SQQQ Options History — August 2022

In August 2022, SQQQ traded between $835.25 and $1114.25. ATM implied volatility averaged 81.1%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded below realized volatility by 1.8% (HV 20d: 82.9%). Max pain ranged from $900.00 to $1125.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.22.

Notable Days

2022-08-26: Highest Volume — 11,633 contracts
2022-08-22: Largest IV spike — 13.7% change
2022-08-30: Highest IV Rank — 38.7%
2022-08-30: Largest Expected Move — 27.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$953.28	$835.25	$1114.25	$997.25	$1111.25
Max Pain	$958.70	$900.00	$1125.00	$1125.00	$950.00
ATM IV	81.1%	70.9%	95.9%	83.3%	93.5%
Expected Move	23.1%	20.1%	27.2%	23.5%	26.6%
HV 20d	82.9%	70.8%	89.6%	85.3%	72.3%
HV 60d	95.8%	90.6%	107.0%	107.0%	91.9%
IV Rank	28.0%	20.5%	38.7%	29.5%	37.0%
IV Percentile	51.6%	35.7%	72.2%	56.3%	69.0%
Term Structure	1.1%	-1.7%	5.4%	-1.7%	0.2%
VWIV	85.4%	74.5%	94.8%	87.6%	93.4%
Skew 25d	-21.1%	-25.6%	-17.1%	-23.0%	-21.0%
Skew 10d	-36.1%	-46.2%	-27.3%	-42.8%	-27.3%
Call IV 25d	94.5%	81.6%	108.2%	98.5%	106.1%
Put IV 25d	73.4%	64.5%	86.4%	75.5%	85.1%
Bid-Ask Spread %	3.10	2.29	6.77	4.02	2.49
Gamma HHI	0.09	0.05	0.26	0.05	0.06
Net GEX	12.2M	4.8M	23.2M	8.0M	15.0M
Net DEX	-440.9M	-946.0M	-158.4M	-301.1M	-853.4M
Net VEX	-1.9M	-2.5M	-1.3M	-1.6M	-2.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.22	0.16	0.34	0.19	0.34
Total Volume	7,341.696	4,921	11,633	6,484	6,888
Total OI	23,994.478	19,149	27,089	19,149	25,843

