SQQQ Options History — October 2023 In October 2023, SQQQ traded between $460.25 and $578.00. ATM implied volatility averaged 65.0%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 13.8% (HV 20d: 51.2%). Max pain ranged from $425.00 to $475.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.20.
Notable Days 2023-10-13 : Highest Volume — 17,465 contracts2023-10-25 : Largest IV spike — 12.4% change2023-10-26 : Highest IV Rank — 47.9%2023-10-26 : Largest Expected Move — 21.9%Monthly Statistics Metric Avg Min Max Open Close Price $507.11 $460.25 $578.00 $503.25 $544.25 Max Pain $452.84 $425.00 $475.00 $425.00 $475.00 ATM IV 65.0% 57.1% 73.4% 62.2% 65.2% Expected Move 18.9% 16.2% 21.9% 17.8% 19.5% HV 20d 51.2% 42.6% 61.1% 42.6% 58.8% HV 60d 50.7% 49.0% 52.5% 49.7% 52.3% IV Rank 27.1% 12.0% 47.9% 19.5% 35.2% IV Percentile 46.8% 29.0% 67.9% 40.5% 48.8% Term Structure -0.2% -3.0% 4.5% -0.4% -0.0% VWIV 67.8% 61.5% 75.7% 61.6% 68.7% Skew 25d -17.9% -22.8% -12.3% -15.8% -16.8% Skew 10d -33.8% -42.3% -28.2% -29.9% -31.0% Call IV 25d 76.7% 67.5% 86.2% 72.8% 75.1% Put IV 25d 58.8% 52.1% 67.1% 57.0% 58.3% Bid-Ask Spread % 2.37 1.52 6.48 1.66 2.16 Gamma HHI 0.16 0.07 0.44 0.13 0.08 Net GEX 17.5M 10.1M 27.7M 18.8M 11.1M Net DEX -433.2M -700.0M -227.8M -444.5M -413.4M Net VEX -1.6M -1.8M -1.5M -1.7M -1.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.20 0.05 0.39 0.16 0.19 Total Volume 9,557.773 4,979 17,465 6,282 5,057 Total OI 35,632.545 28,142 41,317 35,534 30,306
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 2023-10-02 $503.25 $425.00 62.2% 17.8% 42.6% 19.5% 61.6% -15.8% -0.4% 18.8M -444.5M -1.7M 0.16 1.66 N/A N/A 5,422 860 29,123 6,411 2023-10-03 $528.50 $450.00 69.5% 20.2% 44.7% 30.2% 71.0% -17.1% -0.5% 20.9M -598.4M -1.8M 0.22 1.52 N/A N/A 7,725 1,690 29,186 6,715 2023-10-04 $502.25 $450.00 64.9% 18.2% 48.3% 23.5% 66.1% -17.1% -0.4% 16.6M -398.6M -1.7M 0.20 1.71 N/A N/A 6,351 1,258 28,405 7,371 2023-10-05 $507.25 $450.00 65.8% 18.4% 48.1% 24.8% 67.7% -16.4% -0.6% 20.7M -451.4M -1.7M 0.20 1.74 N/A N/A 5,770 1,160 30,011 7,427 2023-10-06 $480.75 $450.00 59.9% 17.4% 52.4% 16.0% 66.4% -15.0% -0.0% 12.9M -252.9M -1.5M 0.21 1.94 N/A N/A 10,801 2,278 29,911 7,738 2023-10-09 $478.25 $450.00 60.9% 17.7% 50.0% 17.6% 64.7% -12.3% 4.5% 15.4M -289.2M -1.6M 0.17 2.40 N/A N/A 5,918 982 27,912 6,815 2023-10-10 $467.50 $450.00 58.5% 17.3% 49.5% 13.9% 62.6% -15.4% 2.1% 16.4M -237.5M -1.5M 0.15 2.42 N/A N/A 8,059 1,188 30,092 7,192 2023-10-11 $460.25 $450.00 57.4% 16.2% 49.8% 12.4% 63.4% -15.4% -1.4% 17.0M -227.8M -1.5M 0.05 2.42 N/A N/A 14,980 761 32,585 7,378 2023-10-12 $464.75 $450.00 57.1% 16.9% 48.8% 12.0% 61.5% -15.9% 1.9% 19.6M -265.3M -1.6M 0.11 2.22 N/A N/A 11,216 1,196 31,922 7,448 2023-10-13 $484.50 $450.00 63.8% 17.9% 47.1% 21.8% 66.3% -19.5% -1.4% 23.9M -474.0M -1.6M 0.16 3.04 N/A N/A 15,040 2,425 33,601 7,716 2023-10-16 $464.25 $450.00 60.4% 17.4% 49.6% 17.4% 63.6% -18.8% -3.0% 14.6M -259.2M -1.5M 0.21 2.45 N/A N/A 5,024 1,078 28,628 7,311 2023-10-17 $473.75 $450.00 61.2% 17.5% 50.2% 18.9% 65.8% -18.7% -0.8% 20.0M -352.1M -1.6M 0.11 2.09 N/A N/A 7,189 775 31,053 7,486 2023-10-18 $493.25 $450.00 67.3% 19.3% 51.8% 29.7% 68.9% -20.9% -2.6% 27.7M -510.3M -1.6M 0.19 6.48 N/A N/A 7,091 1,354 32,479 7,620 2023-10-19 $506.75 $450.00 68.7% 19.7% 49.0% 33.1% 71.8% -22.8% 0.4% 22.7M -554.5M -1.6M 0.18 2.64 N/A N/A 9,944 1,799 30,148 7,859 2023-10-20 $525.50 $450.00 71.3% 20.6% 50.7% 37.4% 71.7% -22.1% -1.6% 25.7M -700.0M -1.7M 0.28 2.08 N/A N/A 8,319 2,313 30,420 8,213 2023-10-23 $519.75 $450.00 69.3% 20.3% 50.9% 35.4% 71.7% -20.4% -0.1% 10.5M -396.1M -1.6M 0.28 2.19 N/A N/A 6,143 1,722 21,527 6,615 2023-10-24 $506.00 $450.00 63.2% 18.6% 49.6% 25.6% 67.3% -19.7% 0.4% 11.9M -352.9M -1.6M 0.28 2.10 N/A N/A 3,897 1,085 24,082 7,372 2023-10-25 $545.50 $450.00 71.1% 21.0% 56.7% 40.1% 73.5% -19.2% -0.5% 18.8M -584.2M -1.7M 0.27 2.19 N/A N/A 9,096 2,488 25,267 7,664 2023-10-26 $578.00 $462.50 73.4% 21.9% 58.6% 47.9% 75.7% -19.1% -0.2% 14.7M -699.9M -1.7M 0.39 1.78 N/A N/A 7,437 2,876 24,305 8,162 2023-10-27 $574.00 $475.00 72.0% 21.3% 58.8% 46.1% 72.9% -18.2% 0.2% 15.0M -646.6M -1.6M 0.18 2.61 N/A N/A 13,109 2,416 24,398 8,922 2023-10-30 $548.25 $475.00 67.7% 20.3% 61.1% 37.4% 69.8% -17.8% -0.1% 10.1M -422.3M -1.6M 0.32 2.39 N/A N/A 3,767 1,212 21,802 7,318 2023-10-31 $544.25 $475.00 65.2% 19.5% 58.8% 35.2% 68.7% -16.8% -0.0% 11.1M -413.4M -1.6M 0.19 2.16 N/A N/A 4,249 808 22,682 7,624
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