QQQJ Options History — June 2023

In June 2023, QQQJ traded between $24.87 and $26.26. ATM implied volatility averaged 18.3%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 4.0% (HV 20d: 14.3%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.93.

Notable Days

  • 2023-06-23: Highest Volume — 249 contracts
  • 2023-06-12: Largest IV spike — 35.0% change
  • 2023-06-12: Highest IV Rank — 29.4%
  • 2023-06-01: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.67$24.87$26.26$24.87$26.14
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV18.3%15.7%25.7%19.0%16.0%
Expected Move4.9%4.5%5.5%5.5%4.6%
HV 20d14.3%13.0%16.2%15.4%13.1%
HV 60d15.4%14.3%17.7%17.2%14.3%
IV Rank8.9%1.7%29.4%11.0%2.6%
IV Percentile7.1%0.4%33.7%7.5%1.2%
Term Structure1.5%-0.9%3.5%-0.9%1.5%
VWIV17.6%15.4%23.9%17.1%15.7%
Skew 25d1.6%-2.8%4.0%0.7%-2.8%
Skew 10d3.1%-3.0%11.0%-1.1%-0.2%
Call IV 25d16.9%15.5%19.3%19.3%15.5%
Put IV 25d18.5%12.7%20.3%20.0%12.7%
Bid-Ask Spread %14.8510.6425.6212.1612.84
Gamma HHI0.350.180.770.240.35
Net GEX114.5K-22.0K513.3K71.2K86.6K
Net DEX-699.7K-2.6M350.9K350.9K-804.0K
Net VEX-8.0K-9.6K-6.9K-9.5K-7.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.930.0026.501.590.25
Total Volume80.57112495735
Total OI3,567.9052,0434,5204,3672,618

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$24.87$25.0019.0%5.5%15.4%11.0%17.1%0.7%-0.9%71.2K350.9K-9.5K1.5912.16N/AN/A22352,0602,307
2023-06-02$25.39$25.0018.9%5.4%16.2%10.8%17.3%-0.6%-0.7%116.0K-535.2K-9.6K0.4110.64N/AN/A114472,0602,316
2023-06-05$25.31$25.0019.3%5.3%15.3%11.8%17.7%2.6%1.5%123.8K-430.5K-9.2K0.3616.71N/AN/A151542,1292,314
2023-06-06$25.46$25.0019.2%5.3%15.4%11.5%18.5%2.4%1.4%132.9K-706.3K-9.1K1.0911.52N/AN/A57622,1162,334
2023-06-07$25.46$25.0020.3%5.3%15.2%14.4%16.9%3.3%0.9%142.8K-765.2K-8.9K0.0012.37N/AN/A2402,1482,305
2023-06-08$25.51$25.0017.4%4.8%15.2%6.5%0.0%1.9%1.1%158.3K-815.0K-8.8K0.0013.98N/AN/A012,1712,308
2023-06-09$25.45$25.0019.1%5.1%15.2%11.1%16.0%2.0%2.2%157.2K-712.4K-8.4K0.2813.76N/AN/A2572,1772,310
2023-06-12$25.73$25.0025.7%4.8%15.5%29.4%17.1%3.3%1.7%166.0K-1.2M-8.2K0.2415.52N/AN/A67162,1892,315
2023-06-13$26.02$25.0023.6%4.9%14.9%23.7%19.4%4.0%2.1%181.0K-1.9M-7.7K0.1516.29N/AN/A2032,1802,330
2023-06-14$25.98$25.0017.8%5.1%13.6%7.5%0.0%3.0%0.1%185.7K-1.8M-7.7K3.4025.62N/AN/A10342,1782,332
2023-06-15$26.26$25.0017.8%5.1%13.6%7.6%17.8%1.6%1.4%181.0K-2.6M-7.2K1.1519.57N/AN/A26302,1852,335
2023-06-16$26.09$25.0017.7%5.1%13.8%7.5%17.6%1.2%1.6%513.3K-2.1M-7.1K0.1016.49N/AN/A3132,0822,358
2023-06-20$25.84$25.0017.3%5.0%14.2%6.2%18.1%0.4%2.1%-14.6K38.5K-6.9K0.8015.12N/AN/A50407651,278
2023-06-21$25.66$25.0017.3%5.0%14.3%6.2%18.8%1.1%1.4%-21.4K129.4K-7.1K26.5016.01N/AN/A2538101,308
2023-06-22$25.63$25.0016.6%4.8%13.4%4.3%16.7%3.1%1.4%-22.0K175.0K-7.0K0.0613.45N/AN/A197118121,311
2023-06-23$25.38$25.0016.0%4.6%13.0%2.6%15.4%1.5%3.5%-537212.5K-7.2K0.1213.51N/AN/A223269421,312
2023-06-26$25.44$25.0016.9%4.8%13.0%5.2%16.8%0.9%2.2%46.0K-494-7.6K0.9617.51N/AN/A54521,1401,311
2023-06-27$25.77$25.0015.7%4.5%13.4%1.8%23.9%0.7%2.9%60.0K-261.6K-7.9K1.0511.24N/AN/A38401,1941,374
2023-06-28$25.80$25.0015.7%4.5%13.4%1.7%15.6%0.8%2.6%69.8K-383.2K-7.7K0.0014.97N/AN/A801,2351,369
2023-06-29$25.86$25.0016.1%4.6%13.0%2.9%18.7%2.9%1.9%72.2K-482.5K-7.7K0.1412.63N/AN/A2131,2381,370
2023-06-30$26.14$25.0016.0%4.6%13.1%2.6%15.7%-2.8%1.5%86.6K-804.0K-7.5K0.2512.84N/AN/A2871,2471,371