SQQQ Options History — March 2021 In March 2021, SQQQ traded between $1628.75 and $2011.25. ATM implied volatility averaged 84.4%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 2.5% (HV 20d: 81.9%). Max pain ranged from $1500.00 to $1875.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.21.
Notable Days 2021-03-04 : Highest Volume — 4,755 contracts2021-03-18 : Largest IV spike — 14.1% change2021-03-30 : Highest IV Rank — 41.0%2021-03-04 : Largest Expected Move — 29.2%Monthly Statistics Metric Avg Min Max Open Close Price $1745.87 $1628.75 $2011.25 $1653.75 $1632.50 Max Pain $1652.17 $1500.00 $1875.00 $1875.00 $1625.00 ATM IV 84.4% 69.7% 103.9% 77.1% 69.7% Expected Move 24.0% 19.3% 29.2% 21.6% 19.3% HV 20d 81.9% 56.0% 94.2% 61.0% 80.8% HV 60d 66.7% 55.7% 71.5% 55.7% 71.5% IV Rank 34.1% 27.2% 41.0% 27.2% 36.8% IV Percentile 38.2% 6.0% 73.0% 22.2% 6.0% Term Structure -1.7% -34.2% 1.3% 0.6% 0.9% VWIV 88.7% 71.4% 102.4% 87.0% 71.4% Skew 25d -28.7% -37.9% -20.5% -34.5% -21.3% Skew 10d -50.9% -66.0% -30.6% -66.0% -40.5% Call IV 25d 103.2% 84.8% 126.7% 103.0% 84.8% Put IV 25d 74.5% 63.4% 90.1% 68.5% 63.4% Bid-Ask Spread % 4.02 1.99 12.55 2.82 4.66 Gamma HHI 0.18 0.09 0.50 0.13 0.15 Net GEX 6.6M 3.7M 11.8M 4.3M 3.7M Net DEX -173.5M -369.0M -79.9M -105.8M -98.3M Net VEX -787.6K -937.9K -674.2K -749.0K -674.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.13 0.30 0.23 0.17 Total Volume 1,739.957 607 4,755 1,231 1,039 Total OI 4,932.261 3,556 6,453 4,617 3,699
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 2021-03-01 $1653.75 $1875.00 77.1% 21.6% 61.0% 27.2% 87.0% -34.5% 0.6% 4.3M -105.8M -749.0K 0.23 2.82 N/A N/A 1,000 231 3,512 1,105 2021-03-02 $1707.50 $1875.00 84.6% 23.5% 56.0% 30.2% 91.0% -34.6% -0.3% 6.0M -159.9M -820.0K 0.16 2.77 N/A N/A 898 144 3,782 1,171 2021-03-03 $1852.50 $1875.00 95.9% 27.9% 59.8% 34.8% 100.0% -36.1% 0.5% 6.9M -271.5M -895.1K 0.19 3.18 N/A N/A 1,837 357 3,846 1,205 2021-03-04 $1977.50 $1500.00 103.9% 29.2% 63.3% 38.0% 102.4% -37.9% -1.6% 7.2M -369.0M -934.6K 0.16 6.39 N/A N/A 4,083 672 3,950 1,335 2021-03-05 $1866.25 $1625.00 92.6% 26.4% 67.2% 33.4% 97.8% -34.4% -1.6% 10.7M -262.2M -903.7K 0.22 5.82 N/A N/A 3,083 685 4,115 1,478 2021-03-08 $2011.25 $1625.00 98.8% 27.9% 70.5% 35.9% 96.9% -28.1% -0.7% 6.7M -331.8M -937.9K 0.24 2.46 