QQQJ Options History — November 2022

In November 2022, QQQJ traded between $22.75 and $25.23. ATM implied volatility averaged 31.7%, placing in the 49.0% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 0.1% (HV 20d: 31.7%). 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 3 of 21 days. Put/call ratio averaged 3.02.

Notable Days

  • 2022-11-16: Highest Volume — 1,354 contracts
  • 2022-11-28: Largest IV spike — 13.6% change
  • 2022-11-08: Highest IV Rank — 66.1%
  • 2022-11-02: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.09$22.75$25.23$23.63$25.23
Max Pain$24.90$24.00$25.00$24.00$25.00
ATM IV31.7%26.8%36.7%34.7%31.2%
Expected Move8.9%7.7%10.1%9.9%8.9%
HV 20d31.7%25.3%35.6%27.5%35.3%
HV 60d32.8%30.9%34.4%31.9%33.4%
IV Rank49.0%31.7%66.1%61.9%46.8%
IV Percentile51.4%21.4%83.7%70.6%45.6%
Term Structure-1.4%-4.5%0.5%-3.3%-3.8%
VWIV30.3%26.8%35.0%35.0%30.8%
Skew 25d3.5%0.7%9.6%0.7%9.6%
Skew 10d4.3%-4.2%13.7%-4.2%13.7%
Call IV 25d28.5%22.9%34.5%34.5%22.9%
Put IV 25d32.0%29.1%35.2%35.2%32.5%
Bid-Ask Spread %46.0614.6570.2466.4063.68
Gamma HHI0.250.210.300.220.29
Net GEX-141.0K-207.5K-82.6K-113.5K-157.2K
Net DEX2.6M548.8K3.5M2.5M2.3M
Net VEX-16.2K-19.2K-13.2K-15.3K-19.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.020.5010.632.4310.63
Total Volume625.85731,354563407
Total OI6,514.2385,8467,4295,8467,017

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$23.63$24.0034.7%9.9%27.5%61.9%35.0%0.7%-3.3%-113.5K2.5M-15.3K2.4366.40N/AN/A1643991,8304,016
2022-11-02$22.87$24.0035.1%10.1%29.9%63.2%32.9%1.8%-2.0%-145.1K3.4M-14.3K1.5770.24N/AN/A2213461,8394,118
2022-11-03$22.91$25.0034.9%9.3%29.8%62.5%32.5%3.9%-0.7%-138.6K3.4M-14.3K1.8949.65N/AN/A1793391,8914,096
2022-11-04$22.93$25.0033.9%9.1%26.5%56.4%30.9%0.9%-0.9%-146.6K3.5M-13.8K1.8255.21N/AN/A1803281,8984,094
2022-11-07$23.12$25.0035.7%9.3%26.2%62.8%30.9%3.8%-0.4%-136.2K3.2M-13.7K1.8150.39N/AN/A1903431,9404,128
2022-11-08$23.27$25.0036.7%9.7%25.3%66.1%32.2%3.4%-1.7%-129.9K3.0M-13.9K2.2649.49N/AN/A1713861,9844,142
2022-11-09$22.75$25.0033.4%9.6%26.9%54.8%31.9%3.1%-2.8%-144.6K3.5M-13.2K2.1152.01N/AN/A1713601,9834,159
2022-11-10$24.34$25.0032.2%9.2%35.6%50.4%31.8%2.3%-3.3%-90.7K1.6M-14.2K3.1548.38N/AN/A2748632,0024,187
2022-11-11$24.85$25.0030.8%8.8%34.4%45.4%30.3%3.2%-0.5%-83.7K920.4K-15.2K2.6627.83N/AN/A2436462,0924,368
2022-11-14$24.71$25.0029.1%8.3%34.0%39.7%30.2%4.3%0.4%-92.6K1.1M-14.5K2.5540.16N/AN/A2466282,0874,389
2022-11-15$25.13$25.0029.8%8.6%34.2%42.3%30.2%4.0%0.5%-82.6K548.8K-14.3K2.3126.71N/AN/A2575942,1044,407
2022-11-16$24.54$25.0028.9%8.3%34.2%39.2%30.0%4.2%0.4%-91.2K1.6M-14.4K5.1343.58N/AN/A2211,1332,1284,441
2022-11-17$24.30$25.0031.4%9.0%34.5%47.5%30.9%2.9%-0.8%-99.9K2.8M-17.9K2.3741.39N/AN/A2255332,1255,160
2022-11-18$24.47$25.0030.3%8.7%33.7%43.9%28.3%3.1%-0.9%-187.5K2.8M-18.5K0.8741.43N/AN/A4934302,1095,320
2022-11-21$24.22$25.0030.5%8.7%34.1%44.5%29.7%2.1%-1.4%-182.5K3.3M-18.9K1.6441.06N/AN/A2173551,9424,676
2022-11-22$24.46$25.0029.2%8.4%32.7%39.9%27.5%3.8%-1.2%-184.7K3.1M-19.1K1.2914.65N/AN/A2743541,9594,732
2022-11-23$24.73$25.0026.8%7.7%32.8%31.7%26.8%4.6%-0.2%-170.7K2.7M-19.2K1.8851.99N/AN/A2053861,9974,790
2022-11-25$24.77$25.0027.0%7.7%32.7%32.2%27.0%3.4%-0.5%-173.2K2.8M-19.2K0.5056.62N/AN/A212,0034,868
2022-11-28$24.35$25.0030.6%8.8%33.2%45.0%27.5%4.4%-2.3%-203.1K3.4M-18.5K4.7560.89N/AN/A8382,0044,868
2022-11-29$24.34$25.0033.0%9.5%33.2%53.3%30.2%4.4%-4.5%-207.5K3.5M-18.4K9.7415.47N/AN/A313022,0054,901
2022-11-30$25.23$25.0031.2%8.9%35.3%46.8%30.8%9.6%-3.8%-157.2K2.3M-19.0K10.6363.68N/AN/A353721,9895,028