SQQQ Options History — August 2021

In August 2021, SQQQ traded between $912.50 and $1050.00. ATM implied volatility averaged 50.0%, placing in the 31.2% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 15.4% (HV 20d: 34.6%). Max pain ranged from $875.00 to $1000.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.10.

Notable Days

  • 2021-08-26: Highest Volume — 1,777 contracts
  • 2021-08-27: Largest IV drop — 24.4% change
  • 2021-08-02: Highest IV Rank — 41.6%
  • 2021-08-19: Largest Expected Move — 16.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$999.03$912.50$1050.00$1047.50$916.25
Max Pain$991.48$875.00$1000.00$1000.00$875.00
ATM IV50.0%43.1%58.4%58.4%50.3%
Expected Move14.0%11.5%16.0%15.5%13.1%
HV 20d34.6%27.4%41.4%41.1%30.6%
HV 60d37.3%33.3%46.0%46.0%33.7%
IV Rank31.2%19.9%41.6%41.6%26.8%
IV Percentile7.2%1.2%21.4%17.5%9.1%
Term Structure3.0%0.2%8.3%0.2%1.7%
VWIV54.8%40.0%66.4%55.8%46.1%
Skew 25d-22.8%-31.3%-16.2%-22.8%-23.9%
Skew 10d-40.1%-72.9%-12.8%-72.9%-43.3%
Call IV 25d65.8%55.3%77.9%72.4%64.5%
Put IV 25d43.1%36.8%50.2%49.6%40.6%
Bid-Ask Spread %5.551.4825.732.5511.64
Gamma HHI0.290.200.470.240.31
Net GEX5.7M2.0M9.8M4.4M4.7M
Net DEX-73.8M-126.3M-32.1M-71.1M-41.8M
Net VEX-528.6K-594.7K-461.4K-529.8K-473.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.030.160.120.13
Total Volume909.9554681,777568563
Total OI5,189.9094,1696,1954,3335,714

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$1047.50$1000.0058.4%15.5%41.1%41.6%55.8%-22.8%0.2%4.4M-71.1M-529.8K0.122.55N/AN/A508603,393940
2021-08-03$1027.50$1000.0049.9%12.3%41.3%34.3%50.8%-22.5%1.8%4.7M-72.5M-560.5K0.152.62N/AN/A611943,6541,000
2021-08-04$1017.50$1000.0050.6%12.7%41.4%34.9%49.2%-21.6%1.5%4.4M-58.4M-520.1K0.122.43N/AN/A471553,8321,020
2021-08-05$1003.75$1000.0050.6%15.6%40.3%35.0%61.9%-21.0%0.8%4.2M-51.9M-516.2K0.122.22N/AN/A518623,9541,060
2021-08-06$1015.00$1000.0047.4%14.7%40.0%32.2%56.9%-18.8%1.6%4.0M-67.8M-523.9K0.142.13N/AN/A641894,1851,073
2021-08-09$1007.50$1000.0048.4%14.9%40.0%33.1%58.0%-19.8%3.3%4.6M-67.6M-540.1K0.071.78N/AN/A583403,795959
2021-08-10$1023.75$1000.0049.5%14.8%40.5%34.1%58.2%-18.5%1.8%5.6M-70.6M-520.5K0.082.29N/AN/A668554,003999
2021-08-11$1028.75$1000.0048.0%14.5%40.5%32.7%59.3%-18.5%1.8%7.5M-94.1M-565.6K0.112.11N/AN/A535604,2611,018
2021-08-12$1015.00$1000.0048.0%14.1%39.0%32.7%56.7%-20.2%2.0%6.9M-88.3M-561.5K0.161.86N/AN/A403654,3291,035
2021-08-13$1008.75$1000.0045.7%13.8%37.9%30.8%57.2%-16.2%3.5%5.4M-75.3M-534.3K0.101.95N/AN/A473494,4071,056
2021-08-16$1011.25$1000.0049.2%14.3%34.4%33.8%55.5%-25.2%2.5%5.8M-72.5M-526.3K0.141.48N/AN/A8911293,940996
2021-08-17$1040.00$1000.0053.4%15.2%29.9%37.3%59.2%-26.9%7.5%7.5M-111.5M-562.9K0.111.92N/AN/A1,0511114,1781,017
2021-08-18$1050.00$1000.0054.3%15.6%30.1%38.1%61.8%-24.4%7.9%8.5M-126.3M-594.7K0.112.28N/AN/A560614,3721,074
2021-08-19$1045.00$1000.0057.4%16.0%28.9%33.6%66.4%-27.7%8.3%8.6M-119.7M-587.5K0.092.14N/AN/A1,3381194,4671,122
2021-08-20$1012.50$1000.0051.0%14.2%27.8%27.5%62.7%-31.3%4.2%3.0M-93.8M-540.3K0.061.81N/AN/A1,297814,5521,135
2021-08-23$966.25$1000.0047.1%12.5%32.3%23.8%53.6%-22.8%1.1%2.0M-32.6M-474.5K0.117.00N/AN/A1,1901253,203966
2021-08-24$958.75$1000.0046.3%12.4%28.5%23.0%55.2%-22.8%3.3%4.3M-43.0M-486.0K0.072.34N/AN/A738483,758982
2021-08-25$953.75$1000.0045.8%11.8%27.4%22.5%48.4%-24.1%1.2%6.7M-61.8M-510.7K0.066.63N/AN/A950534,2621,035
2021-08-26$973.75$1000.0057.0%15.4%28.8%33.2%50.6%-26.8%2.5%8.2M-98.2M-547.9K0.0318.36N/AN/A1,723544,5371,044
2021-08-27$943.75$1000.0043.1%11.5%29.1%19.9%40.0%-21.4%4.5%9.8M-72.6M-491.6K0.0725.73N/AN/A1,6071205,1221,073
2021-08-30$912.50$937.5048.5%12.4%30.7%25.1%43.1%-23.9%2.2%4.1M-32.1M-461.4K0.1018.72N/AN/A1,0591114,670986
2021-08-31$916.25$875.0050.3%13.1%30.6%26.8%46.1%-23.9%1.7%4.7M-41.8M-473.0K0.1311.64N/AN/A497664,6751,039