SQQQ Options History — October 2019

In October 2019, SQQQ traded between $17587.50 and $21862.50. ATM implied volatility averaged 53.0%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 3.9% (HV 20d: 49.2%). Max pain ranged from $18125.00 to $20000.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 22 of 23 days. Put/call ratio averaged 0.23.

Notable Days

2019-10-11: Highest Volume — 30 contracts
2019-10-07: Largest IV spike — 18.1% change
2019-10-08: Highest IV Rank — 10.3%
2019-10-08: Largest Expected Move — 19.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19397.83	$17587.50	$21862.50	$20750.00	$17850.00
Max Pain	$18967.39	$18125.00	$20000.00	$18750.00	$18125.00
ATM IV	53.0%	42.1%	69.1%	60.0%	46.0%
Expected Move	15.3%	12.1%	19.6%	17.2%	13.2%
HV 20d	49.2%	41.3%	54.1%	46.7%	41.3%
HV 60d	57.0%	53.6%	58.7%	54.7%	53.6%
IV Rank	5.4%	2.0%	10.3%	7.5%	3.2%
IV Percentile	34.6%	6.0%	67.5%	55.2%	18.3%
Term Structure	3.6%	-1.8%	8.7%	3.1%	4.6%
VWIV	54.7%	44.4%	66.8%	60.4%	47.6%
Skew 25d	-19.7%	-32.6%	-9.8%	-21.7%	-9.8%
Skew 10d	-34.8%	-66.6%	-19.2%	-34.4%	-21.0%
Call IV 25d	65.3%	50.3%	84.9%	73.6%	50.4%
Put IV 25d	45.6%	36.9%	59.0%	51.9%	40.7%
Bid-Ask Spread %	37.96	6.64	65.75	8.03	63.50
Gamma HHI	0.09	0.07	0.17	0.07	0.09
Net GEX	2.0M	1.3M	3.2M	1.9M	1.7M
Net DEX	-51.6M	-101.9M	-15.8M	-79.1M	-25.0M
Net VEX	-412.4K	-452.7K	-361.6K	-437.0K	-383.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.23	0.08	0.52	0.18	0.52
Total Volume	13.087	6	30	14	8
Total OI	144.783	123	172	129	151

