QQQJ Options History — March 2022

In March 2022, QQQJ traded between $26.06 and $29.97. ATM implied volatility averaged 30.7%, placing in the 59.7% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 5.3% (HV 20d: 36.0%). Max pain ranged from $28.79 to $30.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 1.27.

Notable Days

  • 2022-03-07: Highest Volume — 1,455 contracts
  • 2022-03-07: Largest IV spike — 17.0% change
  • 2022-03-07: Highest IV Rank — 100.0%
  • 2022-03-07: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.30$26.06$29.97$28.71$29.22
Max Pain$29.43$28.79$30.00$29.79$30.00
ATM IV30.7%22.9%43.1%35.8%25.4%
Expected Move9.0%6.8%12.4%10.3%7.5%
HV 20d36.0%31.2%39.6%31.2%36.4%
HV 60d30.0%27.3%32.4%27.6%32.4%
IV Rank59.7%31.8%100.0%84.3%40.2%
IV Percentile83.7%55.6%100.0%96.8%70.6%
Term Structure-0.9%-4.0%1.2%-3.9%1.2%
VWIV30.3%23.3%40.9%35.4%23.5%
Skew 25d8.4%3.6%13.6%10.8%4.5%
Skew 10d15.0%-3.9%25.3%25.3%-3.9%
Call IV 25d26.4%20.5%33.4%32.1%23.5%
Put IV 25d34.8%27.2%43.2%42.8%28.1%
Bid-Ask Spread %39.4514.6465.1414.6447.47
Gamma HHI0.240.090.610.540.10
Net GEX-248.7K-1.1M180.3K-822.8K130.2K
Net DEX10.5M-1.9M20.6M13.3M-646.4K
Net VEX-23.5K-38.8K-16.1K-37.4K-23.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.270.472.921.991.67
Total Volume752.0873561,455657660
Total OI13,358.9575,66818,68417,1006,678

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$28.71$29.7935.8%10.3%31.2%84.3%35.4%10.8%-3.9%-822.8K13.3M-37.4K1.9914.64N/AN/A2204377,1299,971
2022-03-02$29.24$29.7934.3%9.8%31.3%78.4%30.9%10.1%-0.9%-1.1M11.6M-38.8K1.2965.14N/AN/A3534577,1309,974
2022-03-03$28.40$29.7933.0%9.5%32.8%73.6%35.5%12.3%-0.0%-874.9K14.8M-34.1K1.7418.36N/AN/A3476047,2059,995
2022-03-04$27.74$29.7936.9%10.6%32.6%88.3%33.5%13.6%-3.9%-635.9K17.6M-28.5K0.9424.68N/AN/A3663447,26110,199
2022-03-07$26.82$29.7943.1%12.4%33.6%100.0%39.7%11.1%-3.3%-386.4K19.6M-20.6K2.9229.68N/AN/A3711,0847,27710,195
2022-03-08$26.84$29.7937.5%11.9%33.6%81.1%40.9%10.5%-4.0%-425.1K20.0M-22.1K0.6556.68N/AN/A4272767,39510,649
2022-03-09$27.81$29.7933.3%10.9%36.2%67.0%39.7%10.2%-1.1%-653.3K18.3M-24.5K0.6755.10N/AN/A4262857,43710,609
2022-03-10$27.36$29.7935.0%10.2%34.2%72.5%37.0%9.0%-3.7%-452.7K19.7M-20.3K0.5933.94N/AN/A4752817,44910,604
2022-03-11$26.74$29.7933.4%10.7%34.5%67.1%37.5%8.7%-0.4%-348.0K20.2M-17.8K0.7563.55N/AN/A6624947,49610,541
2022-03-14$26.06$29.7936.6%10.0%34.8%77.9%31.2%7.1%-2.4%-211.1K20.6M-16.1K0.6747.26N/AN/A6734497,79510,481
2022-03-15$26.70$28.7933.8%9.3%36.5%68.4%30.9%8.8%-0.4%-240.7K19.7M-19.0K1.2733.27N/AN/A2793558,12510,559
2022-03-16$27.85$28.7929.4%8.4%38.3%53.8%29.0%9.1%-0.3%-243.2K18.0M-20.7K0.4745.59N/AN/A9014228,15110,511
2022-03-17$28.50$0.0029.1%8.4%39.6%52.9%27.9%8.6%-0.2%-313.1K17.5M-20.3K0.8641.25N/AN/A3132697,87110,524
2022-03-18$29.13$29.0026.2%7.5%39.5%43.0%27.7%6.4%0.2%-129.3K16.9M-21.5K1.1234.72N/AN/A3033397,89910,591
2022-03-21$28.68$29.0025.9%7.5%39.5%41.9%26.7%7.0%0.1%56.1K93.8K-20.3K1.3226.96N/AN/A2543363,6532,015
2022-03-22$29.32$29.0026.2%7.6%39.5%42.9%25.0%7.2%0.2%76.2K-429.9K-21.7K2.7516.10N/AN/A2025553,8172,162
2022-03-23$28.96$30.0026.4%7.6%38.4%43.5%25.6%7.9%-0.1%83.3K-247.6K-21.6K1.1534.46N/AN/A4224853,8962,147
2022-03-24$29.24$29.0027.2%7.6%37.3%46.2%24.9%6.1%0.1%134.8K-858.5K-23.1K1.0341.94N/AN/A2192254,1262,165
2022-03-25$28.94$29.0024.9%7.4%36.7%38.5%24.1%6.1%1.0%118.4K-328.2K-21.9K1.0748.51N/AN/A2032174,1422,218
2022-03-28$29.16$29.0024.8%7.2%36.8%38.3%23.9%6.1%0.2%132.5K-488.0K-21.4K1.3642.18N/AN/A1542094,1442,229
2022-03-29$29.97$29.0022.9%6.8%37.8%31.8%23.3%7.3%0.9%180.3K-1.9M-22.9K0.8446.13N/AN/A1931634,1632,242
2022-03-30$29.43$29.0025.5%7.4%37.9%40.4%23.8%3.6%0.4%160.2K-1.1M-21.7K2.1039.65N/AN/A1903994,2012,235
2022-03-31$29.22$30.0025.4%7.5%36.4%40.2%23.5%4.5%1.2%130.2K-646.4K-23.3K1.6747.47N/AN/A2474134,2092,469