64$30.82$29.95$28.98
Max Pain$30.16$29.79$30.79$29.79$29.79
ATM IV30.2%24.6%35.1%27.1%35.1%
Expected Move8.6%7.1%10.1%7.8%10.1%
HV 20d30.5%26.8%34.6%28.2%34.4%
HV 60d25.7%24.0%28.0%24.0%27.6%
IV Rank62.9%42.0%81.5%51.4%81.5%
IV Percentile86.3%65.9%96.4%77.8%96.4%
Term Structure-1.2%-3.8%1.4%-0.8%-3.8%
VWIV33.6%26.6%39.4%27.1%31.8%
Skew 25d9.0%7.6%11.7%9.9%10.3%
Skew 10d17.4%12.8%24.7%14.7%24.7%
Call IV 25d25.8%21.0%31.6%22.8%29.6%
Put IV 25d34.8%28.7%39.9%32.7%39.9%
Bid-Ask Spread %39.7513.0657.7532.6332.01
Gamma HHI0.500.450.590.490.56
Net GEX-570.7K-923.6K-374.2K-522.9K-880.7K
Net DEX9.0M2.5M16.6M7.1M12.7M
Net VEX-46.9K-54.1K-32.1K-54.1K-38.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.311.064.432.921.59
Total Volume1,129.8956281,9461,723736
Total OI17,103.31616,39417,93516,60617,100

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$29.95$29.7927.1%7.8%28.2%51.4%27.1%9.9%-0.8%-522.9K7.1M-54.1K2.9232.63N/AN/A4401,2837,4109,196
2022-02-02$29.91$29.7926.5%7.6%28.2%49.0%26.6%8.2%0.0%-525.7K7.1M-53.9K3.5250.82N/AN/A3801,3367,5229,213
2022-02-03$29.13$29.7932.4%9.0%26.8%71.4%33.1%8.3%-2.5%-495.5K9.9M-51.0K3.8057.59N/AN/A4051,5417,5359,274
2022-02-04$29.61$29.7927.8%7.8%27.8%54.2%39.4%8.4%-0.1%-558.7K8.3M-52.4K4.2352.73N/AN/A3031,2827,5859,392
2022-02-07$29.63$29.7929.0%8.0%27.8%58.5%38.5%8.9%-0.5%-517.8K8.0M-50.6K4.4341.76N/AN/A2891,2817,6539,403
2022-02-08$29.90$30.7927.7%7.8%28.1%53.7%38.4%9.0%-0.2%-552.8K7.2M-50.1K3.6552.73N/AN/A3621,3237,6689,382
2022-02-09$30.82$30.7924.6%7.1%29.8%42.0%37.9%7.7%0.4%-378.9K2.5M-52.2K3.6931.53N/AN/A3201,1817,7669,380
2022-02-10$30.34$30.7927.8%8.0%30.2%53.9%27.7%8.2%-0.8%-374.2K4.1M-52.9K1.1521.74N/AN/A3393897,8099,374
2022-02-11$29.70$30.7932.0%9.2%30.2%69.7%33.7%9.0%-2.8%-439.0K7.5M-50.2K1.6717.47N/AN/A2874797,8699,446
2022-02-14$29.54$30.7932.4%9.3%30.2%71.3%34.2%9.3%-2.9%-468.5K8.1M-48.5K1.5446.69N/AN/A2694137,8659,579
2022-02-15$30.42$30.7928.1%8.1%30.7%55.3%33.4%9.8%-1.0%-391.6K4.3M-49.8K1.3657.75N/AN/A2663627,8749,606
2022-02-16$30.23$29.7929.4%8.4%30.7%60.1%31.7%8.6%-2.1%-465.4K5.2M-48.4K2.1651.51N/AN/A3277057,8849,658
2022-02-17$29.46$29.7929.7%8.5%31.9%61.4%33.8%9.5%1.4%-542.2K9.5M-46.7K1.2020.13N/AN/A3323997,9419,864
2022-02-18$29.02$30.7932.4%9.3%30.8%71.4%33.6%8.7%-1.1%-726.9K12.0M-45.0K1.3627.18N/AN/A4576207,89010,045
2022-02-22$28.39$29.7932.0%9.2%31.8%70.1%32.9%9.2%0.9%-716.3K14.3M-37.2K1.1855.62N/AN/A4945826,8199,575
2022-02-23$27.64$29.7935.1%10.1%33.0%81.5%37.9%7.6%-2.9%-581.5K16.6M-32.1K1.6544.63N/AN/A3035006,9059,772
2022-02-24$28.43$29.7932.1%9.2%34.0%70.4%34.4%11.7%0.4%-781.7K14.9M-37.1K1.0647.64N/AN/A3343536,9729,826
2022-02-25$29.07$29.7931.8%9.1%34.6%69.3%31.7%9.3%-3.6%-923.6K12.4M-40.5K1.7413.06N/AN/A2915057,0789,833
2022-02-28$28.98$29.7935.1%10.1%34.4%81.5%31.8%10.3%-3.8%-880.7K12.7M-38.9K1.5932.01N/AN/A2844527,1359,965