SQQQ Options History — June 2017

In June 2017, SQQQ traded between $72275.00 and $80200.00. ATM implied volatility averaged 42.9%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 2.1% (HV 20d: 40.8%). Max pain ranged from $72500.00 to $75000.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.59.

Notable Days

  • 2017-06-09: Highest Volume — 6 contracts
  • 2017-06-09: Largest IV spike — 75.5% change
  • 2017-06-09: Highest IV Rank — 13.9%
  • 2017-06-29: Largest Expected Move — 14.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$76442.05$72275.00$80200.00$75125.00$80000.00
Max Pain$74318.18$72500.00$75000.00$75000.00$75000.00
ATM IV42.9%31.9%63.7%31.9%47.4%
Expected Move12.0%9.1%14.6%9.1%13.6%
HV 20d40.8%29.6%49.9%29.6%47.8%
HV 60d30.9%25.2%36.4%25.2%36.3%
IV Rank6.3%2.3%13.9%2.3%8.0%
IV Percentile67.4%23.0%97.2%23.0%86.5%
Term Structure1.7%-1.3%6.0%2.6%2.4%
VWIV44.7%32.9%51.3%32.9%51.3%
Skew 25d-13.2%-19.3%-8.1%-8.1%-17.3%
Skew 10d-25.8%-39.8%-14.7%-16.8%-33.3%
Call IV 25d50.6%37.3%65.6%37.5%58.4%
Put IV 25d37.3%28.4%46.4%29.4%41.0%
Bid-Ask Spread %32.0720.1670.7551.5125.64
Gamma HHI0.300.060.820.280.09
Net GEX1.0M174.5K3.7M645.6K590.8K
Net DEX-25.4M-49.5M-11.0M-16.7M-27.3M
Net VEX-131.5K-152.1K-101.1K-108.6K-152.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.320.940.710.62
Total Volume3.9092633
Total OI15.81812201415

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-06-01$75125.00$75000.0031.9%9.1%29.6%2.3%32.9%-8.1%2.6%645.6K-16.7M-108.6K0.7151.51N/AN/A2195
2017-06-02$72525.00$75000.0033.1%9.5%31.5%2.7%36.2%-8.9%2.0%509.5K-11.0M-101.1K0.3248.56N/AN/A41105
2017-06-05$72350.00$75000.0034.2%10.2%31.5%3.1%42.2%-11.7%2.9%1.2M-17.9M-113.1K0.7220.57N/AN/A11125
2017-06-06$73250.00$75000.0037.2%11.0%32.2%4.2%42.0%-11.7%2.1%1.4M-20.1M-115.6K0.7231.51N/AN/A21125
2017-06-07$72275.00$72500.0037.1%11.1%32.3%4.2%42.1%-11.5%2.1%1.4M-18.2M-113.6K0.6823.81N/AN/A21125
2017-06-08$72275.00$72500.0036.3%10.7%32.3%3.9%40.8%-11.4%3.0%1.5M-18.4M-115.9K0.7422.15N/AN/A11135
2017-06-09$78100.00$72500.0063.7%13.3%43.8%13.9%48.6%-14.6%-0.9%1.5M-38.7M-124.4K0.5064.24N/AN/A42135
2017-06-12$79600.00$72500.0058.6%13.7%44.4%12.1%49.0%-14.4%1.2%1.5M-42.3M-146.0K0.6033.78N/AN/A42136
2017-06-13$76900.00$75000.0042.7%11.6%46.0%6.3%43.8%-13.1%0.5%2.3M-34.9M-140.2K0.9427.35N/AN/A22146
2017-06-14$78500.00$75000.0043.7%12.5%46.5%6.6%46.6%-17.4%0.8%1.8M-41.1M-151.3K0.5870.75N/AN/A32146
2017-06-15$79350.00$75000.0044.6%12.8%40.1%7.0%43.8%-15.9%1.4%1.6M-46.6M-141.9K0.6235.84N/AN/A32146
2017-06-16$79900.00$75000.0045.3%13.0%39.7%7.2%44.9%-13.6%-0.7%3.7M-49.5M-129.3K0.5230.19N/AN/A42146
2017-06-19$76175.00$75000.0039.0%11.2%42.9%4.9%42.6%-12.9%1.5%174.5K-15.9M-124.7K0.6922.47N/AN/A2175
2017-06-20$77750.00$75000.0041.9%12.0%42.8%5.9%49.1%-11.5%0.5%208.3K-17.8M-133.3K0.5021.39N/AN/A3175
2017-06-21$75575.00$75000.0040.8%11.7%43.8%5.6%48.2%-12.5%1.0%278.0K-15.5M-131.3K0.5021.34N/AN/A3185
2017-06-22$75475.00$75000.0041.3%11.8%43.5%5.7%48.0%-11.8%-0.1%312.6K-17.0M-137.0K0.5120.16N/AN/A3185
2017-06-23$74825.00$75000.0040.7%11.7%42.3%5.5%45.4%-13.4%1.2%326.4K-16.7M-136.6K0.5520.19N/AN/A3185
2017-06-26$75700.00$75000.0040.0%11.5%42.5%5.3%43.7%-12.0%4.1%388.8K-18.1M-137.8K0.5721.72N/AN/A2185
2017-06-27$79300.00$75000.0049.3%14.1%45.6%8.7%46.2%-15.4%-1.3%458.5K-24.6M-145.4K0.4526.37N/AN/A3195
2017-06-28$76575.00$72500.0044.3%12.7%47.4%6.8%45.7%-13.1%4.6%449.0K-21.3M-144.7K0.5020.76N/AN/A2195
2017-06-29$80200.00$72500.0050.9%14.6%49.9%9.2%51.1%-19.3%6.0%537.3K-28.6M-148.2K0.5145.31N/AN/A3195
2017-06-30$80000.00$75000.0047.4%13.6%47.8%8.0%51.3%-17.3%2.4%590.8K-27.3M-152.1K0.6225.64N/AN/A21105