SQQQ Options History — April 2016

In April 2016, SQQQ traded between $173900.00 and $201600.00. ATM implied volatility averaged 47.2%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 9.4% (HV 20d: 37.8%). Max pain ranged from $170000.00 to $190000.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.89.

Notable Days

  • 2016-04-13: Highest Volume — 1 contracts
  • 2016-04-11: Largest IV spike — 22.4% change
  • 2016-04-11: Highest IV Rank — 23.4%
  • 2016-04-11: Largest Expected Move — 16.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$183033.33$173900.00$201600.00$179300.00$201600.00
Max Pain$178571.43$170000.00$190000.00$190000.00$180000.00
ATM IV47.2%37.3%56.4%37.3%53.3%
Expected Move13.9%10.7%16.3%10.7%15.3%
HV 20d37.8%33.1%41.3%33.1%38.4%
HV 60d57.5%50.1%65.8%65.8%50.1%
IV Rank13.8%3.7%23.4%3.7%20.1%
IV Percentile35.7%3.2%61.5%3.2%54.4%
Term Structure2.3%-1.9%8.1%8.1%0.7%
VWIV49.6%38.3%56.9%38.3%54.1%
Skew 25d-16.2%-21.9%-12.8%-21.9%-16.2%
Skew 10d-30.8%-47.7%-20.3%-27.6%-30.9%
Call IV 25d57.3%43.9%65.2%43.9%64.1%
Put IV 25d41.0%22.1%47.9%22.1%47.9%
Bid-Ask Spread %34.0118.5379.1934.1631.42
Gamma HHI0.140.110.170.140.13
Net GEX299.5K109.7K570.8K109.7K570.8K
Net DEX128.8K-19.7M8.1M8.1M-19.7M
Net VEX-166.6K-194.2K-154.1K-154.1K-194.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.581.360.800.59
Total Volume0.1430101
Total OI6.4296767

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-04-01$179300.00$190000.0037.3%10.7%33.1%3.7%38.3%-21.9%8.1%109.7K8.1M-154.1K0.8034.16N/AN/A0033
2016-04-04$181400.00$190000.0042.7%13.4%33.7%9.3%48.5%-21.6%5.1%217.2K5.8M-161.8K1.1532.60N/AN/A0033
2016-04-05$186300.00$190000.0049.5%15.2%34.3%16.3%51.1%-16.6%1.3%292.1K2.3M-166.9K0.8932.19N/AN/A0033
2016-04-06$177100.00$190000.0040.3%13.6%35.6%6.8%49.8%-15.1%3.1%143.3K7.0M-156.2K1.0546.48N/AN/A0033
2016-04-07$184900.00$190000.0045.6%14.8%40.1%12.2%56.9%-20.4%2.6%289.9K3.0M-165.2K0.8326.01N/AN/A0033
2016-04-08$185400.00$190000.0046.1%15.7%40.1%12.8%54.4%-18.1%0.7%347.7K2.0M-166.8K0.8828.40N/AN/A0033
2016-04-11$186100.00$190000.0056.4%16.3%36.1%23.4%55.5%-19.5%-1.9%392.2K2.4M-165.0K0.9637.06N/AN/A0033
2016-04-12$182400.00$180000.0050.5%14.4%36.4%17.3%52.3%-15.2%1.3%395.2K2.6M-166.3K0.7135.04N/AN/A0043
2016-04-13$175400.00$180000.0049.2%14.1%38.2%15.9%47.4%-16.6%1.7%121.4K7.7M-157.0K0.5836.86N/AN/A1043
2016-04-14$175300.00$170000.0049.1%14.1%37.7%15.8%49.9%-14.5%1.9%234.6K6.6M-160.2K1.0247.25N/AN/A0043
2016-04-15$176400.00$170000.0047.2%13.5%37.8%13.9%47.4%-15.9%3.6%113.6K6.3M-165.8K1.0453.27N/AN/A0043
2016-04-18$173900.00$170000.0041.7%12.0%38.0%8.2%45.2%-14.6%4.1%135.8K4.5M-158.3K0.6520.95N/AN/A0033
2016-04-19$177200.00$170000.0047.1%13.5%38.9%13.8%49.9%-13.3%1.0%170.3K2.9M-160.9K0.8519.81N/AN/A0033
2016-04-20$176300.00$170000.0047.1%13.5%38.9%13.8%47.7%-16.8%0.9%208.1K2.9M-162.5K1.0949.36N/AN/A0033
2016-04-21$176800.00$170000.0048.1%13.8%37.8%14.8%48.1%-16.0%1.8%248.6K1.4M-163.7K1.1218.53N/AN/A0033
2016-04-22$184300.00$170000.0043.8%12.6%41.2%10.4%47.7%-14.0%5.0%362.7K-3.5M-169.2K0.7122.84N/AN/A0033
2016-04-25$185300.00$170000.0049.4%14.2%41.3%16.2%48.9%-12.8%2.0%394.0K-5.1M-177.0K1.3620.66N/AN/A0043
2016-04-26$187400.00$170000.0048.1%13.8%38.0%14.8%47.0%-14.1%1.6%441.5K-6.8M-169.2K0.6321.32N/AN/A0043
2016-04-27$191800.00$170000.0045.6%13.1%38.1%12.3%46.7%-14.1%3.5%560.0K-11.5M-177.0K0.7379.19N/AN/A1043
2016-04-28$199100.00$180000.0052.2%15.0%40.1%19.1%53.8%-13.7%1.4%539.6K-16.2M-182.0K1.0120.87N/AN/A0043
2016-04-29$201600.00$180000.0053.3%15.3%38.4%20.1%54.1%-16.2%0.7%570.8K-19.7M-194.2K0.5931.42N/AN/A1043