SQQQ Options History — January 2022

In January 2022, SQQQ traded between $721.25 and $1120.25. ATM implied volatility averaged 89.5%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 25.5%. IV traded above realized volatility by 28.1% (HV 20d: 61.4%). Max pain ranged from $625.00 to $1025.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.29.

Notable Days

  • 2022-01-24: Highest Volume — 3,602 contracts
  • 2022-01-13: Largest IV spike — 169.7% change
  • 2022-01-13: Highest IV Rank — 100.0%
  • 2022-01-13: Largest Expected Move — 51.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$911.85$721.25$1120.25$721.25$946.00
Max Pain$776.97$625.00$1025.00$687.50$875.00
ATM IV89.5%58.7%179.9%59.4%89.0%
Expected Move25.5%15.0%51.6%16.3%24.9%
HV 20d61.4%54.6%77.3%61.9%77.3%
HV 60d57.6%52.0%65.9%52.0%65.9%
IV Rank42.1%17.5%100.0%25.3%33.7%
IV Percentile81.4%40.5%100.0%42.1%92.5%
Term Structure-2.1%-19.1%14.5%2.1%-11.9%
VWIV90.4%52.1%181.6%56.9%92.5%
Skew 25d-26.8%-56.8%9.0%-24.1%-29.9%
Skew 10d-40.7%-97.6%9.6%8.6%-50.3%
Call IV 25d102.5%72.8%146.6%72.8%109.3%
Put IV 25d75.7%48.7%110.9%48.7%79.3%
Bid-Ask Spread %16.661.45105.9311.587.12
Gamma HHI0.270.081.000.430.08
Net GEX2.7M04.8M2.8M752.8K
Net DEX-93.1M-160.7M50.8K-56.0M-40.0M
Net VEX-310.2K-534.4K-20-425.0K-325.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.000.510.120.48
Total Volume1,912.1413,6027782,662
Total OI4,245.67917,0166,1873,903

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$721.25$687.5059.4%16.3%61.9%25.3%56.9%-24.1%2.1%2.8M-56.0M-425.0K0.1211.58N/AN/A692865,0401,147
2022-01-04$743.75$687.5058.7%15.0%61.9%24.2%52.1%-23.4%3.2%3.6M-74.0M-436.2K0.151.45N/AN/A1,1461775,2131,178
2022-01-05$803.75$687.5072.0%19.0%61.0%44.5%67.7%-22.1%-0.1%4.0M-129.1M-494.6K0.1512.44N/AN/A1,5302275,2111,208
2022-01-06$817.50$625.0072.4%22.6%60.8%45.2%77.6%-26.2%-1.1%4.5M-138.1M-507.1K0.172.83N/AN/A1,6382815,3611,325
2022-01-07$840.00$625.0068.8%22.1%60.8%39.6%76.0%-26.2%1.4%3.7M-160.7M-534.4K0.203.47N/AN/A1,4372845,6081,408
2022-01-10$851.25$625.0077.8%22.5%60.3%53.3%80.2%-22.4%0.1%3.1M-131.3M-520.2K0.264.20N/AN/A1,6964454,9031,354
2022-01-11$807.50$750.0068.3%17.6%63.2%38.9%74.2%-26.7%-7.1%2.3M-89.4M-500.0K0.422.77N/AN/A9473985,0631,543
2022-01-12$791.25$625.0066.7%18.0%61.5%36.4%71.5%-24.4%-2.6%2.7M-86.5M-501.2K0.303.39N/AN/A8012395,3221,577
2022-01-13$847.00$1025.00179.9%51.6%62.6%100.0%181.6%0.0%0.0%050.8K-200.00105.93N/AN/A4107901
2022-01-14$836.00$0.0066.8%21.4%60.1%17.5%76.7%9.0%6.2%2.5M-70.4M-131.4K0.5144.73N/AN/A3881982,11472
2022-01-18$900.00$775.0085.7%24.6%65.3%31.2%85.1%-25.5%-2.3%4.8M-133.2M-320.0K0.2616.04N/AN/A8082083,791151
2022-01-19$912.75$800.0085.0%24.4%64.2%30.8%83.4%-24.2%-7.5%1.2M-24.9M-57.5K0.237.47N/AN/A1,1612691,064265
2022-01-20$952.75$800.0084.3%24.8%60.5%30.3%85.3%-25.5%-14.4%3.0M-62.2M-98.3K0.2710.95N/AN/A1,3073571,210330
2022-01-21$1030.75$800.00102.0%29.2%62.5%43.2%99.4%-26.8%-1.2%2.4M-108.1M-118.0K0.3110.29N/AN/A2,6538141,418460
2022-01-24$1059.00$875.00119.4%32.0%59.0%55.9%111.4%-32.8%-19.1%1.4M-89.7M-176.8K0.4221.12N/AN/A2,5301,0721,422462
2022-01-25$1085.25$875.00114.1%32.3%55.3%52.0%115.2%-28.8%14.5%1.6M-97.0M-236.7K0.3814.75N/AN/A1,5065791,9271,065
2022-01-26$1110.25$875.00110.3%32.9%54.9%49.2%105.6%-56.8%4.4%2.2M-115.7M-264.0K0.4729.12N/AN/A2,3811,1252,2321,202
2022-01-27$1120.25$875.00110.6%31.8%54.6%49.4%110.2%-34.5%-6.0%3.6M-149.9M-269.3K0.3711.43N/AN/A1,9177002,5731,492
2022-01-28$1060.75$875.0099.1%28.1%61.0%41.1%104.8%-37.1%1.3%3.9M-106.3M-288.1K0.4112.14N/AN/A2,5091,0332,7851,722
2022-01-31$946.00$875.0089.0%24.9%77.3%33.7%92.5%-29.9%-11.9%752.8K-40.0M-325.5K0.487.12N/AN/A1,8038592,3531,550