SQQQ Options History — January 2018

In January 2018, SQQQ traded between $40700.00 and $51025.00. ATM implied volatility averaged 43.6%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 13.8% (HV 20d: 29.7%). Max pain ranged from $37500.00 to $52500.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.61.

Notable Days

  • 2018-01-16: Highest Volume — 5 contracts
  • 2018-01-09: Largest IV spike — 17.9% change
  • 2018-01-30: Highest IV Rank — 85.5%
  • 2018-01-30: Largest Expected Move — 16.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45025.00$40700.00$51025.00$51025.00$41850.00
Max Pain$45357.14$37500.00$52500.00$52500.00$40000.00
ATM IV43.6%30.3%58.2%32.3%58.1%
Expected Move12.7%9.3%16.7%9.3%16.7%
HV 20d29.7%28.0%32.8%30.5%29.2%
HV 60d31.8%28.8%33.3%31.5%30.4%
IV Rank37.4%1.7%85.5%2.4%85.2%
IV Percentile73.1%13.5%99.2%24.2%98.8%
Term Structure-0.0%-4.6%5.5%5.5%-4.1%
VWIV47.3%37.1%60.6%40.1%60.6%
Skew 25d-10.6%-15.0%-6.9%-11.5%-9.4%
Skew 10d-26.9%-40.7%-17.0%-33.6%-24.7%
Call IV 25d51.3%38.4%66.6%41.4%64.5%
Put IV 25d40.7%29.9%55.1%29.9%55.1%
Bid-Ask Spread %28.9212.7647.4918.4234.76
Gamma HHI0.170.110.260.210.11
Net GEX587.1K353.4K939.9K734.3K493.2K
Net DEX5.5M243.6K12.2M313.4K1.3M
Net VEX-151.5K-179.5K-128.0K-179.5K-146.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.330.990.930.72
Total Volume3.3812542
Total OI27.52422342625

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-01-02$51025.00$52500.0032.3%9.3%30.5%2.4%40.1%-11.5%5.5%734.3K313.4K-179.5K0.9318.42N/AN/A22188
2018-01-03$49525.00$52500.0033.5%9.6%28.2%2.9%37.1%-8.2%4.6%639.1K4.2M-167.5K0.7447.49N/AN/A22187
2018-01-04$49225.00$50000.0035.0%10.9%28.2%3.4%40.9%-12.1%2.3%596.8K5.5M-153.6K0.7946.41N/AN/A21197
2018-01-05$47775.00$50000.0032.6%10.4%29.3%2.5%39.8%-13.2%1.9%552.7K6.3M-154.1K0.4334.09N/AN/A31197
2018-01-08$47250.00$47500.0030.3%10.4%29.2%1.7%42.8%-11.9%2.4%710.4K7.0M-149.6K0.7319.56N/AN/A21217
2018-01-09$47175.00$47500.0035.8%11.5%29.3%3.7%40.8%-9.7%-0.3%828.4K5.5M-154.0K0.8545.15N/AN/A21228
2018-01-10$47575.00$47500.0040.9%11.7%29.2%5.6%43.3%-11.4%1.1%939.9K3.4M-159.1K0.7128.01N/AN/A21228
2018-01-11$46650.00$47500.0040.4%11.6%29.3%5.4%43.0%-11.3%0.8%729.0K9.5M-137.5K0.9935.10N/AN/A11228
2018-01-12$45650.00$47500.0040.0%11.5%29.7%5.3%44.0%-9.8%-1.9%518.8K12.2M-128.0K0.5129.19N/AN/A31228
2018-01-16$45900.00$47500.0043.9%12.6%30.0%48.0%50.0%-14.6%-1.1%761.5K6.7M-146.7K0.3427.75N/AN/A41238
2018-01-17$44525.00$45000.0045.6%13.1%30.0%52.5%51.3%-8.7%-1.9%673.5K7.9M-142.0K0.5430.17N/AN/A31258
2018-01-18$44475.00$45000.0047.7%13.7%29.2%57.9%45.7%-12.2%-0.8%714.6K8.4M-137.0K0.4619.36N/AN/A31258
2018-01-19$44150.00$45000.0045.2%12.9%28.0%51.3%45.8%-10.2%-0.4%433.1K7.3M-159.4K0.6928.42N/AN/A22268
2018-01-22$42675.00$45000.0041.7%12.0%29.1%42.3%46.3%-11.0%1.9%381.6K5.3M-143.5K0.5412.76N/AN/A21166
2018-01-23$41600.00$42500.0047.2%13.5%29.3%56.7%48.3%-8.1%1.0%353.4K6.3M-138.0K0.6023.19N/AN/A21166
2018-01-24$42350.00$42500.0050.7%14.5%30.5%65.9%51.5%-8.3%-2.0%415.7K3.2M-154.0K0.4935.35N/AN/A21177
2018-01-25$42425.00$42500.0051.1%14.6%29.6%66.8%50.4%-6.9%-1.6%442.8K2.1M-157.2K0.4527.75N/AN/A21177
2018-01-26$40700.00$40000.0048.1%13.8%31.2%58.9%51.5%-10.1%-0.5%404.7K11.3M-173.2K0.4614.24N/AN/A21209
2018-01-29$41000.00$37500.0056.3%16.1%31.9%80.5%59.8%-9.5%-4.6%472.1K1.8M-150.0K0.5135.71N/AN/A21187
2018-01-30$42025.00$37500.0058.2%16.7%32.8%85.5%59.8%-15.0%-2.8%533.6K243.6K-150.4K0.3314.36N/AN/A31187
2018-01-31$41850.00$40000.0058.1%16.7%29.2%85.2%60.6%-9.4%-4.1%493.2K1.3M-146.1K0.7234.76N/AN/A11187