Daily Data (23 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
2022-08-01	$997.25	$1125.00	83.3%	23.5%	85.3%	29.5%	87.6%	-23.0%	-1.7%	8.0M	-301.1M	-1.6M	0.19	4.02	N/A	N/A	5,451	1,033	13,564	5,585
2022-08-02	$999.25	$1100.00	86.1%	24.4%	84.8%	31.6%	90.5%	-25.6%	-1.0%	10.7M	-348.4M	-1.7M	0.16	3.94	N/A	N/A	7,003	1,130	14,756	5,854
2022-08-03	$919.25	$1100.00	80.8%	22.6%	88.0%	27.7%	86.8%	-23.7%	-0.5%	5.3M	-174.5M	-1.5M	0.20	2.46	N/A	N/A	7,167	1,403	15,598	6,067
2022-08-04	$919.25	$1000.00	81.1%	23.4%	87.1%	27.9%	88.7%	-21.8%	-0.9%	11.9M	-231.8M	-1.6M	0.20	2.37	N/A	N/A	5,970	1,194	18,612	6,364
2022-08-05	$938.00	$975.00	77.9%	22.8%	88.0%	25.6%	87.7%	-21.1%	-1.2%	15.5M	-304.9M	-1.7M	0.21	3.04	N/A	N/A	8,081	1,728	20,025	6,441
2022-08-08	$944.75	$975.00	79.7%	23.3%	83.3%	26.9%	91.7%	-21.8%	2.3%	9.5M	-317.8M	-1.7M	0.22	2.52	N/A	N/A	5,086	1,134	14,916	5,603
2022-08-09	$976.50	$950.00	81.5%	23.8%	83.1%	28.2%	87.6%	-21.2%	2.0%	12.4M	-457.1M	-1.9M	0.17	2.29	N/A	N/A	6,031	1,042	16,318	5,804
2022-08-10	$895.50	$950.00	72.4%	21.5%	86.5%	21.6%	79.8%	-18.4%	2.7%	6.2M	-222.2M	-1.7M	0.19	3.11	N/A	N/A	5,979	1,108	17,163	6,165
2022-08-11	$915.00	$925.00	75.1%	22.1%	87.7%	23.5%	82.4%	-18.3%	2.5%	13.3M	-332.2M	-1.9M	0.25	2.89	N/A	N/A	7,124	1,810	18,749	6,346
2022-08-12	$860.50	$925.00	70.9%	20.9%	88.2%	20.5%	81.8%	-17.1%	2.9%	4.8M	-190.8M	-1.7M	0.27	2.43	N/A	N/A	6,100	1,625	19,597	6,971
2022-08-15	$835.25	$925.00	71.1%	20.6%	86.6%	20.7%	81.5%	-18.8%	4.4%	6.6M	-158.4M	-1.3M	0.16	2.36	N/A	N/A	4,852	757	17,016	6,228
2022-08-16	$837.75	$925.00	71.9%	20.7%	81.7%	21.2%	78.2%	-19.5%	1.9%	9.6M	-182.2M	-1.3M	0.17	2.41	N/A	N/A	5,424	907	18,810	6,440
2022-08-17	$869.50	$925.00	74.6%	21.4%	82.9%	23.2%	79.0%	-19.4%	3.2%	15.0M	-349.2M	-1.9M	0.17	5.63	N/A	N/A	7,735	1,339	19,288	6,546
2022-08-18	$861.75	$900.00	71.2%	20.1%	82.6%	20.7%	74.5%	-19.1%	5.4%	12.3M	-249.0M	-1.4M	0.23	2.51	N/A	N/A	4,261	963	19,543	6,810
2022-08-19	$916.75	$900.00	76.9%	21.7%	84.0%	24.8%	77.6%	-19.5%	3.2%	18.7M	-527.6M	-2.0M	0.18	2.30	N/A	N/A	8,273	1,514	20,100	6,989
2022-08-22	$994.25	$900.00	87.4%	24.4%	89.6%	32.5%	86.9%	-23.5%	-0.1%	12.3M	-659.8M	-2.2M	0.26	2.48	N/A	N/A	5,434	1,404	15,421	6,234
2022-08-23	$991.75	$925.00	85.1%	23.9%	87.1%	30.9%	85.2%	-21.9%	0.5%	14.2M	-648.4M	-2.2M	0.27	3.04	N/A	N/A	4,146	1,103	16,315	6,628
2022-08-24	$977.00	$925.00	83.8%	23.0%	70.8%	29.9%	83.9%	-21.4%	-0.2%	15.0M	-590.4M	-2.2M	0.27	2.35	N/A	N/A	3,881	1,040	16,877	6,999
2022-08-25	$939.50	$925.00	80.9%	22.4%	71.8%	27.8%	79.8%	-22.0%	0.3%	12.7M	-422.9M	-2.0M	0.26	2.63	N/A	N/A	4,393	1,155	17,415	7,381
2022-08-26	$1043.75	$925.00	91.4%	25.4%	77.9%	35.5%	90.1%	-24.1%	0.2%	23.2M	-881.5M	-2.4M	0.19	2.68	N/A	N/A	9,768	1,865	18,113	7,696
2022-08-29	$1067.50	$950.00	94.0%	26.6%	78.2%	37.3%	94.8%	-22.8%	-0.5%	12.7M	-791.8M	-2.4M	0.28	4.66	N/A	N/A	5,197	1,464	16,261	7,396
2022-08-30	$1114.25	$950.00	95.9%	27.2%	79.5%	38.7%	94.5%	-20.8%	-1.0%	14.9M	-946.0M	-2.5M	0.30	6.77	N/A	N/A	6,087	1,810	17,101	7,925
2022-08-31	$1111.25	$950.00	93.5%	26.6%	72.3%	37.0%	93.4%	-21.0%	0.2%	15.0M	-853.4M	-2.5M	0.34	2.49	N/A	N/A	5,148	1,740	17,130	8,713