SQQQ Options History — October 2021

In October 2021, SQQQ traded between $857.50 and $1128.75. ATM implied volatility averaged 57.5%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 3.1% (HV 20d: 54.5%). Max pain ranged from $750.00 to $875.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.16.

Notable Days

  • 2021-10-26: Highest Volume — 1,648 contracts
  • 2021-10-07: Largest IV drop — 14.4% change
  • 2021-10-04: Highest IV Rank — 54.9%
  • 2021-10-04: Largest Expected Move — 22.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$983.39$857.50$1128.75$1058.75$857.50
Max Pain$863.10$750.00$875.00$875.00$812.50
ATM IV57.5%45.5%79.7%69.8%53.0%
Expected Move16.6%13.0%22.8%19.5%15.0%
HV 20d54.5%45.8%62.5%48.0%45.8%
HV 60d43.2%40.6%44.4%40.6%43.1%
IV Rank33.7%22.3%54.9%45.5%29.4%
IV Percentile27.7%2.8%73.0%51.2%23.0%
Term Structure0.5%-5.6%6.6%1.4%3.0%
VWIV61.9%50.4%83.6%68.7%57.5%
Skew 25d-23.3%-33.3%-11.7%-27.7%-19.2%
Skew 10d-32.1%-62.7%53.8%-50.1%-28.7%
Call IV 25d72.7%55.5%101.2%86.0%63.5%
Put IV 25d49.3%40.3%68.0%58.4%44.3%
Bid-Ask Spread %17.862.7447.892.9744.13
Gamma HHI0.290.170.680.590.25
Net GEX5.5M2.3M16.9M13.8M3.6M
Net DEX-100.7M-190.0M-40.0M-182.7M-50.6M
Net VEX-535.4K-649.1K-435.9K-638.3K-497.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.160.090.280.200.15
Total Volume1,001.6195461,6481,3731,149
Total OI5,514.2864,2736,8435,7176,843

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$1058.75$875.0069.8%19.5%48.0%45.5%68.7%-27.7%1.4%13.8M-182.7M-638.3K0.202.97N/AN/A1,1462274,3891,328
2021-10-04$1128.75$875.0079.7%22.8%51.3%54.9%83.6%-33.3%-0.0%3.6M-190.0M-649.1K0.212.74N/AN/A1,3132713,6391,133
2021-10-05$1070.00$875.0070.3%21.9%56.0%46.0%75.8%-30.9%-0.0%4.3M-155.7M-623.1K0.193.52N/AN/A9141773,7861,178
2021-10-06$1066.25$875.0070.9%21.8%56.1%46.5%77.9%-30.4%-0.5%4.2M-146.5M-608.3K0.1416.35N/AN/A8661183,8891,263
2021-10-07$1027.50$875.0060.7%17.8%58.3%36.8%70.7%-27.4%-0.1%5.0M-123.3M-598.9K0.163.27N/AN/A1,0941794,2141,273
2021-10-08$1045.00$875.0064.8%17.3%58.1%40.7%65.5%-26.0%-0.0%4.2M-131.1M-595.6K0.202.78N/AN/A9021764,3021,301
2021-10-11$1060.00$875.0065.7%17.4%58.1%41.5%73.0%-27.8%-5.6%5.1M-152.8M-595.4K0.123.14N/AN/A782933,9761,164
2021-10-12$1085.00$875.0064.6%20.3%58.5%40.5%68.8%-28.6%6.6%5.1M-174.7M-591.7K0.283.41N/AN/A4361234,0791,224
2021-10-13$1058.75$875.0061.3%16.1%58.1%37.3%69.2%-24.3%-4.4%5.9M-155.6M-574.5K0.2517.96N/AN/A4381084,2311,248
2021-10-14$998.75$875.0052.6%15.2%62.5%29.1%59.5%-21.7%0.3%7.6M-83.6M-517.7K0.2218.88N/AN/A8031734,1951,295
2021-10-15$981.25$875.0050.7%14.8%61.8%27.2%54.0%-22.1%0.9%2.3M-54.0M-501.4K0.122.83N/AN/A669804,2691,303
2021-10-18$948.75$875.0048.7%14.0%56.1%25.2%53.3%-21.6%1.2%2.3M-46.4M-496.2K0.1213.68N/AN/A9321143,2351,038
2021-10-19$928.75$875.0049.8%14.3%55.9%26.3%52.6%-21.2%0.5%2.5M-40.0M-453.7K0.098.54N/AN/A956913,4591,063
2021-10-20$931.25$875.0050.2%14.4%55.3%26.7%52.9%-20.0%0.6%4.8M-60.9M-452.0K0.1628.49N/AN/A6521034,5351,106
2021-10-21$916.25$875.0051.3%14.7%54.8%27.8%51.4%-22.5%-0.7%5.2M-60.4M-481.8K0.1518.78N/AN/A576844,8161,126
2021-10-22$937.50$812.5049.5%14.1%55.5%26.1%51.8%-19.4%-0.5%16.9M-81.5M-486.0K0.1832.89N/AN/A8341474,9671,136
2021-10-25$906.25$750.0045.5%13.0%55.8%22.3%52.5%-11.7%3.0%3.7M-50.6M-435.9K0.1537.65N/AN/A7321064,2861,091
2021-10-26$892.50$875.0047.0%13.3%46.3%23.7%50.4%-19.1%2.1%4.6M-56.5M-480.9K0.1035.13N/AN/A1,5021464,5951,108
2021-10-27$883.75$875.0050.7%14.6%46.1%27.2%54.3%-16.7%1.4%5.5M-58.8M-470.3K0.1030.11N/AN/A952955,0931,103
2021-10-28$868.75$875.0051.2%15.4%45.8%27.6%55.9%-18.5%1.5%5.9M-58.5M-494.9K0.1947.89N/AN/A6511245,4081,113
2021-10-29$857.50$812.5053.0%15.0%45.8%29.4%57.5%-19.2%3.0%3.6M-50.6M-497.4K0.1544.13N/AN/A1,0011485,7231,120