SQQQ Options History — April 2018

In April 2018, SQQQ traded between $40075.00 and $49825.00. ATM implied volatility averaged 68.6%, placing in the 62.3% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded below realized volatility by 18.7% (HV 20d: 87.3%). Max pain ranged from $42500.00 to $42500.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.56.

Notable Days

  • 2018-04-02: Highest Volume — 12 contracts
  • 2018-04-20: Largest IV spike — 14.7% change
  • 2018-04-02: Highest IV Rank — 100.0%
  • 2018-04-02: Largest Expected Move — 26.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44519.05$40075.00$49825.00$49825.00$43725.00
Max Pain$42500.00$42500.00$42500.00$42500.00$42500.00
ATM IV68.6%52.7%93.5%93.5%56.6%
Expected Move19.3%15.1%26.8%26.8%16.2%
HV 20d87.3%68.6%94.0%85.4%68.6%
HV 60d73.7%69.2%77.5%69.2%77.5%
IV Rank62.3%37.8%100.0%100.0%43.8%
IV Percentile91.5%81.0%100.0%100.0%84.1%
Term Structure-1.7%-8.0%2.7%-8.0%1.5%
VWIV71.8%59.1%92.7%92.7%64.6%
Skew 25d-21.7%-28.6%-17.5%-26.9%-17.5%
Skew 10d-40.5%-54.6%-30.1%-47.0%-30.1%
Call IV 25d81.9%66.8%111.2%111.2%70.9%
Put IV 25d60.1%46.4%84.4%84.4%53.4%
Bid-Ask Spread %21.4410.3054.4944.3811.11
Gamma HHI0.150.110.250.130.12
Net GEX1.3M408.3K1.8M1.3M1.3M
Net DEX-40.0M-78.0M-715.6K-78.0M-38.6M
Net VEX-389.7K-441.5K-312.9K-412.6K-431.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.241.410.370.58
Total Volume6.476412125
Total OI53.14343604850

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-04-02$49825.00$42500.0093.5%26.8%85.4%100.0%92.7%-26.9%-8.0%1.3M-78.0M-412.6K0.3744.38N/AN/A933513
2018-04-03$48175.00$42500.0084.7%24.3%85.5%87.1%88.9%-23.9%-7.1%1.4M-63.1M-381.6K0.2834.47N/AN/A723714
2018-04-04$45400.00$42500.0076.8%22.0%88.7%75.5%86.8%-20.8%-3.5%1.2M-48.4M-393.8K0.2840.82N/AN/A723614
2018-04-05$44900.00$42500.0073.1%20.3%88.7%69.9%74.7%-27.7%-3.3%1.5M-50.2M-409.7K0.6213.09N/AN/A323915
2018-04-06$48300.00$42500.0081.6%22.2%91.6%82.5%80.7%-28.6%-3.3%1.8M-73.3M-409.7K0.4330.24N/AN/A524015
2018-04-09$46750.00$42500.0086.7%21.9%89.2%90.0%76.9%-25.7%-1.3%1.8M-61.7M-410.7K0.4912.89N/AN/A524015
2018-04-10$44275.00$42500.0081.0%20.7%91.6%81.5%79.0%-26.4%-2.1%1.5M-47.1M-410.9K0.5613.47N/AN/A424115
2018-04-11$44875.00$42500.0070.3%20.2%91.0%65.5%79.9%-23.0%-1.6%1.8M-46.7M-407.8K0.3220.45N/AN/A624216
2018-04-12$43175.00$42500.0064.0%18.4%92.4%55.1%71.4%-21.2%0.0%1.4M-26.5M-320.9K0.8814.86N/AN/A323916
2018-04-13$44150.00$42500.0065.7%18.8%92.6%57.7%67.3%-20.0%0.2%1.6M-33.0M-351.8K1.4135.83N/AN/A234017
2018-04-16$43075.00$42500.0057.9%16.6%93.3%45.8%65.8%-19.8%1.0%1.8M-25.3M-349.2K0.7713.91N/AN/A224218
2018-04-17$40275.00$42500.0053.6%15.4%93.7%39.2%59.1%-20.9%0.7%408.3K-2.6M-353.2K0.9412.26N/AN/A544218
2018-04-18$40075.00$42500.0054.0%15.5%93.7%39.8%60.9%-17.5%0.8%811.1K-715.6K-312.9K0.6510.53N/AN/A324317
2018-04-19$41025.00$42500.0052.7%15.1%94.0%37.8%60.0%-17.9%2.7%1.2M-20.0M-376.8K0.6354.49N/AN/A324416
2018-04-20$43300.00$42500.0060.4%17.3%92.7%49.6%65.0%-21.2%-1.4%792.3K-41.5M-400.7K0.3812.06N/AN/A524316
2018-04-23$43775.00$42500.0066.6%19.1%88.7%59.0%66.4%-18.5%-3.5%875.6K-31.3M-413.2K0.5313.34N/AN/A323013
2018-04-24$47000.00$42500.0072.9%20.9%82.0%68.7%69.7%-21.7%-2.6%978.7K-57.0M-441.5K0.3715.29N/AN/A523213
2018-04-25$46575.00$42500.0068.5%19.7%74.7%62.0%68.0%-19.2%-2.1%979.3K-41.1M-407.4K0.2423.16N/AN/A613213
2018-04-26$43100.00$42500.0060.1%17.2%78.6%49.1%65.2%-19.1%-1.1%1.0M-21.8M-362.1K0.4910.30N/AN/A323313
2018-04-27$43150.00$42500.0059.2%17.0%76.4%47.8%64.1%-18.9%-1.9%1.1M-33.2M-426.8K0.5513.33N/AN/A313514
2018-04-30$43725.00$42500.0056.6%16.2%68.6%43.8%64.6%-17.5%1.5%1.3M-38.6M-431.2K0.5811.11N/AN/A323614