SQQQ Options History — October 2022

In October 2022, SQQQ traded between $1226.75 and $1600.00. ATM implied volatility averaged 105.7%, placing in the 44.6% IV rank vs the trailing year. The 30-day expected move averaged 30.5%. IV traded above realized volatility by 9.6% (HV 20d: 96.1%). Max pain ranged from $1125.00 to $1375.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.32.

Notable Days

2022-10-13: Highest Volume — 11,912 contracts
2022-10-28: Largest IV drop — 5.2% change
2022-10-12: Highest IV Rank — 53.1%
2022-10-11: Largest Expected Move — 32.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1399.42	$1226.75	$1600.00	$1414.00	$1291.50
Max Pain	$1328.57	$1125.00	$1375.00	$1125.00	$1350.00
ATM IV	105.7%	92.8%	116.8%	105.7%	92.8%
Expected Move	30.5%	28.4%	32.7%	30.5%	28.6%
HV 20d	96.1%	83.2%	100.8%	94.9%	98.6%
HV 60d	88.3%	85.5%	91.5%	86.4%	88.8%
IV Rank	44.6%	33.9%	53.1%	44.8%	33.9%
IV Percentile	79.9%	52.4%	97.2%	84.9%	52.4%
Term Structure	-1.6%	-4.5%	1.2%	-0.3%	-0.5%
VWIV	108.0%	101.2%	114.2%	107.7%	101.2%
Skew 25d	-18.8%	-24.7%	-11.9%	-24.7%	-13.0%
Skew 10d	-34.3%	-43.0%	-23.2%	-39.4%	-26.0%
Call IV 25d	118.0%	101.4%	131.1%	121.9%	101.4%
Put IV 25d	99.2%	88.4%	109.4%	97.2%	88.4%
Bid-Ask Spread %	4.33	2.47	7.47	2.80	4.93
Gamma HHI	0.08	0.04	0.28	0.05	0.05
Net GEX	11.7M	-2.4M	26.2M	10.7M	9.7M
Net DEX	-1.01B	-1.62B	-450.4M	-1.08B	-665.1M
Net VEX	-2.9M	-3.1M	-2.7M	-2.8M	-2.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.24	0.43	0.36	0.25
Total Volume	7,751.429	4,906	11,912	6,025	5,669
Total OI	24,473.571	21,054	27,154	21,054	23,198

