QQQJ Options History — April 2022

In April 2022, QQQJ traded between $26.05 and $29.55. ATM implied volatility averaged 29.9%, placing in the 55.3% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 0.8% (HV 20d: 29.0%). Max pain ranged from $27.00 to $30.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 3.67.

Notable Days

  • 2022-04-04: Highest Volume — 2,470 contracts
  • 2022-04-11: Largest IV spike — 32.5% change
  • 2022-04-26: Highest IV Rank — 84.0%
  • 2022-04-26: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.71$26.05$29.55$28.98$26.06
Max Pain$29.50$27.00$30.00$30.00$27.00
ATM IV29.9%21.6%38.4%23.3%38.1%
Expected Move8.5%6.5%11.0%7.2%10.9%
HV 20d29.0%25.0%35.4%35.4%27.9%
HV 60d32.2%31.6%33.2%31.6%32.4%
IV Rank55.3%27.3%84.0%33.3%82.9%
IV Percentile81.6%48.8%99.2%58.7%98.8%
Term Structure-0.4%-2.8%2.5%2.5%-2.2%
VWIV29.1%22.6%38.4%22.7%38.1%
Skew 25d8.4%5.1%11.6%5.1%9.7%
Skew 10d14.0%7.2%21.7%7.2%11.1%
Call IV 25d25.8%20.8%33.9%21.7%33.0%
Put IV 25d34.2%26.7%43.4%26.7%42.7%
Bid-Ask Spread %30.5715.7852.7627.3015.88
Gamma HHI0.270.100.380.100.38
Net GEX-180.4K-284.5K103.3K103.3K-276.3K
Net DEX6.4M105.4K9.8M105.4K9.8M
Net VEX-43.5K-48.0K-20.8K-20.8K-47.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.670.8613.2011.261.25
Total Volume1,006.151992,4701,9121,083
Total OI10,623.156,73512,1256,73512,125

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$28.98$30.0023.3%7.2%35.4%33.3%22.7%5.1%2.5%103.3K105.4K-20.8K11.2627.30N/AN/A1561,7564,2602,475
2022-04-04$29.55$30.0021.6%6.5%33.3%27.3%22.6%6.9%0.7%62.9K470.7K-31.0K13.2052.76N/AN/A1742,2964,2713,955
2022-04-05$28.87$30.0024.6%7.1%34.7%37.5%25.1%8.5%0.5%-103.8K3.6M-42.8K6.2649.34N/AN/A2151,3464,3195,840
2022-04-06$28.34$30.0028.2%8.1%33.4%49.6%24.5%8.3%-2.3%-205.9K6.0M-48.0K1.9938.83N/AN/A3657274,3346,782
2022-04-07$28.52$30.0024.6%7.2%32.8%37.4%23.5%8.0%1.5%-190.2K5.6M-47.9K2.6219.06N/AN/A2707084,3636,687
2022-04-08$28.28$30.0026.7%7.7%31.7%44.7%22.7%6.9%0.5%-196.7K5.9M-47.1K2.7634.00N/AN/A2426684,4266,726
2022-04-11$27.87$30.0035.4%8.1%30.6%74.0%24.3%8.8%0.5%-190.5K6.6M-46.0K4.3522.37N/AN/A1848014,4156,731
2022-04-12$27.71$30.0031.8%8.2%29.8%61.9%28.4%7.8%0.3%-187.3K7.2M-46.1K2.1122.68N/AN/A2044314,4216,901
2022-04-13$28.33$30.0027.3%7.8%26.9%46.7%25.9%7.7%-1.4%-176.3K6.4M-46.6K1.7521.78N/AN/A2123714,4477,005
2022-04-14$28.02$30.0027.8%8.0%25.8%48.3%25.8%8.8%0.0%11.7K7.0M-46.5K2.0546.46N/AN/A2364834,4677,050
2022-04-18$27.54$30.0028.1%8.0%25.0%49.2%33.9%7.4%-0.3%-234.5K6.9M-44.6K3.6746.61N/AN/A1324853,7116,404
2022-04-19$28.24$30.0027.3%7.8%26.4%46.6%31.5%7.9%0.7%-235.9K6.0M-45.0K3.0515.78N/AN/A1584823,7406,548
2022-04-20$28.11$30.0027.2%7.8%25.0%46.4%31.5%8.0%0.6%-234.3K6.1M-44.7K2.9952.33N/AN/A1544603,7696,561
2022-04-21$27.31$30.0030.8%8.8%26.5%58.3%29.5%8.7%-2.6%-241.3K7.2M-43.3K1.9619.81N/AN/A1402743,8206,524
2022-04-22$26.77$30.0031.8%9.1%26.7%62.0%31.9%9.1%-0.1%-240.9K7.9M-41.9K2.5917.03N/AN/A1754533,8206,509
2022-04-25$26.98$30.0033.3%9.5%27.0%66.7%32.2%9.5%-0.2%-260.5K8.2M-44.9K5.8520.88N/AN/A1951,1403,8506,946
2022-04-26$26.11$29.0038.4%11.0%28.5%84.0%35.4%9.2%-2.5%-284.5K9.8M-44.7K1.4722.18N/AN/A4666853,8697,348
2022-04-27$26.05$27.0037.9%10.9%25.8%82.2%38.4%10.8%-2.8%-264.7K9.6M-44.4K0.8617.76N/AN/A107924,1147,382
2022-04-28$26.62$27.0033.3%9.6%27.4%67.0%34.5%11.6%-1.7%-263.2K8.5M-46.0K1.3448.52N/AN/A6829154,1797,369
2022-04-29$26.06$27.0038.1%10.9%27.9%82.9%38.1%9.7%-2.2%-276.3K9.8M-47.4K1.2515.88N/AN/A4816024,3357,790