SQQQ Options History — November 2022

In November 2022, SQQQ traded between $1054.00 and $1545.75. ATM implied volatility averaged 87.1%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 25.9%. IV traded below realized volatility by 22.2% (HV 20d: 109.4%). Max pain ranged from $1125.00 to $1375.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.38.

Notable Days

2022-11-11: Highest Volume — 12,262 contracts
2022-11-10: Largest IV drop — 7.7% change
2022-11-01: Highest IV Rank — 35.2%
2022-11-01: Largest Expected Move — 29.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1242.11	$1054.00	$1545.75	$1334.75	$1054.00
Max Pain	$1182.14	$1125.00	$1375.00	$1350.00	$1125.00
ATM IV	87.1%	77.8%	95.0%	94.5%	77.8%
Expected Move	25.9%	22.5%	29.5%	29.5%	24.7%
HV 20d	109.4%	92.0%	124.8%	95.1%	117.0%
HV 60d	97.2%	88.6%	103.4%	89.0%	103.3%
IV Rank	27.9%	20.5%	35.2%	35.2%	20.5%
IV Percentile	39.6%	19.0%	56.3%	55.2%	19.0%
Term Structure	0.6%	-2.2%	5.3%	-1.0%	0.0%
VWIV	93.2%	82.2%	103.1%	103.1%	91.1%
Skew 25d	-13.1%	-17.9%	-8.2%	-12.2%	-12.4%
Skew 10d	-26.4%	-37.4%	-18.3%	-24.3%	-25.8%
Call IV 25d	95.5%	86.1%	102.4%	102.3%	86.1%
Put IV 25d	82.5%	72.5%	91.6%	90.0%	73.7%
Bid-Ask Spread %	4.08	2.28	14.29	4.19	2.53
Gamma HHI	0.09	0.04	0.36	0.06	0.05
Net GEX	12.9M	1.9M	29.9M	13.4M	6.0M
Net DEX	-589.6M	-1.52B	-50.6M	-803.5M	-50.6M
Net VEX	-2.8M	-3.2M	-2.5M	-3.0M	-2.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.23	0.65	0.34	0.33
Total Volume	6,922.81	2,315	12,262	4,924	7,294
Total OI	26,067.381	21,019	30,716	24,294	23,339