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
2022-10-03	$1414.00	$1125.00	105.7%	30.5%	94.9%	44.8%	107.7%	-24.7%	-0.3%	10.7M	-1.08B	-2.8M	0.36	2.80	N/A	N/A	4,420	1,605	13,852	7,202
2022-10-04	$1303.75	$1125.00	100.3%	28.4%	100.1%	40.8%	102.4%	-23.5%	-0.0%	9.8M	-810.1M	-2.7M	0.26	2.83	N/A	N/A	5,973	1,529	15,045	7,579
2022-10-05	$1275.50	$1125.00	100.1%	28.5%	97.6%	40.6%	104.1%	-22.3%	-0.2%	10.9M	-766.9M	-2.7M	0.24	3.89	N/A	N/A	6,560	1,565	16,035	7,933
2022-10-06	$1319.75	$1350.00	105.0%	29.7%	98.1%	44.3%	103.9%	-22.1%	0.7%	13.8M	-902.6M	-2.8M	0.26	5.33	N/A	N/A	5,192	1,350	16,778	8,342
2022-10-07	$1483.00	$1325.00	108.7%	30.9%	99.0%	47.0%	106.5%	-20.3%	1.2%	26.2M	-1.53B	-2.9M	0.38	7.15	N/A	N/A	8,106	3,058	17,276	8,560
2022-10-10	$1509.00	$1325.00	113.9%	32.0%	97.4%	50.9%	111.2%	-16.9%	-2.1%	11.5M	-1.31B	-2.9M	0.31	7.47	N/A	N/A	4,649	1,456	14,183	7,549
2022-10-11	$1586.25	$1350.00	116.4%	32.7%	84.5%	52.7%	112.5%	-21.9%	-2.3%	13.5M	-1.52B	-2.9M	0.29	4.97	N/A	N/A	6,137	1,787	14,999	7,952
2022-10-12	$1569.00	$1325.00	116.8%	32.5%	83.2%	53.1%	114.2%	-20.3%	-3.6%	14.8M	-1.49B	-3.0M	0.43	4.67	N/A	N/A	3,437	1,469	15,796	8,341
2022-10-13	$1472.50	$1375.00	114.2%	32.2%	86.9%	51.1%	113.0%	-21.7%	-2.2%	13.7M	-1.18B	-3.0M	0.36	4.20	N/A	N/A	8,730	3,182	16,580	8,803
2022-10-14	$1600.00	$1375.00	113.2%	32.0%	90.4%	50.4%	111.1%	-18.0%	-2.8%	21.1M	-1.62B	-3.0M	0.37	5.04	N/A	N/A	7,035	2,604	17,526	9,270
2022-10-17	$1438.75	$1375.00	110.4%	31.4%	99.1%	48.3%	111.0%	-20.8%	-4.0%	8.7M	-1.01B	-3.0M	0.36	3.84	N/A	N/A	5,136	1,869	14,474	8,032
2022-10-18	$1415.25	$1375.00	108.2%	30.9%	99.5%	46.7%	109.7%	-20.4%	-3.5%	10.7M	-1.00B	-2.9M	0.27	4.74	N/A	N/A	6,232	1,655	15,961	8,652
2022-10-19	$1442.50	$1375.00	108.6%	31.1%	98.0%	46.9%	110.7%	-20.2%	-4.5%	14.1M	-1.12B	-3.0M	0.30	4.55	N/A	N/A	5,025	1,515	16,740	9,048
2022-10-20	$1458.50	$1375.00	106.1%	30.6%	98.0%	45.1%	107.0%	-19.3%	-4.1%	17.2M	-1.17B	-3.0M	0.30	5.24	N/A	N/A	6,632	2,003	17,161	9,454
2022-10-21	$1349.00	$1375.00	104.6%	30.3%	98.4%	43.9%	108.7%	-18.1%	-3.5%	5.2M	-722.3M	-2.9M	0.36	4.43	N/A	N/A	7,452	2,704	17,237	9,917
2022-10-24	$1303.00	$1375.00	104.0%	30.8%	99.0%	43.6%	111.8%	-16.5%	-1.2%	7.0M	-639.1M	-2.8M	0.34	3.87	N/A	N/A	4,267	1,441	14,253	7,835
2022-10-25	$1226.75	$1375.00	100.0%	29.8%	100.8%	40.5%	108.8%	-15.8%	-0.5%	4.3M	-450.4M	-2.7M	0.33	2.47	N/A	N/A	5,385	1,780	15,261	8,416
2022-10-26	$1300.50	$1375.00	97.9%	29.4%	100.2%	38.3%	103.8%	-14.5%	-0.5%	9.4M	-691.1M	-3.0M	0.25	2.88	N/A	N/A	5,543	1,396	16,611	9,018
2022-10-27	$1373.00	$1375.00	98.9%	29.9%	95.9%	38.5%	105.5%	-13.4%	-0.5%	16.1M	-953.0M	-3.1M	0.27	3.01	N/A	N/A	5,258	1,432	17,055	9,220
2022-10-28	$1256.25	$1375.00	93.8%	28.4%	99.7%	34.6%	102.3%	-11.9%	-0.1%	-2.4M	-524.5M	-2.8M	0.43	2.70	N/A	N/A	7,357	3,185	17,421	9,380
2022-10-31	$1291.50	$1350.00	92.8%	28.6%	98.6%	33.9%	101.2%	-13.0%	-0.5%	9.7M	-665.1M	-2.9M	0.25	4.93	N/A	N/A	4,542	1,127	15,106	8,092