QQQJ Options History — July 2022

In July 2022, QQQJ traded between $23.24 and $25.69. ATM implied volatility averaged 31.7%, placing in the 55.4% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 1.6% (HV 20d: 33.3%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 2.89.

Notable Days

  • 2022-07-19: Highest Volume — 3,160 contracts
  • 2022-07-11: Largest IV spike — 27.2% change
  • 2022-07-12: Highest IV Rank — 87.0%
  • 2022-07-05: Largest Expected Move — 9.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.29$23.24$25.69$23.52$25.69
Max Pain$24.45$24.00$25.00$25.00$24.00
ATM IV31.7%25.8%42.1%32.0%25.8%
Expected Move8.8%7.4%9.6%9.2%7.4%
HV 20d33.3%26.3%41.8%41.2%27.4%
HV 60d39.2%38.9%39.6%39.0%39.6%
IV Rank55.4%37.5%87.0%56.3%37.5%
IV Percentile69.7%45.2%98.8%72.2%45.2%
Term Structure-0.4%-2.6%0.8%-0.7%0.0%
VWIV30.4%27.4%33.1%32.1%27.6%
Skew 25d6.1%3.1%8.1%5.1%3.8%
Skew 10d14.5%4.5%21.1%16.4%14.8%
Call IV 25d28.3%24.6%31.7%31.7%24.9%
Put IV 25d34.4%28.7%37.8%36.8%28.7%
Bid-Ask Spread %46.7413.9665.0648.6765.06
Gamma HHI0.360.270.440.400.36
Net GEX-351.8K-519.2K-287.5K-327.2K-519.2K
Net DEX10.7M7.4M13.0M13.0M7.4M
Net VEX-30.3K-34.4K-25.3K-29.9K-33.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.890.5210.340.525.31
Total Volume1,316.058203,1608241,464
Total OI11,227.6510,06311,87011,25511,870

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$23.52$25.0032.0%9.2%41.2%56.3%32.1%5.1%-0.7%-327.2K13.0M-29.9K0.5248.67N/AN/A5412832,4578,798
2022-07-05$23.85$25.0036.2%9.6%41.3%68.9%30.6%8.1%-1.1%-323.5K12.3M-31.9K0.5236.61N/AN/A5392812,7028,826
2022-07-06$23.83$25.0033.9%9.3%41.1%62.0%30.7%7.2%-0.8%-330.1K12.4M-31.5K0.5842.04N/AN/A5483202,7148,863
2022-07-07$24.37$25.0032.4%9.3%41.8%57.4%31.2%7.2%-2.6%-340.3K11.3M-33.7K2.9142.53N/AN/A4311,2542,7198,910
2022-07-08$24.36$25.0029.9%9.0%41.8%49.7%29.4%7.0%0.3%-305.7K10.4M-31.4K1.7647.82N/AN/A4377712,7398,349
2022-07-11$23.79$25.0038.0%9.2%41.6%74.3%30.3%6.0%-0.7%-320.2K11.7M-29.1K1.3428.92N/AN/A5857842,7418,832
2022-07-12$23.51$25.0042.1%9.3%39.9%87.0%32.1%6.6%-1.2%-301.9K12.2M-27.3K2.1947.60N/AN/A3637952,8528,859
2022-07-13$23.53$25.0032.2%9.2%33.3%56.9%31.8%6.3%-0.8%-300.6K12.1M-26.9K1.8848.01N/AN/A4358162,8098,810
2022-07-14$23.24$25.0033.4%9.6%33.7%60.5%30.8%6.4%-0.5%-289.5K12.5M-25.3K2.0713.96N/AN/A3687602,7778,810
2022-07-15$23.69$24.0029.0%8.3%33.3%47.2%27.4%7.1%0.8%-287.5K12.2M-26.2K1.5347.43N/AN/A5588532,8058,807
2022-07-18$23.64$24.0031.2%8.9%26.5%53.8%29.2%6.2%-1.1%-289.1K11.8M-25.8K1.8544.57N/AN/A4798872,1177,946
2022-07-19$24.50$24.0031.6%9.1%28.2%55.0%30.6%7.4%-0.6%-324.9K10.4M-30.2K5.8553.40N/AN/A4612,6992,3107,901
2022-07-20$25.03$24.0030.6%8.8%28.3%51.9%33.1%6.8%-0.2%-346.1K8.3M-31.4K10.3449.30N/AN/A1931,9962,4307,776
2022-07-21$25.18$24.0029.6%8.5%28.2%48.8%28.1%5.5%0.0%-402.2K8.5M-34.4K2.0645.23N/AN/A3196572,4878,493
2022-07-22$24.65$24.0028.8%8.2%28.8%46.4%27.7%5.1%-0.3%-390.0K9.7M-32.7K1.9446.07N/AN/A3246272,5218,601
2022-07-25$24.55$24.0029.2%8.4%26.3%47.6%30.7%3.1%0.5%-388.5K10.1M-30.7K3.0055.09N/AN/A2146432,5218,618
2022-07-26$24.21$24.0031.1%8.9%26.8%53.6%31.5%3.7%0.0%-369.5K10.5M-29.7K2.9250.55N/AN/A2146252,5218,604
2022-07-27$25.16$24.0028.6%8.2%28.3%46.1%31.1%6.2%0.7%-417.7K8.6M-31.8K3.4262.32N/AN/A2127262,5328,611
2022-07-28$25.44$24.0028.7%8.2%27.9%46.3%31.4%6.9%0.7%-463.1K8.1M-33.0K5.8159.57N/AN/A2731,5862,5508,965
2022-07-29$25.69$24.0025.8%7.4%27.4%37.5%27.6%3.8%0.0%-519.2K7.4M-33.0K5.3165.06N/AN/A2321,2322,5409,330