SQQQ Options History — April 2010

Name: SQQQ Options Analytics - April 2010
Creator: Options Analysis Suite

In April 2010, SQQQ traded between $7801600.00 and $9033600.00. ATM implied volatility averaged 46.1%. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 20.5% (HV 20d: 25.5%). Max pain ranged from $8000000.00 to $10400000.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.66.

Notable Days

2010-04-14: Largest IV drop — 29.4% change
2010-04-27: Largest Expected Move — 16.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8327161.90	$7801600.00	$9033600.00	$9033600.00	$8360000.00
Max Pain	$8777142.86	$8000000.00	$10400000.00	$10400000.00	$8320000.00
ATM IV	46.1%	35.4%	57.7%	45.1%	54.5%
Expected Move	13.6%	12.4%	16.6%	12.9%	15.6%
HV 20d	25.5%	20.5%	43.6%	24.4%	43.6%
Term Structure	3.2%	-8.1%	6.1%	6.1%	1.3%
VWIV	49.8%	44.4%	59.6%	49.5%	54.6%
Skew 25d	-11.1%	-16.2%	-8.1%	-8.1%	-16.2%
Skew 10d	-19.8%	-28.3%	-16.4%	-16.4%	-28.3%
Call IV 25d	55.4%	49.4%	67.3%	52.8%	66.1%
Put IV 25d	44.3%	39.9%	51.9%	44.7%	49.8%
Bid-Ask Spread %	12.08	5.90	43.43	43.43	19.64
Gamma HHI	0.13	0.07	0.34	0.07	0.12
Net GEX	-58.3K	-100.2K	-23.7K	-31.3K	-76.0K
Net DEX	3.8M	2.2M	5.6M	2.2M	2.7M
Net VEX	-21.0K	-36.8K	-12.4K	-13.3K	-36.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.01	2.24	0.30	1.50
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall
2010-04-01	$9033600.00	$10400000.00	45.1%	12.9%	24.4%	0.0%	49.5%	-8.1%	6.1%	-31.3K	2.2M	-13.3K	0.30	43.43	N/A	N/A
2010-04-05	$8784000.00	$8000000.00	45.8%	14.5%	21.5%	0.0%	51.7%	-12.0%	4.8%	-24.2K	2.6M	-13.0K	1.96	6.61	N/A	N/A
2010-04-06	$8713600.00	$8960000.00	43.6%	14.2%	21.5%	0.0%	51.8%	-11.8%	2.5%	-32.6K	3.0M	-12.4K	0.43	5.90	N/A	N/A
2010-04-07	$8758400.00	$8960000.00	43.7%	14.0%	21.6%	0.0%	51.3%	-11.7%	3.0%	-23.7K	2.8M	-14.7K	0.47	6.00	N/A	N/A
2010-04-08	$8728000.00	$8960000.00	42.5%	14.0%	20.5%	0.0%	50.6%	-11.3%	3.2%	-25.3K	2.9M	-14.3K	0.03	6.02	N/A	N/A
2010-04-09	$8563200.00	$8960000.00	37.1%	13.1%	21.0%	0.0%	44.4%	-10.1%	4.2%	-31.8K	3.4M	-13.7K	1.05	6.29	N/A	N/A
2010-04-12	$8536000.00	$8960000.00	46.9%	13.1%	21.0%	0.0%	45.2%	-10.8%	3.9%	-46.0K	3.7M	-15.0K	0.40	6.84	N/A	N/A
2010-04-13	$8401600.00	$8960000.00	50.1%	13.0%	20.8%	0.0%	44.7%	-8.6%	4.1%	-35.5K	3.9M	-14.8K	0.20	6.96	N/A	N/A
2010-04-14	$8108800.00	$8960000.00	35.4%	12.4%	22.8%	0.0%	49.5%	-8.1%	4.4%	-30.0K	4.5M	-14.1K	0.47	12.89	N/A	N/A
2010-04-15	$8009600.00	$8960000.00	43.3%	12.4%	22.8%	0.0%	48.1%	-10.1%	4.1%	-66.4K	4.9M	-14.0K	0.01	9.81	N/A	N/A
2010-04-16	$8262400.00	$8960000.00	49.4%	14.2%	26.6%	0.0%	52.2%	-12.6%	2.7%	-25.4K	3.6M	-16.3K	2.24	7.57	N/A	N/A
2010-04-19	$8297600.00	$8800000.00	49.7%	14.3%	25.4%	0.0%	51.5%	-13.3%	-8.1%	-96.2K	3.7M	-23.7K	0.42	13.57	N/A	N/A
2010-04-20	$8185600.00	$8800000.00	45.5%	13.1%	24.2%	0.0%	49.0%	-10.8%	3.6%	-100.1K	4.3M	-25.6K	0.66	7.45	N/A	N/A
2010-04-21	$8022400.00	$8800000.00	43.4%	12.4%	24.2%	0.0%	47.1%	-10.1%	3.7%	-97.3K	4.7M	-25.0K	0.05	10.44	N/A	N/A
2010-04-22	$7897600.00	$8480000.00	43.9%	12.6%	23.7%	0.0%	49.0%	-9.0%	4.3%	-82.3K	4.8M	-24.9K	0.66	8.31	N/A	N/A
2010-04-23	$7801600.00	$8480000.00	43.1%	12.4%	23.0%	0.0%	45.8%	-9.1%	4.3%	-88.8K	5.5M	-26.0K	0.69	11.44	N/A	N/A
2010-04-26	$7854400.00	$8480000.00	46.2%	13.2%	23.6%	0.0%	46.1%	-9.4%	3.1%	-91.3K	5.3M	-26.8K	0.52	11.45	N/A	N/A
2010-04-27	$8336000.00	$8480000.00	57.7%	16.6%	33.4%	0.0%	59.6%	-15.4%	5.3%	-54.1K	2.7M	-31.8K	0.50	31.52	N/A	N/A
2010-04-28	$8323200.00	$8320000.00	52.6%	15.1%	33.3%	0.0%	52.1%	-14.1%	2.1%	-66.0K	3.0M	-32.2K	0.98	9.33	N/A	N/A
2010-04-29	$7892800.00	$8320000.00	47.4%	13.6%	37.2%	0.0%	51.6%	-10.9%	4.4%	-100.2K	5.6M	-31.9K	0.29	12.29	N/A	N/A
2010-04-30	$8360000.00	$8320000.00	54.5%	15.6%	43.6%	0.0%	54.6%	-16.2%	1.3%	-76.0K	2.7M	-36.8K	1.50	19.64	N/A	N/A