QQQJ Options History — August 2024

In August 2024, QQQJ traded between $26.69 and $29.18. ATM implied volatility averaged 20.5%, placing in the 54.0% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 1.9% (HV 20d: 22.5%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.61.

Notable Days

  • 2024-08-07: Highest Volume — 534 contracts
  • 2024-08-16: Largest IV spike — 34.5% change
  • 2024-08-01: Highest IV Rank — 100.0%
  • 2024-08-05: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.20$26.69$29.18$27.95$29.00
Max Pain$28.82$27.00$29.00$27.00$29.00
ATM IV20.5%12.8%31.6%24.9%12.8%
Expected Move5.7%3.7%9.4%7.1%3.7%
HV 20d22.5%18.4%24.3%18.4%19.5%
HV 60d16.3%13.4%17.1%13.4%16.8%
IV Rank54.0%17.9%100.0%100.0%17.9%
IV Percentile69.9%13.5%100.0%100.0%13.5%
Term Structure-1.5%-5.1%2.3%-1.0%-2.2%
VWIV19.6%14.0%31.8%25.3%15.6%
Skew 25d4.0%-2.9%17.8%0.9%0.9%
Skew 10d2.4%-3.6%11.6%1.1%2.9%
Call IV 25d17.0%12.6%23.9%23.6%16.1%
Put IV 25d21.0%14.4%34.0%24.5%17.0%
Bid-Ask Spread %31.1617.7179.8627.9124.39
Gamma HHI0.350.240.550.320.36
Net GEX84.4K-24.9K187.1K3.8K161.1K
Net DEX-588.9K-1.7M727.4K104.9K-1.6M
Net VEX-5.4K-6.7K-4.0K-5.2K-6.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.004.500.850.00
Total Volume86.2731534481
Total OI1,930.1361,4682,2201,4682,220

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$27.95$27.0024.9%7.1%18.4%100.0%25.3%0.9%-1.0%3.8K104.9K-5.2K0.8527.91N/AN/A2622802666
2024-08-02$27.36$27.0030.0%8.6%19.9%100.0%30.0%6.9%-1.7%3.6K412.4K-4.9K0.5031.06N/AN/A2010817688
2024-08-05$26.69$29.0029.3%9.4%21.3%96.7%31.8%17.8%-4.1%3.5K663.1K-4.3K0.0979.86N/AN/A111830685
2024-08-06$27.12$29.0027.1%7.0%22.3%86.5%23.3%13.8%0.6%-558604.2K-4.3K4.5054.28N/AN/A29822686
2024-08-07$26.84$29.0031.6%7.4%22.3%100.0%16.5%10.2%-1.6%-370727.4K-4.0K0.3449.82N/AN/A399135822699
2024-08-08$27.59$29.0026.4%6.3%24.3%77.2%21.5%2.4%-5.1%56.3K136.4K-4.9K0.0151.96N/AN/A10311,162809
2024-08-09$27.59$29.0025.4%6.1%23.5%73.1%21.3%1.6%-0.8%78.5K7.0K-5.1K0.0039.87N/AN/A1301,254809
2024-08-12$27.44$29.0021.6%6.3%23.5%56.3%16.2%11.8%-3.6%86.2K209.0K-4.5K0.0529.64N/AN/A2111,264809
2024-08-13$27.91$29.0020.5%5.8%23.5%51.6%20.9%5.3%-0.4%148.6K-411.4K-4.7K1.0029.52N/AN/A331,265809
2024-08-14$27.84$29.0018.9%5.4%22.5%44.7%19.1%-2.9%-1.5%187.1K-335.3K-4.3K0.2529.36N/AN/A411,267809
2024-08-15$28.41$29.0013.1%3.7%23.3%19.2%14.0%-1.0%-4.3%100.7K-1.1M-4.4K0.4430.55N/AN/A941,269810
2024-08-16$28.46$29.0017.6%5.0%23.2%38.9%16.4%3.1%-3.0%-24.9K-1.2M-4.4K0.0021.96N/AN/A28001,270810
2024-08-19$28.77$29.0014.3%4.1%23.1%24.5%14.1%2.7%2.3%38.9K-636.5K-5.3K0.0023.95N/AN/A36301,035627
2024-08-20$28.64$29.0016.7%4.8%23.2%35.1%19.2%-2.2%-0.8%111.1K-799.6K-6.3K0.0022.62N/AN/A11101,374627
2024-08-21$28.89$29.0017.6%5.1%22.9%39.1%17.4%1.4%-1.1%115.9K-1.1M-6.3K0.0018.19N/AN/A1401,372627
2024-08-22$28.68$29.0018.5%5.3%23.1%43.0%19.5%2.8%-0.9%110.6K-922.1K-6.2K2.8017.95N/AN/A5141,373627
2024-08-23$29.06$29.0018.0%5.2%23.3%40.7%14.7%3.5%-2.2%118.1K-1.4M-6.2K0.1217.71N/AN/A89111,378638
2024-08-26$29.06$29.0018.5%5.3%23.3%42.9%17.4%2.8%1.7%128.2K-1.6M-6.5K0.0018.03N/AN/A8401,463639
2024-08-27$29.18$29.0015.0%4.3%23.2%27.5%18.2%0.1%0.1%128.7K-1.7M-6.4K0.0621.55N/AN/A9861,469639
2024-08-28$28.93$29.0019.3%5.5%23.1%46.5%19.7%3.7%-1.7%146.3K-1.4M-6.7K0.3819.47N/AN/A1351,563645
2024-08-29$29.07$29.0014.8%4.3%21.3%26.9%0.0%2.1%-1.3%156.1K-1.7M-6.5K2.0025.96N/AN/A241,562652
2024-08-30$29.00$29.0012.8%3.7%19.5%17.9%15.6%0.9%-2.2%161.1K-1.6M-6.4K0.0024.39N/AN/A101,564656