SQQQ Options History — June 2015

In June 2015, SQQQ traded between $224900.00 and $250500.00. ATM implied volatility averaged 43.8%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 9.0% (HV 20d: 34.8%). Max pain ranged from $220000.00 to $240000.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 2.25.

Notable Days

  • 2015-06-29: Highest Volume — 2 contracts
  • 2015-06-29: Largest IV spike — 45.5% change
  • 2015-06-29: Highest IV Rank — 56.5%
  • 2015-06-29: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$235618.18$224900.00$250500.00$230700.00$246500.00
Max Pain$228181.82$220000.00$240000.00$240000.00$220000.00
ATM IV43.8%33.8%58.0%41.5%55.7%
Expected Move12.5%9.7%16.6%11.9%16.0%
HV 20d34.8%29.9%39.0%38.8%38.9%
HV 60d39.1%36.7%41.5%41.5%39.1%
IV Rank31.1%13.1%56.5%27.0%52.3%
IV Percentile54.8%13.5%91.3%50.8%88.9%
Term Structure3.2%-6.1%8.9%1.2%-1.8%
VWIV43.7%34.0%58.6%41.6%55.0%
Skew 25d-13.1%-17.7%-2.7%-9.8%-17.7%
Skew 10d-24.7%-34.5%-10.9%-20.6%-34.5%
Call IV 25d51.3%41.2%67.9%46.5%65.3%
Put IV 25d38.2%31.0%50.7%36.7%47.5%
Bid-Ask Spread %60.9431.35102.4959.0951.23
Gamma HHI0.130.100.340.110.11
Net GEX280.4K189.0K398.5K259.5K398.5K
Net DEX-3.6M-15.9M5.8M-136.3K-13.7M
Net VEX-103.0K-115.8K-94.4K-104.0K-103.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.250.393.143.142.07
Total Volume10211
Total OI3.5452443

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-06-01$230700.00$240000.0041.5%11.9%38.8%27.0%41.6%-9.8%1.2%259.5K-136.3K-104.0K3.1459.09N/AN/A0122
2015-06-02$232400.00$240000.0041.8%12.0%39.0%27.5%44.7%-12.7%-1.2%270.2K-809.1K-103.2K0.3958.31N/AN/A0022
2015-06-03$230900.00$240000.0042.1%12.1%34.9%28.0%43.6%-9.2%-0.9%266.0K-124.3K-103.4K3.1461.14N/AN/A0122
2015-06-04$236300.00$230000.0046.4%13.6%34.6%35.8%47.9%-17.2%3.5%283.2K-3.0M-107.3K2.4833.26N/AN/A0122
2015-06-05$236700.00$230000.0045.7%13.4%34.0%34.4%43.9%-13.1%3.8%284.4K-3.1M-110.1K3.0736.23N/AN/A0122
2015-06-08$243800.00$230000.0047.8%13.5%33.3%38.2%46.4%-17.1%1.3%280.5K-5.5M-105.9K2.1431.35N/AN/A0122
2015-06-09$245100.00$230000.0051.3%13.8%33.1%44.4%47.9%-16.3%2.7%285.0K-6.6M-115.8K2.2550.54N/AN/A0122
2015-06-10$234800.00$230000.0046.1%13.2%36.2%35.1%38.7%-13.3%-6.1%265.6K-667.5K-103.8K2.0242.45N/AN/A0122
2015-06-11$235100.00$230000.0042.3%12.1%36.3%28.4%43.1%-14.3%5.9%289.6K-732.6K-99.7K2.3066.02N/AN/A0122
2015-06-12$239800.00$230000.0044.2%12.7%33.2%31.7%45.0%-13.5%6.6%329.6K-3.9M-99.3K3.0371.43N/AN/A0122
2015-06-15$243300.00$230000.0043.5%12.5%33.5%30.5%44.8%-14.0%5.1%353.6K-6.6M-98.2K2.0571.75N/AN/A0122
2015-06-16$240200.00$230000.0044.8%12.8%33.6%32.8%45.0%-13.2%6.5%296.3K-3.2M-101.8K2.9172.21N/AN/A0122
2015-06-17$237400.00$230000.0040.0%11.5%33.9%24.3%34.0%-15.1%8.5%257.8K-2.1M-99.7K2.23102.49N/AN/A0122
2015-06-18$228200.00$230000.0040.1%11.5%36.8%24.4%38.4%-12.9%4.0%199.2K5.8M-94.4K1.8771.59N/AN/A0122
2015-06-19$229600.00$230000.0038.9%11.1%36.5%22.2%37.7%-12.5%6.9%312.4K4.5M-102.1K1.6679.21N/AN/A0122
2015-06-22$225200.00$220000.0038.1%10.9%37.1%20.8%37.8%-12.2%8.1%189.0K-2.9M-98.2K2.5631.41N/AN/A0111
2015-06-23$224900.00$220000.0033.8%9.7%34.5%13.1%37.5%-2.7%8.9%200.4K-2.6M-99.9K2.8078.95N/AN/A0111
2015-06-24$228200.00$220000.0038.5%11.0%29.9%21.5%41.1%-8.0%4.9%230.2K-4.3M-103.5K2.2789.27N/AN/A0111
2015-06-25$229600.00$220000.0043.5%12.5%29.9%30.6%43.6%-10.2%1.9%298.4K-5.6M-104.8K2.3992.78N/AN/A0121
2015-06-26$234400.00$220000.0039.9%11.4%30.3%24.0%44.2%-15.2%3.7%312.6K-8.6M-98.4K1.6249.07N/AN/A0121
2015-06-29$250500.00$220000.0058.0%16.6%38.2%56.5%58.6%-17.2%-4.2%306.6K-15.9M-108.7K1.0340.83N/AN/A1121
2015-06-30$246500.00$220000.0055.7%16.0%38.9%52.3%55.0%-17.7%-1.8%398.5K-13.7M-103.5K2.0751.23N/AN/A0121