SQQQ Options History — August 2018 In August 2018, SQQQ traded between $27725.00 and $32475.00. ATM implied volatility averaged 40.1%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 3.8% (HV 20d: 36.3%). Max pain ranged from $27500.00 to $32500.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 22 of 23 days. Put/call ratio averaged 0.25.
Notable Days 2018-08-15 : Highest Volume — 9 contracts2018-08-15 : Largest IV spike — 31.2% change2018-08-15 : Highest IV Rank — 34.6%2018-08-15 : Largest Expected Move — 14.9%Monthly Statistics Metric Avg Min Max Open Close Price $30141.30 $27725.00 $32475.00 $32475.00 $27850.00 Max Pain $31521.74 $27500.00 $32500.00 $30000.00 $27500.00 ATM IV 40.1% 33.1% 52.0% 50.6% 40.7% Expected Move 11.9% 10.4% 14.9% 14.5% 11.7% HV 20d 36.3% 27.1% 43.1% 42.7% 27.1% HV 60d 37.2% 36.4% 38.3% 37.6% 36.8% IV Rank 15.9% 4.9% 34.6% 32.5% 16.8% IV Percentile 32.3% 5.2% 71.8% 68.7% 35.7% Term Structure 3.9% -3.4% 8.0% -3.4% 3.8% VWIV 46.2% 40.6% 52.6% 51.6% 44.4% Skew 25d -17.2% -24.4% -8.3% -18.3% -8.8% Skew 10d -37.4% -50.5% -16.5% -38.0% -26.3% Call IV 25d 53.5% 48.2% 62.5% 60.6% 50.4% Put IV 25d 36.3% 27.9% 42.3% 42.3% 41.7% Bid-Ask Spread % 14.09 6.58 73.75 73.75 11.98 Gamma HHI 0.18 0.12 0.27 0.15 0.20 Net GEX 1.0M 694.0K 1.5M 970.5K 1.3M Net DEX -8.5M -19.1M -2.9M -15.4M -10.2M Net VEX -307.5K -339.0K -288.5K -320.1K -295.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.14 0.49 0.20 0.24 Total Volume 5.913 4 9 6 5 Total OI 67.13 60 76 60 76
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-08-01 $32475.00 $30000.00 50.6% 14.5% 42.7% 32.5% 51.6% -18.3% -3.4% 970.5K -15.4M -320.1K 0.20 73.75 N/A N/A 5 1 45 15 2018-08-02 $31200.00 $30000.00 37.7% 10.8% 43.1% 12.0% 46.4% -16.3% 4.3% 872.5K -7.9M -307.2K 0.16 8.13 N/A N/A 6 1 46 15 2018-08-03 $30975.00 $30000.00 36.2% 10.4% 40.5% 9.8% 44.9% -10.7% 8.0% 952.9K -8.6M -312.3K 0.18 6.69 N/A N/A 5 1 47 15 2018-08-06 $30375.00 $32500.00 35.1% 12.3% 40.1% 8.0% 52.6% -14.6% 2.6% 975.7K -5.9M -302.1K 0.14 12.65 N/A N/A 6 1 49 15 2018-08-07 $30025.00 $32500.00 36.2% 12.0% 40.2% 9.7% 49.1% -16.4% 4.5% 947.3K -3.3M -291.2K 0.22 11.99 N/A N/A 4 1 50 15 2018-08-08 $29825.00 $32500.00 33.1% 11.9% 39.8% 4.9% 49.6% -15.7% 2.9% 1.0M -2.9M -291.9K 0.30 18.83 N/A N/A 4 1 52 15 2018-08-09 $29900.00 $32500.00 35.2% 11.8% 36.8% 8.1% 43.9% -17.8% 5.0% 1.1M -3.3M -292.7K 0.49 12.41 N/A N/A 3 2 53 16 2018-08-10 $30700.00 $32500.00 39.4% 12.5% 38.1% 14.7% 47.2% -19.1% 1.0% 1.4M -13.9M -320.8K 0.32 16.47 N/A N/A 5 2 54 15 2018-08-13 $30650.00 $32500.00 44.9% 12.8% 38.0% 23.4% 45.0% -18.6% 3.7% 1.3M -11.2M -315.2K 0.44 12.90 N/A N/A 3 2 54 16 2018-08-14 $30175.00 $32500.00 39.6% 12.5% 37.4% 15.1% 44.4% -18.6% 2.6% 1.2M -6.8M -304.2K 0.42 12.73 N/A N/A 3 1 54 16 2018-08-15 $31325.00 $32500.00 52.0% 14.9% 39.6% 34.6% 50.3% -24.4% 0.1% 1.5M -19.1M -339.0K 0.23 18.47 N/A N/A 7 2 54 16 2018-08-16 $31025.00 $32500.00 42.1% 12.1% 39.5% 19.1% 48.3% -17.1% 4.3% 1.3M -13.9M -328.8K 0.29 9.87 N/A N/A 4 1 54 16 2018-08-17 $30975.00 $32500.00 40.0% 11.5% 39.5% 15.7% 44.6% -21.6% 5.9% 694.0K -13.4M -326.3K 0.36 10.26 N/A N/A 4 2 55 16 2018-08-20 $31025.00 $32500.00 40.8% 11.7% 39.4% 17.0% 52.4% -19.2% 4.3% 705.7K -10.5M -326.2K 0.19 8.77 N/A N/A 4 1 46 15 2018-08-21 $30700.00 $32500.00 41.8% 12.0% 39.4% 18.5% 49.8% -20.1% 3.9% 695.9K -5.3M -301.4K 0.18 7.10 N/A N/A 5 1 47 15 2018-08-22 $30375.00 $32500.00 40.4% 11.6% 36.8% 16.3% 42.1% -22.1% 4.9% 762.0K -7.4M -311.6K 0.22 13.80 N/A N/A 4 1 48 15 2018-08-23 $30525.00 $32500.00 40.9% 11.7% 34.1% 17.2% 45.2% -18.5% 3.9% 795.3K -8.6M -317.1K 0.26 7.88 N/A N/A 4 1 49 15 2018-08-24 $29750.00 $32500.00 39.6% 11.4% 31.8% 15.2% 40.6% -17.6% 5.8% 788.9K -5.5M -300.2K 0.18 7.46 N/A N/A 5 1 50 15 2018-08-27 $28950.00 $30000.00 42.4% 12.2% 27.7% 19.5% 41.1% -15.0% 3.9% 871.5K -3.5M -288.5K 0.14 6.58 N/A N/A 6 1 52 15 2018-08-28 $28725.00 $30000.00 36.2% 10.4% 27.4% 9.7% 42.0% -15.6% 5.9% 1.0M -6.5M -294.0K 0.18 11.89 N/A N/A 5 1 55 15 2018-08-29 $27725.00 $30000.00 38.1% 10.9% 29.1% 12.7% 42.8% -20.4% 5.3% 994.5K -3.3M -288.9K 0.18 11.27 N/A N/A 6 1 57 16 2018-08-30 $28000.00 $30000.00 39.7% 11.4% 27.1% 15.2% 44.7% -8.3% 5.6% 1.2M -7.9M -296.8K 0.20 12.27 N/A N/A 6 1 59 16 2018-08-31 $27850.00 $27500.00 40.7% 11.7% 27.1% 16.8% 44.4% -8.8% 3.8% 1.3M -10.2M -295.7K 0.24 11.98 N/A N/A 4 1 61 15
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