SQQQ Options History — August 2023 In August 2023, SQQQ traded between $426.00 and $521.00. ATM implied volatility averaged 59.0%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 8.7% (HV 20d: 50.3%). Max pain ranged from $425.00 to $450.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.17.
Notable Days 2023-08-25 : Highest Volume — 16,893 contracts2023-08-02 : Largest IV spike — 13.5% change2023-08-24 : Highest IV Rank — 21.5%2023-08-17 : Largest Expected Move — 18.2%Monthly Statistics Metric Avg Min Max Open Close Price $476.47 $426.00 $521.00 $426.00 $438.50 Max Pain $444.57 $425.00 $450.00 $425.00 $450.00 ATM IV 59.0% 51.6% 64.5% 53.3% 52.1% Expected Move 16.6% 14.1% 18.2% 14.7% 14.1% HV 20d 50.3% 43.2% 58.3% 47.7% 53.9% HV 60d 50.3% 47.8% 51.6% 49.4% 51.6% IV Rank 13.1% 2.1% 21.5% 4.6% 2.8% IV Percentile 23.1% 1.2% 34.9% 5.6% 2.0% Term Structure 0.9% -2.1% 8.4% -0.8% 0.5% VWIV 60.0% 53.0% 65.1% 54.0% 53.0% Skew 25d -14.6% -17.1% -9.9% -10.7% -12.3% Skew 10d -29.4% -39.5% -19.4% -20.0% -26.2% Call IV 25d 68.5% 59.9% 73.4% 61.1% 59.9% Put IV 25d 53.8% 47.7% 58.3% 50.4% 47.7% Bid-Ask Spread % 3.03 1.42 15.78 2.53 2.07 Gamma HHI 0.14 0.08 0.41 0.16 0.13 Net GEX 17.4M 11.7M 32.5M 15.7M 15.0M Net DEX -406.6M -656.3M -191.7M -191.7M -195.0M Net VEX -1.8M -2.0M -1.4M -1.4M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.11 0.25 0.11 0.15 Total Volume 9,101.783 3,710 16,893 3,710 9,706 Total OI 36,838.826 32,386 46,146 33,488 46,146
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 2023-08-01 $426.00 $425.00 53.3% 14.7% 47.7% 4.6% 54.0% -10.7% -0.8% 15.7M -191.7M -1.4M 0.11 2.53 N/A N/A 3,356 354 28,577 4,911 2023-08-02 $455.00 $425.00 60.5% 16.8% 53.9% 15.4% 61.7% -17.0% -2.1% 19.4M -390.3M -1.7M 0.21 6.35 N/A N/A 10,540 2,216 29,084 4,988 2023-08-03 $457.50 $450.00 61.3% 17.0% 52.8% 16.5% 65.1% -15.8% -1.3% 18.5M -374.9M -1.7M 0.14 2.96 N/A N/A 7,594 1,067 28,852 6,244 2023-08-04 $464.25 $450.00 59.5% 17.6% 53.2% 14.0% 63.2% -15.7% -0.6% 32.5M -441.0M -1.7M 0.20 2.68 N/A N/A 9,703 1,987 29,894 6,736 2023-08-07 $455.75 $450.00 56.4% 16.4% 53.2% 9.3% 60.8% -15.0% 1.2% 13.1M -303.4M -1.6M 0.19 2.23 N/A N/A 4,019 762 26,586 5,800 2023-08-08 $464.00 $450.00 57.0% 17.2% 53.5% 10.2% 62.4% -10.2% 8.4% 15.6M -376.5M -1.7M 0.20 2.42 N/A N/A 5,192 1,041 28,356 