SQQQ Options History — June 2022

In June 2022, SQQQ traded between $1122.75 and $1670.50. ATM implied volatility averaged 101.4%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 29.1%. IV traded below realized volatility by 11.2% (HV 20d: 112.7%). Max pain ranged from $375.00 to $1375.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.34.

Notable Days

2022-06-10: Highest Volume — 9,271 contracts
2022-06-13: Largest IV spike — 20.5% change
2022-06-13: Highest IV Rank — 57.3%
2022-06-13: Largest Expected Move — 34.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1376.20	$1122.75	$1670.50	$1193.25	$1466.50
Max Pain	$1226.19	$375.00	$1375.00	$375.00	$1350.00
ATM IV	101.4%	89.1%	121.3%	95.3%	105.1%
Expected Move	29.1%	25.7%	34.7%	28.4%	29.5%
HV 20d	112.7%	104.5%	127.3%	127.3%	112.1%
HV 60d	108.2%	104.0%	112.2%	107.0%	110.7%
IV Rank	42.8%	33.8%	57.3%	38.3%	45.4%
IV Percentile	83.6%	75.0%	98.4%	81.0%	85.7%
Term Structure	0.1%	-1.6%	2.0%	-0.3%	-1.1%
VWIV	103.8%	94.5%	118.8%	101.4%	103.6%
Skew 25d	-24.3%	-29.0%	-19.2%	-25.5%	-26.5%
Skew 10d	-42.3%	-47.9%	-33.7%	-46.0%	-44.8%
Call IV 25d	117.2%	103.9%	140.2%	112.4%	121.5%
Put IV 25d	93.0%	81.2%	111.2%	86.9%	95.0%
Bid-Ask Spread %	5.80	2.23	24.44	7.26	5.82
Gamma HHI	0.07	0.05	0.19	0.05	0.08
Net GEX	8.6M	1.1M	15.7M	7.6M	15.4M
Net DEX	-778.0M	-1.32B	-359.1M	-590.8M	-850.9M
Net VEX	-1.7M	-2.0M	-1.4M	-1.4M	-2.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.34	0.21	0.53	0.28	0.30
Total Volume	5,222.095	3,229	9,271	5,131	6,645
Total OI	17,102.19	13,797	19,853	17,232	17,260

