SQQQ Options History — May 2019

In May 2019, SQQQ traded between $21225.00 and $27706.25. ATM implied volatility averaged 75.8%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 26.6% (HV 20d: 49.2%). Max pain ranged from $6250.00 to $25000.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.15.

Notable Days

  • 2019-05-24: Highest Volume — 61 contracts
  • 2019-05-24: Largest IV spike — 484.9% change
  • 2019-05-24: Highest IV Rank — 100.0%
  • 2019-05-31: Largest Expected Move — 19.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24291.76$21225.00$27706.25$21750.00$27706.25
Max Pain$22500.00$6250.00$25000.00$20000.00$25000.00
ATM IV75.8%35.5%362.3%47.9%67.6%
Expected Move16.7%10.2%19.4%13.7%19.4%
HV 20d49.2%20.1%62.5%20.1%62.5%
HV 60d41.8%33.8%47.6%33.8%47.6%
IV Rank32.7%2.9%100.0%17.9%10.5%
IV Percentile65.6%1.2%100.0%42.1%71.8%
Term Structure0.7%-3.9%11.0%1.4%1.2%
VWIV61.5%42.4%72.8%42.4%67.5%
Skew 25d-19.0%-27.6%-9.2%-9.2%-16.2%
Skew 10d-36.5%-63.3%-15.3%-15.3%-25.4%
Call IV 25d69.9%53.4%82.3%53.4%77.7%
Put IV 25d50.8%32.4%61.8%44.2%61.6%
Bid-Ask Spread %36.167.9671.0471.0432.92
Gamma HHI0.230.090.330.230.22
Net GEX1.0M194.8K1.6M1.1M596.2K
Net DEX-56.4M-796.5M3.1M1.5M-29.5M
Net VEX-417.2K-723.7K-68.9K-388.8K-112.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.030.640.140.16
Total Volume13.818461815
Total OI112.8641446710825

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$21750.00$20000.0047.9%13.7%20.1%17.9%42.4%-9.2%1.4%1.1M1.5M-388.8K0.1471.04N/AN/A717830
2019-05-02$22325.00$20000.0049.8%14.3%22.7%20.2%51.7%-27.6%-2.0%1.3M-6.3M-422.6K0.1356.97N/AN/A518030
2019-05-03$21225.00$20000.0035.5%10.2%28.1%2.9%51.8%-15.1%11.0%1.1M3.1M-390.7K0.1669.78N/AN/A618030
2019-05-06$21600.00$22500.0059.4%14.9%28.9%31.8%53.4%-26.0%3.9%1.3M-2.5M-407.4K0.0740.02N/AN/A818331
2019-05-07$23150.00$22500.0072.6%17.8%38.8%47.9%66.9%-24.8%0.6%1.5M-27.3M-482.6K0.0942.74N/AN/A1928531
2019-05-08$22850.00$25000.0067.6%17.4%39.0%41.7%68.9%-24.1%-2.9%1.2M-16.5M-461.8K0.1342.74N/AN/A718131
2019-05-09$23400.00$25000.0069.8%16.7%39.7%44.5%66.3%-20.9%-0.9%1.3M-20.5M-476.5K0.0936.01N/AN/A1518132
2019-05-10$23450.00$25000.0058.3%14.6%39.6%30.5%53.8%-15.4%2.1%1.4M-17.0M-462.4K0.1141.67N/AN/A1428332
2019-05-13$25850.00$25000.0095.1%19.0%52.1%75.0%72.8%-20.4%-3.9%1.6M-50.0M-541.4K0.0836.28N/AN/A1918332
2019-05-14$24925.00$25000.0071.7%17.9%54.2%46.7%68.8%-21.4%-1.7%1.6M-36.5M-500.6K0.1238.38N/AN/A1328633
2019-05-15$23875.00$25000.0061.9%17.8%56.6%34.9%59.7%-20.7%-1.5%1.4M-21.6M-478.8K0.1634.54N/AN/A818733
2019-05-16$23250.00$25000.0050.3%14.4%57.3%20.7%55.9%-18.3%3.4%1.1M-16.3M-460.5K0.1424.64N/AN/A918933
2019-05-17$23875.00$25000.0059.4%17.0%57.9%31.8%57.1%-16.2%-0.2%1.0M-27.2M-493.0K0.0943.05N/AN/A819333
2019-05-20$25050.00$22500.0063.5%18.2%59.9%36.8%69.8%-17.8%-2.2%1.2M-34.5M-528.3K0.6418.87N/AN/A967630
2019-05-21$24350.00$25000.0059.3%17.0%59.3%31.7%56.9%-20.7%-0.3%1.1M-15.5M-511.5K0.0629.52N/AN/A607635
2019-05-22$24525.00$25000.0058.2%16.7%59.2%30.4%60.0%-17.2%2.9%1.1M-19.5M-522.6K0.0330.12N/AN/A807936
2019-05-23$25975.00$25000.0061.9%17.8%61.5%34.9%65.3%-17.2%0.6%1.3M-41.1M-571.2K0.117.97N/AN/A1428136
2019-05-24$25875.00$6250.00362.3%0.0%61.7%100.0%0.0%0.0%0.0%194.8K-796.5M-723.7K0.117.96N/AN/A556325142
2019-05-28$26137.50$18750.0065.4%18.7%61.3%9.8%68.4%-18.2%1.3%196.0K-25.8M-93.6K0.2031.18N/AN/A31131
2019-05-29$26787.50$18750.0066.1%18.9%61.2%10.0%67.1%-14.9%-0.1%272.3K-24.6M-80.2K0.2529.65N/AN/A72131
2019-05-30$26487.50$23750.0063.7%18.3%61.5%9.3%66.3%-17.4%2.0%263.3K-16.5M-68.9K0.1229.57N/AN/A142122
2019-05-31$27706.25$25000.0067.6%19.4%62.5%10.5%67.5%-16.2%1.2%596.2K-29.5M-112.2K0.1632.92N/AN/A132223