SQQQ Options History — April 2013 In April 2013, SQQQ traded between $1208400.00 and $1416400.00. ATM implied volatility averaged 40.8%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 0.3% (HV 20d: 40.5%). Max pain ranged from $1240000.00 to $1360000.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.25.
Notable Days 2013-04-11 : Largest IV spike — 16.6% change2013-04-18 : Highest IV Rank — 45.1%2013-04-18 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $1310818.18 $1208400.00 $1416400.00 $1350400.00 $1208400.00 Max Pain $1292727.27 $1240000.00 $1360000.00 $1320000.00 $1240000.00 ATM IV 40.8% 32.7% 51.7% 37.0% 40.6% Expected Move 11.9% 9.9% 14.8% 10.6% 11.6% HV 20d 40.5% 24.9% 52.7% 26.9% 52.6% HV 60d 37.2% 31.8% 41.7% 31.8% 41.4% IV Rank 22.0% 4.8% 45.1% 14.0% 21.6% IV Percentile 26.3% 2.0% 65.5% 8.3% 27.0% Term Structure 1.2% -1.5% 5.7% 4.5% 0.9% VWIV 43.9% 35.4% 52.1% 37.1% 43.3% Skew 25d -10.9% -16.0% -8.1% -9.1% -10.0% Skew 10d -21.2% -32.0% -15.4% -23.9% -18.1% Call IV 25d 48.9% 40.1% 63.2% 42.7% 47.8% Put IV 25d 38.0% 32.0% 47.2% 33.6% 37.8% Bid-Ask Spread % 27.43 13.05 50.54 30.43 23.42 Gamma HHI 0.31 0.11 0.52 0.48 0.11 Net GEX 1.3M 484.9K 2.8M 1.7M 627.9K Net DEX -12.8M -30.7M 1.6M -16.7M -6.1M Net VEX -74.3K -83.2K -54.9K -81.7K -79.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.03 1.73 0.11 0.19 Total Volume 0 0 0 0 0 Total OI 0.773 0 1 1 1
Daily Data (22 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 Call Vol Put Vol Call OI Put OI 2013-04-01 $1350400.00 $1320000.00 37.0% 10.6% 26.9% 14.0% 37.1% -9.1% 4.5% 1.7M -16.7M -81.7K 0.11 30.43 N/A N/A 0 0 1 0 2013-04-02 $1318400.00 $1320000.00 34.6% 9.9% 27.7% 8.7% 35.4% -8.1% 5.7% 1.4M -10.5M -73.6K 0.36 22.77 N/A N/A 0 0 1 0 2013-04-03 $1351200.00 $1320000.00 39.3% 11.3% 25.1% 18.6% 40.8% -8.1% 2.7% 1.7M -17.2M -82.1K 1.73 22.13 N/A N/A 0 0 1 0 2013-04-04 $1351600.00 $1320000.00 39.6% 11.3% 24.9% 19.3% 40.3% -8.1% 2.1% 1.7M -17.8M -81.2K 0.26 22.25 N/A N/A 0 0 1 0 2013-04-05 $1386800.00 $1360000.00 40.0% 12.8% 26.4% 20.1% 45.3% -12.3% 0.6% 2.1M -25.3M -83.2K 0.43 26.61 N/A N/A 0 0 1 0 2013-04-08 $1364800.00 $1360000.00 38.0% 12.0% 27.0% 15.9% 46.0% -11.6% 1.8% 1.9M -19.5M -76.4K 0.28 24.83 N/A N/A 0 0 1 0 2013-04-09 $1337200.00 $1360000.00 34.0% 11.3% 27.9% 7.5% 42.5% -12.1% 1.2% 1.8M -12.1M -67.4K 0.10 27.75 N/A N/A 0 0 1 0 2013-04-10 $1259200.00 $1360000.00 32.7% 10.8% 34.7% 4.8% 41.1% -10.8% 2.1% 617.6K 1.6M -54.9K 0.20 25.49 N/A N/A 0 0 1 0 2013-04-11 $1258800.00 $1280000.00 38.2% 10.9% 34.6% 16.3% 41.1% -10.7% 1.9% 782.4K -1.4M -68.1K 0.17 23.24 N/A N/A 0 0 1 0 2013-04-12 $1261600.00 $1280000.00 39.9% 11.4% 34.6% 20.0% 41.1% -11.2% 1.4% 795.5K -1.9M -64.2K 0.09 29.32 N/A N/A 0 0 1 0 2013-04-15 $1338400.00 $1280000.00 45.6% 13.1% 40.9% 32.2% 45.6% -13.1% -0.1% 2.1M -20.5M -76.6K 0.17 33.71 N/A N/A 0 0 1 0 2013-04-16 $1282400.00 $1280000.00 42.3% 12.1% 43.4% 25.0% 43.4% -11.6% 0.4% 788.5K -3.3M -64.8K 0.25 34.10 N/A N/A 0 0 1 0 2013-04-17 $1358800.00 $1280000.00 48.7% 14.0% 48.5% 38.7% 47.9% -13.4% -1.2% 2.8M -24.7M -77.9K 0.18 33.30 N/A N/A 0 0 1 0 2013-04-18 $1416400.00 $1280000.00 51.7% 14.8% 50.2% 45.1% 50.3% -16.0% -1.5% 1.7M -30.7M -75.3K 0.18 13.05 N/A N/A 0 0 1 0 2013-04-19 $1354400.00 $1280000.00 45.8% 13.1% 51.6% 32.6% 50.7% -11.8% 0.8% 957.9K -13.2M -71.5K 0.21 30.91 N/A N/A 0 0 1 0 2013-04-22 $1316000.00 $1280000.00 44.0% 12.6% 51.7% 28.8% 52.1% -11.5% 1.1% 611.2K -11.3M -74.4K 0.07 29.95 N/A N/A 0 0 0 0 2013-04-23 $1278400.00 $1280000.00 42.6% 12.2% 52.4% 25.8% 45.7% -10.6% -0.2% 484.9K -8.2M -69.5K 0.03 50.54 N/A N/A 0 0 0 0 2013-04-24 $1280000.00 $1240000.00 40.4% 11.6% 52.2% 21.2% 44.4% -10.6% 2.0% 850.2K -13.0M -78.3K 0.06 26.36 N/A N/A 0 0 0 0 2013-04-25 $1258800.00 $1240000.00 39.9% 11.4% 52.4% 20.1% 44.8% -10.6% 1.0% 724.1K -10.4M -79.9K 0.16 19.44 N/A N/A 0 0 0 0 2013-04-26 $1270400.00 $1240000.00 41.4% 11.9% 52.6% 23.2% 43.3% -8.9% 0.0% 799.7K -12.1M -80.5K 0.04 25.46 N/A N/A 0 0 0 0 2013-04-29 $1235600.00 $1240000.00 41.6% 11.9% 52.7% 23.6% 43.9% -10.0% -0.2% 660.0K -7.6M -74.7K 0.10 28.50 N/A N/A 0 0 1 0 2013-04-30 $1208400.00 $1240000.00 40.6% 11.6% 52.6% 21.6% 43.3% -10.0% 0.9% 627.9K -6.1M -79.0K 0.19 23.42 N/A N/A 0 0 1 0
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