N/A N/A 1,548 367 3,785 1,283 2021-03-09 $1787.50 $1625.00 93.9% 26.0% 84.0% 33.9% 97.3% -37.1% -3.1% 4.6M -158.8M -855.4K 0.27 2.58 N/A N/A 1,653 438 3,806 1,404 2021-03-10 $1801.25 $1625.00 92.1% 25.8% 83.7% 33.2% 93.2% -33.1% -1.8% 7.4M -197.5M -887.2K 0.18 12.55 N/A N/A 1,537 284 4,313 1,454 2021-03-11 $1678.75 $1625.00 84.3% 23.6% 88.1% 30.1% 94.4% -32.1% -2.4% 4.6M -92.5M -791.0K 0.23 2.72 N/A N/A 1,608 363 4,407 1,502 2021-03-12 $1731.25 $1625.00 88.1% 25.4% 88.2% 31.6% 91.4% -28.8% 0.5% 5.7M -158.6M -841.8K 0.18 2.24 N/A N/A 1,511 268 4,944 1,509 2021-03-15 $1690.00 $1625.00 83.9% 24.3% 88.5% 29.9% 88.9% -27.9% -1.3% 5.7M -112.9M -765.0K 0.26 2.85 N/A N/A 666 171 3,932 1,309 2021-03-16 $1636.25 $1625.00 81.4% 23.4% 89.5% 28.9% 87.8% -27.9% 0.6% 5.4M -79.9M -726.8K 0.19 3.66 N/A N/A 1,369 267 4,117 1,338 2021-03-17 $1628.75 $1625.00 79.9% 22.9% 89.5% 28.3% 86.1% -25.0% -34.2% 7.3M -87.1M -716.0K 0.19 6.20 N/A N/A 1,865 347 4,478 1,342 2021-03-18 $1770.00 $1625.00 91.1% 26.1% 93.9% 32.8% 95.8% -29.6% -0.1% 8.5M -198.3M -797.5K 0.24 1.99 N/A N/A 1,471 355 4,350 1,413 2021-03-19 $1741.25 $1625.00 83.1% 23.7% 94.2% 35.7% 87.5% -25.7% 1.0% 11.8M -143.3M -759.4K 0.22 3.21 N/A N/A 1,211 264 4,364 1,522 2021-03-22 $1652.50 $1625.00 74.8% 21.2% 93.0% 34.7% 82.4% -24.6% 1.3% 4.5M -122.1M -693.6K 0.19 2.93 N/A N/A 1,105 207 2,865 851 2021-03-23 $1680.00 $1625.00 79.4% 22.6% 93.1% 38.4% 80.7% -26.0% 1.0% 5.8M -154.1M -698.4K 0.13 2.63 N/A N/A 1,033 139 3,047 890 2021-03-24 $1746.25 $1625.00 82.4% 23.6% 94.1% 40.1% 82.8% -26.5% 1.1% 8.2M -219.3M -739.6K 0.21 6.28 N/A N/A 945 201 3,324 926 2021-03-25 $1758.75 $1625.00 78.5% 22.2% 88.5% 37.9% 80.8% -20.5% 0.5% 8.5M -209.4M -749.7K 0.23 3.09 N/A N/A 1,532 347 3,222 994 2021-03-26 $1732.50 $1625.00 74.0% 21.1% 87.2% 35.7% 77.1% -21.2% 1.3% 9.1M -166.8M -740.1K 0.27 2.59 N/A N/A 1,084 295 3,253 1,092 2021-03-29 $1698.75 $1625.00 75.6% 22.3% 85.2% 36.5% 86.1% -24.4% -0.2% 4.5M -140.8M -724.6K 0.23 4.76 N/A N/A 760 172 2,656 900 2021-03-30 $1720.00 $1625.00 76.5% 21.9% 84.5% 41.0% 80.4% -23.8% -0.1% 5.4M -150.9M -714.6K 0.30 4.02 N/A N/A 467 140 2,709 943 2021-03-31 $1632.50 $1625.00 69.7% 19.3% 80.8% 36.8% 71.4% -21.3% 0.9% 3.7M -98.3M -674.2K 0.17 4.66 N/A N/A 888 151 2,734 965
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