QQQJ Options History — June 2024

In June 2024, QQQJ traded between $27.39 and $28.05. ATM implied volatility averaged 12.4%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 1.1% (HV 20d: 11.3%). Max pain ranged from $27.00 to $28.00. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 2.07.

Notable Days

2024-06-26: Highest Volume — 657 contracts
2024-06-06: Largest IV spike — 53.1% change
2024-06-04: Highest IV Rank — 46.0%
2024-06-04: Largest Expected Move — 4.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.79	$27.39	$28.05	$27.49	$27.86
Max Pain	$27.16	$27.00	$28.00	$28.00	$27.00
ATM IV	12.4%	9.6%	16.5%	16.4%	13.4%
Expected Move	3.4%	2.5%	4.7%	4.7%	3.8%
HV 20d	11.3%	10.0%	12.2%	11.2%	10.0%
HV 60d	13.1%	12.9%	13.3%	13.0%	12.9%
IV Rank	23.0%	5.7%	46.0%	45.5%	30.1%
IV Percentile	12.1%	0.8%	46.4%	44.0%	11.9%
Term Structure	1.3%	-5.1%	6.2%	-4.1%	1.8%
VWIV	13.9%	7.5%	21.8%	15.4%	9.8%
Skew 25d	0.6%	-4.4%	4.3%	2.7%	3.2%
Skew 10d	1.0%	-7.6%	19.3%	-6.5%	3.8%
Call IV 25d	13.4%	10.9%	15.5%	13.2%	11.2%
Put IV 25d	14.0%	9.5%	18.2%	15.9%	14.4%
Bid-Ask Spread %	32.39	18.17	42.96	32.43	18.17
Gamma HHI	0.43	0.26	0.88	0.29	0.26
Net GEX	-94.6K	-354.4K	115.0K	-47.9K	102.0K
Net DEX	18.5K	-972.9K	920.9K	-30.5K	-221
Net VEX	-5.2K	-6.6K	-3.7K	-5.2K	-5.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.07	0.00	22.00	0.13	0.01
Total Volume	119.579	0	657	27	99
Total OI	3,052.368	1,099	4,014	3,373	1,815

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-06-03	$27.49	$28.00	16.4%	4.7%	11.2%	45.5%	15.4%	2.7%	-4.1%	-47.9K	-30.5K	-5.2K	0.13	32.43	N/A	N/A	24	3	2,246	1,127
2024-06-04	$27.39	$28.00	16.5%	4.7%	10.5%	46.0%	21.8%	3.3%	-2.8%	-66.0K	208.5K	-4.7K	0.36	27.16	N/A	N/A	11	4	2,249	1,127
2024-06-05	$27.77	$28.00	10.0%	2.9%	11.7%	7.9%	18.6%	2.7%	-1.7%	5.1K	-512.7K	-5.5K	0.08	32.08	N/A	N/A	12	1	2,259	1,131
2024-06-06	$27.70	$27.00	15.3%	3.3%	11.6%	39.1%	0.0%	-2.7%	1.3%	-28.6K	-508.6K	-5.0K	0.00	41.86	N/A	N/A	0	0	2,268	1,131
2024-06-07	$27.55	$27.00	11.7%	2.5%	11.5%	18.0%	0.0%	-0.3%	5.9%	-105.8K	-14.2K	-4.4K	0.10	38.71	N/A	N/A	10	1	2,268	1,131
2024-06-10	$27.76	$27.00	11.7%	3.0%	11.8%	17.7%	0.0%	-3.9%	6.2%	-112.2K	-393.9K	-3.9K	0.25	38.99	N/A	N/A	4	1	2,278	1,132
2024-06-11	$27.70	$27.00	12.4%	3.6%	11.8%	21.8%	0.0%	-4.4%	3.0%	-125.7K	-260.3K	-3.7K	0.00	38.16	N/A	N/A	52	0	2,281	1,132
2024-06-12	$28.01	$27.00	10.3%	3.0%	12.1%	9.9%	13.8%	0.4%	1.7%	-40.2K	-972.9K	-4.0K	22.00	40.92	N/A	N/A	25	550	2,323	1,132
2024-06-13	$28.05	$27.00	9.6%	2.7%	11.1%	5.7%	0.0%	0.6%	6.2%	-218.7K	-104.1K	-6.6K	0.11	42.96	N/A	N/A	9	1	2,331	1,682
2024-06-14	$27.70	$27.00	10.4%	3.0%	11.9%	11.2%	7.5%	-1.7%	3.6%	-245.9K	672.2K	-6.3K	0.25	38.52	N/A	N/A	16	4	2,332	1,682
2024-06-17	$27.89	$27.00	12.4%	3.6%	12.2%	23.8%	0.0%	2.4%	4.9%	-282.3K	268.6K	-6.1K	0.00	31.63	N/A	N/A	20	0	2,327	1,685
2024-06-18	$27.91	$27.00	9.7%	2.8%	12.1%	6.3%	15.0%	-2.5%	0.7%	-305.7K	269.1K	-5.8K	0.00	38.65	N/A	N/A	37	0	2,328	1,685
2024-06-20	$27.80	$27.00	14.6%	4.2%	12.1%	37.2%	11.2%	1.4%	0.2%	-354.4K	920.9K	-5.3K	10.96	25.69	N/A	N/A	50	548	2,305	1,686
2024-06-21	$27.81	$27.00	11.3%	3.2%	12.1%	16.6%	13.2%	3.9%	-1.3%	-44.1K	125.9K	-5.1K	2.75	28.11	N/A	N/A	4	11	2,323	1,349
2024-06-24	$27.93	$27.00	12.7%	3.6%	10.8%	25.1%	15.7%	0.3%	1.0%	-24.4K	274.3K	-5.1K	0.00	25.36	N/A	N/A	77	0	503	596
2024-06-25	$27.84	$27.00	15.1%	4.3%	10.3%	40.8%	13.9%	2.5%	0.2%	-12.9K	258.3K	-5.2K	0.10	18.61	N/A	N/A	30	3	565	596
2024-06-26	$27.78	$27.00	11.2%	3.2%	10.2%	16.1%	9.7%	4.3%	2.7%	-4.5K	266.6K	-5.3K	0.00	25.77	N/A	N/A	657	0	583	599
2024-06-27	$27.98	$27.00	11.4%	3.3%	10.0%	17.3%	15.0%	-1.3%	-5.1%	115.0K	-115.5K	-6.4K	0.14	31.63	N/A	N/A	7	1	1,209	599
2024-06-28	$27.86	$27.00	13.4%	3.8%	10.0%	30.1%	9.8%	3.2%	1.8%	102.0K	-221	-5.9K	0.01	18.17	N/A	N/A	98	1	1,215	600