SQQQ Options History — January 2023 In January 2023, SQQQ traded between $960.50 and $1418.00. ATM implied volatility averaged 76.1%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 22.3%. IV traded above realized volatility by 5.8% (HV 20d: 70.4%). Max pain ranged from $1050.00 to $1250.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.30.
Notable Days 2023-01-27 : Highest Volume — 9,008 contracts2023-01-12 : Largest IV drop — 9.8% change2023-01-03 : Highest IV Rank — 23.8%2023-01-05 : Largest Expected Move — 24.8%Monthly Statistics Metric Avg Min Max Open Close Price $1168.95 $960.50 $1418.00 $1381.25 $997.25 Max Pain $1168.13 $1050.00 $1250.00 $1250.00 $1050.00 ATM IV 76.1% 68.5% 87.1% 86.8% 74.2% Expected Move 22.3% 20.0% 24.8% 24.8% 23.8% HV 20d 70.4% 62.0% 79.0% 71.9% 62.6% HV 60d 90.6% 86.5% 96.2% 96.2% 86.5% IV Rank 10.4% 1.6% 23.8% 23.8% 10.2% IV Percentile 12.8% 1.2% 38.9% 38.5% 8.7% Term Structure -0.6% -2.2% 2.0% -0.8% 1.1% VWIV 81.1% 74.6% 87.2% 86.2% 87.2% Skew 25d -13.0% -16.1% -8.9% -9.9% -14.6% Skew 10d -24.6% -42.4% -13.3% -15.9% -25.7% Call IV 25d 83.9% 75.6% 92.5% 92.5% 84.0% Put IV 25d 70.9% 62.0% 82.6% 82.6% 69.4% Bid-Ask Spread % 3.75 2.44 9.45 4.57 2.74 Gamma HHI 0.07 0.04 0.20 0.05 0.06 Net GEX 8.3M -589.8K 19.3M 9.4M 9.6M Net DEX -238.1M -833.0M 111.1M -641.6M -135.7M Net VEX -2.6M -3.0M -2.2M -3.0M -2.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.30 0.17 0.55 0.35 0.19 Total Volume 5,762 3,140 9,008 4,293 4,093 Total OI 21,806 17,694 24,910 19,291 21,239
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 2023-01-03 $1381.25 $1250.00 86.8% 24.8% 71.9% 23.8% 86.2% -9.9% -0.8% 9.4M -641.6M -3.0M 0.35 4.57 N/A N/A 3,181 1,112 12,215 7,076 2023-01-04 $1390.25 $1250.00 87.1% 24.6% 70.5% 23.5% 84.8% -9.1% -1.7% 12.2M -710.7M -3.0M 0.34 9.45 N/A N/A 2,697 919 13,471 7,455 2023-01-05 $1418.00 $1125.00 86.8% 24.8% 69.1% 23.2% 86.0% -8.9% -1.9% 15.4M -833.0M -3.0M 0.46 8.35 N/A N/A 2,421 1,115 14,144 7,672 2023-01-06 $1296.00 $1150.00 80.4% 23.2% 77.6% 12.1% 83.4% -9.6% -1.7% 6.0M -375.3M -2.8M 0.55 4.18 N/A N/A 5,491 3,014 14,590 7,957 2023-01-09 $1273.75 $1175.00 82.5% 23.9% 76.7% 13.9% 86.9% -12.3% 1.7% 6.2M -365.0M -2.9M 0.37 3.21 N/A N/A 4,265 1,576 13,182 7,596 2023-01-10 $1261.75 $1225.00 80.9% 23.1% 76.9% 12.5% 82.1% -11.2% 0.1% 7.5M -357.9M -3.0M 0.34 2.92 N/A N/A 2,349 791 14,200 8,039 2023-01-11 $1198.75 $1225.00 81.0% 23.3% 79.0% 12.6% 84.5% -13.0% 0.1% 4.8M -161.7M -2.8M 0.34 2.45 N/A N/A 3,112 1,060 14,582 8,249 2023-01-12 $1179.75 $1225.00 73.0% 21.3% 76.9% 5.6% 77.6% -12.1% 2.0% -589.8K -48.6M -2.6M 0.26 3.22 N/A N/A 5,884 1,556 15,125 8,712 2023-01-13 $1147.25 $1200.00 68.5% 20.0% 76.9% 1.6% 74.6% -13.6% 1.1% 2.8M 12.0M -2.5M 0.39 2.45 N/A N/A 4,047 1,559 16,446 8,464 2023-01-17 $1143.00 $1200.00 71.9% 20.7% 68.2% 4.5% 74.8% -15.9% -2.1% 8.4M -103.8M -2.4M 0.29 2.45 N/A N/A 2,712 784 13,830 6,884 2023-01-18 $1177.75 $1200.00 73.7% 21.1% 69.0% 11.3% 77.5% -16.1% -1.5% 13.8M -253.3M -2.6M 0.28 3.42 N/A N/A 4,758 1,345 14,688 6,971 2023-01-19 $1210.25 $1175.00 72.4% 20.8% 66.2% 7.2% 75.7% -14.5% -0.6% 19.3M -410.2M -2.7M 0.20 2.44 N/A N/A 5,640 1,150 15,675 7,219 2023-01-20 $1127.75 $1175.00 70.9% 20.5% 70.3% 4.7% 77.0% -14.7% -1.8% 13.7M -83.4M -2.5M 0.30 2.44 N/A N/A 5,348 1,595 16,312 7,532 2023-01-23 $1051.50 $1175.00 71.1% 21.1% 73.0% 5.1% 80.4% -14.8% -0.4% 3.3M -20.6M -2.3M 0.23 3.32 N/A N/A 6,181 1,417 12,136 5,558 2023-01-24 $1063.75 $1150.00 72.5% 21.5% 65.5% 7.5% 79.0% -14.0% -1.3% 8.8M -112.9M -2.5M 0.18 4.08 N/A N/A 3,289 582 14,469 6,002 2023-01-25 $1066.75 $1125.00 71.1% 21.1% 65.7% 5.1% 78.4% -14.3% -1.5% 10.5M -127.9M -2.5M 0.36 3.45 N/A N/A 6,017 2,139 15,187 6,268 2023-01-26 $1010.25 $1125.00 71.1% 21.6% 65.4% 5.1% 80.0% -13.7% -2.2% 2.1M 39.1M -2.3M 0.24 3.08 N/A N/A 6,085 1,486 15,757 6,533 2023-01-27 $960.50 $1100.00 70.5% 21.5% 62.0% 4.2% 80.1% -12.8% -1.2% 4.1M 111.1M -2.2M 0.23 4.14 N/A N/A 7,329 1,679 17,685 6,668 2023-01-30 $1023.50 $1062.50 76.1% 24.0% 64.0% 13.5% 85.9% -15.6% -0.3% 9.5M -182.0M -2.5M 0.17 2.64 N/A N/A 4,675 787 14,678 5,654 2023-01-31 $997.25 $1050.00 74.2% 23.8% 62.6% 10.2% 87.2% -14.6% 1.1% 9.6M -135.7M -2.4M 0.19 2.74 N/A N/A 3,438 655 15,423 5,816
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