SQQQ Options History — June 2023 In June 2023, SQQQ traded between $470.50 and $572.25. ATM implied volatility averaged 54.7%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 3.3% (HV 20d: 51.4%). Max pain ranged from $500.00 to $625.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.17.
Notable Days 2023-06-15 : Highest Volume — 11,713 contracts2023-06-12 : Largest IV spike — 10.3% change2023-06-01 : Highest IV Rank — 10.3%2023-06-01 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $513.62 $470.50 $572.25 $557.50 $470.50 Max Pain $530.36 $500.00 $625.00 $625.00 $500.00 ATM IV 54.7% 51.4% 58.2% 58.2% 53.7% Expected Move 15.4% 14.1% 16.6% 16.6% 14.1% HV 20d 51.4% 46.1% 55.6% 53.0% 49.2% HV 60d 50.7% 49.4% 54.1% 54.0% 50.4% IV Rank 5.5% 0.5% 10.3% 10.3% 4.1% IV Percentile 5.4% 0.4% 10.7% 6.3% 4.8% Term Structure 0.0% -18.9% 10.0% 10.0% -0.4% VWIV 57.4% 51.5% 64.6% 64.6% 51.5% Skew 25d -9.1% -13.1% -2.6% -13.1% -4.7% Skew 10d -19.0% -25.9% -4.5% -25.9% -14.8% Call IV 25d 61.5% 57.7% 65.7% 65.0% 58.2% Put IV 25d 52.3% 48.2% 62.8% 52.0% 53.5% Bid-Ask Spread % 5.58 1.91 9.98 1.91 2.74 Gamma HHI 0.14 0.07 0.50 0.10 0.11 Net GEX 14.0M 6.3M 29.5M 11.7M 6.3M Net DEX -139.9M -330.8M -21.8M -90.8M -43.9M Net VEX -1.6M -1.9M -1.4M -1.7M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.09 0.28 0.16 0.23 Total Volume 7,720.952 4,418 11,713 6,178 10,986 Total OI 33,221.19 27,527 42,990 32,863 31,091
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 2023-06-01 $557.50 $625.00 58.2% 16.6% 53.0% 10.3% 64.6% -13.1% 10.0% 11.7M -90.8M -1.7M 0.16 1.91 N/A N/A 5,313 865 27,753 5,110 2023-06-02 $543.25 $612.50 54.0% 16.0% 51.8% 4.3% 58.9% -9.6% -0.6% 8.1M -54.8M -1.6M 0.24 4.87 N/A N/A 4,581 1,092 29,070 5,092 2023-06-05 $542.00 $550.00 53.8% 16.0% 48.4% 3.9% 58.2% -9.8% 0.2% 10.5M -97.0M -1.6M 0.15 9.98 N/A N/A 4,818 718 26,085 4,484 2023-06-06 $543.25 $550.00 54.6% 15.2% 48.6% 5.1% 55.9% -9.0% -18.9% 15.4M -149.6M -1.7M 0.11 9.83 N/A N/A 4,406 474 28,361 4,541 2023-06-07 $572.25 $550.00 55.6% 15.6% 52.7% 6.6% 57.3% -10.1% -2.1% 24.9M -330.8M -1.9M 0.11 8.47 N/A N/A 5,779 609 30,144 4,515 2023-06-08 $551.00 $550.00 51.4% 14.9% 52.7% 0.5% 58.3% -9.6% -0.2% 23.0M -204.7M -1.8M 0.09 7.75 N/A N/A 4,047 371 30,738 4,599 2023-06-09 $544.00 $550.00 52.2% 15.3% 52.6% 1.7% 56.1% -9.3% -0.9% 14.0M -158.0M -1.7M 0.11 9.78 N/A N/A 7,798 857 32,044 4,737 2023-06-12 $519.75 $550.00 57.6% 16.2% 52.9% 9.4% 61.4% -2.6% -0.5% 9.1M -109.4M -1.6M 0.20 8.57 N/A N/A 5,876 1,185 27,416 4,381 2023-06-13 $507.50 $550.00 55.9% 15.5% 52.9% 7.0% 60.4% -11.0% -1.5% 9.8M -94.2M -1.6M 0.15 4.03 N/A N/A 6,930 1,018 29,877 4,871 2023-06-14 $499.75 $525.00 54.4% 15.5% 52.9% 4.9% 59.2% -5.5% 2.8% 9.7M -61.8M -1.5M 0.12 8.68 N/A N/A 9,571 1,154 31,388 5,098 2023-06-15 $475.50 $525.00 56.3% 16.1% 54.0% 8.0% 61.3% -7.8% 0.6% 7.2M -21.8M -1.4M 0.19 7.83 N/A N/A 9,804 1,909 33,604 4,976 2023-06-16 $484.00 $500.00 54.8% 15.4% 53.7% 5.8% 58.1% -8.3% -1.6% 16.8M -95.1M -1.6M 0.21 3.07 N/A N/A 8,406 1,760 37,469 5,521 2023-06-20 $488.00 $500.00 54.9% 15.7% 53.8% 5.9% 58.8% -10.2% 4.1% 14.1M -139.0M -1.6M 0.15 3.40 N/A N/A 7,793 1,172 25,978 4,947 2023-06-21 $500.50 $500.00 53.1% 15.2% 55.6% 3.2% 56.8% -9.2% 2.7% 18.7M -204.0M -1.7M 0.17 3.03 N/A N/A 7,695 1,300 27,008 5,442 2023-06-22 $487.25 $500.00 52.1% 14.7% 53.4% 1.7% 54.9% -9.6% 4.3% 13.9M -138.7M -1.6M 0.20 2.96 N/A N/A 5,450 1,096 26,954 5,170 2023-06-23 $498.25 $500.00 53.7% 15.0% 53.4% 4.1% 54.9% -10.4% 3.1% 29.5M -207.2M -1.6M 0.23 5.79 N/A N/A 7,935 1,799 27,678 5,330 2023-06-26 $517.00 $500.00 56.0% 15.1% 50.2% 7.5% 55.8% -11.7% 0.3% 13.9M -254.0M -1.7M 0.28 2.94 N/A N/A 6,345 1,798 22,963 4,564 2023-06-27 $492.25 $500.00 55.0% 14.7% 46.2% 6.2% 55.3% -10.8% -1.1% 9.9M -140.0M -1.6M 0.15 5.79 N/A N/A 6,314 943 23,312 4,993 2023-06-28 $494.25 $500.00 56.2% 14.9% 46.3% 8.0% 54.2% -9.7% -0.2% 12.1M -152.9M -1.6M 0.14 3.02 N/A N/A 5,734 814 24,468 5,152 2023-06-29 $498.25 $500.00 55.5% 14.7% 46.1% 6.9% 53.9% -9.5% 0.2% 15.6M -190.9M -1.6M 0.21 2.79 N/A N/A 4,634 991 25,462 5,259 2023-06-30 $470.50 $500.00 53.7% 14.1% 49.2% 4.1% 51.5% -4.7% -0.4% 6.3M -43.9M -1.4M 0.23 2.74 N/A N/A 8,926 2,060 25,744 5,347
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