SQQQ Options History — June 2018

In June 2018, SQQQ traded between $32600.00 and $36475.00. ATM implied volatility averaged 47.8%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 16.3% (HV 20d: 31.5%). Max pain ranged from $30000.00 to $37500.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.37.

Notable Days

  • 2018-06-25: Highest Volume — 9 contracts
  • 2018-06-25: Largest IV spike — 25.5% change
  • 2018-06-27: Highest IV Rank — 53.7%
  • 2018-06-27: Largest Expected Move — 18.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34395.24$32600.00$36475.00$35750.00$35675.00
Max Pain$33333.33$30000.00$37500.00$37500.00$32500.00
ATM IV47.8%37.9%64.1%37.9%55.0%
Expected Move13.4%10.9%18.4%10.9%15.8%
HV 20d31.5%24.0%41.2%36.2%38.2%
HV 60d59.1%47.9%66.6%66.4%47.9%
IV Rank28.1%12.4%53.7%12.4%39.3%
IV Percentile62.1%27.4%90.5%27.4%80.6%
Term Structure2.5%-1.0%5.5%2.9%2.0%
VWIV49.2%40.5%63.1%40.5%60.5%
Skew 25d-18.3%-23.9%-11.0%-20.3%-22.5%
Skew 10d-37.9%-52.5%-22.2%-36.2%-48.5%
Call IV 25d58.3%47.5%74.0%47.5%70.3%
Put IV 25d39.9%27.3%52.9%27.3%47.8%
Bid-Ask Spread %15.958.3052.9311.0312.55
Gamma HHI0.170.110.270.170.12
Net GEX929.5K684.4K1.2M1.0M1.1M
Net DEX-9.3M-32.7M4.9M-2.8M-27.6M
Net VEX-314.0K-386.0K-252.2K-311.3K-376.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.150.810.440.29
Total Volume4.9524944
Total OI52.42943605253

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$35750.00$37500.0037.9%10.9%36.2%12.4%40.5%-20.3%2.9%1.0M-2.8M-311.3K0.4411.03N/AN/A313814
2018-06-04$34700.00$35000.0042.4%12.0%32.1%19.6%44.2%-16.6%3.5%948.5K1.0M-295.2K0.2813.05N/AN/A414014
2018-06-05$34450.00$35000.0042.4%12.3%31.7%19.4%43.7%-16.7%3.4%860.7K2.3M-296.7K0.359.83N/AN/A314014
2018-06-06$33975.00$35000.0045.4%12.7%31.4%24.2%45.8%-17.8%1.6%835.4K4.9M-265.9K0.3013.36N/AN/A314014
2018-06-07$34475.00$35000.0044.6%12.6%31.1%22.9%48.0%-17.2%4.0%1.1M-1.1M-300.2K0.3314.76N/AN/A524114
2018-06-08$34550.00$35000.0046.2%12.9%29.6%25.5%47.1%-16.4%1.5%1.2M-2.5M-297.1K0.3812.31N/AN/A314214
2018-06-11$34225.00$35000.0056.5%13.2%29.5%41.8%44.5%-19.5%3.1%1.1M-1.3M-299.2K0.3314.12N/AN/A314314
2018-06-12$33975.00$32500.0056.0%13.1%29.5%40.9%41.1%-19.4%1.2%1.2M-2.8M-304.0K0.3910.69N/AN/A314414
2018-06-13$33600.00$32500.0041.8%12.0%24.3%18.6%44.4%-15.9%2.6%1.1M731.1K-280.1K0.3752.93N/AN/A524414
2018-06-14$32750.00$32500.0043.5%12.5%24.4%21.2%48.8%-17.9%1.9%814.5K4.5M-252.2K0.4219.53N/AN/A424514
2018-06-15$33150.00$32500.0041.2%11.8%24.8%17.5%47.8%-11.0%3.6%684.4K-1.5M-272.2K0.4310.46N/AN/A314713
2018-06-18$33275.00$32500.0041.2%11.8%24.0%17.5%46.3%-14.5%3.6%709.4K-7.5M-292.5K0.338.30N/AN/A313211
2018-06-19$33700.00$32500.0041.9%12.0%25.1%18.8%44.2%-11.3%5.5%820.6K-9.8M-306.9K0.2814.88N/AN/A413312
2018-06-20$32600.00$32500.0043.6%12.5%26.7%21.5%44.5%-17.4%4.9%719.5K-5.7M-284.4K0.569.32N/AN/A323412
2018-06-21$33700.00$32500.0047.3%13.5%30.3%27.1%47.8%-21.9%1.9%833.2K-13.8M-327.3K0.6016.65N/AN/A323513
2018-06-22$33675.00$32500.0045.4%13.0%30.3%24.2%50.0%-21.4%2.9%883.7K-15.6M-338.7K0.8112.24N/AN/A223613
2018-06-25$36100.00$30000.0056.9%16.3%40.4%42.4%61.3%-23.9%0.8%877.8K-27.9M-359.4K0.1545.42N/AN/A813613
2018-06-26$35450.00$32500.0054.5%15.6%40.3%38.6%59.0%-20.6%2.4%923.5K-25.7M-368.7K0.2710.65N/AN/A313613
2018-06-27$36475.00$32500.0064.1%18.4%41.1%53.7%60.0%-19.4%-1.0%976.1K-32.7M-380.6K0.3610.43N/AN/A413713
2018-06-28$36050.00$32500.0057.1%16.4%41.2%42.7%63.1%-23.9%0.6%995.6K-30.0M-386.0K0.1912.50N/AN/A513814
2018-06-29$35675.00$32500.0055.0%15.8%38.2%39.3%60.5%-22.5%2.0%1.1M-27.6M-376.3K0.2912.55N/AN/A313914