SQQQ Options History — February 2022

In February 2022, SQQQ traded between $892.50 and $1195.00. ATM implied volatility averaged 89.6%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 26.3%. IV traded below realized volatility by 0.7% (HV 20d: 90.4%). Max pain ranged from $175.00 to $875.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.22.

Notable Days

  • 2022-02-24: Highest Volume — 5,796 contracts
  • 2022-02-03: Largest IV spike — 23.5% change
  • 2022-02-23: Highest IV Rank — 46.7%
  • 2022-02-23: Largest Expected Move — 31.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1007.78$892.50$1195.00$916.75$1039.25
Max Pain$211.84$175.00$875.00$875.00$175.00
ATM IV89.6%74.6%106.8%78.0%93.5%
Expected Move26.3%21.8%31.3%22.6%30.1%
HV 20d90.4%78.1%102.0%78.1%100.3%
HV 60d73.6%65.8%79.4%65.8%79.2%
IV Rank34.2%23.2%46.7%25.7%37.0%
IV Percentile90.0%75.8%97.6%82.5%93.3%
Term Structure1.2%-6.0%9.8%1.0%4.0%
VWIV94.0%82.8%109.8%83.1%108.0%
Skew 25d-28.8%-39.5%-15.6%-20.0%-34.2%
Skew 10d-47.6%-66.9%-24.1%-53.3%-36.4%
Call IV 25d109.3%87.9%121.9%87.9%120.9%
Put IV 25d80.5%59.2%96.9%67.9%86.7%
Bid-Ask Spread %15.878.0822.8411.7312.36
Gamma HHI0.090.060.180.070.06
Net GEX4.7M1.2M8.1M1.2M3.5M
Net DEX-806.8M-1.04B-36.0M-36.0M-760.2M
Net VEX-685.4K-841.9K-363.1K-363.1K-841.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.110.290.250.25
Total Volume3,617.8951,6775,7962,3583,092
Total OI16,830.5795,08118,9715,08116,391

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$916.75$875.0078.0%22.6%78.1%25.7%83.1%-20.0%1.0%1.2M-36.0M-363.1K0.2511.73N/AN/A1,8894693,1601,921
2022-02-02$892.50$175.0074.6%22.1%78.9%23.2%83.7%-32.3%-2.0%1.5M-717.6M-486.5K0.1617.46N/AN/A2,69244111,5826,014
2022-02-03$996.00$175.0092.2%26.8%83.3%36.0%91.2%-29.3%7.2%7.4M-942.1M-819.3K0.2618.34N/AN/A3,03379312,6086,016
2022-02-04$951.75$175.0084.1%24.7%85.6%30.1%91.9%-39.5%0.5%8.1M-833.2M-710.2K0.2617.60N/AN/A3,68997312,7776,194
2022-02-07$983.25$175.0085.5%24.6%85.8%31.2%88.0%-29.7%-0.9%3.3M-813.2M-715.3K0.2914.83N/AN/A1,30237510,6755,824
2022-02-08$956.00$175.0079.7%23.4%86.7%26.9%85.0%-30.2%2.2%3.3M-778.8M-563.8K0.2815.90N/AN/A1,40339210,8385,911
2022-02-09$897.75$175.0075.0%21.8%87.7%23.4%82.8%-36.3%-0.5%2.4M-694.6M-536.5K0.2012.67N/AN/A2,07142411,3005,993
2022-02-10$959.50$175.0086.4%24.9%89.7%31.8%88.0%-25.3%-0.2%7.4M-838.6M-617.6K0.1115.71N/AN/A4,48648712,0266,026
2022-02-11$1042.00$175.00106.5%29.2%91.1%46.5%100.3%-15.6%-6.0%6.7M-1.01B-765.3K0.2521.69N/AN/A4,4191,08512,1156,113
2022-02-14$1041.75$175.00100.0%28.8%90.8%41.7%100.8%-34.6%4.2%3.8M-895.8M-748.6K0.1720.92N/AN/A2,54642510,9086,135
2022-02-15$971.25$175.0089.7%25.8%91.9%34.2%94.9%-36.0%0.0%4.0M-793.1M-574.2K0.1818.09N/AN/A2,22039111,2866,202
2022-02-16$959.50$175.0082.5%23.7%92.0%29.0%87.9%-30.9%-3.0%5.2M-775.1M-627.1K0.1817.39N/AN/A2,26440011,7906,260
2022-02-17$1036.50$175.0093.1%26.6%94.8%36.7%94.3%-34.1%0.7%7.2M-932.3M-756.8K0.2117.55N/AN/A2,94160611,8966,361
2022-02-18$1073.25$175.0097.5%28.0%91.4%39.9%96.5%-33.8%0.0%7.0M-999.1M-774.3K0.2922.84N/AN/A3,8801,11811,9786,586
2022-02-22$1107.50$175.0098.3%29.2%91.6%40.4%101.3%-15.7%9.8%4.2M-884.2M-747.1K0.2211.01N/AN/A3,4187429,8185,867
2022-02-23$1195.00$175.00106.8%31.3%95.0%46.7%103.1%-18.6%-1.8%5.7M-1.04B-764.9K0.238.08N/AN/A3,29174010,3826,050
2022-02-24$1091.75$175.0088.6%29.2%100.5%33.4%109.8%-22.9%7.8%4.6M-844.5M-813.4K0.2317.82N/AN/A4,6961,10010,4596,314
2022-02-25$1036.50$175.0091.2%26.2%102.0%35.3%95.6%-28.3%-0.7%2.5M-742.4M-797.5K0.279.55N/AN/A3,49695111,4496,556
2022-02-28$1039.25$175.0093.5%30.1%100.3%37.0%108.0%-34.2%4.0%3.5M-760.2M-841.9K0.2512.36N/AN/A2,48061210,2836,108