QQQJ Options History — April 2024

In April 2024, QQQJ traded between $26.55 and $28.84. ATM implied volatility averaged 17.8%, placing in the 45.5% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 4.0% (HV 20d: 13.8%). Max pain ranged from $24.00 to $27.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 1.32.

Notable Days

  • 2024-04-23: Highest Volume — 244 contracts
  • 2024-04-30: Largest IV spike — 26.6% change
  • 2024-04-19: Highest IV Rank — 66.0%
  • 2024-04-19: Largest Expected Move — 6.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.71$26.55$28.84$28.84$27.24
Max Pain$24.41$24.00$27.00$27.00$24.00
ATM IV17.8%13.8%20.8%15.4%19.2%
Expected Move5.1%4.0%6.0%4.4%5.5%
HV 20d13.8%11.3%16.2%13.2%16.2%
HV 60d15.6%14.8%16.6%14.8%16.2%
IV Rank45.5%18.3%66.0%29.4%55.0%
IV Percentile54.1%2.4%88.5%17.5%76.6%
Term Structure1.1%-1.6%4.9%1.4%-1.3%
VWIV16.4%8.7%22.6%8.7%15.9%
Skew 25d3.9%0.4%7.6%5.4%4.2%
Skew 10d3.0%-5.0%10.6%5.3%1.7%
Call IV 25d15.8%11.2%21.1%11.2%11.3%
Put IV 25d19.7%15.1%23.0%16.6%15.5%
Bid-Ask Spread %25.0419.4136.5020.5328.33
Gamma HHI0.300.230.400.230.31
Net GEX-26.8K-70.8K8.3K8.3K-40.4K
Net DEX-522.1K-1.7M797.6K-1.7M-181.3K
Net VEX-9.0K-10.2K-7.9K-9.6K-8.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.320.0020.000.000.23
Total Volume49.1822244106
Total OI2,615.0452,3932,6572,6302,651

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$28.84$27.0015.4%4.4%13.2%29.4%8.7%5.4%1.4%8.3K-1.7M-9.6K0.0020.53N/AN/A1001,3981,232
2024-04-02$28.48$27.0014.0%4.0%13.8%19.8%0.0%1.8%4.0%-3.3K-1.3M-10.0K0.0020.37N/AN/A1001,4051,232
2024-04-03$28.48$27.0013.8%4.0%12.5%18.3%16.5%0.8%3.5%-1.6K-1.2M-10.1K0.0022.16N/AN/A1001,4151,232
2024-04-04$28.20$24.0015.7%5.2%12.1%31.3%0.0%2.4%0.9%-8.9K-981.8K-10.2K0.8334.26N/AN/A12101,4151,231
2024-04-05$28.34$24.0018.4%4.5%11.3%49.8%0.0%2.9%4.9%-5.5K-1.1M-10.0K0.3331.94N/AN/A311,4061,231
2024-04-08$28.45$24.0015.3%5.0%11.4%28.6%18.5%3.1%2.2%-5.3K-1.2M-9.6K1.0020.19N/AN/A111,4061,232
2024-04-09$28.56$24.0014.8%4.6%11.5%25.4%0.0%2.9%1.1%-1.1K-1.4M-9.4K0.2023.12N/AN/A1021,4061,233
2024-04-10$28.23$24.0018.6%5.3%11.9%51.2%10.9%6.9%0.9%-10.5K-1.0M-9.8K0.0029.83N/AN/A1201,3981,232
2024-04-11$28.34$24.0016.7%4.8%12.1%37.8%9.8%5.7%3.0%-18.3K-1.1M-9.3K0.5725.73N/AN/A23131,4011,232
2024-04-12$27.70$24.0019.7%5.7%13.2%58.8%19.7%2.8%-1.2%-21.1K-492.0K-9.6K0.1823.25N/AN/A1731,4131,244
2024-04-15$27.26$24.0020.6%5.9%14.2%64.8%12.0%7.6%0.7%-33.0K-64.9K-9.0K0.0436.50N/AN/A7331,4071,233
2024-04-16$27.31$24.0019.7%5.6%14.3%58.7%18.9%6.6%1.3%-25.4K-125.7K-9.0K0.7027.35N/AN/A23161,3911,233
2024-04-17$27.13$24.0020.2%5.8%14.3%61.9%20.5%6.9%-1.6%-33.5K-26.8K-8.8K0.0531.30N/AN/A16881,4131,241
2024-04-18$26.98$24.0020.0%5.7%13.7%60.9%0.0%3.2%-1.3%-31.0K219.1K-8.4K20.0024.67N/AN/A2401,3381,233
2024-04-19$26.55$24.0020.8%6.0%13.4%66.0%22.6%1.8%0.6%-60.5K797.6K-7.9K1.9323.49N/AN/A14271,3381,262
2024-04-22$26.86$24.0019.9%5.7%14.5%60.1%19.1%0.4%-1.3%-70.8K458.8K-7.9K0.1420.06N/AN/A164231,1681,225
2024-04-23$27.31$24.0019.2%5.5%16.0%55.0%16.2%5.6%1.6%-62.9K51.0K-8.1K0.5420.26N/AN/A158861,3281,243
2024-04-24$27.19$24.0019.3%5.5%16.0%55.8%18.9%4.9%-0.2%-43.0K-128.9K-8.3K0.3722.36N/AN/A1971,4271,169
2024-04-25$27.24$24.0017.2%4.9%15.6%41.8%16.4%1.2%2.8%-39.7K-192.6K-8.4K0.0623.85N/AN/A6341,4291,176
2024-04-26$27.45$24.0017.4%5.0%16.0%43.0%16.7%2.3%1.8%-45.3K-350.1K-8.2K0.6019.41N/AN/A531,4321,180
2024-04-29$27.57$24.0015.1%4.3%16.2%27.4%17.8%6.2%0.5%-37.8K-457.5K-8.1K0.2321.90N/AN/A2661,4371,183
2024-04-30$27.24$24.0019.2%5.5%16.2%55.0%15.9%4.2%-1.3%-40.4K-181.3K-8.0K0.0028.33N/AN/A061,4621,189