QQQJ Options History — October 2024

In October 2024, QQQJ traded between $29.56 and $30.64. ATM implied volatility averaged 17.7%, placing in the 39.2% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 5.3% (HV 20d: 12.3%). Max pain ranged from $28.00 to $30.00. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 3.10.

Notable Days

  • 2024-10-23: Highest Volume — 950 contracts
  • 2024-10-21: Largest IV spike — 45.2% change
  • 2024-10-30: Highest IV Rank — 60.6%
  • 2024-10-30: Largest Expected Move — 6.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.24$29.56$30.64$30.12$29.56
Max Pain$28.74$28.00$30.00$30.00$30.00
ATM IV17.7%12.6%22.6%16.0%17.3%
Expected Move5.4%4.0%6.5%4.6%4.9%
HV 20d12.3%10.2%13.6%13.2%12.4%
HV 60d17.1%14.5%18.5%18.4%14.9%
IV Rank39.2%17.0%60.6%32.0%37.5%
IV Percentile63.7%11.9%94.8%50.4%69.8%
Term Structure-0.3%-3.9%7.6%-1.8%6.7%
VWIV20.5%10.3%46.4%21.6%24.9%
Skew 25d4.6%-5.3%12.6%0.5%7.7%
Skew 10d7.9%-1.4%14.9%5.2%8.8%
Call IV 25d14.8%9.3%19.5%18.1%14.0%
Put IV 25d19.4%13.6%24.6%18.7%21.7%
Bid-Ask Spread %29.9617.9743.5128.4338.95
Gamma HHI0.630.220.840.770.55
Net GEX-102.3K-451.1K241.9K-196.9K152.4K
Net DEX3.6K-771.4K695.8K471.4K119.4K
Net VEX-5.7K-6.9K-4.2K-5.8K-6.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.100.0051.000.001.00
Total Volume69.52219503820
Total OI1,964.2171,2712,4291,7282,429

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$30.12$30.0016.0%4.6%13.2%32.0%21.6%0.5%-1.8%-196.9K471.4K-5.8K0.0028.43N/AN/A3805281,200
2024-10-02$30.26$30.0014.1%4.1%13.2%23.9%0.0%5.8%4.0%-237.3K148.1K-5.8K51.0035.11N/AN/A1515611,200
2024-10-03$30.02$28.0015.0%6.0%13.6%27.6%0.0%5.2%-2.6%-234.6K517.6K-6.2K0.0341.83N/AN/A10535621,251
2024-10-04$30.34$28.0012.6%5.8%12.5%17.0%15.5%4.7%-0.4%-269.6K73.3K-6.0K0.1833.17N/AN/A2245621,254
2024-10-07$30.13$28.0016.2%6.1%13.1%32.7%10.3%-1.1%-1.7%-256.4K462.0K-6.0K0.0737.81N/AN/A1415751,254
2024-10-08$30.19$28.0015.7%6.0%13.1%30.7%0.0%12.3%-1.2%-259.4K290.1K-5.8K0.0034.69N/AN/A105891,254
2024-10-09$30.31$28.0014.8%4.3%12.5%26.9%18.4%11.2%0.6%-284.9K89.4K-5.6K0.0043.51N/AN/A1305891,254
2024-10-10$30.19$28.0020.1%5.8%12.7%49.8%0.0%8.8%-0.3%-399.0K162.8K-5.6K0.5730.88N/AN/A746021,254
2024-10-11$30.56$28.0017.9%5.1%12.6%40.4%17.6%4.5%0.9%-272.4K-387.2K-5.0K1.0723.47N/AN/A29316081,258
2024-10-14$30.64$28.0017.5%5.0%12.6%38.5%15.1%3.9%0.2%-208.1K-771.4K-4.2K0.3829.83N/AN/A836361,251
2024-10-15$30.37$28.0019.7%5.6%13.2%48.0%19.6%6.6%0.1%-451.1K695.8K-5.8K2.6326.21N/AN/A8216341,610
2024-10-16$30.56$28.0018.6%5.3%13.3%43.4%18.4%3.8%0.4%-281.1K137.3K-5.5K0.0020.69N/AN/A1906361,610
2024-10-17$30.47$28.0015.9%4.6%12.6%31.7%46.4%-0.2%-0.6%-370.4K227.6K-5.3K0.0027.63N/AN/A506511,610
2024-10-18$30.57$28.0013.9%4.0%12.3%22.7%17.1%5.3%7.6%20.7K-159.0K-4.9K0.0038.53N/AN/A1606531,610
2024-10-21$30.41$28.0020.2%5.8%12.6%50.1%23.0%7.1%-2.1%24.6K142.7K-4.7K0.3617.97N/AN/A2810588683
2024-10-22$30.36$28.0016.3%4.7%12.1%33.4%21.5%8.2%-2.2%27.1K92.2K-4.8K0.7429.80N/AN/A3425612693
2024-10-23$30.00$29.0021.2%6.1%12.4%54.5%18.9%-3.0%-2.2%32.2K195.3K-4.6K0.0725.79N/AN/A88961646717
2024-10-24$29.88$30.0020.3%5.8%10.3%50.7%20.5%-5.3%-1.7%202.7K-288.6K-6.6K0.0025.29N/AN/A501,523778
2024-10-25$29.93$30.0020.8%6.0%10.2%53.0%20.9%-5.1%-1.4%197.4K-342.5K-6.9K2.0022.76N/AN/A121,528778
2024-10-28$30.24$30.0021.9%6.3%10.9%57.9%19.3%4.5%-2.8%241.9K-599.7K-6.9K0.0019.67N/AN/A901,529780
2024-10-29$30.28$30.0017.5%5.0%10.7%38.6%20.1%7.8%-3.9%238.2K-695.0K-6.7K0.0030.69N/AN/A101,538780
2024-10-30$30.13$30.0022.6%6.5%10.8%60.6%0.0%12.6%-3.3%230.4K-499.0K-6.7K11.2226.32N/AN/A91011,539780
2024-10-31$29.56$30.0017.3%4.9%12.4%37.5%24.9%7.7%6.7%152.4K119.4K-6.4K1.0038.95N/AN/A10101,548881