SQQQ Options History — June 2021

In June 2021, SQQQ traded between $1138.75 and $1435.00. ATM implied volatility averaged 53.5%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 8.0% (HV 20d: 45.5%). Max pain ranged from $1125.00 to $1312.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.15.

Notable Days

  • 2021-06-16: Highest Volume — 1,515 contracts
  • 2021-06-10: Largest IV drop — 13.4% change
  • 2021-06-03: Highest IV Rank — 44.1%
  • 2021-06-09: Largest Expected Move — 17.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1275.63$1138.75$1435.00$1393.75$1138.75
Max Pain$1187.50$1125.00$1312.50$1312.50$1125.00
ATM IV53.5%48.5%61.3%58.5%51.0%
Expected Move15.0%12.8%17.8%16.2%13.0%
HV 20d45.5%32.6%64.4%64.4%33.3%
HV 60d52.4%47.4%62.1%62.1%47.4%
IV Rank37.4%33.2%44.1%41.7%35.3%
IV Percentile3.1%1.6%6.7%3.2%4.0%
Term Structure1.2%-1.9%4.4%-0.1%1.1%
VWIV56.9%46.2%64.8%61.9%52.2%
Skew 25d-19.6%-23.1%-13.7%-23.1%-19.6%
Skew 10d-31.4%-48.0%-1.2%-41.9%-36.4%
Call IV 25d67.1%60.1%75.8%75.6%66.7%
Put IV 25d47.5%42.6%53.2%52.5%47.1%
Bid-Ask Spread %4.641.8920.281.892.36
Gamma HHI0.220.180.330.200.24
Net GEX4.7M2.9M7.9M5.1M4.8M
Net DEX-67.2M-130.5M-38.0M-95.1M-61.5M
Net VEX-558.5K-627.5K-511.0K-608.8K-549.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.050.260.140.14
Total Volume784.6824121,515623412
Total OI4,358.3183,3435,5613,9494,224

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$1393.75$1312.5058.5%16.2%64.4%41.7%61.9%-23.1%-0.1%5.1M-95.1M-608.8K0.141.89N/AN/A548753,022927
2021-06-02$1397.50$1312.5056.9%15.4%59.4%40.3%57.6%-22.5%0.1%6.0M-97.7M-592.8K0.161.99N/AN/A486793,174961
2021-06-03$1435.00$1250.0061.3%16.8%60.3%44.1%64.6%-22.6%-0.3%7.9M-130.5M-627.5K0.165.32N/AN/A7941263,320967
2021-06-04$1357.50$1250.0055.8%16.5%63.3%39.3%64.2%-17.7%0.9%3.8M-58.5M-575.5K0.263.80N/AN/A8182113,3571,000
2021-06-07$1352.50$1250.0057.9%17.1%61.6%41.2%62.7%-20.6%1.5%4.7M-76.7M-577.0K0.213.13N/AN/A386813,166954
2021-06-08$1345.00$1250.0057.9%17.1%55.9%41.2%62.6%-20.1%1.7%4.9M-74.5M-575.4K0.163.66N/AN/A534853,302995
2021-06-09$1345.00$1250.0060.3%17.8%55.5%43.3%64.8%-19.1%1.6%5.7M-85.0M-586.0K0.093.78N/AN/A631553,4981,010
2021-06-10$1308.75$1250.0052.3%14.5%48.7%36.4%59.2%-16.8%-1.9%5.3M-49.9M-537.1K0.103.40N/AN/A1,0291053,9071,017
2021-06-11$1298.75$1250.0048.8%13.7%48.1%33.4%49.8%-16.4%-1.3%4.5M-50.1M-537.6K0.162.41N/AN/A604984,1091,044
2021-06-14$1267.50$1250.0051.0%14.8%45.4%35.3%57.2%-20.3%1.5%2.9M-38.0M-516.0K0.178.78N/AN/A484823,544947
2021-06-15$1278.75$1125.0053.6%15.4%44.3%37.5%58.3%-13.7%0.5%5.2M-64.1M-556.7K0.0515.46N/AN/A749413,812991
2021-06-16$1287.50$1125.0052.5%15.1%44.5%36.6%58.1%-16.2%2.3%6.9M-82.2M-555.2K0.1120.28N/AN/A1,3601554,112997
2021-06-17$1236.25$1125.0052.4%14.9%44.0%36.5%56.1%-18.4%1.8%3.5M-40.2M-525.1K0.132.77N/AN/A1,1741554,1011,031
2021-06-18$1263.75$1125.0056.5%16.1%37.9%40.0%61.1%-22.8%0.8%4.5M-92.5M-572.0K0.193.82N/AN/A9131724,5191,042
2021-06-21$1253.75$1125.0054.4%15.3%36.4%38.2%60.9%-21.8%1.7%3.4M-65.6M-560.2K0.143.31N/AN/A636882,494849
2021-06-22$1212.50$1125.0048.8%13.6%32.8%33.4%55.2%-22.8%2.2%3.3M-50.6M-542.5K0.162.49N/AN/A511802,698883
2021-06-23$1211.25$1125.0048.5%13.4%32.6%33.2%46.8%-20.7%2.9%4.3M-54.6M-557.5K0.163.14N/AN/A491803,051900
2021-06-24$1191.25$1125.0051.5%13.7%32.8%35.7%50.8%-19.4%0.6%3.9M-47.7M-535.4K0.142.59N/AN/A8161173,051925
2021-06-25$1196.25$1125.0048.5%13.1%32.7%33.2%46.2%-16.7%4.4%5.2M-66.2M-540.7K0.133.14N/AN/A621813,373937
2021-06-28$1152.50$1125.0048.7%12.8%34.3%33.3%50.1%-17.3%1.8%3.0M-45.1M-511.0K0.132.39N/AN/A554702,730841
2021-06-29$1140.00$1125.0050.5%13.3%33.5%34.8%51.8%-22.9%2.2%4.1M-51.6M-547.3K0.122.22N/AN/A601753,221880
2021-06-30$1138.75$1125.0051.0%13.0%33.3%35.3%52.2%-19.6%1.1%4.8M-61.5M-549.2K0.142.36N/AN/A362503,315909