SQQQ Options History — March 2023 In March 2023, SQQQ traded between $740.75 and $1036.75. ATM implied volatility averaged 75.1%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded above realized volatility by 11.8% (HV 20d: 63.3%). Max pain ranged from $825.00 to $1000.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.18.
Notable Days 2023-03-10 : Highest Volume — 15,851 contracts2023-03-09 : Largest IV spike — 11.4% change2023-03-13 : Highest IV Rank — 31.0%2023-03-17 : Largest Expected Move — 23.4%Monthly Statistics Metric Avg Min Max Open Close Price $886.91 $740.75 $1036.75 $999.50 $740.75 Max Pain $919.02 $825.00 $1000.00 $975.00 $825.00 ATM IV 75.1% 66.8% 85.2% 78.1% 66.8% Expected Move 21.2% 17.9% 23.4% 22.6% 17.9% HV 20d 63.3% 58.1% 73.6% 73.6% 61.2% HV 60d 69.5% 65.4% 72.2% 71.2% 66.4% IV Rank 14.6% 1.2% 31.0% 19.5% 1.2% IV Percentile 16.3% 0.4% 44.4% 20.2% 0.4% Term Structure 0.3% -3.1% 3.3% -1.6% 2.4% VWIV 79.3% 68.9% 90.2% 79.3% 68.9% Skew 25d -18.9% -25.2% -13.2% -15.0% -15.6% Skew 10d -34.2% -49.3% -19.2% -20.8% -29.6% Call IV 25d 86.8% 75.5% 98.8% 86.4% 75.5% Put IV 25d 68.0% 59.9% 77.7% 71.4% 59.9% Bid-Ask Spread % 6.66 3.02 16.37 4.90 3.02 Gamma HHI 0.10 0.05 0.18 0.10 0.06 Net GEX 17.7M 2.7M 32.4M 18.8M 6.8M Net DEX -379.5M -1.03B -73.6M -583.7M -87.4M Net VEX -2.8M -3.2M -2.3M -2.9M -2.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.18 0.13 0.23 0.16 0.23 Total Volume 9,254.783 4,868 15,851 8,157 11,577 Total OI 28,332.348 23,699 33,196 26,503 31,268
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 2023-03-01 $999.50 $975.00 78.1% 22.6% 73.6% 19.5% 79.3% -15.0% -1.6% 18.8M -583.7M -2.9M 0.16 4.90 N/A N/A 7,051 1,106 19,440 7,063 2023-03-02 $973.75 $1000.00 76.5% 22.2% 64.7% 16.9% 78.6% -14.0% -1.9% 18.4M -470.2M -2.9M 0.22 4.57 N/A N/A 6,231 1,351 20,593 7,306 2023-03-03 $919.50 $1000.00 71.4% 20.7% 62.7% 8.7% 75.4% -15.4% -1.7% 2.7M -198.8M -2.7M 0.21 3.58 N/A N/A 11,078 2,279 21,811 7,750 2023-03-06 $913.00 $950.00 70.7% 20.2% 61.9% 7.6% 73.5% -13.9% 0.4% 16.3M -300.0M -2.8M 0.18 5.23 N/A N/A 5,878 1,069 20,234 6,688 2023-03-07 $948.00 $925.00 72.1% 20.5% 62.7% 9.8% 74.2% -13.2% -0.1% 23.3M -532.9M -3.0M 0.14 4.71 N/A N/A 6,705 929 22,032 7,027 2023-03-08 $934.00 $925.00 71.1% 20.1% 58.1% 8.2% 74.0% -14.5% 1.4% 22.1M -435.3M -2.9M 0.16 6.95 N/A N/A 