Daily Data (23 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
2019-10-01	$20750.00	$18750.00	60.0%	17.2%	46.7%	7.5%	60.4%	-21.7%	3.1%	1.9M	-79.1M	-437.0K	0.18	8.03	N/A	N/A	12	2	97	32
2019-10-02	$21862.50	$18750.00	68.0%	19.5%	48.0%	10.0%	66.8%	-21.5%	0.7%	1.9M	-101.9M	-449.0K	0.18	18.61	N/A	N/A	21	4	97	33
2019-10-03	$21293.75	$20000.00	63.6%	19.3%	44.4%	8.6%	66.1%	-26.4%	1.7%	2.0M	-89.5M	-452.7K	0.14	30.14	N/A	N/A	12	2	100	34
2019-10-04	$20250.00	$20000.00	52.7%	16.5%	48.5%	5.2%	60.2%	-24.2%	3.7%	2.1M	-65.5M	-442.3K	0.17	6.64	N/A	N/A	15	2	102	35
2019-10-07	$20325.00	$20000.00	62.2%	18.0%	48.3%	8.2%	62.2%	-28.2%	1.3%	2.2M	-72.8M	-441.8K	0.26	9.20	N/A	N/A	5	1	107	36
2019-10-08	$21206.25	$20000.00	69.1%	19.6%	50.2%	10.3%	64.9%	-27.6%	0.3%	2.4M	-93.9M	-451.9K	0.12	16.09	N/A	N/A	15	2	108	36
2019-10-09	$20631.25	$20000.00	64.8%	18.6%	49.8%	9.0%	65.2%	-23.9%	-1.8%	2.4M	-80.9M	-443.7K	0.08	47.85	N/A	N/A	15	1	109	37
2019-10-10	$20318.75	$20000.00	63.9%	18.3%	49.0%	8.7%	64.6%	-26.1%	2.2%	2.6M	-76.2M	-447.2K	0.14	37.49	N/A	N/A	11	1	113	37
2019-10-11	$19275.00	$19375.00	56.3%	16.1%	52.5%	6.4%	56.5%	-32.6%	2.6%	2.5M	-41.6M	-399.0K	0.25	64.79	N/A	N/A	24	6	116	37
2019-10-14	$19468.75	$18750.00	53.8%	15.4%	52.3%	5.6%	56.9%	-24.3%	3.8%	3.2M	-55.4M	-417.3K	0.19	34.05	N/A	N/A	5	1	123	38
2019-10-15	$18725.00	$18750.00	48.0%	13.8%	53.8%	3.8%	51.7%	-19.7%	5.1%	2.4M	-32.0M	-394.6K	0.18	18.29	N/A	N/A	17	3	124	38
2019-10-16	$18925.00	$18750.00	48.4%	13.9%	54.0%	3.9%	52.4%	-20.0%	5.0%	3.2M	-42.5M	-402.6K	0.20	47.26	N/A	N/A	9	2	130	39
2019-10-17	$18737.50	$18750.00	47.8%	13.7%	54.1%	3.8%	46.8%	-16.9%	5.0%	3.0M	-36.4M	-396.5K	0.29	46.53	N/A	N/A	7	2	131	39
2019-10-18	$19162.50	$18750.00	51.2%	14.7%	53.5%	4.8%	52.4%	-15.9%	4.1%	1.4M	-50.6M	-410.1K	0.19	38.40	N/A	N/A	18	3	133	39
2019-10-21	$18818.75	$18750.00	46.5%	13.3%	53.8%	3.4%	49.0%	-16.8%	5.7%	1.3M	-34.2M	-391.8K	0.34	41.24	N/A	N/A	5	2	89	34
2019-10-22	$19200.00	$18750.00	48.9%	14.0%	51.2%	4.1%	49.0%	-15.1%	8.7%	1.5M	-39.2M	-404.3K	0.08	52.50	N/A	N/A	9	1	91	35
2019-10-23	$19162.50	$18750.00	49.6%	14.2%	48.6%	4.3%	50.3%	-16.3%	2.4%	1.6M	-44.1M	-407.9K	0.49	39.80	N/A	N/A	4	2	94	35
2019-10-24	$18656.25	$18750.00	46.0%	13.2%	49.1%	3.2%	48.7%	-15.8%	5.3%	1.5M	-32.6M	-389.9K	0.32	40.17	N/A	N/A	9	3	95	35
2019-10-25	$18187.50	$18125.00	42.2%	12.1%	46.5%	2.0%	44.4%	-13.3%	5.1%	1.5M	-25.4M	-380.3K	0.09	41.73	N/A	N/A	10	1	99	36
2019-10-28	$17587.50	$18125.00	42.1%	12.1%	46.7%	2.0%	45.2%	-13.4%	5.5%	1.4M	-15.8M	-361.6K	0.35	52.03	N/A	N/A	10	4	104	37
2019-10-29	$18000.00	$18125.00	46.5%	13.3%	46.9%	3.4%	49.6%	-12.0%	3.4%	1.7M	-28.6M	-393.3K	0.18	53.06	N/A	N/A	6	1	108	38
2019-10-30	$17756.25	$18125.00	42.2%	12.1%	41.4%	2.0%	47.5%	-11.5%	5.9%	1.7M	-23.6M	-386.8K	0.32	65.75	N/A	N/A	6	2	110	39
2019-10-31	$17850.00	$18125.00	46.0%	13.2%	41.3%	3.2%	47.6%	-9.8%	4.6%	1.7M	-25.0M	-383.9K	0.52	63.50	N/A	N/A	5	3	111	40