QQQJ Options History — June 2022

In June 2022, QQQJ traded between $22.24 and $26.04. ATM implied volatility averaged 34.8%, placing in the 64.6% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded below realized volatility by 7.4% (HV 20d: 42.2%). Max pain ranged from $23.00 to $27.79. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.11.

Notable Days

  • 2022-06-16: Highest Volume — 2,282 contracts
  • 2022-06-13: Largest IV spike — 16.6% change
  • 2022-06-13: Highest IV Rank — 80.7%
  • 2022-06-13: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.19$22.24$26.04$25.37$23.30
Max Pain$24.80$23.00$27.79$27.79$25.00
ATM IV34.8%29.9%40.1%32.3%35.3%
Expected Move9.8%8.6%11.5%9.2%10.1%
HV 20d42.2%37.6%47.0%47.0%42.2%
HV 60d37.6%35.5%39.4%36.8%39.1%
IV Rank64.6%49.8%80.7%57.0%66.4%
IV Percentile85.4%74.6%97.2%81.0%86.1%
Term Structure-0.7%-2.9%1.5%-1.0%-1.3%
VWIV33.7%28.6%41.8%32.8%34.6%
Skew 25d5.9%4.1%7.5%5.5%5.9%
Skew 10d11.1%-1.5%21.2%7.1%4.0%
Call IV 25d31.7%27.0%36.6%30.8%32.9%
Put IV 25d37.5%34.2%43.2%36.3%38.8%
Bid-Ask Spread %42.0927.2451.3051.3050.27
Gamma HHI0.420.300.510.420.40
Net GEX-332.3K-442.1K-289.7K-328.7K-325.1K
Net DEX12.9M10.4M17.0M11.6M13.2M
Net VEX-35.5K-46.1K-24.8K-44.4K-29.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.110.353.490.381.12
Total Volume1,275.816222,2821,411629
Total OI13,675.71410,19016,16414,92111,141

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$25.37$27.7932.3%9.2%47.0%57.0%32.8%5.5%-1.0%-328.7K11.6M-44.4K0.3851.30N/AN/A1,0203915,7079,214
2022-06-02$26.01$25.0033.1%8.6%46.9%59.7%28.6%7.0%-0.2%-335.4K10.4M-46.1K0.3530.87N/AN/A1,0903875,6859,250
2022-06-03$25.52$25.0032.6%8.8%43.1%58.2%29.2%7.2%-0.0%-333.9K11.3M-44.6K0.4334.71N/AN/A9624155,7269,301
2022-06-06$25.77$25.0034.9%8.9%41.9%65.1%30.0%6.9%-0.6%-338.7K11.0M-44.7K0.4342.41N/AN/A9213945,7379,316
2022-06-07$26.04$25.0032.4%8.8%37.6%57.3%30.6%7.5%0.5%-336.7K10.5M-44.5K0.3735.13N/AN/A1,1014125,7499,335
2022-06-08$25.91$25.0029.9%8.6%37.7%49.8%28.7%6.1%1.5%-326.4K10.5M-45.1K0.4249.07N/AN/A9423915,9229,453
2022-06-09$25.21$25.0032.5%9.3%37.7%57.7%30.3%7.2%0.6%-343.6K12.0M-42.0K0.4847.50N/AN/A9204445,9269,455
2022-06-10$24.33$25.0034.4%9.9%40.2%63.4%32.6%6.5%0.7%-340.1K13.7M-38.0K0.5851.08N/AN/A8985245,9329,450
2022-06-13$22.90$25.0040.1%11.5%41.2%80.7%41.8%6.6%-2.9%-289.7K15.9M-29.8K1.0039.74N/AN/A9329305,9509,495
2022-06-14$22.92$25.0037.9%10.9%41.0%74.1%37.3%6.9%-2.1%-332.0K16.6M-28.9K0.5939.48N/AN/A9555595,97410,051
2022-06-15$23.47$25.0036.0%10.3%40.3%68.5%34.9%4.2%-1.3%-365.1K15.8M-31.3K0.3746.74N/AN/A1,1874446,01310,040
2022-06-16$22.24$25.0039.6%11.3%42.5%79.2%40.3%6.6%-2.2%-296.8K17.0M-24.8K1.0832.90N/AN/A1,0991,1836,2019,963
2022-06-17$22.74$25.0036.4%10.4%42.9%69.6%36.7%6.0%-2.1%-442.1K16.4M-26.6K0.9143.08N/AN/A1,0991,0006,1999,886
2022-06-21$23.20$25.0035.8%10.3%43.8%67.8%34.8%5.3%-1.5%-301.2K12.9M-28.9K1.0842.84N/AN/A4825221,8508,340
2022-06-22$23.14$23.0035.6%10.2%43.7%67.1%35.0%4.8%-0.7%-289.7K12.7M-29.9K1.2537.86N/AN/A3994992,1378,358
2022-06-23$23.64$23.0034.3%9.8%43.6%63.1%34.9%4.2%-0.1%-307.8K12.3M-31.8K1.3842.12N/AN/A3564912,1988,369
2022-06-24$24.45$23.0034.2%9.8%44.7%62.9%33.8%5.8%-0.1%-329.1K10.9M-36.1K2.4145.85N/AN/A1984782,3078,389
2022-06-27$24.47$24.0034.2%9.8%43.2%62.9%33.7%4.5%-1.1%-345.0K11.0M-36.4K2.9446.57N/AN/A1815322,3378,658
2022-06-28$23.82$25.0035.1%10.1%42.3%65.5%34.6%4.3%-1.6%-340.6K12.4M-32.5K3.4947.09N/AN/A1796242,3408,762
2022-06-29$23.54$25.0033.3%9.6%42.2%60.2%33.2%4.1%0.0%-330.0K13.0M-30.0K2.3427.24N/AN/A1864362,3518,723
2022-06-30$23.30$25.0035.3%10.1%42.2%66.4%34.6%5.9%-1.3%-325.1K13.2M-29.9K1.1250.27N/AN/A2973322,3578,784