QQQJ Options History — August 2022

In August 2022, QQQJ traded between $24.51 and $27.53. ATM implied volatility averaged 27.6%, placing in the 42.7% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded below realized volatility by 0.1% (HV 20d: 27.7%). Max pain ranged from $24.00 to $28.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 3.14.

Notable Days

  • 2022-08-02: Highest Volume — 2,750 contracts
  • 2022-08-26: Largest IV spike — 10.9% change
  • 2022-08-29: Highest IV Rank — 56.3%
  • 2022-08-29: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.23$24.51$27.53$25.54$24.90
Max Pain$27.35$24.00$28.00$24.00$27.00
ATM IV27.6%24.2%32.0%26.9%31.7%
Expected Move7.9%6.9%9.2%7.7%9.1%
HV 20d27.7%24.9%30.7%27.6%30.6%
HV 60d34.6%32.7%39.2%39.2%33.6%
IV Rank42.7%32.5%56.3%40.6%54.4%
IV Percentile51.3%34.5%69.0%49.6%66.3%
Term Structure1.1%-0.7%3.0%0.4%-0.7%
VWIV27.8%22.1%33.3%31.8%30.4%
Skew 25d5.8%4.3%8.5%4.3%5.0%
Skew 10d11.3%-0.4%19.6%14.3%1.5%
Call IV 25d25.4%21.9%30.6%26.3%30.6%
Put IV 25d31.2%27.7%35.7%30.6%35.6%
Bid-Ask Spread %26.9011.1965.0765.0719.65
Gamma HHI0.430.270.540.350.27
Net GEX-516.2K-705.9K-436.5K-515.3K-442.0K
Net DEX5.8M1.0M11.1M7.7M11.1M
Net VEX-29.3K-32.7K-25.1K-31.7K-25.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.140.209.185.442.36
Total Volume613.609442,7502,629689
Total OI11,827.04310,98012,54711,85811,896

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$25.54$24.0026.9%7.7%27.6%40.6%31.8%4.3%0.4%-515.3K7.7M-31.7K5.4465.07N/AN/A4082,2212,5559,303
2022-08-02$25.77$25.0028.3%8.1%27.4%45.1%33.3%4.7%-0.2%-438.2K6.6M-31.4K8.2912.32N/AN/A2962,4542,6608,470
2022-08-03$26.21$25.0027.8%8.0%27.8%43.4%27.6%8.5%-0.5%-453.3K5.4M-32.0K3.5028.13N/AN/A2809792,7108,652
2022-08-04$26.24$28.0027.8%8.0%27.0%43.5%26.9%6.8%1.0%-491.0K5.4M-32.2K3.4815.17N/AN/A2388292,7128,905
2022-08-05$26.39$28.0027.1%7.9%26.9%41.4%27.0%5.5%2.4%-509.5K5.3M-32.4K3.6116.11N/AN/A2147722,7669,018
2022-08-08$26.62$28.0026.0%7.7%24.9%38.1%25.6%6.0%1.6%-522.6K4.6M-31.1K1.3436.33N/AN/A5487322,7519,132
2022-08-09$26.04$28.0028.2%8.1%26.1%44.8%27.9%6.6%1.2%-525.3K6.0M-32.7K1.7751.04N/AN/A901593,0909,264
2022-08-10$27.05$28.0025.5%7.3%28.5%36.6%29.7%6.5%2.4%-526.2K2.8M-31.8K3.1127.60N/AN/A932893,0749,265
2022-08-11$26.89$28.0026.2%7.5%28.0%38.7%26.5%5.0%2.0%-505.4K2.9M-31.5K5.5948.33N/AN/A221233,0819,191
2022-08-12$27.41$28.0026.2%7.5%28.0%38.7%26.4%6.0%1.7%-474.2K1.4M-30.0K2.6543.43N/AN/A23613,0819,248
2022-08-15$27.53$28.0024.2%6.9%27.8%32.5%22.1%6.2%3.0%-480.1K1.0M-28.6K2.7121.63N/AN/A34923,0789,293
2022-08-16$27.49$28.0025.8%7.4%25.9%37.5%27.8%5.2%2.4%-475.8K1.1M-28.2K0.5216.94N/AN/A29153,0779,322
2022-08-17$26.84$28.0025.1%7.2%27.2%35.2%26.4%4.7%2.7%-584.3K3.0M-28.6K0.2017.97N/AN/A143283,0889,321
2022-08-18$26.95$28.0025.6%7.3%27.2%36.6%24.2%4.8%1.1%-452.1K2.7M-28.4K0.2520.90N/AN/A111283,2019,332
2022-08-19$26.31$28.0027.2%7.8%27.6%41.7%26.5%7.3%1.0%-705.9K4.9M-27.2K6.3113.83N/AN/A744673,1959,352
2022-08-22$25.66$28.0028.8%8.3%29.3%46.5%27.0%6.4%0.3%-535.4K8.4M-28.1K1.8311.19N/AN/A46842,4638,517
2022-08-23$25.71$28.0027.1%7.8%28.6%41.3%29.3%6.3%1.2%-555.8K8.4M-28.0K1.2143.34N/AN/A33402,4688,538
2022-08-24$25.98$28.0027.3%7.8%25.6%42.0%26.0%5.8%1.0%-600.3K7.8M-27.9K0.4220.21N/AN/A72302,4818,575
2022-08-25$26.43$27.0027.9%8.0%26.0%43.7%25.7%5.3%0.4%-637.4K6.4M-28.5K1.3314.37N/AN/A39522,5348,594
2022-08-26$25.49$27.0030.9%8.9%29.1%52.9%29.5%5.4%1.0%-511.4K8.9M-26.5K2.8245.07N/AN/A1684742,5668,628
2022-08-29$25.24$27.0032.0%9.2%29.2%56.3%31.8%5.8%0.0%-495.1K9.9M-27.8K9.1813.65N/AN/A343122,6929,080
2022-08-30$24.51$27.0030.5%8.7%30.7%51.3%30.5%4.7%0.8%-436.5K10.8M-25.1K4.3716.49N/AN/A351532,6999,104
2022-08-31$24.90$27.0031.7%9.1%30.6%54.4%30.4%5.0%-0.7%-442.0K11.1M-25.5K2.3619.65N/AN/A2054842,7329,164