QQQJ Options History — December 2024

In December 2024, QQQJ traded between $30.87 and $32.67. ATM implied volatility averaged 13.4%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded below realized volatility by 2.2% (HV 20d: 15.6%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 2.92.

Notable Days

  • 2024-12-19: Highest Volume — 1,003 contracts
  • 2024-12-10: Largest IV spike — 66.6% change
  • 2024-12-19: Highest IV Rank — 50.6%
  • 2024-12-19: Largest Expected Move — 5.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.85$30.87$32.67$32.28$30.87
Max Pain$32.33$30.00$33.00$32.00$33.00
ATM IV13.4%8.1%20.0%14.9%13.7%
Expected Move3.9%3.0%5.7%4.3%3.9%
HV 20d15.6%11.9%17.6%17.2%16.2%
HV 60d14.9%14.1%15.9%14.4%15.7%
IV Rank22.1%0.0%50.6%27.1%23.8%
IV Percentile27.9%0.0%86.5%37.3%26.6%
Term Structure2.5%-5.4%6.8%-5.4%6.7%
VWIV12.8%7.5%16.2%10.7%11.8%
Skew 25d5.0%0.2%9.6%0.3%8.3%
Skew 10d5.1%0.2%11.3%0.2%3.6%
Call IV 25d10.2%7.5%13.6%12.9%9.8%
Put IV 25d15.2%9.8%21.2%13.2%18.1%
Bid-Ask Spread %28.7415.1641.8115.1624.08
Gamma HHI0.340.270.430.300.27
Net GEX152.6K45.9K227.9K169.6K45.9K
Net DEX-1.1M-2.8M602.9K-2.3M602.9K
Net VEX-7.6K-8.5K-5.8K-8.5K-5.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.920.0039.122.670.00
Total Volume79.28601,003113
Total OI2,552.2862,2222,7972,5492,267

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$32.28$32.0014.9%4.3%17.2%27.1%10.7%0.3%-5.4%169.6K-2.3M-8.5K2.6715.16N/AN/A381,734815
2024-12-03$32.21$32.0014.7%4.2%17.3%26.5%15.8%0.4%-1.0%191.4K-2.1M-8.3K1.5016.67N/AN/A231,736822
2024-12-04$32.46$32.0014.3%4.1%17.2%24.5%13.8%5.3%0.3%191.4K-2.5M-8.5K3.0027.92N/AN/A4121,738822
2024-12-05$32.38$30.0014.3%3.2%16.0%24.8%7.5%4.9%3.0%182.3K-2.4M-8.5K0.0039.20N/AN/A1501,741834
2024-12-06$32.55$30.008.1%3.7%14.5%0.0%13.1%0.5%2.5%169.5K-2.6M-8.2K0.0026.16N/AN/A701,744834
2024-12-09$32.67$30.008.4%3.8%14.0%1.2%14.1%2.6%3.0%165.9K-2.8M-8.1K1.1123.87N/AN/A9101,748834
2024-12-10$32.25$31.0014.0%3.0%14.9%25.1%12.8%4.2%4.6%185.0K-2.2M-7.8K6.4627.91N/AN/A281811,753843
2024-12-11$32.48$33.0015.3%4.4%14.5%30.7%0.0%3.6%1.0%90.2K-2.1M-8.4K0.0027.08N/AN/A101,7481,023
2024-12-12$32.38$33.0011.2%3.2%14.5%13.1%13.0%2.0%3.4%130.3K-1.9M-8.2K0.1428.46N/AN/A711,7481,023
2024-12-13$32.09$33.0011.0%3.2%14.0%12.3%8.9%7.1%2.9%211.0K-1.3M-7.6K0.7134.07N/AN/A751,7511,024
2024-12-16$32.10$33.0014.1%4.0%11.9%25.5%0.0%7.7%3.3%201.2K-1.3M-7.4K0.0026.42N/AN/A001,7501,024
2024-12-17$32.05$33.0015.3%4.4%12.0%30.5%15.3%8.4%1.9%227.9K-1.2M-7.2K0.0431.31N/AN/A2411,7541,024
2024-12-18$30.98$33.0018.0%5.2%17.6%42.1%13.5%9.6%3.5%192.9K18.6K-5.8K0.0241.81N/AN/A12331,7631,024
2024-12-19$31.02$33.0020.0%5.7%17.5%50.6%16.2%3.8%-2.4%214.7K-98.1K-6.3K39.1235.20N/AN/A259781,7761,021
2024-12-20$31.36$33.0013.2%3.8%16.9%21.6%15.2%9.5%4.1%136.3K-760.3K-8.4K0.3140.66N/AN/A97301,763852
2024-12-23$31.34$33.0012.9%3.7%16.7%20.2%11.3%6.5%2.9%103.1K161.5K-7.6K0.1130.48N/AN/A2831,435787
2024-12-24$31.57$33.0010.3%3.0%15.5%9.3%14.3%0.2%3.2%109.4K113.1K-7.3K0.0627.98N/AN/A1611,461790
2024-12-26$31.71$33.0011.3%3.2%15.5%13.5%8.7%8.2%6.3%143.2K-144.8K-7.7K0.0022.57N/AN/A201,471790
2024-12-27$31.21$33.0012.8%3.7%16.4%19.8%15.2%7.5%1.3%93.5K254.4K-7.0K0.1730.28N/AN/A2341,473790
2024-12-30$30.98$33.0013.3%3.8%16.3%22.2%11.8%4.7%6.8%50.0K552.1K-6.1K0.0026.33N/AN/A011,474794
2024-12-31$30.87$33.0013.7%3.9%16.2%23.8%0.0%8.3%6.7%45.9K602.9K-5.9K0.0024.08N/AN/A301,474793