QQQJ Options History — May 2022

In May 2022, QQQJ traded between $23.19 and $27.10. ATM implied volatility averaged 37.3%, placing in the 74.3% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded below realized volatility by 2.7% (HV 20d: 40.0%). Max pain ranged from $27.00 to $28.79. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.51.

Notable Days

  • 2022-05-05: Highest Volume — 3,020 contracts
  • 2022-05-05: Largest IV spike — 27.5% change
  • 2022-05-09: Highest IV Rank — 100.0%
  • 2022-05-02: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.81$23.19$27.10$26.19$25.52
Max Pain$28.49$27.00$28.79$27.00$27.79
ATM IV37.3%31.8%46.4%40.9%33.0%
Expected Move10.4%9.1%11.7%11.7%9.5%
HV 20d40.0%27.2%47.1%28.2%47.1%
HV 60d35.6%31.9%37.6%32.0%37.4%
IV Rank74.3%55.5%100.0%92.5%59.3%
IV Percentile92.5%78.6%100.0%99.6%82.9%
Term Structure-2.9%-6.5%0.3%-5.1%-3.2%
VWIV34.4%28.4%41.7%41.7%33.5%
Skew 25d8.6%4.1%11.2%11.2%6.2%
Skew 10d15.9%8.1%31.1%17.1%8.1%
Call IV 25d32.5%29.1%36.2%34.0%31.1%
Put IV 25d41.1%34.8%46.7%45.3%37.3%
Bid-Ask Spread %41.3114.9155.0742.8652.42
Gamma HHI0.400.330.450.350.42
Net GEX-331.4K-415.7K-271.6K-271.6K-343.5K
Net DEX12.9M9.4M15.4M9.9M11.4M
Net VEX-41.8K-48.3K-34.7K-47.7K-44.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.291.330.460.36
Total Volume1,801.4761,2703,0201,6071,579
Total OI14,162.14312,80115,11212,80114,737

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$26.19$27.0040.9%11.7%28.2%92.5%41.7%11.2%-5.1%-271.6K9.9M-47.7K0.4642.86N/AN/A1,0995084,8967,905
2022-05-03$26.42$27.0039.0%11.2%27.2%86.1%38.4%9.2%-5.3%-272.9K9.4M-48.3K0.3046.75N/AN/A1,3414074,9337,959
2022-05-04$27.10$27.0031.9%9.1%28.4%62.1%29.3%4.1%-1.1%-340.0K9.6M-44.5K0.2920.37N/AN/A1,3413875,1437,944
2022-05-05$25.64$28.7940.6%10.5%33.6%91.6%28.4%9.7%-4.3%-272.2K10.7M-44.0K1.3348.78N/AN/A1,2961,7245,1497,861
2022-05-06$24.93$28.7938.3%10.5%34.3%83.8%30.9%10.2%-4.2%-329.1K12.9M-44.2K0.4732.65N/AN/A1,3156235,1608,628
2022-05-09$23.75$28.7946.4%11.3%37.4%100.0%35.3%10.3%-3.9%-282.2K14.3M-36.2K0.5151.22N/AN/A1,3406825,2718,620
2022-05-10$23.83$28.7944.1%11.0%37.5%92.9%37.1%9.2%-4.2%-301.0K14.4M-37.5K0.8623.07N/AN/A1,2651,0935,3298,842
2022-05-11$23.19$28.7940.6%11.6%38.2%82.3%32.3%9.9%-4.2%-291.4K15.4M-34.7K0.6831.41N/AN/A1,2388445,3859,127
2022-05-12$23.44$28.7940.3%11.6%37.1%81.4%40.6%10.5%-2.9%-293.5K15.0M-36.9K0.7546.59N/AN/A1,1598675,4349,115
2022-05-13$24.72$28.7936.4%10.4%43.3%69.4%32.2%9.5%-3.2%-357.9K13.5M-43.2K0.5932.01N/AN/A1,1506775,4689,270
2022-05-16$24.35$28.7935.7%10.2%43.2%67.5%33.9%8.4%-1.0%-361.4K14.0M-42.8K0.5055.07N/AN/A1,1255605,4739,474
2022-05-17$25.11$28.7933.8%9.7%43.8%61.5%31.3%8.7%-1.8%-415.7K13.1M-43.7K0.3748.77N/AN/A1,2474655,4809,465
2022-05-18$24.19$28.7938.7%11.1%45.2%76.5%34.2%8.4%-3.6%-360.9K14.4M-39.6K0.3314.91N/AN/A1,3354435,5439,438
2022-05-19$24.58$28.7935.8%10.3%45.2%67.9%34.8%9.2%-6.5%-369.5K13.9M-41.7K0.3440.57N/AN/A1,2224115,5969,458
2022-05-20$24.41$28.7934.0%9.7%44.8%62.2%34.1%9.9%-0.1%-335.6K14.4M-40.1K0.4926.44N/AN/A1,1835845,6349,478
2022-05-23$24.49$28.7934.7%9.9%44.7%64.4%34.3%8.2%0.3%-364.3K13.4M-41.0K0.3548.36N/AN/A1,1494074,7309,023
2022-05-24$23.85$28.7937.4%10.7%44.2%72.5%36.7%8.6%-3.4%-323.0K14.4M-36.7K0.3352.39N/AN/A1,0633564,9649,060
2022-05-25$24.30$28.7935.2%10.1%45.0%65.8%35.9%6.6%-0.2%-349.4K13.6M-40.2K0.4352.76N/AN/A1,0704585,0319,097
2022-05-26$25.07$28.7935.0%10.0%45.8%65.4%34.3%7.2%-1.8%-352.5K12.8M-42.4K0.5546.75N/AN/A9975515,0619,053
2022-05-27$25.89$28.7931.8%9.1%46.9%55.5%33.0%5.5%-1.4%-370.8K10.9M-46.7K0.3653.45N/AN/A9313395,0649,107
2022-05-31$25.52$27.7933.0%9.5%47.1%59.3%33.5%6.2%-3.2%-343.5K11.4M-44.8K0.3652.42N/AN/A1,1634165,5559,182