QQQJ Options History — October 2022

In October 2022, QQQJ traded between $21.74 and $23.63. ATM implied volatility averaged 36.6%, placing in the 68.0% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 3.0% (HV 20d: 33.5%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 2.33.

Notable Days

  • 2022-10-12: Highest Volume — 1,085 contracts
  • 2022-10-10: Largest IV spike — 11.4% change
  • 2022-10-11: Highest IV Rank — 86.1%
  • 2022-10-11: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.72$21.74$23.63$22.85$23.57
Max Pain$24.86$24.00$25.00$25.00$24.00
ATM IV36.6%33.1%42.1%35.6%34.1%
Expected Move10.4%9.5%11.2%10.2%9.8%
HV 20d33.5%29.8%37.8%35.7%29.8%
HV 60d31.8%31.1%32.6%31.4%31.9%
IV Rank68.0%56.9%86.1%64.8%59.9%
IV Percentile82.9%64.7%98.8%82.1%68.7%
Term Structure-1.7%-3.8%-0.6%-0.6%-2.4%
VWIV34.4%25.8%39.3%32.6%33.7%
Skew 25d5.1%2.5%7.7%6.8%4.3%
Skew 10d9.1%-12.3%19.3%9.8%-12.3%
Call IV 25d33.6%30.5%35.5%32.0%32.0%
Put IV 25d38.7%35.6%41.4%38.9%36.3%
Bid-Ask Spread %43.3915.1562.1852.0258.93
Gamma HHI0.180.150.220.170.22
Net GEX-129.8K-162.9K-111.5K-130.1K-116.4K
Net DEX3.6M2.6M4.5M3.7M2.6M
Net VEX-15.5K-18.3K-13.7K-17.1K-15.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.331.275.102.531.93
Total Volume724.814081,085698472
Total OI5,778.7145,1256,0035,7065,794

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$22.85$25.0035.6%10.2%35.7%64.8%32.6%6.8%-0.6%-130.1K3.7M-17.1K2.5352.02N/AN/A1985001,7953,911
2022-10-04$23.60$25.0033.3%9.6%37.8%57.5%26.6%4.9%-1.5%-122.7K2.9M-18.3K1.7618.89N/AN/A2504401,8153,932
2022-10-05$23.63$25.0033.1%9.5%36.0%56.9%25.8%4.9%-0.6%-124.1K3.0M-18.1K1.6317.15N/AN/A2383891,8613,980
2022-10-06$23.40$25.0036.8%10.1%35.8%68.8%35.2%6.6%-0.6%-125.7K3.1M-17.7K1.8044.15N/AN/A2394311,8713,997
2022-10-07$22.54$25.0035.9%10.1%36.1%65.8%35.4%7.1%-1.7%-136.9K4.0M-16.5K2.1615.15N/AN/A2465321,8714,065
2022-10-10$22.30$25.0040.0%11.1%35.9%79.0%35.1%7.7%-2.0%-137.1K4.2M-15.8K1.8817.94N/AN/A2865371,8694,109
2022-10-11$21.93$25.0042.1%11.2%33.6%86.1%35.5%6.7%-2.0%-133.6K4.5M-14.9K3.0934.74N/AN/A2557871,8714,066
2022-10-12$22.02$25.0038.9%11.1%32.1%75.5%35.1%5.2%-2.0%-129.5K4.2M-14.8K2.8148.45N/AN/A2858001,8783,962
2022-10-13$22.26$25.0038.0%10.9%32.7%72.7%39.3%5.9%-1.5%-131.8K4.0M-15.5K1.8416.84N/AN/A2885311,8933,987
2022-10-14$21.74$25.0037.8%10.8%31.5%72.0%36.3%5.8%-2.2%-138.9K4.4M-14.3K1.8843.21N/AN/A2685041,8774,010
2022-10-17$22.27$25.0037.0%10.6%33.0%69.4%36.8%4.9%-0.6%-145.5K4.1M-14.7K1.4847.96N/AN/A2613871,8724,007
2022-10-18$22.52$25.0035.8%10.2%33.3%65.4%36.4%4.5%-1.5%-143.7K3.7M-15.1K1.5551.55N/AN/A2423751,8994,040
2022-10-19$21.98$25.0037.2%10.7%33.5%70.0%33.8%4.0%-2.7%-152.1K4.2M-14.0K1.5552.52N/AN/A2333621,8934,046
2022-10-20$21.94$25.0036.9%10.6%32.9%69.1%35.1%4.9%-2.3%-162.9K4.3M-13.7K1.2750.78N/AN/A2683411,8954,048
2022-10-21$22.51$25.0037.0%10.6%33.1%69.6%35.1%3.7%-3.8%-116.3K3.9M-13.8K1.7350.92N/AN/A2464251,9294,074
2022-10-24$22.58$25.0036.7%10.5%32.9%68.4%36.3%4.1%-0.8%-112.5K3.3M-14.1K2.3252.50N/AN/A1232851,5743,551
2022-10-25$23.26$25.0036.0%10.3%34.4%66.1%36.0%3.8%-3.0%-111.5K2.9M-14.8K5.1058.00N/AN/A1648361,6003,559
2022-10-26$23.42$25.0036.2%10.4%32.6%66.9%34.5%2.5%-1.3%-124.7K2.8M-15.8K3.7456.68N/AN/A1746511,6293,855
2022-10-27$23.28$24.0035.8%10.3%30.7%65.6%35.9%3.7%-1.9%-116.1K2.8M-16.1K4.1862.18N/AN/A1486181,7893,933
2022-10-28$23.61$24.0033.4%9.6%30.9%57.7%32.4%5.1%-1.3%-114.2K2.6M-15.7K2.6160.65N/AN/A1684381,7973,949
2022-10-31$23.57$24.0034.1%9.8%29.8%59.9%33.7%4.3%-2.4%-116.4K2.6M-15.4K1.9358.93N/AN/A1613111,8273,967