SQQQ Options History — January 2019

In January 2019, SQQQ traded between $31500.00 and $44975.00. ATM implied volatility averaged 73.1%, placing in the 48.7% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded below realized volatility by 21.1% (HV 20d: 94.2%). Max pain ranged from $37500.00 to $47500.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.24.

Notable Days

  • 2019-01-04: Highest Volume — 16 contracts
  • 2019-01-28: Largest IV spike — 19.2% change
  • 2019-01-03: Highest IV Rank — 79.4%
  • 2019-01-03: Largest Expected Move — 26.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36097.62$31500.00$44975.00$41650.00$31500.00
Max Pain$40357.14$37500.00$47500.00$40000.00$37500.00
ATM IV73.1%58.5%98.0%93.2%62.4%
Expected Move20.9%16.8%26.7%26.7%17.4%
HV 20d94.2%66.2%109.5%98.4%74.8%
HV 60d92.1%84.6%97.9%92.8%86.0%
IV Rank48.7%30.8%79.4%73.7%35.4%
IV Percentile72.9%56.3%97.2%94.8%59.1%
Term Structure-1.2%-4.6%1.3%-1.7%0.6%
VWIV76.8%64.4%95.1%95.1%65.6%
Skew 25d-24.1%-30.4%-14.4%-27.0%-20.3%
Skew 10d-46.6%-61.9%-33.4%-37.6%-45.1%
Call IV 25d88.4%71.5%114.8%107.1%73.1%
Put IV 25d64.3%52.5%84.4%80.1%52.8%
Bid-Ask Spread %52.8733.9763.6259.0433.97
Gamma HHI0.150.120.210.140.15
Net GEX554.4K-42.8K1.0M535.4K725.8K
Net DEX-7.5M-95.5M35.9M-58.4M19.1M
Net VEX-637.5K-749.8K-534.0K-716.2K-534.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.080.420.420.22
Total Volume7.28611667
Total OI111.0488613511196

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$41650.00$40000.0093.2%26.7%98.4%73.7%95.1%-27.0%-1.7%535.4K-58.4M-716.2K0.4259.04N/AN/A426447
2019-01-03$44975.00$45000.0098.0%26.7%96.2%79.4%93.6%-30.4%-1.7%868.3K-95.5M-749.8K0.1537.78N/AN/A916647
2019-01-04$39550.00$47500.0083.3%24.4%108.3%62.1%90.1%-29.2%-0.3%322.5K-31.2M-689.9K0.2343.51N/AN/A1336448
2019-01-07$37875.00$45000.0083.4%23.5%109.5%62.2%90.2%-25.3%0.2%419.1K-20.7M-676.2K0.0848.51N/AN/A817048
2019-01-08$37125.00$42500.0082.2%23.4%108.1%60.8%85.8%-26.0%-2.5%308.1K-9.1M-652.3K0.3947.85N/AN/A737048
2019-01-09$36275.00$42500.0080.3%23.0%108.4%57.2%82.7%-26.0%-1.0%199.0K1.5M-665.8K0.2254.68N/AN/A1127250
2019-01-10$35875.00$42500.0074.3%21.3%108.3%49.8%76.4%-28.5%-1.0%338.5K1.7M-667.1K0.2952.27N/AN/A727550
2019-01-11$36225.00$42500.0070.0%20.1%107.7%44.7%79.2%-24.3%1.3%582.4K-2.5M-659.5K0.4153.26N/AN/A427750
2019-01-14$37150.00$40000.0075.3%21.6%108.0%51.0%79.7%-25.7%-1.7%1.0M-14.1M-673.6K0.1549.43N/AN/A517950
2019-01-15$35125.00$40000.0066.7%19.1%105.9%40.7%73.3%-24.2%0.4%240.3K16.0M-628.3K0.2059.30N/AN/A927950
2019-01-16$35050.00$40000.0066.5%19.1%101.0%40.4%70.7%-25.3%0.7%229.4K15.3M-630.7K0.3459.38N/AN/A418350
2019-01-17$34450.00$40000.0067.1%19.2%99.8%41.2%71.4%-25.2%-1.3%-42.8K23.3M-611.2K0.3861.99N/AN/A418450
2019-01-18$33475.00$40000.0060.9%17.4%94.5%33.6%65.5%-23.6%0.5%544.4K35.9M-582.3K0.2961.75N/AN/A628550
2019-01-22$35575.00$37500.0070.8%20.3%95.8%45.7%72.6%-24.8%-2.8%711.6K-11.2M-628.9K0.1363.62N/AN/A715135
2019-01-23$35275.00$37500.0071.8%20.6%88.9%46.9%74.7%-24.3%-4.6%701.1K-12.1M-631.7K0.1654.25N/AN/A415236
2019-01-24$34650.00$37500.0066.8%19.1%84.5%40.8%70.1%-19.3%-0.8%744.7K-4.5M-612.3K0.1156.21N/AN/A305336
2019-01-25$33300.00$37500.0058.5%16.8%66.2%30.8%64.4%-20.9%0.8%729.5K7.4M-577.3K0.1656.56N/AN/A415436
2019-01-28$34650.00$37500.0069.8%20.0%68.8%44.4%72.8%-20.0%-3.9%858.4K-7.6M-601.7K0.1151.87N/AN/A105536
2019-01-29$35500.00$37500.0070.7%20.3%70.0%45.5%73.4%-21.1%-4.2%857.2K-18.8M-633.7K0.4058.72N/AN/A215637
2019-01-30$32800.00$37500.0062.7%18.0%74.1%35.8%66.3%-14.4%-1.7%762.1K8.0M-565.3K0.2346.29N/AN/A615637
2019-01-31$31500.00$37500.0062.4%17.4%74.8%35.4%65.6%-20.3%0.6%725.8K19.1M-534.0K0.2233.97N/AN/A615838