SQQQ Options History — July 2019

In July 2019, SQQQ traded between $19150.00 and $21112.50. ATM implied volatility averaged 44.9%, placing in the 3.6% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 12.1% (HV 20d: 32.8%). Max pain ranged from $18750.00 to $20625.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 0.20.

Notable Days

  • 2019-07-01: Highest Volume — 21 contracts
  • 2019-07-02: Largest IV drop — 14.4% change
  • 2019-07-31: Highest IV Rank — 5.1%
  • 2019-07-31: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20078.41$19150.00$21112.50$21112.50$20193.75
Max Pain$19375.00$18750.00$20625.00$20625.00$18750.00
ATM IV44.9%39.3%50.0%48.2%50.0%
Expected Move13.1%11.7%14.3%13.8%14.3%
HV 20d32.8%26.6%44.6%44.6%29.6%
HV 60d51.6%51.1%52.2%51.3%51.3%
IV Rank3.6%1.9%5.1%4.6%5.1%
IV Percentile23.9%4.8%42.1%32.1%42.1%
Term Structure2.0%-0.2%6.5%2.6%-0.2%
VWIV47.7%41.1%52.5%52.5%52.1%
Skew 25d-14.3%-17.9%-11.3%-13.5%-15.0%
Skew 10d-28.5%-41.5%-22.2%-25.3%-23.2%
Call IV 25d54.7%46.1%60.7%54.8%59.5%
Put IV 25d40.4%34.8%44.5%41.4%44.5%
Bid-Ask Spread %21.469.8346.2640.5122.33
Gamma HHI0.110.080.260.080.08
Net GEX1.5M890.3K2.3M1.1M1.4M
Net DEX-24.5M-36.8M-16.0M-21.9M-36.0M
Net VEX-255.8K-288.1K-231.8K-231.8K-288.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.080.420.160.08
Total Volume12.2737212114
Total OI104.409751338792

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$21112.50$20625.0048.2%13.8%44.6%4.6%52.5%-13.5%2.6%1.1M-21.9M-231.8K0.1640.51N/AN/A1836720
2019-07-02$20937.50$20625.0041.2%11.8%37.8%2.5%43.2%-12.5%4.8%1.4M-24.1M-247.0K0.3410.62N/AN/A727722
2019-07-03$20462.50$20625.0040.7%11.7%37.7%2.3%41.1%-11.3%6.5%1.2M-17.3M-241.0K0.2813.66N/AN/A937822
2019-07-05$20500.00$20625.0039.3%13.5%37.5%1.9%51.2%-15.0%1.8%1.4M-21.4M-246.6K0.1811.54N/AN/A1128423
2019-07-08$20900.00$20625.0042.1%13.8%34.5%2.7%50.5%-17.9%0.6%1.6M-28.5M-249.9K0.0912.29N/AN/A618423
2019-07-09$20681.25$20625.0041.1%13.8%33.0%2.4%51.3%-16.7%1.9%1.7M-26.4M-248.4K0.109.83N/AN/A718623
2019-07-10$20056.25$20000.0045.8%13.1%34.1%3.9%48.1%-14.8%1.1%1.7M-18.2M-237.4K0.1515.09N/AN/A1328923
2019-07-11$20137.50$20000.0046.5%13.3%32.9%4.1%48.1%-15.8%1.1%2.0M-25.5M-251.8K0.2615.30N/AN/A1029524
2019-07-12$19800.00$18750.0045.1%12.9%33.0%3.6%48.3%-13.9%2.9%2.0M-20.8M-250.2K0.4040.02N/AN/A839924
2019-07-15$19562.50$18750.0044.4%12.7%32.7%3.4%48.0%-14.0%2.1%1.9M-17.0M-246.4K0.1238.99N/AN/A6110225
2019-07-16$19806.25$18750.0046.2%13.2%33.6%4.0%47.5%-15.7%1.9%2.2M-24.0M-253.2K0.0840.71N/AN/A11110425
2019-07-17$20006.25$18750.0046.8%13.4%30.9%4.2%45.7%-15.4%2.4%2.3M-32.1M-260.8K0.2111.06N/AN/A9210825
2019-07-18$20143.75$18750.0046.3%13.3%31.0%4.0%48.9%-14.9%2.2%2.2M-33.2M-265.7K0.1712.34N/AN/A14210626
2019-07-19$20431.25$18750.0048.1%13.8%30.9%4.6%46.6%-15.7%1.9%1.8M-36.8M-267.0K0.3212.45N/AN/A11310526
2019-07-22$20068.75$18750.0047.8%13.7%31.4%4.4%49.1%-15.3%0.5%890.3K-23.4M-263.5K0.0917.90N/AN/A815223
2019-07-23$19700.00$18750.0045.8%13.1%31.6%3.9%47.0%-13.7%1.4%1.0M-23.8M-261.1K0.1521.91N/AN/A815723
2019-07-24$19287.50$18750.0042.7%12.2%26.6%2.9%43.5%-12.5%1.9%1.0M-16.7M-244.1K0.4246.26N/AN/A1255824
2019-07-25$19762.50$18750.0046.3%13.3%28.8%4.0%42.2%-12.7%1.6%1.2M-30.5M-278.3K0.1911.74N/AN/A1536225
2019-07-26$19150.00$18750.0042.6%12.2%30.1%2.9%45.4%-12.4%2.7%1.1M-16.0M-265.8K0.2513.13N/AN/A1026125
2019-07-29$19356.25$18750.0044.1%12.7%30.5%3.3%49.3%-13.8%2.0%1.2M-19.8M-260.3K0.1115.47N/AN/A1016425
2019-07-30$19668.75$18750.0045.8%13.1%27.7%3.9%49.2%-12.0%1.1%1.3M-25.6M-269.9K0.1638.93N/AN/A1026625
2019-07-31$20193.75$18750.0050.0%14.3%29.6%5.1%52.1%-15.0%-0.2%1.4M-36.0M-288.1K0.0822.33N/AN/A1316725