SQQQ Options History — August 2019

In August 2019, SQQQ traded between $20618.75 and $23912.50. ATM implied volatility averaged 67.1%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 4.0% (HV 20d: 63.1%). Max pain ranged from $18750.00 to $20000.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.13.

Notable Days

  • 2019-08-14: Highest Volume — 42 contracts
  • 2019-08-12: Largest IV spike — 41.7% change
  • 2019-08-05: Highest IV Rank — 17.1%
  • 2019-08-14: Largest Expected Move — 22.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21874.72$20618.75$23912.50$20618.75$21156.25
Max Pain$19886.36$18750.00$20000.00$18750.00$20000.00
ATM IV67.1%55.2%89.4%58.1%63.5%
Expected Move18.5%15.8%22.0%16.7%18.2%
HV 20d63.1%29.5%78.7%29.5%76.5%
HV 60d53.7%49.4%57.9%49.4%53.1%
IV Rank9.8%6.0%17.1%7.6%8.6%
IV Percentile66.5%47.2%91.3%56.7%61.5%
Term Structure-0.2%-4.0%2.9%-3.0%0.9%
VWIV68.4%58.6%78.3%59.3%68.2%
Skew 25d-24.8%-28.5%-18.2%-18.2%-25.0%
Skew 10d-41.4%-48.2%-31.1%-34.4%-40.7%
Call IV 25d80.2%69.0%93.2%71.3%77.9%
Put IV 25d55.4%47.5%65.6%53.2%52.9%
Bid-Ask Spread %14.697.2938.6138.6116.76
Gamma HHI0.080.070.130.080.08
Net GEX2.0M1.4M3.1M1.4M2.2M
Net DEX-72.7M-112.1M-40.8M-40.8M-70.4M
Net VEX-384.8K-450.1K-283.7K-283.7K-443.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.130.050.240.090.11
Total Volume19.8185422613
Total OI1209214692146

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$20618.75$18750.0058.1%16.7%29.5%7.6%59.3%-18.2%-3.0%1.4M-40.8M-283.7K0.0938.61N/AN/A2426725
2019-08-02$21725.00$18750.0063.2%18.1%34.8%9.1%65.2%-19.0%-2.2%1.7M-66.1M-314.7K0.2017.92N/AN/A2147325
2019-08-05$23912.50$20000.0089.4%21.3%47.8%17.1%75.7%-25.4%-4.0%1.6M-97.8M-325.5K0.1511.13N/AN/A3257426
2019-08-06$23075.00$20000.0077.3%19.7%49.8%13.4%72.8%-26.8%-2.9%1.8M-83.1M-325.7K0.157.54N/AN/A1837627
2019-08-07$22656.25$20000.0073.3%18.8%48.8%12.2%70.5%-26.4%-1.0%1.9M-79.4M-348.3K0.1911.00N/AN/A1738128
2019-08-08$21231.25$20000.0058.5%16.7%54.9%7.7%64.9%-26.6%2.2%2.0M-52.5M-337.3K0.1614.52N/AN/A2138429
2019-08-09$21556.25$20000.0059.2%17.1%54.6%7.3%63.2%-25.6%2.4%2.5M-68.0M-361.6K0.1214.90N/AN/A1729328
2019-08-12$22500.00$20000.0083.9%20.4%55.9%14.8%73.3%-28.2%-3.7%2.6M-93.7M-373.8K0.057.29N/AN/A1619529
2019-08-13$21093.75$20000.0073.8%18.4%61.3%11.7%70.7%-27.7%-0.5%2.3M-61.9M-354.5K0.0833.54N/AN/A2629829
2019-08-14$22875.00$20000.0076.6%22.0%67.3%12.6%76.9%-28.5%-3.9%2.8M-103.3M-401.4K0.1016.45N/AN/A38410129
2019-08-15$22912.50$20000.0073.8%21.1%67.3%11.7%78.3%-26.0%-2.0%3.1M-112.1M-423.8K0.0814.31N/AN/A19210830
2019-08-16$21925.00$20000.0062.8%18.0%69.5%8.3%65.9%-25.1%2.4%2.2M-82.8M-414.1K0.109.44N/AN/A26311231
2019-08-19$20881.25$20000.0055.6%16.0%71.6%6.2%62.0%-22.8%2.9%1.4M-45.3M-377.3K0.1412.41N/AN/A1018223
2019-08-20$21200.00$20000.0059.3%17.0%71.3%7.3%62.9%-23.4%2.3%1.5M-55.2M-398.1K0.198.40N/AN/A618724
2019-08-21$20862.50$20000.0055.2%15.8%71.1%6.0%58.6%-21.5%2.9%1.5M-48.5M-393.2K0.2412.19N/AN/A418925
2019-08-22$20918.75$20000.0056.8%16.3%70.7%6.5%62.2%-24.1%1.8%1.6M-51.2M-398.6K0.1011.53N/AN/A1119125
2019-08-23$22912.50$20000.0070.3%20.2%76.0%10.7%68.8%-24.8%0.9%2.0M-91.0M-449.5K0.1215.77N/AN/A2439626
2019-08-26$22306.25$20000.0070.8%20.3%77.1%10.8%73.8%-25.4%-1.1%1.9M-78.6M-430.9K0.1111.60N/AN/A619627
2019-08-27$22050.00$20000.0068.8%19.7%77.3%10.2%74.7%-25.9%-0.6%2.0M-76.6M-432.5K0.0711.32N/AN/A18110027
2019-08-28$21937.50$20000.0067.7%19.4%76.9%9.9%73.8%-25.5%0.2%2.2M-81.2M-450.1K0.1211.73N/AN/A8110928
2019-08-29$20937.50$20000.0058.1%16.7%78.7%6.9%63.5%-23.7%2.1%2.0M-59.2M-428.6K0.1614.81N/AN/A15211328
2019-08-30$21156.25$20000.0063.5%18.2%76.5%8.6%68.2%-25.0%0.9%2.2M-70.4M-443.0K0.1116.76N/AN/A12111729