6,224 2023-08-09 $476.75 $450.00 59.1% 17.0% 52.1% 13.3% 61.9% -14.3% 0.3% 16.1M -434.7M -1.8M 0.18 2.37 N/A N/A 6,664 1,172 28,456 6,495 2023-08-10 $480.25 $450.00 58.1% 16.7% 47.5% 11.8% 60.6% -16.1% -0.0% 19.0M -459.9M -1.8M 0.20 2.00 N/A N/A 7,254 1,473 29,630 6,795 2023-08-11 $487.75 $450.00 57.6% 17.0% 47.6% 11.1% 57.9% -15.0% 2.1% 25.3M -515.7M -1.8M 0.20 2.64 N/A N/A 7,811 1,589 30,354 7,035 2023-08-14 $473.50 $450.00 56.4% 16.2% 47.4% 9.2% 58.6% -15.8% 3.2% 14.2M -364.0M -1.7M 0.18 1.71 N/A N/A 5,102 940 27,541 6,042 2023-08-15 $488.50 $425.00 60.6% 17.4% 46.5% 15.5% 59.0% -15.9% 1.3% 17.9M -468.5M -1.8M 0.11 2.53 N/A N/A 6,194 689 29,282 6,328 2023-08-16 $499.50 $425.00 59.9% 17.2% 46.8% 14.5% 59.1% -15.0% 3.4% 19.7M -535.6M -1.9M 0.20 2.84 N/A N/A 6,702 1,314 29,544 6,514 2023-08-17 $521.00 $425.00 64.4% 18.2% 43.2% 21.3% 62.0% -16.1% 3.1% 20.2M -656.3M -1.9M 0.24 2.77 N/A N/A 8,306 2,033 29,778 6,936 2023-08-18 $518.25 $450.00 62.3% 17.7% 43.4% 18.1% 62.3% -15.5% 1.9% 13.6M -645.0M -1.9M 0.25 2.21 N/A N/A 10,523 2,612 30,588 7,478 2023-08-21 $495.25 $450.00 63.1% 17.3% 47.2% 19.3% 64.1% -17.1% -0.6% 11.7M -378.2M -1.8M 0.17 2.03 N/A N/A 6,371 1,069 26,677 6,325 2023-08-22 $501.75 $450.00 63.8% 17.4% 45.8% 20.4% 62.4% -15.9% -0.7% 13.9M -439.8M -1.9M 0.14 1.80 N/A N/A 4,836 689 28,334 6,706 2023-08-23 $473.75 $450.00 61.9% 16.8% 51.0% 17.5% 62.5% -15.4% -0.6% 12.9M -309.8M -1.8M 0.17 1.79 N/A N/A 7,707 1,311 29,909 6,917 2023-08-24 $505.00 $450.00 64.5% 17.4% 55.2% 21.5% 61.4% -14.9% -0.6% 21.5M -569.7M -2.0M 0.12 2.56 N/A N/A 11,525 1,434 32,852 7,326 2023-08-25 $492.50 $450.00 59.5% 16.0% 51.0% 13.9% 58.6% -14.5% -0.4% 20.6M -452.4M -1.9M 0.14 2.02 N/A N/A 14,856 2,037 33,204 7,572 2023-08-28 $485.25 $450.00 58.9% 15.9% 51.6% 13.0% 58.6% -15.2% -0.1% 16.1M -401.8M -1.9M 0.14 1.99 N/A N/A 5,498 766 30,666 6,576 2023-08-29 $452.25 $450.00 54.9% 14.9% 58.3% 7.0% 57.6% -13.7% -0.0% 12.9M -230.4M -1.7M 0.14 1.42 N/A N/A 12,416 1,686 32,631 6,918 2023-08-30 $446.50 $450.00 51.6% 14.5% 53.6% 2.1% 53.6% -9.9% 2.6% 15.1M -217.3M -1.7M 0.13 15.78 N/A N/A 8,177 1,048 36,035 7,451 2023-08-31 $438.50 $450.00 52.1% 14.1% 53.9% 2.8% 53.0% -12.3% 0.5% 15.0M -195.0M -1.7M 0.15 2.07 N/A N/A 8,414 1,292 38,556 7,590
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