SQQQ Options History — February 2019 In February 2019, SQQQ traded between $28375.00 and $31750.00. ATM implied volatility averaged 51.6%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 0.5% (HV 20d: 51.1%). Max pain ranged from $30000.00 to $37500.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.26.
Notable Days 2019-02-07 : Highest Volume — 8 contracts2019-02-07 : Largest IV spike — 12.3% change2019-02-07 : Highest IV Rank — 34.6%2019-02-07 : Largest Expected Move — 17.7%Monthly Statistics Metric Avg Min Max Open Close Price $29781.58 $28375.00 $31750.00 $31750.00 $28725.00 Max Pain $33552.63 $30000.00 $37500.00 $37500.00 $30000.00 ATM IV 51.6% 40.9% 61.7% 54.8% 40.9% Expected Move 14.9% 11.7% 17.7% 16.6% 11.7% HV 20d 51.1% 33.3% 67.3% 67.3% 33.3% HV 60d 80.6% 75.0% 86.0% 85.9% 75.0% IV Rank 22.4% 9.5% 34.6% 26.3% 9.5% IV Percentile 39.2% 9.5% 59.5% 47.2% 9.5% Term Structure 2.2% -0.9% 5.3% 1.6% 5.3% VWIV 55.3% 47.3% 64.5% 62.0% 47.3% Skew 25d -18.5% -23.2% -16.6% -18.6% -17.3% Skew 10d -43.2% -51.7% -35.9% -47.7% -35.9% Call IV 25d 62.8% 55.4% 70.6% 68.9% 55.6% Put IV 25d 44.3% 33.9% 53.9% 50.3% 38.3% Bid-Ask Spread % 28.49 18.39 45.71 45.71 30.22 Gamma HHI 0.19 0.13 0.30 0.15 0.25 Net GEX 1.1M 764.0K 1.5M 922.4K 1.3M Net DEX 17.8M 2.3M 34.8M 19.4M 7.9M Net VEX -490.9K -546.4K -446.6K -536.0K -467.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.26 0.10 0.41 0.22 0.29 Total Volume 4.947 3 8 6 4 Total OI 101.053 85 115 98 98
Daily Data (19 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 2019-02-01 $31750.00 $37500.00 54.8% 16.6% 67.3% 26.3% 62.0% -18.6% 1.6% 922.4K 19.4M -536.0K 0.22 45.71 N/A N/A 5 1 60 38 2019-02-04 $30850.00 $35000.00 50.9% 15.4% 53.4% 21.6% 57.8% -18.6% 2.8% 902.6K 23.0M -513.8K 0.10 43.19 N/A N/A 4 0 62 38 2019-02-05 $29775.00 $35000.00 52.0% 15.8% 52.8% 22.9% 59.3% -17.2% 1.2% 885.8K 33.1M -476.4K 0.33 21.64 N/A N/A 5 2 64 38 2019-02-06 $30050.00 $35000.00 54.9% 15.7% 53.3% 26.4% 59.1% -16.6% 1.6% 1.2M 26.2M -491.1K 0.41 41.47 N/A N/A 3 1 67 38 2019-02-07 $31375.00 $35000.00 61.7% 17.7% 56.3% 34.6% 64.5% -16.7% -0.9% 1.4M 12.3M -546.4K 0.16 26.50 N/A N/A 7 1 69 39 2019-02-08 $31400.00 $35000.00 60.1% 17.2% 56.3% 32.7% 63.0% -17.9% 1.8% 1.4M 14.8M -539.4K 0.18 25.80 N/A N/A 6 1 69 39 2019-02-11 $31175.00 $35000.00 53.6% 15.4% 56.0% 24.8% 57.7% -19.0% 2.3% 1.5M 16.6M -528.0K 0.15 34.32 N/A N/A 3 0 70 39 2019-02-12 $29825.00 $35000.00 53.9% 15.5% 56.1% 25.2% 55.9% -17.4% 0.6% 1.2M 29.4M -490.6K 0.30 28.49 N/A N/A 5 1 71 40 2019-02-13 $29700.00 $35000.00 53.0% 15.2% 53.5% 24.1% 55.0% -19.1% 2.8% 1.2M 31.4M -482.2K 0.30 29.73 N/A N/A 4 1 72 40 2019-02-14 $29550.00 $35000.00 54.0% 15.5% 53.5% 25.2% 56.1% -18.0% 2.2% 1.4M 28.8M -491.1K 0.30 29.59 N/A N/A 4 1 74 40 2019-02-15 $29325.00 $35000.00 51.0% 14.6% 53.4% 21.6% 53.1% -16.6% 2.9% 765.5K 34.8M -477.8K 0.33 19.74 N/A N/A 4 1 75 40 2019-02-19 $29025.00 $32500.00 54.4% 15.6% 52.8% 25.8% 54.3% -23.2% -0.8% 764.0K 12.9M -446.6K 0.30 29.14 N/A N/A 3 1 55 30 2019-02-20 $29200.00 $32500.00 51.7% 14.8% 46.7% 22.5% 50.8% -18.0% 2.8% 899.2K 8.3M -471.9K 0.36 18.68 N/A N/A 4 1 57 31 2019-02-21 $29650.00 $32500.00 52.3% 15.0% 47.5% 23.2% 53.3% -17.8% 0.3% 1.0M 2.3M -496.9K 0.28 19.39 N/A N/A 3 1 58 32 2019-02-22 $29025.00 $32500.00 49.3% 14.1% 47.6% 19.6% 50.7% -18.1% 4.0% 1.0M 8.9M -475.5K 0.20 31.59 N/A N/A 3 1 59 32 2019-02-25 $28400.00 $30000.00 44.4% 12.7% 46.5% 13.6% 48.9% -21.4% 2.9% 988.4K 12.3M -455.8K 0.27 18.39 N/A N/A 4 1 60 32 2019-02-26 $28375.00 $30000.00 44.5% 12.7% 43.1% 13.7% 51.2% -23.0% 4.6% 1.1M 9.6M -466.4K 0.25 23.94 N/A N/A 3 1 63 33 2019-02-27 $28675.00 $30000.00 43.8% 12.6% 41.9% 12.9% 50.2% -17.5% 3.0% 1.3M 6.5M -472.8K 0.20 23.77 N/A N/A 3 1 65 33 2019-02-28 $28725.00 $30000.00 40.9% 11.7% 33.3% 9.5% 47.3% -17.3% 5.3% 1.3M 7.9M -467.9K 0.29 30.22 N/A N/A 3 1 65 33
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