SQQQ Options History — October 2020 In October 2020, SQQQ traded between $2425.00 and $3175.00. ATM implied volatility averaged 104.1%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 30.2%. IV traded above realized volatility by 22.7% (HV 20d: 81.4%). Max pain ranged from $2375.00 to $2750.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.26.
Notable Days 2020-10-02 : Highest Volume — 1,392 contracts2020-10-26 : Largest IV spike — 11.6% change2020-10-30 : Highest IV Rank — 44.3%2020-10-30 : Largest Expected Move — 36.7%Monthly Statistics Metric Avg Min Max Open Close Price $2770.00 $2425.00 $3175.00 $2866.25 $3175.00 Max Pain $2482.95 $2375.00 $2750.00 $2750.00 $2500.00 ATM IV 104.1% 94.3% 119.6% 99.8% 119.6% Expected Move 30.2% 25.2% 36.7% 25.2% 36.7% HV 20d 81.4% 68.5% 108.2% 108.2% 86.3% HV 60d 81.0% 78.4% 85.9% 78.4% 85.9% IV Rank 38.0% 34.1% 44.3% 36.3% 44.3% IV Percentile 75.4% 62.3% 85.7% 74.2% 85.7% Term Structure 1.6% -16.7% 48.5% 8.5% 0.0% VWIV 109.6% 90.4% 127.2% 90.4% 126.6% Skew 25d -28.2% -67.7% -2.5% -30.9% -21.4% Skew 10d -41.2% -63.8% 44.3% -23.3% -41.6% Call IV 25d 123.1% 111.4% 152.7% 116.7% 137.9% Put IV 25d 94.9% 84.6% 134.1% 85.8% 116.5% Bid-Ask Spread % 3.37 2.75 4.40 3.96 4.40 Gamma HHI 0.09 0.06 0.26 0.08 0.13 Net GEX 3.2M 640.5K 4.5M 2.9M 3.6M Net DEX -64.6M -196.5M 17.4M -33.1M -196.5M Net VEX -544.2K -582.4K -476.9K -516.1K -582.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.26 0.14 0.46 0.19 0.21 Total Volume 748.455 414 1,392 702 1,294 Total OI 2,021.818 1,655 2,410 2,030 2,123
Daily Data (22 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 2020-10-01 $2866.25 $2750.00 99.8% 25.2% 108.2% 36.3% 90.4% -30.9% 8.5% 2.9M -33.1M -516.1K 0.19 3.96 N/A N/A 588 114 1,275 755 2020-10-02 $3046.25 $2750.00 97.6% 25.7% 96.0% 35.4% 91.1% -26.0% 11.1% 4.5M -110.0M -552.7K 0.23 3.71 N/A N/A 1,136 256 1,407 787 2020-10-05 $2888.75 $2500.00 104.3% 31.1% 97.8% 38.1% 113.6% -29.1% 0.9% 2.6M -48.3M -545.9K 0.22 2.99 N/A N/A 344 74 977 741 2020-10-06 $3037.50 $2500.00 110.5% 32.2% 85.6% 40.6% 114.7% -26.2% -0.4% 4.1M -99.6M -572.8K 0.33 3.11 N/A N/A 715 235 1,113 761 2020-10-07 $2867.50 $2500.00 107.7% 31.0% 82.2% 39.5% 110.3% -29.1% 0.5% 3.6M -53.6M -559.9K 0.46 2.87 N/A N/A 406 188 1,203 804 2020-10-08 $2837.50 $2500.00 101.6% 30.1% 79.1% 37.0% 108.5% -28.4% 1.4% 4.4M -43.9M -544.7K 0.19 3.07 N/A N/A 387 72 1,280 820 2020-10-09 $2712.50 $2500.00 94.3% 27.8% 78.7% 34.1% 103.1% -26.8% 3.1% 3.5M -3.1M -515.5K 0.29 3.67 N/A N/A 378 109 1,337 835 2020-10-12 $2445.00 $2500.00 101.6% 29.2% 83.3% 37.0% 109.4% -31.1% 0.8% 640.5K 17.4M -476.9K 0.23 2.95 N/A N/A 797 187 1,066 766 2020-10-13 $2425.00 $2500.00 102.9% 28.5% 83.1% 37.6% 114.3% -26.3% -3.1% 2.5M -9.1M -522.9K 0.14 3.34 N/A N/A 623 89 1,431 820 2020-10-14 $2488.75 $2375.00 101.1% 28.6% 83.2% 36.8% 111.9% -27.3% -1.2% 3.6M -28.6M -536.0K 0.18 2.93 N/A N/A 837 151 1,539 837 2020-10-15 $2556.25 $2375.00 101.3% 28.5% 79.4% 36.9% 106.5% -26.3% -2.4% 4.2M -42.8M -540.4K 0.26 2.75 N/A N/A 688 180 1,557 848 2020-10-16 $2568.75 $2500.00 101.7% 29.2% 78.5% 37.1% 106.3% -27.3% -0.1% 4.1M -35.7M -524.2K 0.27 2.81 N/A N/A 494 133 1,538 872 2020-10-19 $2732.50 $2375.00 107.0% 30.7% 82.8% 39.2% 110.5% -27.5% -6.7% 2.2M -68.6M -533.6K 0.28 3.00 N/A N/A 553 158 944 711 2020-10-20 $2681.25 $2375.00 103.7% 29.7% 79.1% 37.9% 106.8% -26.8% -3.3% 2.7M -69.3M -554.7K 0.28 4.00 N/A N/A 503 141 1,107 785 2020-10-21 $2703.75 $2375.00 101.9% 29.2% 71.0% 37.2% 106.8% -29.2% -2.2% 4.1M -80.8M -557.8K 0.29 3.13 N/A N/A 415 120 1,199 777 2020-10-22 $2715.00 $2437.50 97.9% 28.6% 71.2% 35.6% 105.2% -26.7% -1.5% 4.5M -83.5M -543.8K 0.23 3.33 N/A N/A 621 143 1,216 805 2020-10-23 $2712.50 $2375.00 94.8% 27.6% 68.5% 34.3% 98.1% -25.5% -0.5% 1.9M -68.8M -542.0K 0.28 2.80 N/A N/A 468 129 1,226 834 2020-10-26 $2858.75 $2437.50 105.8% 32.8% 68.8% 38.8% 114.1% -67.7% 48.5% 2.0M -83.4M -554.3K 0.26 3.61 N/A N/A 561 148 955 733 2020-10-27 $2743.75 $2500.00 105.5% 30.9% 70.0% 38.6% 110.9% -28.1% -1.4% 2.0M -60.8M -540.6K 0.22 3.67 N/A N/A 339 75 1,038 771 2020-10-28 $3025.00 $2500.00 115.7% 36.5% 78.5% 42.7% 127.2% -2.5% -16.7% 3.0M -136.1M -574.9K 0.24 4.01 N/A N/A 777 187 1,082 779 2020-10-29 $2852.50 $2500.00 113.9% 34.4% 80.2% 42.0% 124.1% -30.6% -0.2% 2.6M -81.9M -580.5K 0.33 4.05 N/A N/A 491 162 1,168 858 2020-10-30 $3175.00 $2500.00 119.6% 36.7% 86.3% 44.3% 126.6% -21.4% 0.0% 3.6M -196.5M -582.4K 0.21 4.40 N/A N/A 1,073 221 1,247 876
« Sep 2020 | All History | Nov 2020 » Home SQQQ History October 2020