SQQQ Options History — October 2018

In October 2018, SQQQ traded between $27825.00 and $40725.00. ATM implied volatility averaged 71.9%, placing in the 62.3% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 12.7% (HV 20d: 59.2%). Max pain ranged from $25000.00 to $32500.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.30.

Notable Days

2018-10-11: Highest Volume — 16 contracts
2018-10-10: Largest IV spike — 38.6% change
2018-10-26: Highest IV Rank — 100.0%
2018-10-29: Largest Expected Move — 32.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32947.83	$27825.00	$40725.00	$27850.00	$34150.00
Max Pain	$29347.83	$25000.00	$32500.00	$25000.00	$32500.00
ATM IV	71.9%	39.8%	112.0%	40.3%	90.3%
Expected Move	20.7%	11.4%	32.1%	11.5%	25.9%
HV 20d	59.2%	30.3%	100.8%	34.0%	100.8%
HV 60d	44.8%	33.6%	62.9%	33.9%	62.9%
IV Rank	62.3%	15.4%	100.0%	16.1%	73.4%
IV Percentile	84.1%	25.0%	100.0%	27.0%	98.0%
Term Structure	-5.6%	-20.2%	8.7%	7.4%	-13.7%
VWIV	73.4%	42.8%	108.5%	43.1%	92.3%
Skew 25d	-25.6%	-32.1%	-14.3%	-14.3%	-24.2%
Skew 10d	-45.4%	-65.4%	-21.4%	-21.4%	-38.3%
Call IV 25d	88.1%	51.6%	129.9%	54.4%	102.7%
Put IV 25d	62.5%	31.8%	100.6%	40.2%	78.5%
Bid-Ask Spread %	19.64	6.84	55.62	8.85	14.04
Gamma HHI	0.16	0.14	0.23	0.17	0.18
Net GEX	1.1M	774.3K	1.6M	1.1M	978.8K
Net DEX	-48.9M	-98.8M	-14.3M	-14.3M	-50.2M
Net VEX	-369.7K	-451.6K	-275.6K	-275.6K	-416.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.30	0.18	0.53	0.31	0.32
Total Volume	9.391	4	16	4	12
Total OI	69.348	63	77	63	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
2018-10-01	$27850.00	$25000.00	40.3%	11.5%	34.0%	16.1%	43.1%	-14.3%	7.4%	1.1M	-14.3M	-275.6K	0.31	8.85	N/A	N/A	3	1	49	14
2018-10-02	$27875.00	$25000.00	39.8%	11.4%	33.8%	15.4%	42.8%	-22.4%	8.7%	1.1M	-15.5M	-278.6K	0.31	6.84	N/A	N/A	4	1	49	14
2018-10-03	$27825.00	$25000.00	41.6%	11.9%	30.3%	18.2%	45.9%	-19.5%	6.2%	1.2M	-16.6M	-280.0K	0.27	7.45	N/A	N/A	3	1	50	14
2018-10-04	$29600.00	$27500.00	54.0%	16.2%	36.9%	37.9%	55.8%	-22.0%	0.1%	1.3M	-31.2M	-311.4K	0.20	21.21	N/A	N/A	9	2	50	14
2018-10-05	$30500.00	$27500.00	60.3%	16.8%	38.3%	47.6%	59.7%	-24.0%	-1.1%	1.3M	-36.4M	-335.3K	0.20	17.02	N/A	N/A	10	2	50	15
