SQQQ Options History — July 2018

In July 2018, SQQQ traded between $29800.00 and $36400.00. ATM implied volatility averaged 49.2%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 7.4% (HV 20d: 41.8%). Max pain ranged from $30000.00 to $32500.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.31.

Notable Days

  • 2018-07-17: Highest Volume — 8 contracts
  • 2018-07-06: Largest IV drop — 21.5% change
  • 2018-07-03: Highest IV Rank — 55.6%
  • 2018-07-03: Largest Expected Move — 18.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32348.81$29800.00$36400.00$35525.00$32950.00
Max Pain$31190.48$30000.00$32500.00$32500.00$30000.00
ATM IV49.2%41.2%65.3%56.7%55.0%
Expected Move14.4%12.2%18.7%16.2%15.8%
HV 20d41.8%33.2%46.2%36.6%43.9%
HV 60d41.0%35.5%45.2%45.1%37.7%
IV Rank30.2%17.6%55.6%42.0%39.4%
IV Percentile64.4%41.3%90.5%83.3%79.0%
Term Structure1.9%-4.0%6.1%2.7%-1.7%
VWIV54.5%43.6%68.2%61.6%57.7%
Skew 25d-19.5%-27.5%-14.6%-20.8%-16.2%
Skew 10d-44.2%-61.0%-28.0%-50.4%-39.6%
Call IV 25d62.9%55.3%75.7%68.6%65.7%
Put IV 25d43.4%37.2%52.6%47.8%49.5%
Bid-Ask Spread %25.806.3858.4210.7722.02
Gamma HHI0.180.120.290.130.14
Net GEX988.7K539.7K1.4M1.1M970.9K
Net DEX-11.2M-31.0M1.6M-28.0M-21.4M
Net VEX-306.0K-376.2K-258.9K-375.5K-357.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.120.480.260.20
Total Volume4.4293845
Total OI57.14352655358

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-07-02$35525.00$32500.0056.7%16.2%36.6%42.0%61.6%-20.8%2.7%1.1M-28.0M-375.5K0.2610.77N/AN/A313914
2018-07-03$36400.00$32500.0065.3%18.7%37.4%55.6%65.3%-18.0%-4.0%1.1M-31.0M-376.2K0.2853.40N/AN/A313914
2018-07-05$35100.00$32500.0055.0%16.8%39.5%39.4%68.2%-25.1%0.7%1.1M-26.7M-370.1K0.2016.00N/AN/A314014
2018-07-06$33550.00$32500.0043.2%14.5%42.5%20.8%58.8%-22.7%2.5%1.1M-16.3M-342.1K0.1214.00N/AN/A614014
2018-07-09$32675.00$32500.0041.2%14.1%43.4%17.6%54.8%-23.9%2.9%1.2M-6.9M-277.6K0.3212.34N/AN/A314314
2018-07-10$32525.00$32500.0043.6%14.2%43.3%21.5%59.3%-27.5%3.2%1.3M-9.5M-297.2K0.3415.83N/AN/A314314
2018-07-11$32900.00$32500.0050.3%14.4%43.6%32.0%55.6%-21.8%1.7%1.4M-14.2M-308.7K0.3832.99N/AN/A314414
2018-07-12$31425.00$32500.0051.3%14.7%46.2%33.6%52.9%-21.6%1.5%1.1M-3.3M-275.7K0.3443.62N/AN/A314414
2018-07-13$31200.00$32500.0043.5%12.5%45.5%21.3%49.9%-18.8%6.1%1.1M-2.0M-266.9K0.4019.81N/AN/A214514
2018-07-16$31450.00$30000.0050.2%14.4%45.4%31.8%46.4%-20.9%1.2%1.2M-3.6M-264.1K0.399.40N/AN/A214615
2018-07-17$30700.00$32500.0043.4%12.4%45.9%21.1%52.6%-19.9%3.8%1.1M-3.5M-277.9K0.1449.58N/AN/A714615
2018-07-18$31050.00$30000.0043.2%12.4%45.8%20.8%50.5%-20.3%3.8%1.3M-5.2M-273.9K0.419.58N/AN/A314914
2018-07-19$31450.00$30000.0050.0%14.3%44.9%31.5%51.9%-16.3%2.9%932.3K-6.8M-284.4K0.4825.50N/AN/A215015
2018-07-20$31550.00$30000.0049.3%14.1%43.0%30.3%52.0%-16.2%3.0%592.6K-5.7M-283.8K0.4751.24N/AN/A214915
2018-07-23$31350.00$30000.0049.8%14.3%43.0%31.1%48.5%-14.6%1.0%589.2K-3.2M-277.6K0.3839.11N/AN/A213814
2018-07-24$31025.00$30000.0044.3%12.7%33.2%22.4%49.4%-14.9%3.5%583.1K-2.4M-271.3K0.329.30N/AN/A313814
2018-07-25$29800.00$30000.0042.7%12.2%35.0%19.9%43.6%-16.1%5.0%539.7K1.6M-258.9K0.4231.04N/AN/A313914
2018-07-26$30950.00$30000.0046.5%13.3%36.5%26.0%52.6%-16.2%0.9%707.1K-6.6M-294.1K0.286.38N/AN/A414114
2018-07-27$32175.00$30000.0052.4%15.0%40.1%35.2%51.2%-17.9%1.6%796.3K-15.2M-329.3K0.1958.42N/AN/A514214
2018-07-30$33575.00$30000.0056.0%16.0%43.5%40.9%61.1%-19.1%-1.5%976.0K-25.3M-364.0K0.1811.41N/AN/A614314
2018-07-31$32950.00$30000.0055.0%15.8%43.9%39.4%57.7%-16.2%-1.7%970.9K-21.4M-357.9K0.2022.02N/AN/A414414