SQQQ Options History — April 2015

In April 2015, SQQQ traded between $232000.00 and $272600.00. ATM implied volatility averaged 43.0%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 3.3% (HV 20d: 39.7%). Max pain ranged from $230000.00 to $250000.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.77.

Notable Days

  • 2015-04-30: Highest Volume — 1 contracts
  • 2015-04-27: Largest IV spike — 18.3% change
  • 2015-04-01: Highest IV Rank — 43.9%
  • 2015-04-01: Largest Expected Move — 14.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$252214.29$232000.00$272600.00$272600.00$251800.00
Max Pain$243333.33$230000.00$250000.00$250000.00$230000.00
ATM IV43.0%34.8%51.0%51.0%46.1%
Expected Move12.4%10.0%14.6%14.6%13.2%
HV 20d39.7%34.4%45.1%45.0%38.4%
HV 60d40.2%37.2%44.2%44.2%38.4%
IV Rank29.6%15.0%43.9%43.9%35.1%
IV Percentile52.4%17.1%78.6%78.6%69.0%
Term Structure2.8%-0.3%7.5%3.2%1.7%
VWIV45.8%36.5%52.0%51.5%48.0%
Skew 25d-13.2%-17.1%-9.0%-13.5%-13.3%
Skew 10d-26.8%-43.4%-10.3%-20.5%-24.9%
Call IV 25d51.8%44.0%59.6%58.4%55.3%
Put IV 25d38.6%31.2%44.9%44.9%42.1%
Bid-Ask Spread %54.9727.1888.8688.8642.19
Gamma HHI0.200.090.550.100.14
Net GEX345.5K133.9K701.1K263.3K492.4K
Net DEX-1.9M-9.4M3.6M-7.0M-9.4M
Net VEX-85.6K-101.9K-75.8K-95.1K-101.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.391.201.170.53
Total Volume0.0480101
Total OI2.4762323

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-04-01$272600.00$250000.0051.0%14.6%45.0%43.9%51.5%-13.5%3.2%263.3K-7.0M-95.1K1.1788.86N/AN/A0011
2015-04-02$269900.00$250000.0044.1%14.4%45.1%31.5%52.0%-17.1%0.6%290.3K-6.5M-94.7K1.2048.29N/AN/A0011
2015-04-06$264000.00$250000.0043.9%12.7%44.2%31.2%49.0%-15.5%7.5%295.2K-3.4M-84.3K0.8737.70N/AN/A0011
2015-04-07$265500.00$250000.0049.9%13.7%44.0%41.9%49.2%-13.6%0.8%325.0K-4.8M-89.2K0.8427.18N/AN/A0011
2015-04-08$259700.00$250000.0044.7%12.8%40.3%32.6%44.3%-13.3%3.8%342.3K-2.5M-82.8K0.8028.25N/AN/A0011
2015-04-09$255000.00$250000.0042.0%12.0%40.0%27.9%47.7%-14.0%3.3%335.5K-656.9K-82.2K0.8933.00N/AN/A0011
2015-04-10$252100.00$250000.0040.6%11.6%39.6%25.3%46.5%-13.1%6.1%363.3K899.9K-79.7K0.8038.12N/AN/A0011
2015-04-13$253800.00$250000.0043.5%12.5%39.3%30.5%46.9%-15.7%4.1%406.6K-678.5K-82.9K0.7777.52N/AN/A0021
2015-04-14$256600.00$250000.0046.4%13.3%37.3%35.7%48.5%-13.0%2.5%553.5K-3.4M-87.4K0.8948.26N/AN/A0021
2015-04-15$251200.00$250000.0040.9%11.7%38.0%25.9%47.4%-14.2%5.1%577.1K180.5K-80.2K0.9155.54N/AN/A0021
2015-04-16$252200.00$240000.0041.1%11.8%36.4%26.2%46.3%-11.2%3.9%701.1K-98.1K-77.4K0.8968.37N/AN/A0021
2015-04-17$263800.00$240000.0045.1%12.9%39.7%33.4%47.9%-14.0%0.3%151.8K-7.8M-88.9K0.4647.12N/AN/A0021
2015-04-20$251700.00$250000.0040.9%11.7%42.6%25.9%42.6%-11.6%2.2%133.9K1.7M-77.6K0.6234.87N/AN/A0011
2015-04-21$248100.00$250000.0043.0%12.3%42.9%29.7%42.3%-14.1%2.0%198.6K-45.3K-84.0K0.6344.88N/AN/A0011
2015-04-22$244600.00$240000.0037.9%10.9%42.9%20.5%41.9%-15.8%4.0%228.2K1.1M-79.4K0.7369.78N/AN/A0011
2015-04-23$241500.00$240000.0039.6%11.4%34.6%23.6%36.5%-13.0%-0.3%211.7K1.7M-80.9K0.4776.44N/AN/A0011
2015-04-24$232000.00$230000.0034.8%10.0%36.3%15.0%43.0%-9.2%1.0%193.9K3.6M-75.8K0.5080.20N/AN/A0021
2015-04-27$234600.00$230000.0041.2%11.8%36.9%26.3%44.9%-11.9%1.2%302.9K1.5M-81.6K0.3973.61N/AN/A0021
2015-04-28$236100.00$230000.0042.8%12.3%35.6%29.2%41.2%-11.8%4.2%434.5K-1.9M-93.9K0.9858.63N/AN/A0021
2015-04-29$239700.00$230000.0043.5%12.5%34.4%30.6%43.6%-9.0%1.3%455.0K-3.4M-98.2K0.8775.58N/AN/A0021
2015-04-30$251800.00$230000.0046.1%13.2%38.4%35.1%48.0%-13.3%1.7%492.4K-9.4M-101.9K0.5342.19N/AN/A1021