4,191 677 21,967 7,078 2023-03-09 $987.50 $925.00 79.2% 21.9% 58.9% 21.3% 78.0% -15.0% 0.7% 25.6M -755.0M -3.1M 0.23 8.04 N/A N/A 8,085 1,827 22,265 6,880 2023-03-10 $1036.75 $925.00 82.6% 23.3% 60.3% 26.8% 83.4% -16.9% -0.8% 31.7M -1.03B -3.2M 0.19 7.64 N/A N/A 13,328 2,523 22,215 7,355 2023-03-13 $987.50 $950.00 85.2% 23.4% 63.2% 31.0% 87.4% -20.2% -3.1% 14.3M -586.7M -3.0M 0.23 10.39 N/A N/A 6,116 1,414 19,081 6,285 2023-03-14 $955.50 $950.00 78.2% 22.0% 61.7% 19.7% 83.2% -19.6% -2.4% 14.6M -464.3M -2.9M 0.21 8.76 N/A N/A 6,541 1,404 20,400 6,865 2023-03-15 $932.50 $950.00 82.8% 23.0% 61.5% 27.2% 90.2% -24.5% -2.2% 13.7M -415.0M -3.0M 0.13 8.13 N/A N/A 6,989 898 21,605 7,287 2023-03-16 $850.75 $950.00 74.8% 21.2% 70.3% 14.2% 82.1% -22.8% -0.8% 5.5M -73.6M -2.6M 0.17 9.27 N/A N/A 11,297 1,874 22,021 7,296 2023-03-17 $864.75 $925.00 82.0% 23.4% 68.8% 25.8% 87.5% -25.2% 0.1% 14.8M -182.9M -2.7M 0.15 7.05 N/A N/A 12,060 1,818 25,393 7,803 2023-03-20 $857.75 $925.00 78.5% 22.5% 67.7% 20.2% 84.2% -25.1% 0.2% 12.9M -321.8M -2.7M 0.17 5.10 N/A N/A 4,206 730 18,458 5,241 2023-03-21 $815.25 $925.00 72.6% 20.7% 65.6% 10.6% 77.9% -21.1% 1.9% 13.4M -186.1M -2.5M 0.18 5.10 N/A N/A 8,770 1,548 20,717 5,558 2023-03-22 $822.00 $900.00 73.3% 21.0% 65.4% 11.8% 83.2% -19.4% -0.5% 21.1M -274.1M -2.6M 0.20 16.37 N/A N/A 7,755 1,549 22,991 6,286 2023-03-23 $816.75 $900.00 76.1% 21.7% 64.2% 16.3% 82.2% -23.9% 2.9% 28.2M -314.0M -2.7M 0.13 12.01 N/A N/A 13,415 1,701 24,763 6,464 2023-03-24 $811.25 $875.00 74.4% 21.3% 58.7% 13.5% 86.1% -22.0% 0.6% 32.4M -268.7M -2.7M 0.19 6.80 N/A N/A 7,553 1,405 26,112 6,720 2023-03-27 $822.25 $875.00 71.8% 20.4% 58.9% 9.3% 78.0% -20.3% 3.2% 18.0M -346.8M -2.6M 0.20 4.34 N/A N/A 4,234 845 20,077 4,983 2023-03-28 $846.00 $862.50 72.2% 20.2% 60.3% 10.0% 73.1% -20.5% 2.8% 24.3M -473.8M -2.7M 0.15 4.06 N/A N/A 5,126 789 21,009 4,975 2023-03-29 $790.75 $850.00 68.6% 18.8% 62.5% 4.2% 72.0% -18.0% 2.1% 16.0M -237.8M -2.4M 0.18 3.19 N/A N/A 5,957 1,096 21,155 4,994 2023-03-30 $773.25 $850.00 67.6% 18.5% 62.4% 2.5% 70.5% -17.9% 3.3% 12.5M -192.9M -2.4M 0.15 3.95 N/A N/A 8,630 1,255 22,695 5,438 2023-03-31 $740.75 $825.00 66.8% 17.9% 61.2% 1.2% 68.9% -15.6% 2.4% 6.8M -87.4M -2.3M 0.23 3.02 N/A N/A 9,424 2,153 25,504 5,764
« Feb 2023 | All History | Apr 2023 » Home SQQQ History March 2023