QQQJ Options History — October 2023

In October 2023, QQQJ traded between $22.69 and $24.87. ATM implied volatility averaged 21.5%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 6.9% (HV 20d: 14.6%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 5.16.

Notable Days

  • 2023-10-19: Highest Volume — 661 contracts
  • 2023-10-25: Largest IV spike — 16.7% change
  • 2023-10-23: Highest IV Rank — 26.8%
  • 2023-10-23: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.97$22.69$24.87$24.45$22.98
Max Pain$24.59$24.00$25.00$25.00$24.00
ATM IV21.5%18.6%24.5%21.2%21.9%
Expected Move6.2%5.3%7.0%6.1%6.3%
HV 20d14.6%10.2%18.1%10.2%17.8%
HV 60d13.0%12.1%14.0%12.4%14.0%
IV Rank18.5%10.7%26.8%17.8%19.8%
IV Percentile46.6%27.4%62.3%43.7%52.0%
Term Structure-0.0%-1.0%1.1%1.1%-0.1%
VWIV20.8%17.5%24.3%21.3%19.7%
Skew 25d4.8%2.4%9.0%5.6%3.5%
Skew 10d8.3%1.5%14.0%10.1%3.1%
Call IV 25d19.0%16.6%22.9%16.6%20.4%
Put IV 25d23.8%21.6%26.2%22.2%24.0%
Bid-Ask Spread %13.5211.2016.5011.6713.75
Gamma HHI0.260.170.310.310.21
Net GEX-103.2K-166.0K-7.1K-116.6K-7.1K
Net DEX2.3M1.7M2.6M2.3M2.1M
Net VEX-8.5K-9.7K-5.7K-9.4K-9.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.160.1028.004.951.69
Total Volume152.909966113143
Total OI3,055.7732,4613,4883,0203,488

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$24.45$25.0021.2%6.1%10.2%17.8%21.3%5.6%1.1%-116.6K2.3M-9.4K4.9511.67N/AN/A221099902,030
2023-10-03$24.11$25.0022.7%6.5%10.7%21.9%24.2%4.2%0.3%-114.7K2.6M-9.2K19.5013.06N/AN/A2391,0002,091
2023-10-04$24.27$25.0022.4%6.4%11.2%21.1%22.4%4.5%-1.0%-121.4K2.5M-9.4K1.0012.03N/AN/A881,0002,116
2023-10-05$24.28$25.0022.3%6.3%10.8%20.6%19.1%4.7%-0.2%-125.7K2.6M-9.1K0.5611.94N/AN/A1699992,118
2023-10-06$24.56$25.0018.8%5.6%11.9%11.3%18.2%4.2%-0.2%-130.4K2.2M-9.7K0.9015.96N/AN/A20181,0092,121
2023-10-09$24.51$25.0019.5%5.6%11.8%13.0%19.2%4.5%0.5%-140.0K2.4M-9.2K1.5716.50N/AN/A7111,0122,124
2023-10-10$24.80$25.0019.3%5.5%12.7%12.5%18.7%4.2%-0.0%-138.0K2.1M-9.4K12.7013.74N/AN/A101271,0162,127
2023-10-11$24.87$25.0018.8%5.4%12.7%11.3%18.7%5.4%-0.2%-143.5K2.0M-9.4K2.4011.20N/AN/A5121,0162,101
2023-10-12$24.45$25.0020.0%5.7%13.7%14.6%19.8%4.8%0.4%-150.4K2.5M-8.4K11.0012.97N/AN/A131431,0132,106
2023-10-13$24.27$25.0021.6%6.2%13.5%18.8%21.5%5.2%-0.1%-140.9K2.4M-8.1K28.0015.28N/AN/A1281,0082,035
2023-10-16$24.62$25.0018.6%5.3%14.6%10.7%18.8%4.7%0.6%-163.1K2.2M-8.2K0.2915.38N/AN/A721,0072,055
2023-10-17$24.69$25.0019.1%5.5%14.7%12.0%17.5%4.6%0.7%-166.0K2.0M-8.1K9.0013.17N/AN/A191,0132,056
2023-10-18$24.22$25.0021.5%6.2%16.0%18.6%20.4%2.8%0.3%-140.0K2.5M-7.4K3.5214.23N/AN/A311091,0142,047
2023-10-19$23.81$24.0021.6%6.2%16.5%18.9%22.5%6.8%0.3%-130.3K2.6M-6.6K3.8214.17N/AN/A1375241,0351,921
2023-10-20$23.56$24.0022.5%6.4%16.8%21.3%22.1%5.1%-0.6%-59.5K2.0M-5.7K8.3615.19N/AN/A332761,1421,551
2023-10-23$23.42$24.0024.5%7.0%16.8%26.8%24.3%9.0%-0.6%-73.0K1.8M-6.7K1.5512.29N/AN/A33518821,579
2023-10-24$23.64$24.0020.9%6.0%17.0%16.9%21.0%5.3%-0.3%-76.8K1.7M-6.9K0.1212.55N/AN/A115149041,596
2023-10-25$23.18$24.0024.3%7.0%18.1%26.4%20.4%7.0%-0.7%-76.5K2.4M-9.0K0.1011.70N/AN/A372391,0131,912
2023-10-26$23.02$24.0024.2%6.9%17.3%25.9%23.7%2.4%0.4%-24.3K2.1M-9.4K0.1112.33N/AN/A427491,3751,843
2023-10-27$22.69$24.0023.4%6.7%17.6%23.9%22.9%3.6%-0.4%-18.0K2.3M-9.0K0.5714.02N/AN/A102581,5221,857
2023-10-30$22.86$24.0023.2%6.6%18.0%23.1%21.1%4.1%-0.5%-13.6K2.2M-9.2K1.7214.25N/AN/A1192051,5241,859
2023-10-31$22.98$24.0021.9%6.3%17.8%19.8%19.7%3.5%-0.1%-7.1K2.1M-9.3K1.6913.75N/AN/A16271,6341,854