SQQQ Options History — July 2022

In July 2022, SQQQ traded between $988.75 and $1442.50. ATM implied volatility averaged 92.4%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 0.9% (HV 20d: 91.5%). Max pain ranged from $1150.00 to $1375.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.32.

Notable Days

2022-07-29: Highest Volume — 9,134 contracts
2022-07-15: Largest IV drop — 8.1% change
2022-07-05: Highest IV Rank — 43.4%
2022-07-05: Largest Expected Move — 28.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1244.89	$988.75	$1442.50	$1442.50	$988.75
Max Pain	$1299.38	$1150.00	$1375.00	$1375.00	$1150.00
ATM IV	92.4%	77.7%	102.3%	100.7%	77.7%
Expected Move	26.1%	21.5%	28.8%	27.3%	21.5%
HV 20d	91.5%	73.9%	111.3%	109.5%	84.7%
HV 60d	109.5%	107.0%	111.1%	110.3%	109.4%
IV Rank	36.2%	25.5%	43.4%	42.2%	25.5%
IV Percentile	68.8%	48.4%	81.3%	80.2%	48.4%
Term Structure	-0.0%	-2.3%	3.9%	-1.0%	-0.0%
VWIV	95.8%	82.5%	107.5%	98.0%	82.5%
Skew 25d	-21.2%	-24.4%	-15.4%	-24.4%	-19.1%
Skew 10d	-40.0%	-59.5%	-32.0%	-44.3%	-36.1%
Call IV 25d	105.5%	89.2%	116.8%	116.6%	89.2%
Put IV 25d	84.3%	70.2%	95.2%	92.1%	70.2%
Bid-Ask Spread %	3.82	2.14	13.95	6.65	2.42
Gamma HHI	0.07	0.04	0.12	0.08	0.12
Net GEX	7.3M	360.4K	14.1M	12.4M	360.4K
Net DEX	-462.5M	-765.9M	-122.3M	-765.9M	-122.3M
Net VEX	-1.8M	-2.0M	-1.5M	-2.0M	-1.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.25	0.45	0.42	0.35
Total Volume	5,987.05	3,685	9,134	6,820	9,134
Total OI	17,705.65	14,551	22,187	18,007	22,187

Daily Data (20 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
2022-07-01	$1442.50	$1375.00	100.7%	27.3%	109.5%	42.2%	98.0%	-24.4%	-1.0%	12.4M	-765.9M	-2.0M	0.42	6.65	N/A	N/A	4,812	2,008	11,688	6,319
2022-07-05	$1375.00	$1375.00	102.3%	28.8%	109.1%	43.4%	107.5%	-21.6%	3.9%	6.3M	-566.8M	-1.9M	0.45	3.16	N/A	N/A	3,254	1,454	9,610	5,485
2022-07-06	$1330.50	$1375.00	98.6%	27.7%	109.8%	40.7%	106.1%	-22.1%	-0.0%	5.1M	-477.5M	-1.9M	0.41	4.35	N/A	N/A	2,957	1,198	10,396	5,883
2022-07-07	$1258.00	$1375.00	95.4%	26.9%	111.3%	38.4%	105.0%	-22.9%	-1.4%	2.6M	-357.5M	-1.8M	0.27	2.59	N/A	N/A	4,162	1,126	11,005	5,942
2022-07-08	$1249.25	$1325.00	90.7%	25.7%	111.2%	34.9%	98.0%	-20.9%	-0.5%	4.6M	-348.0M	-1.8M	0.31	3.86	N/A	N/A	4,970	1,540	12,111	6,136
2022-07-11	$1333.00	$1300.00	97.8%	27.6%	110.9%	40.1%	101.4%	-22.3%	-1.3%	8.0M	-578.4M	-1.9M	0.25	3.73	N/A	N/A	3,452	859	10,256	5,508
2022-07-12	$1382.25	$1300.00	101.7%	28.5%	105.3%	42.9%	101.4%	-23.3%	-2.3%	11.8M	-709.8M	-2.0M	0.28	2.81	N/A	N/A	3,592	1,002	10,907	5,669
2022-07-13	$1372.25	$1325.00	100.2%	28.2%	91.8%	41.9%	101.4%	-15.4%	-2.0%	13.3M	-690.3M	-2.0M	0.31	3.70	N/A	N/A	4,212	1,293	11,348	5,868
2022-07-14	$1366.00	$1375.00	97.8%	27.7%	91.8%	40.1%	100.1%	-19.3%	-1.4%	14.1M	-669.4M	-1.8M	0.31	2.54	N/A	N/A	4,628	1,415	11,770	6,070
2022-07-15	$1299.00	$1375.00	89.8%	25.6%	88.8%	34.3%	93.0%	-21.5%	-0.9%	5.2M	-448.7M	-1.8M	0.43	2.62	N/A	N/A	4,033	1,750	12,183	6,226
2022-07-18	$1332.50	$1350.00	95.9%	27.4%	73.9%	38.7%	97.0%	-21.3%	1.3%	8.2M	-583.3M	-1.9M	0.32	3.86	N/A	N/A	3,811	1,219	9,658	4,893
2022-07-19	$1201.75	$1325.00	90.6%	25.9%	80.1%	34.9%	90.8%	-24.4%	1.3%	5.3M	-381.1M	-1.8M	0.34	2.14	N/A	N/A	4,630	1,551	10,645	5,267
2022-07-20	$1141.50	$1275.00	90.0%	25.8%	76.9%	34.4%	93.5%	-23.0%	1.4%	3.5M	-286.8M	-1.8M	0.29	2.54	N/A	N/A	5,399	1,574	12,332	5,843
2022-07-21	$1104.00	$1250.00	84.8%	24.2%	76.8%	30.6%	91.0%	-21.4%	1.8%	3.0M	-232.5M	-1.8M	0.31	2.40	N/A	N/A	4,550	1,422	13,427	6,177
2022-07-22	$1158.50	$1250.00	85.4%	24.4%	79.0%	31.1%	88.3%	-18.6%	1.4%	12.0M	-403.8M	-1.9M	0.27	2.61	N/A	N/A	6,442	1,727	14,535	6,394
2022-07-25	$1186.00	$1250.00	86.8%	24.6%	74.0%	32.1%	89.5%	-20.7%	0.2%	7.8M	-464.9M	-1.9M	0.25	2.80	N/A	N/A	2,940	745	11,136	5,342
2022-07-26	$1244.25	$1237.50	93.0%	26.1%	76.3%	36.6%	89.7%	-20.9%	-0.3%	11.3M	-610.3M	-2.0M	0.31	2.54	N/A	N/A	3,942	1,224	11,840	5,479
2022-07-27	$1073.75	$1237.50	86.5%	24.2%	84.9%	31.9%	92.5%	-20.4%	-0.2%	4.5M	-275.3M	-1.6M	0.32	13.95	N/A	N/A	6,239	2,023	12,144	5,748
2022-07-28	$1059.00	$1162.50	82.8%	23.1%	84.8%	29.1%	89.2%	-20.1%	0.1%	6.6M	-277.1M	-1.7M	0.26	5.05	N/A	N/A	5,925	1,527	14,379	6,307
2022-07-29	$988.75	$1150.00	77.7%	21.5%	84.7%	25.5%	82.5%	-19.1%	-0.0%	360.4K	-122.3M	-1.5M	0.35	2.42	N/A	N/A	6,764	2,370	15,711	6,476