QQQJ Options History — December 2022

In December 2022, QQQJ traded between $23.44 and $25.55. ATM implied volatility averaged 31.2%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 3.3% (HV 20d: 27.9%). Max pain ranged from $25.00 to $26.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 5.81.

Notable Days

  • 2022-12-13: Highest Volume — 2,232 contracts
  • 2022-12-12: Largest IV spike — 42.8% change
  • 2022-12-12: Highest IV Rank — 100.0%
  • 2022-12-07: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.42$23.44$25.55$25.51$23.82
Max Pain$25.67$25.00$26.00$25.00$26.00
ATM IV31.2%25.5%51.3%29.3%27.7%
Expected Move8.0%7.3%8.5%8.4%7.9%
HV 20d27.9%24.0%35.3%32.7%24.0%
HV 60d31.1%29.2%33.0%32.9%29.3%
IV Rank42.8%23.2%100.0%40.3%29.8%
IV Percentile43.0%11.1%100.0%36.5%23.8%
Term Structure0.9%-3.8%2.9%-3.8%1.9%
VWIV26.5%19.7%29.1%28.3%26.8%
Skew 25d3.3%1.3%4.6%2.0%2.0%
Skew 10d5.0%-7.5%13.7%7.5%-2.4%
Call IV 25d25.1%22.7%27.8%26.9%26.3%
Put IV 25d28.4%25.8%29.8%28.9%28.3%
Bid-Ask Spread %50.0917.0178.6467.0651.57
Gamma HHI0.400.270.540.300.52
Net GEX-207.7K-568.3K-135.5K-145.1K-175.7K
Net DEX3.1M972.0K4.1M2.0M3.5M
Net VEX-20.6K-23.2K-18.8K-19.9K-23.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.810.0631.150.7321.14
Total Volume288.81212,23264310
Total OI7,162.5715,8768,7647,2766,751

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$25.51$25.0029.3%8.4%32.7%40.3%28.3%2.0%-3.8%-145.1K2.0M-19.9K0.7367.06N/AN/A37272,0115,265
2022-12-02$25.55$25.0028.7%8.2%32.7%38.1%26.4%1.3%-3.5%-135.5K1.8M-19.6K10.3358.44N/AN/A9932,0405,284
2022-12-05$24.97$26.0033.2%7.8%34.2%53.8%27.4%4.2%0.9%-200.2K3.0M-19.6K12.2061.71N/AN/A253052,0425,363
2022-12-06$24.47$26.0035.7%8.3%35.3%62.6%28.0%3.6%1.1%-241.6K4.0M-19.4K1.7724.32N/AN/A731292,0545,440
2022-12-07$24.45$25.0037.6%8.5%35.3%69.4%0.0%3.6%0.6%-245.5K4.1M-19.7K9.5023.45N/AN/A2192,0855,498
2022-12-08$24.76$25.0035.2%8.1%34.1%60.8%24.0%4.4%0.2%-226.8K3.5M-19.6K0.4821.63N/AN/A120582,0865,514
2022-12-09$24.63$25.0036.0%7.9%24.7%63.5%28.8%4.4%1.2%-235.3K3.5M-19.9K0.7169.48N/AN/A55392,2005,550
2022-12-12$25.02$25.0051.3%8.5%24.2%100.0%27.6%4.5%0.7%-192.9K2.8M-19.4K0.8068.60N/AN/A74592,2325,561
2022-12-13$25.41$25.0040.0%8.1%24.7%66.4%26.7%4.6%1.3%-140.4K2.0M-18.8K1.6762.73N/AN/A8361,3962,2935,565
2022-12-14$25.14$26.0027.5%7.9%24.3%29.0%25.8%3.1%1.2%-147.7K972.0K-19.7K1.4978.64N/AN/A47703,0945,542
2022-12-15$24.38$26.0027.1%7.8%25.3%27.8%25.4%3.3%2.9%-314.2K2.9M-19.6K14.4764.25N/AN/A192753,0865,544
2022-12-16$24.16$26.0026.8%7.7%25.3%27.1%24.6%4.3%1.8%-568.3K3.5M-19.7K3.3867.80N/AN/A1725823,0845,680
2022-12-19$23.64$26.0027.2%7.8%26.2%28.1%26.4%3.2%1.9%-175.7K3.9M-21.0K0.0637.53N/AN/A288181,5884,288
2022-12-20$23.82$26.0026.9%7.7%26.2%27.2%25.0%3.3%1.9%-166.5K3.2M-22.0K0.7417.89N/AN/A35261,8454,255
2022-12-21$24.16$26.0025.5%7.3%26.5%23.2%25.0%3.0%1.9%-189.3K2.8M-22.3K1.3239.23N/AN/A34451,8554,276
2022-12-22$23.82$26.0027.8%8.0%26.6%29.9%28.1%2.6%1.1%-167.3K3.2M-22.1K1.1517.01N/AN/A33381,8854,304
2022-12-23$23.90$26.0026.4%7.6%26.6%25.8%19.7%2.5%2.1%-176.2K3.2M-21.9K8.1029.72N/AN/A10811,8974,314
2022-12-27$23.84$26.0028.5%8.2%26.0%32.0%28.4%2.5%0.5%-169.9K3.2M-21.1K0.3562.05N/AN/A31111,9004,289
2022-12-28$23.44$26.0029.4%8.4%26.6%34.8%29.1%2.7%1.3%-156.5K3.8M-20.1K31.1565.97N/AN/A134051,9224,298
2022-12-29$23.99$26.0027.6%7.9%24.5%29.3%28.9%4.0%1.2%-191.3K3.3M-23.1K0.4162.82N/AN/A118481,9324,702
2022-12-30$23.82$26.0027.7%7.9%24.0%29.8%26.8%2.0%1.9%-175.7K3.5M-23.2K21.1451.57N/AN/A142962,0444,707