SQQQ Options History — December 2021 In December 2021, SQQQ traded between $712.50 and $872.50. ATM implied volatility averaged 68.5%, placing in the 41.0% IV rank vs the trailing year. The 30-day expected move averaged 19.6%. IV traded above realized volatility by 2.7% (HV 20d: 65.8%). Max pain ranged from $687.50 to $750.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.21.
Notable Days 2021-12-03 : Highest Volume — 2,443 contracts2021-12-03 : Largest IV spike — 22.2% change2021-12-03 : Highest IV Rank — 71.8%2021-12-03 : Largest Expected Move — 29.3%Monthly Statistics Metric Avg Min Max Open Close Price $779.03 $712.50 $872.50 $808.75 $735.00 Max Pain $747.16 $687.50 $750.00 $750.00 $687.50 ATM IV 68.5% 51.5% 97.4% 81.0% 57.7% Expected Move 19.6% 13.9% 29.3% 24.2% 15.2% HV 20d 65.8% 47.1% 76.0% 48.4% 69.8% HV 60d 53.3% 48.0% 56.3% 48.2% 52.4% IV Rank 41.0% 13.2% 71.8% 56.1% 22.7% IV Percentile 59.7% 19.4% 97.6% 86.1% 38.1% Term Structure 1.1% -21.4% 10.2% 0.4% 4.1% VWIV 71.2% 54.2% 107.3% 79.8% 56.3% Skew 25d -26.2% -40.2% -15.3% -32.0% -20.5% Skew 10d -16.8% -66.1% 145.8% -57.4% -22.7% Call IV 25d 85.5% 65.2% 121.2% 100.8% 70.1% Put IV 25d 59.3% 47.4% 81.0% 68.7% 49.6% Bid-Ask Spread % 9.79 1.91 14.13 3.18 4.80 Gamma HHI 0.31 0.18 0.61 0.19 0.41 Net GEX 3.3M 1.5M 6.9M 3.4M 2.8M Net DEX -80.0M -168.5M -27.5M -102.2M -64.3M Net VEX -479.6K -590.2K -426.7K -541.9K -443.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.12 0.32 0.18 0.23 Total Volume 1,366.455 645 2,443 1,686 645 Total OI 6,691.773 5,706 7,466 6,491 7,170
Daily Data (22 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 2021-12-01 $808.75 $750.00 81.0% 24.2% 48.4% 56.1% 79.8% -32.0% 0.4% 3.4M -102.2M -541.9K 0.18 3.18 N/A N/A 1,423 263 5,146 1,345 2021-12-02 $803.75 $750.00 79.7% 23.4% 47.1% 54.9% 81.6% -34.2% 0.6% 3.7M -99.2M -541.0K 0.13 4.45 N/A N/A 1,461 197 5,379 1,407 2021-12-03 $872.50 $750.00 97.4% 29.3% 53.6% 71.8% 107.3% -40.2% -0.1% 6.9M -168.5M -590.2K 0.18 2.68 N/A N/A 2,075 368 5,458 1,452 2021-12-06 $833.75 $750.00 77.0% 25.3% 56.4% 52.3% 81.4% -39.9% 0.4% 2.5M -87.7M -494.3K 0.24 9.02 N/A N/A 1,366 326 4,705 1,258 2021-12-07 $765.00 $750.00 66.9% 20.1% 64.8% 42.7% 73.6% -30.8% 1.4% 2.0M -48.3M -450.7K 0.31 12.38 N/A N/A 1,275 390 5,015 1,365 2021-12-08 $752.50 $750.00 64.8% 19.1% 64.5% 40.7% 70.6% -26.5% 1.3% 2.9M -54.3M -451.0K 0.17 12.53 N/A N/A 902 157 5,614 1,371 2021-12-09 $772.50 $750.00 66.8% 19.8% 62.9% 42.5% 73.6% -28.8% 1.5% 3.8M -84.5M -496.5K 0.12 12.77 N/A N/A 1,132 131 5,859 1,410 2021-12-10 $758.75 $750.00 62.5% 18.8% 63.0% 38.5% 75.9% -27.6% 1.9% 4.3M -74.3M -466.5K 0.14 12.50 N/A N/A 1,150 163 6,035 1,431 2021-12-13 $778.75 $750.00 64.3% 18.7% 63.0% 40.2% 71.5% -27.6% 0.5% 3.4M -81.7M -467.3K 0.16 12.66 N/A N/A 815 127 5,498 1,247 2021-12-14 $815.00 $750.00 77.9% 22.3% 65.1% 53.2% 71.4% -29.6% 2.0% 4.0M -114.0M -498.1K 0.14 1.91 N/A N/A 1,713 232 5,648 1,283 2021-12-15 $770.00 $750.00 77.4% 18.6% 67.7% 52.7% 68.1% -15.3% -21.4% 3.4M -68.5M -450.9K 0.26 14.13 N/A N/A 1,737 458 5,688 1,351 2021-12-16 $812.50 $750.00 70.0% 18.8% 70.3% 55.5% 68.2% -27.3% -6.2% 3.7M -109.3M -504.7K 0.30 13.33 N/A N/A 1,327 398 5,698 1,508 2021-12-17 $822.50 $750.00 75.6% 23.0% 69.4% 56.9% 74.5% -30.1% 7.8% 4.2M -122.9M -514.5K 0.20 13.84 N/A N/A 1,614 315 5,778 1,545 2021-12-20 $855.00 $750.00 81.3% 23.1% 70.1% 58.6% 83.6% -26.4% 3.1% 2.9M -120.0M -528.9K 0.29 10.56 N/A N/A 911 264 4,427 1,279 2021-12-21 $802.50 $750.00 70.3% 20.1% 74.4% 41.9% 71.9% -22.1% 10.2% 2.3M -73.7M -482.0K 0.31 10.75 N/A N/A 848 265 4,549 1,415 2021-12-22 $771.25 $750.00 59.1% 16.9% 74.6% 24.8% 65.3% -18.3% 2.0% 1.7M -54.8M -448.0K 0.30 10.87 N/A N/A 812 243 4,762 1,418 2021-12-23 $740.00 $750.00 56.8% 16.1% 76.0% 21.4% 57.7% -17.4% 3.6% 1.5M -27.5M -426.7K 0.32 11.27 N/A N/A 890 289 4,968 1,441 2021-12-27 $712.50 $750.00 54.6% 14.6% 74.9% 17.9% 63.0% -22.6% 1.6% 2.1M -43.2M -443.6K 0.20 11.13 N/A N/A 985 196 4,823 1,211 2021-12-28 $715.00 $750.00 55.0% 14.1% 72.1% 18.6% 59.6% -16.3% 1.8% 3.1M -47.9M -431.6K 0.14 11.12 N/A N/A 607 83 5,343 1,245 2021-12-29 $716.25 $750.00 51.5% 13.9% 70.0% 13.2% 57.0% -23.3% 2.9% 3.5M -50.6M -435.9K 0.13 11.20 N/A N/A 659 87 5,545 1,259 2021-12-30 $725.00 $750.00 59.8% 15.9% 69.4% 25.8% 54.2% -20.6% 3.9% 4.1M -61.5M -443.6K 0.15 8.19 N/A N/A 665 98 5,592 1,278 2021-12-31 $735.00 $687.50 57.7% 15.2% 69.8% 22.7% 56.3% -20.5% 4.1% 2.8M -64.3M -443.2K 0.23 4.80 N/A N/A 525 120 5,874 1,296
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