SQQQ Options History — June 2019

In June 2019, SQQQ traded between $21493.75 and $29743.75. ATM implied volatility averaged 58.6%, placing in the 7.7% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded below realized volatility by 3.5% (HV 20d: 62.2%). Max pain ranged from $20625.00 to $26250.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.31.

Notable Days

  • 2019-06-05: Highest Volume — 33 contracts
  • 2019-06-04: Largest IV drop — 12.4% change
  • 2019-06-03: Highest IV Rank — 12.5%
  • 2019-06-03: Largest Expected Move — 21.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23694.06$21493.75$29743.75$29743.75$22100.00
Max Pain$23218.75$20625.00$26250.00$25625.00$21250.00
ATM IV58.6%51.6%74.3%74.3%58.1%
Expected Move16.8%14.8%21.3%21.3%16.7%
HV 20d62.2%53.1%74.0%61.6%53.1%
HV 60d50.9%49.2%52.1%49.2%50.5%
IV Rank7.7%5.6%12.5%12.5%7.6%
IV Percentile57.7%44.0%79.8%79.8%56.7%
Term Structure0.7%-1.3%3.0%-1.3%0.2%
VWIV61.7%54.2%71.0%71.0%63.3%
Skew 25d-16.9%-18.9%-14.2%-16.1%-18.1%
Skew 10d-29.9%-34.4%-25.6%-26.9%-28.8%
Call IV 25d69.4%62.3%83.5%83.5%70.7%
Put IV 25d52.5%47.2%67.4%67.4%52.6%
Bid-Ask Spread %23.249.2241.7336.8522.19
Gamma HHI0.090.070.190.190.07
Net GEX1.1M718.0K1.4M994.8K1.1M
Net DEX-23.3M-40.3M-12.7M-40.3M-33.1M
Net VEX-177.1K-249.8K-97.6K-109.4K-249.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.060.680.120.36
Total Volume15.056332011
Total OI65.925962785

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$29743.75$25625.0074.3%21.3%61.6%12.5%71.0%-16.1%-1.3%994.8K-40.3M-109.4K0.1236.85N/AN/A182252
2019-06-04$27431.25$26250.0065.1%18.7%70.7%9.7%69.1%-15.5%0.4%718.0K-21.5M-97.6K0.1035.19N/AN/A212214
2019-06-05$26712.50$26250.0062.4%17.9%68.5%8.9%65.4%-15.5%0.3%850.2K-22.1M-110.3K0.0632.34N/AN/A312265
2019-06-06$25918.75$25625.0057.1%16.8%69.5%7.3%63.9%-18.4%0.5%1.1M-23.2M-131.3K0.329.22N/AN/A103375
2019-06-07$24431.25$25625.0056.1%16.5%72.9%7.0%62.5%-18.5%0.7%816.4K-13.6M-129.1K0.3310.34N/AN/A144397
2019-06-10$23587.50$25000.0059.4%16.6%74.0%8.0%61.6%-16.2%0.5%914.1K-13.5M-135.1K0.5017.85N/AN/A126468
2019-06-11$23493.75$23750.0060.2%16.8%64.5%8.2%60.3%-17.3%0.2%1.0M-16.4M-161.9K0.6818.26N/AN/A855113
2019-06-12$23956.25$23125.0059.2%17.0%64.0%7.9%62.8%-18.1%0.1%1.4M-24.9M-181.2K0.3614.80N/AN/A935414
2019-06-13$23681.25$23125.0059.0%16.9%62.2%7.9%60.3%-18.9%1.2%1.2M-22.1M-185.0K0.5120.60N/AN/A745515
2019-06-14$23731.25$23125.0058.0%16.6%61.5%7.5%60.6%-18.2%1.6%1.4M-25.0M-192.5K0.3524.08N/AN/A835815
2019-06-17$23393.75$23125.0056.9%16.3%60.9%7.2%62.4%-17.4%1.0%1.3M-21.5M-187.0K0.1027.62N/AN/A615915
2019-06-18$22325.00$23125.0057.3%16.4%60.1%7.3%59.6%-17.5%1.0%1.1M-13.9M-181.5K0.1534.15N/AN/A1636215
2019-06-19$22012.50$22500.0053.3%15.3%59.6%6.1%59.3%-17.4%1.6%1.1M-15.5M-183.8K0.1440.40N/AN/A1327016
2019-06-20$21512.50$22500.0051.6%14.8%59.7%5.6%54.2%-14.2%1.9%956.9K-12.7M-178.9K0.1741.73N/AN/A1427316
2019-06-21$21493.75$21250.0052.3%15.0%54.8%5.8%56.6%-16.7%3.0%1.1M-21.5M-194.9K0.5830.34N/AN/A748016
2019-06-24$21606.25$20625.0056.6%16.2%55.0%7.1%58.8%-15.2%0.2%936.0K-24.5M-206.8K0.4912.48N/AN/A425816
2019-06-25$22556.25$20625.0059.7%17.1%57.7%8.1%61.4%-15.6%0.3%1.1M-35.6M-233.2K0.2414.43N/AN/A1235917
2019-06-26$22225.00$20625.0059.9%17.2%56.5%8.1%59.2%-17.2%0.3%1.1M-33.8M-244.5K0.3211.23N/AN/A1136118
2019-06-27$21968.75$21250.0056.4%16.2%56.5%7.1%62.2%-16.7%0.6%1.0M-30.2M-247.5K0.3210.81N/AN/A1146319
2019-06-28$22100.00$21250.0058.1%16.7%53.1%7.6%63.3%-18.1%0.2%1.1M-33.1M-249.8K0.3622.19N/AN/A836520