SQQQ Options History — June 2020

In June 2020, SQQQ traded between $4675.00 and $5818.75. ATM implied volatility averaged 87.0%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 23.7% (HV 20d: 63.3%). Max pain ranged from $4375.00 to $6250.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.14.

Notable Days

  • 2020-06-11: Highest Volume — 294 contracts
  • 2020-06-11: Largest IV spike — 32.1% change
  • 2020-06-11: Highest IV Rank — 32.1%
  • 2020-06-11: Largest Expected Move — 29.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5223.86$4675.00$5818.75$5818.75$4762.50
Max Pain$4928.98$4375.00$6250.00$6250.00$4375.00
ATM IV87.0%67.4%106.3%82.2%83.4%
Expected Move24.4%19.1%29.8%23.1%21.9%
HV 20d63.3%53.9%73.4%54.2%73.4%
HV 60d109.8%87.2%138.9%138.9%87.2%
IV Rank23.5%14.7%32.1%21.3%21.9%
IV Percentile75.2%65.9%83.7%74.2%70.2%
Term Structure0.5%-4.4%5.1%2.2%-0.3%
VWIV90.9%76.5%104.3%87.2%88.7%
Skew 25d-31.9%-42.3%-20.7%-27.5%-30.5%
Skew 10d-57.6%-99.4%1.2%-49.2%1.2%
Call IV 25d107.4%86.3%131.0%98.7%105.4%
Put IV 25d75.5%59.4%91.0%71.2%74.9%
Bid-Ask Spread %20.305.8145.2817.859.56
Gamma HHI0.190.100.600.120.12
Net GEX3.0M1.7M7.2M2.0M1.9M
Net DEX-55.4M-124.4M-20.8M-29.4M-39.1M
Net VEX-465.0K-530.4K-405.9K-459.3K-422.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.050.250.120.09
Total Volume128.3185729484110
Total OI884.4096781,112762701

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$5818.75$6250.0082.2%23.1%54.2%21.3%87.2%-27.5%2.2%2.0M-29.4M-459.3K0.1217.85N/AN/A759598164
2020-06-02$5787.50$6250.0079.6%22.4%53.9%20.2%80.9%-31.7%-0.2%2.4M-30.4M-429.2K0.158.57N/AN/A538625167
2020-06-03$5587.50$6250.0074.1%19.1%54.1%17.7%76.5%-30.9%-1.5%2.3M-27.7M-439.9K0.125.81N/AN/A759636171
2020-06-04$5787.50$5000.0078.8%22.1%56.5%19.8%83.4%-24.9%0.7%2.9M-44.1M-529.8K0.1318.13N/AN/A9312696209
2020-06-05$5431.25$5000.0067.4%21.5%59.1%14.7%80.4%-23.0%0.8%2.0M-21.3M-405.9K0.2326.66N/AN/A9121696173
2020-06-08$5306.25$5000.0074.7%19.9%58.1%18.0%78.2%-20.7%-4.4%2.2M-22.2M-420.0K0.0816.54N/AN/A1038662170
2020-06-09$5137.50$5000.0077.1%22.3%58.0%19.0%82.6%-26.0%3.1%2.2M-20.8M-417.4K0.0914.78N/AN/A13512699172
2020-06-10$4925.00$5000.0080.5%23.0%54.3%20.5%85.5%-25.7%-0.5%2.3M-23.4M-419.9K0.1137.92N/AN/A12114771175
2020-06-11$5606.25$5000.00106.3%29.8%68.9%32.1%104.3%-40.0%-3.5%4.0M-111.2M-530.4K0.0618.59N/AN/A27618829177
2020-06-12$5618.75$5000.00101.7%28.8%68.5%30.1%103.7%-42.3%-1.6%4.7M-100.8M-461.6K0.1215.75N/AN/A20625839184
2020-06-15$5431.25$5000.0098.6%28.6%68.8%28.7%96.4%-40.6%-3.2%3.1M-77.3M-526.0K0.1417.47N/AN/A13018785183
2020-06-16$5150.00$5000.0087.7%25.1%65.8%23.8%100.5%-32.7%4.5%3.0M-56.0M-480.3K0.1027.34N/AN/A17418817190
2020-06-17$5043.75$5000.0092.8%26.6%65.8%26.1%93.0%-31.8%3.1%3.6M-65.3M-488.3K0.2512.38N/AN/A10727878190
2020-06-18$5018.75$4375.0088.3%25.2%64.8%24.1%94.0%-35.4%3.9%4.1M-60.6M-459.3K0.2018.40N/AN/A4710897199
2020-06-19$4981.25$4375.0086.6%24.5%63.4%23.3%89.2%-34.9%2.3%7.2M-54.3M-467.3K0.2511.50N/AN/A8721912200
2020-06-22$4837.50$4375.0084.3%23.8%63.6%22.3%95.5%-33.2%-0.0%2.4M-44.3M-410.8K0.2142.56N/AN/A6915522185
2020-06-23$4675.00$4375.0090.1%24.4%63.8%24.8%94.6%-34.4%-1.1%2.6M-39.1M-520.5K0.1945.28N/AN/A12724585234
2020-06-24$4931.25$4375.0095.0%26.1%68.2%27.1%95.6%-31.4%5.1%4.0M-88.7M-486.5K0.1029.72N/AN/A14214630199
2020-06-25$4887.50$4375.0094.1%25.8%68.1%26.7%91.2%-32.6%-1.2%4.1M-72.3M-467.4K0.0513.67N/AN/A1156618204
2020-06-26$5112.50$4375.0096.3%27.2%70.4%27.6%99.9%-38.9%4.9%1.7M-124.4M-506.2K0.0927.01N/AN/A11510633204
2020-06-29$5087.50$4687.5093.8%25.5%70.3%26.5%98.1%-32.1%-1.6%2.0M-66.4M-482.0K0.1011.09N/AN/A667490188
2020-06-30$4762.50$4375.0083.4%21.9%73.4%21.9%88.7%-30.5%-0.3%1.9M-39.1M-422.2K0.099.56N/AN/A1019510191