QQQJ Options History — November 2024

In November 2024, QQQJ traded between $29.67 and $32.19. ATM implied volatility averaged 15.6%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 1.0% (HV 20d: 16.6%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.39.

Notable Days

  • 2024-11-25: Highest Volume — 868 contracts
  • 2024-11-15: Largest IV spike — 47.1% change
  • 2024-11-04: Highest IV Rank — 70.5%
  • 2024-11-05: Largest Expected Move — 6.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.14$29.67$32.19$29.67$32.19
Max Pain$32.45$30.00$33.00$30.00$32.00
ATM IV15.6%11.2%24.8%17.9%19.9%
Expected Move4.5%3.4%6.0%5.1%5.7%
HV 20d16.6%11.6%19.3%11.8%17.2%
HV 60d14.6%13.9%15.5%13.9%14.7%
IV Rank30.3%11.1%70.5%40.1%49.2%
IV Percentile45.3%6.7%97.2%74.6%86.1%
Term Structure0.7%-4.0%6.7%6.7%-4.0%
VWIV15.1%9.3%19.3%16.4%19.3%
Skew 25d1.0%-6.1%8.0%-2.7%3.8%
Skew 10d2.7%-1.8%8.2%-1.4%-0.9%
Call IV 25d14.3%8.5%18.0%18.0%13.9%
Put IV 25d15.3%9.9%19.7%15.3%17.7%
Bid-Ask Spread %28.2215.2643.2334.2542.56
Gamma HHI0.460.210.860.570.35
Net GEX260.6K12.1K1.3M168.2K197.2K
Net DEX-1.4M-3.6M92.8K92.8K-2.2M
Net VEX-6.2K-9.1K-4.8K-6.4K-8.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.002.600.000.00
Total Volume69.55186811
Total OI2,265.41,5622,6042,4392,548

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$29.67$30.0017.9%5.1%11.8%40.1%0.0%-2.7%6.7%168.2K92.8K-6.4K0.0034.25N/AN/A101,548891
2024-11-04$29.70$33.0024.8%5.7%11.6%70.5%0.0%5.0%-2.0%180.9K56.5K-5.6K0.0043.23N/AN/A101,548891
2024-11-05$30.05$33.0020.6%6.0%12.4%52.2%0.0%-0.9%-1.5%217.2K-191.6K-6.2K0.1732.65N/AN/A611,549892
2024-11-06$30.70$33.0011.2%4.6%14.6%11.1%16.4%-1.1%1.6%450.9K-892.5K-6.2K0.0424.47N/AN/A10941,554891
2024-11-07$31.35$33.0011.5%3.6%16.1%12.1%15.5%-0.3%1.8%375.8K-2.3M-7.0K0.0029.86N/AN/A2101,630895
2024-11-08$31.74$33.0012.2%4.4%16.1%15.3%10.2%0.9%1.0%279.9K-3.2M-6.1K0.0033.86N/AN/A8401,638895
2024-11-11$31.82$33.0013.8%4.4%16.1%22.4%16.0%1.5%1.8%206.5K-3.6M-5.6K0.0035.46N/AN/A301,701895
2024-11-12$31.52$33.0018.4%4.5%16.2%42.3%0.0%-1.6%0.7%416.3K-2.9M-6.0K0.0023.09N/AN/A401,702895
2024-11-13$31.42$33.0012.5%3.6%16.2%16.7%14.1%-1.0%1.7%527.3K-3.1M-5.6K0.1023.46N/AN/A1011,706894
2024-11-14$31.01$33.0011.8%3.4%16.9%13.7%14.9%4.2%1.0%1.3M-1.9M-5.7K2.0028.17N/AN/A121,708895
2024-11-15$30.45$33.0017.4%5.0%18.2%37.9%16.6%3.2%2.0%176.6K-175.6K-4.9K0.3024.83N/AN/A2371,707897
2024-11-18$30.61$33.0016.0%4.6%18.2%32.1%16.0%-1.8%0.0%59.0K-125.7K-4.8K0.0624.02N/AN/A483768794
2024-11-19$30.66$32.0012.5%3.6%18.2%16.7%13.4%3.3%5.9%62.1K-245.0K-5.1K2.6024.73N/AN/A513816794
2024-11-20$30.85$32.0016.9%4.8%17.7%35.9%16.3%-6.1%0.1%60.4K-315.6K-5.0K0.3528.73N/AN/A176819807
2024-11-21$31.37$32.0014.0%4.0%18.4%23.3%16.7%-1.3%-1.1%47.6K-603.1K-5.3K0.1328.08N/AN/A152834813
2024-11-22$31.54$32.0015.3%4.4%18.4%28.8%15.2%-0.9%-0.6%41.0K-736.9K-5.2K0.0323.73N/AN/A732849811
2024-11-25$32.13$32.0016.2%4.7%19.1%33.0%9.3%8.0%-1.2%12.1K-1.2M-5.5K0.0023.15N/AN/A8671910813
2024-11-26$31.96$32.0014.7%4.2%19.3%26.5%14.4%3.1%-0.2%193.5K-1.9M-9.1K2.0015.26N/AN/A121,741813
2024-11-27$32.00$32.0014.7%4.2%19.1%26.5%17.4%4.5%-0.2%203.7K-2.0M-8.9K0.0020.76N/AN/A5701,741815
2024-11-29$32.19$32.0019.9%5.7%17.2%49.2%19.3%3.8%-4.0%197.2K-2.2M-8.9K0.0042.56N/AN/A101,733815