2018-10-08	$30900.00	$27500.00	57.9%	17.1%	38.5%	43.8%	64.5%	-23.6%	-1.0%	1.3M	-39.4M	-342.2K	0.24	18.60	N/A	N/A	6	1	50	16
2018-10-09	$30750.00	$27500.00	55.3%	16.8%	37.4%	39.6%	64.8%	-23.9%	-2.6%	1.3M	-38.0M	-336.4K	0.41	14.60	N/A	N/A	4	2	51	16
2018-10-10	$34325.00	$27500.00	76.7%	22.0%	53.5%	73.4%	70.5%	-28.4%	-7.4%	1.2M	-70.4M	-381.2K	0.18	22.77	N/A	N/A	13	2	51	16
2018-10-11	$35575.00	$30000.00	77.2%	22.1%	53.0%	74.3%	75.7%	-32.1%	-8.3%	1.1M	-71.5M	-401.4K	0.24	55.62	N/A	N/A	13	3	50	18
2018-10-12	$33475.00	$30000.00	69.1%	19.8%	58.7%	61.4%	72.9%	-29.4%	-4.5%	1.1M	-53.6M	-380.2K	0.24	48.46	N/A	N/A	8	2	53	19
2018-10-15	$33875.00	$30000.00	76.2%	21.9%	57.0%	72.7%	77.5%	-25.0%	-5.0%	1.2M	-61.2M	-388.2K	0.39	16.52	N/A	N/A	6	2	54	20
2018-10-16	$31400.00	$30000.00	66.5%	19.1%	62.9%	57.4%	65.5%	-25.5%	-2.9%	1.0M	-35.5M	-354.7K	0.38	17.15	N/A	N/A	8	3	54	20
2018-10-17	$31400.00	$30000.00	70.1%	20.1%	62.9%	62.9%	71.4%	-23.8%	-3.5%	1.2M	-37.6M	-354.8K	0.18	13.50	N/A	N/A	6	1	55	20
2018-10-18	$33325.00	$30000.00	73.1%	20.9%	64.4%	67.7%	74.6%	-28.1%	-5.0%	1.6M	-60.9M	-388.3K	0.20	23.61	N/A	N/A	10	2	56	20
2018-10-19	$33400.00	$30000.00	71.5%	20.5%	64.3%	65.3%	74.6%	-26.2%	-4.8%	774.3K	-60.8M	-383.3K	0.18	15.87	N/A	N/A	8	1	57	20
2018-10-22	$32750.00	$30000.00	69.8%	20.0%	64.8%	62.5%	75.1%	-25.7%	-2.3%	791.1K	-34.1M	-367.1K	0.45	14.67	N/A	N/A	4	2	46	17
2018-10-23	$33350.00	$30000.00	74.6%	21.4%	64.7%	70.1%	78.7%	-24.0%	-9.5%	848.7K	-40.3M	-375.7K	0.53	16.07	N/A	N/A	7	4	47	17
2018-10-24	$36425.00	$30000.00	91.4%	26.2%	69.9%	96.8%	86.3%	-27.5%	-13.6%	883.4K	-63.9M	-414.2K	0.39	9.75	N/A	N/A	6	2	49	19
2018-10-25	$33800.00	$32500.00	89.9%	25.8%	76.1%	94.4%	90.4%	-28.6%	-14.0%	808.8K	-44.0M	-398.0K	0.35	11.52	N/A	N/A	7	3	50	19
2018-10-26	$36875.00	$32500.00	99.2%	28.4%	80.8%	100.0%	96.0%	-31.5%	-16.0%	988.9K	-71.8M	-438.3K	0.23	27.56	N/A	N/A	11	3	52	19
2018-10-29	$40725.00	$32500.00	112.0%	32.1%	86.0%	100.0%	108.5%	-29.3%	-20.2%	1.1M	-98.8M	-451.6K	0.37	37.31	N/A	N/A	7	3	54	20
2018-10-30	$37650.00	$32500.00	97.6%	28.0%	92.6%	82.4%	101.9%	-29.3%	-15.3%	1.1M	-78.7M	-451.0K	0.39	12.80	N/A	N/A	6	2	54	21
2018-10-31	$34150.00	$32500.00	90.3%	25.9%	100.8%	73.4%	92.3%	-24.2%	-13.7%	978.8K	-50.2M	-416.4K	0.32	14.04	N/A	N/A	9	3	55	21