SQQQ Options History — May 2023 In May 2023, SQQQ traded between $563.50 and $769.75. ATM implied volatility averaged 56.7%, placing in the 5.6% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 5.3% (HV 20d: 51.3%). Max pain ranged from $625.00 to $762.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.19.
Notable Days 2023-05-18 : Highest Volume — 11,185 contracts2023-05-05 : Largest IV drop — 14.1% change2023-05-24 : Highest IV Rank — 17.3%2023-05-04 : Largest Expected Move — 19.7%Monthly Statistics Metric Avg Min Max Open Close Price $676.56 $563.50 $769.75 $724.50 $570.50 Max Pain $711.93 $625.00 $762.50 $762.50 $625.00 ATM IV 56.7% 51.0% 65.7% 55.5% 56.4% Expected Move 16.7% 14.5% 19.7% 16.0% 17.8% HV 20d 51.3% 47.2% 55.5% 47.2% 53.9% HV 60d 54.9% 51.3% 57.4% 57.4% 54.7% IV Rank 5.6% 0.0% 17.3% 0.0% 7.7% IV Percentile 2.9% 0.0% 9.9% 0.0% 5.2% Term Structure 1.8% -1.1% 9.3% 0.4% 9.3% VWIV 63.7% 56.2% 74.7% 59.2% 67.4% Skew 25d -18.4% -22.7% -0.7% -17.5% -0.7% Skew 10d -35.5% -43.4% -25.0% -32.1% -38.0% Call IV 25d 69.4% 64.1% 78.6% 67.3% 70.9% Put IV 25d 51.0% 45.3% 70.2% 49.9% 70.2% Bid-Ask Spread % 3.42 1.77 13.83 2.09 7.50 Gamma HHI 0.10 0.06 0.28 0.06 0.09 Net GEX 12.8M 5.8M 26.6M 7.3M 14.0M Net DEX -197.2M -458.4M -15.2M -194.0M -146.3M Net VEX -2.1M -2.5M -1.7M -2.2M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.19 0.09 0.31 0.22 0.15 Total Volume 6,740.045 3,161 11,185 5,268 5,709 Total OI 28,990.409 24,750 36,941 24,750 32,243
Daily Data (22 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 2023-05-01 $724.50 $762.50 55.5% 16.0% 47.2% 0.0% 59.2% -17.5% 0.4% 7.3M -194.0M -2.2M 0.22 2.09 N/A N/A 4,320 948 18,978 5,772 2023-05-02 $747.00 $762.50 60.5% 17.5% 48.5% 6.9% 65.0% -20.1% 0.8% 11.5M -333.2M -2.5M 0.17 2.16 N/A N/A 6,129 1,011 20,310 5,864 2023-05-03 $757.50 $762.50 60.1% 18.0% 48.2% 6.3% 63.9% -22.2% 5.4% 13.3M -371.3M -2.5M 0.21 13.83 N/A N/A 5,001 1,029 20,711 5,936 2023-05-04 $769.75 $750.00 65.7% 19.7% 48.0% 14.1% 74.7% -21.5% -0.0% 18.7M -458.4M -2.5M 0.20 4.14 N/A N/A 5,402 1,056 21,206 5,881 2023-05-05 $719.00 $750.00 56.4% 17.5% 53.3% 1.3% 68.9% -19.2% 1.5% 6.3M -161.0M -2.3M 0.31 2.98 N/A N/A 7,162 2,248 22,249 6,099 2023-05-08 $715.50 $750.00 54.8% 17.2% 53.1% 0.0% 64.6% -20.3% 5.1% 9.5M -221.5M -2.3M 0.15 2.61 N/A N/A 5,587 863 20,104 5,406 2023-05-09 $730.25 $750.00 56.3% 17.2% 53.5% 2.1% 66.2% -20.6% 4.0% 13.1M -299.4M -2.4M 0.20 3.68 N/A N/A 3,951 803 20,768 5,688 2023-05-10 $703.00 $750.00 53.3% 16.3% 53.9% 0.0% 63.7% -19.1% 3.7% 8.5M -146.7M -2.2M 0.18 3.10 N/A N/A 7,065 1,244 21,010 5,952 2023-05-11 $701.00 $750.00 52.2% 15.9% 50.1% 0.0% 61.3% -19.6% 3.9% 11.1M -166.4M -2.2M 0.20 3.03 N/A N/A 5,590 1,110 22,400 6,022 2023-05-12 $710.25 $725.00 53.1% 15.6% 50.2% 1.1% 58.2% -18.5% 2.5% 23.2M -243.8M -2.2M 0.22 2.78 N/A N/A 7,934 1,708 24,194 6,032 2023-05-15 $699.50 $725.00 53.3% 15.5% 50.3% 1.4% 59.9% -19.4% 0.4% 10.5M -178.4M -2.1M 0.22 2.26 N/A N/A 4,089 879 20,694 5,344 2023-05-16 $690.50 $725.00 54.9% 15.9% 50.4% 3.9% 58.2% -19.7% -0.1% 12.4M -164.1M -2.1M 0.13 2.79 N/A N/A 5,731 743 22,074 5,576 2023-05-17 $669.25 $700.00 52.2% 15.0% 51.3% 0.0% 56.2% -18.5% 2.0% 12.6M -107.4M -2.0M 0.14 2.61 N/A N/A 9,295 1,312 23,950 5,793 2023-05-18 $635.25 $700.00 51.0% 14.5% 51.9% 0.0% 57.9% -17.2% 3.6% 8.4M -15.2M -1.8M 0.22 2.36 N/A N/A 9,145 2,040 26,765 5,931 2023-05-19 $639.00 $675.00 53.9% 15.5% 52.2% 4.2% 57.9% -17.9% -1.1% 13.3M -87.4M -2.0M 0.22 2.18 N/A N/A 6,532 1,449 30,507 6,434 2023-05-22 $632.75 $675.00 53.5% 14.9% 52.0% 3.6% 59.6% -19.2% -0.1% 12.8M -154.2M -1.9M 0.09 1.99 N/A N/A 5,411 508 22,647 4,678 2023-05-23 $653.00 $675.00 56.5% 16.0% 49.5% 7.9% 61.7% -20.2% -0.7% 23.2M -293.5M -2.1M 0.14 4.14 N/A N/A 3,865 557 25,450 4,881 2023-05-24 $667.50 $675.00 63.2% 17.2% 50.9% 17.3% 66.1% -22.7% -0.6% 26.6M -369.7M -2.2M 0.14 2.62 N/A N/A 2,774 387 25,538 5,473 2023-05-25 $615.25 $675.00 59.4% 17.2% 50.2% 11.9% 70.3% -20.5% -0.9% 9.0M -109.1M -1.9M 0.19 2.28 N/A N/A 2,979 556 25,217 5,100 2023-05-26 $570.50 $675.00 62.7% 18.0% 55.5% 16.7% 70.3% -18.7% 0.2% 5.8M -18.4M -1.7M 0.25 2.39 N/A N/A 6,495 1,612 27,286 5,251 2023-05-30 $563.50 $625.00 62.1% 19.0% 55.4% 15.8% 70.0% -12.2% -0.6% 10.8M -98.9M -1.8M 0.14 1.77 N/A N/A 5,329 723 25,465 4,910 2023-05-31 $570.50 $625.00 56.4% 17.8% 53.9% 7.7% 67.4% -0.7% 9.3% 14.0M -146.3M -1.8M 0.15 7.50 N/A N/A 4,967 742 27,091 5,152
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