Daily Data (21 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
2022-06-01	$1193.25	$375.00	95.3%	28.4%	127.3%	38.3%	101.4%	-25.5%	-0.3%	7.6M	-590.8M	-1.4M	0.28	7.26	N/A	N/A	4,011	1,120	10,915	6,317
2022-06-02	$1122.75	$1200.00	91.5%	26.2%	122.3%	35.5%	97.0%	-24.3%	-1.4%	4.9M	-457.0M	-1.4M	0.27	3.27	N/A	N/A	3,984	1,056	11,543	6,742
2022-06-03	$1206.75	$1150.00	94.6%	26.9%	113.7%	37.8%	95.3%	-22.2%	-1.6%	15.7M	-714.3M	-1.5M	0.21	4.47	N/A	N/A	5,740	1,232	12,840	7,013
2022-06-06	$1189.75	$1175.00	94.5%	27.3%	113.2%	37.7%	98.6%	-25.7%	1.0%	6.0M	-609.4M	-1.5M	0.30	3.87	N/A	N/A	2,614	795	10,179	6,156
2022-06-07	$1154.75	$1175.00	89.4%	25.7%	106.0%	34.0%	94.5%	-22.9%	0.3%	6.7M	-565.8M	-1.5M	0.39	3.51	N/A	N/A	2,476	960	10,909	6,313
2022-06-08	$1178.75	$1175.00	89.1%	25.9%	106.1%	33.8%	96.2%	-22.7%	1.0%	8.5M	-613.2M	-1.5M	0.33	3.02	N/A	N/A	2,423	806	11,337	6,577
2022-06-09	$1261.50	$1150.00	95.9%	27.5%	104.5%	38.7%	96.4%	-21.0%	-0.0%	12.4M	-820.7M	-1.6M	0.25	3.61	N/A	N/A	4,046	1,016	11,682	6,694
2022-06-10	$1399.25	$1175.00	100.7%	29.0%	111.1%	42.2%	99.4%	-19.2%	1.5%	14.3M	-1.20B	-1.6M	0.28	5.03	N/A	N/A	7,265	2,006	12,215	6,873
2022-06-13	$1605.00	$1200.00	121.3%	34.7%	109.5%	57.3%	118.8%	-29.0%	-0.1%	6.7M	-1.23B	-1.5M	0.46	5.60	N/A	N/A	4,102	1,869	9,957	6,379
2022-06-14	$1594.75	$1250.00	114.3%	32.8%	109.2%	52.1%	110.9%	-27.2%	-1.6%	7.1M	-1.18B	-1.7M	0.53	8.64	N/A	N/A	2,559	1,361	10,313	6,937
2022-06-15	$1465.75	$1250.00	104.1%	29.9%	110.3%	44.7%	106.7%	-20.6%	-0.7%	5.8M	-926.2M	-1.7M	0.47	24.44	N/A	N/A	3,721	1,756	10,339	7,165
2022-06-16	$1670.50	$1275.00	115.9%	33.3%	110.6%	53.3%	116.8%	-28.7%	-1.6%	10.8M	-1.32B	-1.7M	0.39	9.70	N/A	N/A	3,973	1,540	10,828	7,548
2022-06-17	$1598.50	$1325.00	107.8%	30.9%	112.1%	47.4%	111.5%	-24.0%	0.4%	14.1M	-1.10B	-1.8M	0.44	11.03	N/A	N/A	4,687	2,060	10,884	7,916
2022-06-21	$1467.50	$1350.00	103.8%	29.7%	115.5%	44.5%	108.7%	-24.0%	1.6%	4.2M	-610.1M	-1.8M	0.40	2.80	N/A	N/A	3,213	1,278	8,179	5,618
2022-06-22	$1483.00	$1375.00	104.3%	30.1%	113.8%	44.8%	108.8%	-23.4%	1.8%	8.1M	-710.5M	-1.8M	0.33	2.78	N/A	N/A	3,398	1,136	9,462	6,019
2022-06-23	$1418.00	$1375.00	102.9%	29.3%	114.2%	43.8%	107.5%	-24.1%	1.8%	6.9M	-589.4M	-1.9M	0.24	2.95	N/A	N/A	3,760	902	10,132	6,312
2022-06-24	$1297.00	$1375.00	96.7%	27.2%	117.8%	39.3%	100.2%	-21.4%	2.0%	1.1M	-359.1M	-1.8M	0.37	2.23	N/A	N/A	4,544	1,703	10,828	6,442
2022-06-27	$1297.00	$1350.00	96.5%	27.7%	113.1%	39.1%	98.9%	-25.6%	0.6%	5.1M	-470.1M	-1.8M	0.31	5.53	N/A	N/A	2,962	911	9,357	5,359
2022-06-28	$1414.50	$1350.00	103.4%	29.3%	112.1%	44.2%	104.8%	-25.1%	-1.1%	9.1M	-712.1M	-1.8M	0.28	3.25	N/A	N/A	4,346	1,231	9,799	5,497
2022-06-29	$1415.50	$1350.00	103.2%	29.1%	111.8%	44.1%	103.9%	-27.1%	-1.3%	10.8M	-709.1M	-2.0M	0.26	2.95	N/A	N/A	3,539	918	10,553	5,758
2022-06-30	$1466.50	$1350.00	105.1%	29.5%	112.1%	45.4%	103.6%	-26.5%	-1.1%	15.4M	-850.9M	-2.0M	0.30	5.82	N/A	N/A	5,110	1,535	11,346	5,914