QQQJ Options History — July 2024

In July 2024, QQQJ traded between $27.71 and $29.38. ATM implied volatility averaged 16.2%, placing in the 47.4% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 3.7% (HV 20d: 12.5%). Max pain ranged from $27.00 to $27.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.80.

Notable Days

  • 2024-07-22: Highest Volume — 131 contracts
  • 2024-07-17: Largest IV spike — 43.7% change
  • 2024-07-30: Highest IV Rank — 100.0%
  • 2024-07-30: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.37$27.71$29.38$27.71$28.62
Max Pain$27.00$27.00$27.00$27.00$27.00
ATM IV16.2%9.8%24.6%12.6%23.2%
Expected Move4.8%3.0%7.1%3.6%6.6%
HV 20d12.5%9.0%16.2%10.2%16.2%
HV 60d12.4%11.5%12.8%12.8%12.6%
IV Rank47.4%7.4%100.0%24.8%91.1%
IV Percentile46.9%2.0%100.0%9.1%98.0%
Term Structure-0.3%-2.8%3.4%-2.8%-2.3%
VWIV17.9%14.9%24.2%17.1%15.4%
Skew 25d2.2%-4.3%7.0%0.4%-2.1%
Skew 10d5.6%-0.9%15.0%3.2%3.0%
Call IV 25d14.9%9.1%20.2%13.5%16.0%
Put IV 25d17.1%8.9%24.7%13.9%13.9%
Bid-Ask Spread %25.5917.0040.8024.0634.39
Gamma HHI0.400.250.800.250.32
Net GEX133.1K-23.2K572.3K95.4K1.2K
Net DEX-435.0K-2.5M115.8K30.1K-292.8K
Net VEX-5.6K-6.5K-5.3K-6.0K-5.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.800.0014.000.005.00
Total Volume352131530
Total OI1,771.7271,3682,0811,8731,464

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$27.71$27.0012.6%3.6%10.2%24.8%17.1%0.4%-2.8%95.4K30.1K-6.0K0.0024.06N/AN/A501,272601
2024-07-02$27.80$27.0010.4%3.0%10.2%11.1%16.0%3.4%2.8%93.0K112.6K-5.6K2.2525.38N/AN/A491,273601
2024-07-03$27.94$27.0010.6%3.0%10.2%12.0%0.0%-1.4%2.4%112.3K-58.1K-5.7K0.0024.15N/AN/A401,277610
2024-07-05$27.91$27.009.8%4.7%9.0%7.4%16.4%3.3%-1.6%80.7K115.8K-5.3K0.8021.61N/AN/A541,281610
2024-07-08$28.14$27.0010.5%3.5%9.4%11.7%15.5%2.1%1.1%127.0K-70.8K-5.4K0.0023.94N/AN/A2101,286612
2024-07-09$28.09$27.0011.4%3.4%9.1%17.3%15.9%1.3%0.5%122.8K-143.4K-5.5K0.0025.46N/AN/A701,323612
2024-07-10$28.26$27.0012.0%3.4%9.0%20.9%14.9%1.0%-0.4%162.2K-209.1K-5.6K0.1223.94N/AN/A6681,330612
2024-07-11$28.59$27.0015.8%4.5%9.7%44.9%15.7%1.1%0.8%354.7K-749.7K-6.2K0.3220.62N/AN/A1961,386620
2024-07-12$29.01$27.0012.8%3.7%10.2%26.4%16.0%6.9%-0.1%487.4K-1.7M-6.5K0.0035.59N/AN/A4701,402626
2024-07-15$28.89$27.0017.1%4.9%10.4%53.1%16.8%1.6%0.3%572.3K-1.4M-6.2K0.0019.60N/AN/A2101,424626
2024-07-16$29.38$27.0012.8%3.7%10.4%25.8%16.0%0.7%0.8%330.7K-2.5M-5.7K0.0024.87N/AN/A7701,418626
2024-07-17$28.78$27.0018.3%5.3%13.2%61.0%0.0%-4.3%-1.5%239.1K-1.3M-6.1K0.0028.43N/AN/A4301,417626
2024-07-18$28.36$27.0013.8%4.0%14.4%32.6%16.9%2.9%3.4%125.0K-340.5K-5.6K0.0040.80N/AN/A901,455626
2024-07-19$28.24$27.0016.4%4.7%14.4%49.1%21.6%-1.4%-2.8%38.6K-220.5K-5.3K11.1127.10N/AN/A91001,453626
2024-07-22$28.59$27.0018.5%5.3%15.0%62.0%20.6%-2.1%-2.7%-23.2K-162.7K-5.4K3.2328.98N/AN/A31100709707
2024-07-23$28.51$27.0018.1%5.2%15.0%59.5%0.0%6.0%-1.5%-5.4K-191.3K-5.3K0.0027.24N/AN/A30737631
2024-07-24$28.19$27.0022.9%6.6%15.6%90.1%22.5%7.0%-2.4%226-25.5K-5.3K0.5717.00N/AN/A4425739631
2024-07-25$28.12$27.0020.9%6.0%15.6%77.1%0.0%4.2%1.6%398-26.5K-5.4K0.0020.50N/AN/A02758655
2024-07-26$28.39$27.0020.9%6.0%15.8%77.5%0.0%6.8%-0.1%3.7K-130.6K-5.3K0.0025.50N/AN/A130758653
2024-07-29$28.44$27.0022.6%6.5%15.7%88.0%22.7%6.3%-0.8%5.2K-190.4K-5.4K0.3418.36N/AN/A3211791653
2024-07-30$28.27$27.0024.6%7.1%15.7%100.0%24.2%5.7%-1.6%3.7K-92.2K-5.4K14.0025.48N/AN/A114797664
2024-07-31$28.62$27.0023.2%6.6%16.2%91.1%15.4%-2.1%-2.3%1.2K-292.8K-5.4K5.0034.39N/AN/A525798666