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
2022-11-01	$1334.75	$1350.00	94.5%	29.5%	95.1%	35.2%	103.1%	-12.2%	-1.0%	13.4M	-803.5M	-3.0M	0.34	4.19	N/A	N/A	3,682	1,242	15,931	8,363
2022-11-02	$1452.00	$1375.00	94.3%	29.2%	99.0%	35.0%	100.6%	-9.7%	-0.5%	19.1M	-1.17B	-3.1M	0.35	14.29	N/A	N/A	6,258	2,197	16,192	8,612
2022-11-03	$1545.75	$1150.00	93.8%	27.6%	100.6%	33.9%	96.5%	-8.2%	-0.3%	22.7M	-1.52B	-3.1M	0.39	2.98	N/A	N/A	5,301	2,077	17,053	9,084
2022-11-04	$1496.25	$1175.00	91.1%	27.0%	92.8%	30.8%	95.0%	-9.3%	-0.4%	29.9M	-1.32B	-3.1M	0.40	4.49	N/A	N/A	6,498	2,623	17,416	9,513
2022-11-07	$1437.75	$1175.00	90.6%	27.0%	93.7%	30.5%	96.6%	-9.7%	3.9%	11.2M	-907.4M	-2.9M	0.65	3.22	N/A	N/A	2,377	1,533	14,359	8,294
2022-11-08	$1395.50	$1175.00	92.8%	27.5%	92.0%	32.2%	100.8%	-11.1%	2.9%	10.0M	-783.5M	-2.9M	0.49	4.79	N/A	N/A	4,792	2,350	15,004	8,892
2022-11-09	$1501.75	$1200.00	95.0%	28.3%	96.2%	33.9%	100.8%	-10.8%	3.6%	15.5M	-1.15B	-3.2M	0.44	3.95	N/A	N/A	3,464	1,520	16,271	9,705
2022-11-10	$1190.75	$1225.00	87.6%	26.3%	124.8%	28.1%	95.9%	-11.4%	4.5%	1.9M	-201.3M	-2.6M	0.29	3.14	N/A	N/A	9,281	2,707	16,900	9,955
2022-11-11	$1108.00	$1200.00	84.2%	25.1%	121.5%	25.4%	91.7%	-11.4%	5.3%	2.6M	-60.7M	-2.5M	0.40	2.87	N/A	N/A	8,773	3,489	19,264	10,321
2022-11-14	$1125.00	$1200.00	87.1%	25.4%	117.4%	27.8%	93.1%	-15.6%	0.3%	7.2M	-282.6M	-2.6M	0.49	2.68	N/A	N/A	5,016	2,435	16,914	9,181
2022-11-15	$1091.25	$1175.00	87.7%	25.3%	117.6%	28.2%	94.0%	-17.9%	1.0%	7.1M	-226.7M	-2.5M	0.23	10.22	N/A	N/A	7,839	1,827	17,785	9,746
2022-11-16	$1137.50	$1175.00	87.5%	25.1%	118.7%	28.0%	92.9%	-16.7%	-0.6%	14.2M	-422.3M	-2.8M	0.32	2.82	N/A	N/A	4,715	1,502	19,334	9,887
2022-11-17	$1155.00	$1175.00	88.1%	25.3%	118.8%	28.5%	92.6%	-15.2%	0.3%	16.6M	-468.3M	-2.8M	0.28	3.03	N/A	N/A	5,903	1,631	19,633	10,102
2022-11-18	$1143.25	$1150.00	86.4%	24.8%	116.2%	27.2%	89.7%	-14.1%	0.3%	20.9M	-449.2M	-2.8M	0.32	2.83	N/A	N/A	6,546	2,097	20,560	10,156
2022-11-21	$1181.25	$1150.00	85.8%	24.8%	116.6%	26.7%	88.6%	-14.0%	-2.1%	13.1M	-536.9M	-2.8M	0.39	2.77	N/A	N/A	3,582	1,414	16,132	8,688
2022-11-22	$1135.25	$1150.00	81.2%	23.3%	115.5%	23.1%	85.6%	-14.3%	-2.2%	12.0M	-411.4M	-2.7M	0.45	3.03	N/A	N/A	3,521	1,576	17,024	9,061
2022-11-23	$1103.75	$1125.00	78.3%	22.5%	113.4%	20.8%	82.2%	-14.9%	-1.6%	9.1M	-326.7M	-2.6M	0.34	4.12	N/A	N/A	5,804	1,950	17,621	9,255
2022-11-25	$1118.50	$1125.00	78.8%	22.8%	111.3%	21.3%	82.8%	-15.9%	-1.7%	13.4M	-440.1M	-2.7M	0.49	2.28	N/A	N/A	1,553	762	19,260	9,162
2022-11-28	$1175.00	$1125.00	83.2%	25.6%	109.2%	24.7%	90.6%	-15.8%	0.2%	10.6M	-372.2M	-2.8M	0.27	2.53	N/A	N/A	3,811	1,036	14,310	6,709
2022-11-29	$1202.00	$1125.00	83.7%	26.2%	109.0%	25.1%	91.8%	-13.8%	-0.4%	14.2M	-477.0M	-2.9M	0.23	2.85	N/A	N/A	2,756	645	15,295	7,132
2022-11-30	$1054.00	$1125.00	77.8%	24.7%	117.0%	20.5%	91.1%	-12.4%	0.0%	6.0M	-50.6M	-2.5M	0.33	2.53	N/A	N/A	5,473	1,821	16,028	7,311