SQQQ Options History — July 2021

In July 2021, SQQQ traded between $1013.75 and $1155.00. ATM implied volatility averaged 54.6%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 20.1% (HV 20d: 34.5%). Max pain ranged from $1000.00 to $1125.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.14.

Notable Days

  • 2021-07-19: Highest Volume — 1,779 contracts
  • 2021-07-20: Largest IV drop — 18.4% change
  • 2021-07-19: Highest IV Rank — 48.5%
  • 2021-07-19: Largest Expected Move — 19.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1073.81$1013.75$1155.00$1145.00$1045.00
Max Pain$1011.90$1000.00$1125.00$1125.00$1000.00
ATM IV54.6%47.6%66.5%50.5%56.7%
Expected Move15.7%12.4%19.1%12.4%15.2%
HV 20d34.5%28.1%42.9%31.0%42.9%
HV 60d46.9%45.4%48.1%47.4%46.0%
IV Rank38.4%32.4%48.5%34.9%40.2%
IV Percentile9.6%1.6%26.2%4.0%14.7%
Term Structure1.9%-3.2%6.0%1.2%1.1%
VWIV59.0%44.8%72.0%48.9%56.1%
Skew 25d-21.1%-27.1%-12.0%-12.0%-20.7%
Skew 10d-33.5%-50.1%14.4%-15.9%-41.4%
Call IV 25d69.2%58.6%85.7%58.6%68.9%
Put IV 25d48.0%40.3%58.6%46.6%48.2%
Bid-Ask Spread %4.182.3823.242.382.74
Gamma HHI0.260.200.320.270.22
Net GEX4.4M2.7M8.1M5.5M3.8M
Net DEX-68.7M-146.5M-32.8M-60.0M-86.0M
Net VEX-541.6K-656.3K-489.3K-528.9K-575.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.090.200.130.20
Total Volume991.195141,779596893
Total OI4,718.5244,1695,3964,3385,152

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$1145.00$1125.0050.5%12.4%31.0%34.9%48.9%-12.0%1.2%5.5M-60.0M-528.9K0.132.38N/AN/A529673,408930
2021-07-02$1102.50$1125.0050.8%12.8%28.2%35.1%44.8%-17.7%1.4%2.9M-32.8M-513.0K0.182.39N/AN/A7571353,570954
2021-07-06$1087.50$1000.0051.6%16.7%28.1%35.8%62.0%-18.4%1.2%3.8M-44.4M-499.7K0.093.11N/AN/A997893,278914
2021-07-07$1081.25$1000.0054.2%17.2%28.1%38.0%62.3%-18.5%1.0%4.1M-43.6M-489.3K0.143.44N/AN/A8651183,680933
2021-07-08$1107.50$1000.0062.8%18.4%30.5%45.4%66.6%-23.7%0.7%7.2M-98.9M-609.1K0.123.66N/AN/A1,4981834,044924
2021-07-09$1081.25$1000.0053.3%16.9%30.3%37.3%68.1%-19.1%0.3%3.9M-53.7M-509.0K0.143.43N/AN/A642914,011989
2021-07-12$1071.25$1000.0053.4%16.9%30.3%37.4%63.3%-19.5%6.0%3.2M-42.8M-492.4K0.123.48N/AN/A545683,498915
2021-07-13$1066.25$1000.0056.3%17.6%29.8%39.8%62.8%-24.1%4.9%4.5M-55.8M-514.0K0.153.16N/AN/A9461393,743909
2021-07-14$1056.25$1000.0055.4%14.8%29.1%39.1%61.3%-20.1%-3.2%5.2M-55.3M-496.4K0.093.15N/AN/A741664,024928
2021-07-15$1087.50$1000.0055.4%17.2%31.7%39.1%59.5%-19.3%5.0%8.1M-94.3M-539.5K0.122.89N/AN/A1,3741654,300951
2021-07-16$1111.25$1000.0059.7%17.1%31.0%42.7%60.0%-20.9%-0.1%4.1M-105.4M-593.5K0.112.66N/AN/A1,0511194,3841,012
2021-07-19$1155.00$1000.0066.5%19.1%33.4%48.5%72.0%-27.1%0.8%5.3M-146.5M-656.3K0.093.74N/AN/A1,6251543,440906
2021-07-20$1086.25$1000.0054.3%15.5%39.1%38.1%62.8%-24.1%2.5%3.8M-69.3M-556.3K0.194.70N/AN/A7841473,464978
2021-07-21$1080.00$1000.0052.2%15.0%37.8%36.3%56.6%-23.8%1.9%4.2M-67.0M-563.4K0.143.01N/AN/A450643,5761,021
2021-07-22$1053.75$1000.0053.7%15.3%38.3%37.6%55.4%-23.5%2.7%3.9M-64.7M-570.1K0.173.83N/AN/A584993,7081,021
2021-07-23$1013.75$1000.0047.6%13.2%39.8%32.4%52.7%-18.7%4.5%2.7M-43.8M-514.2K0.153.01N/AN/A9181343,9991,038
2021-07-26$1013.75$1000.0051.7%14.2%39.7%35.9%55.7%-21.9%2.9%2.8M-51.0M-514.4K0.153.14N/AN/A469693,258911
2021-07-27$1053.75$1000.0059.8%16.4%41.5%42.8%61.2%-24.8%1.2%4.4M-91.7M-590.3K0.143.63N/AN/A1,5182113,588946
2021-07-28$1027.50$1000.0050.9%13.7%42.1%35.2%56.8%-24.1%1.0%5.0M-73.7M-526.3K0.1623.24N/AN/A8401363,809966
2021-07-29$1023.75$1000.0049.8%13.0%42.0%34.3%49.9%-22.1%4.2%4.3M-61.4M-522.7K0.173.06N/AN/A456793,9391,070
2021-07-30$1045.00$1000.0056.7%15.2%42.9%40.2%56.1%-20.7%1.1%3.8M-86.0M-575.3K0.202.74N/AN/A7441494,0821,070