SQQQ Options History — April 2024 In April 2024, SQQQ traded between $258.50 and $323.75. ATM implied volatility averaged 56.9%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 10.4% (HV 20d: 46.5%). Max pain ranged from $250.00 to $275.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.22.
Notable Days 2024-04-12 : Highest Volume — 22,678 contracts2024-04-04 : Largest IV spike — 13.6% change2024-04-19 : Highest IV Rank — 78.8%2024-04-19 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $283.47 $258.50 $323.75 $260.75 $293.25 Max Pain $257.95 $250.00 $275.00 $250.00 $275.00 ATM IV 56.9% 50.1% 66.7% 50.1% 56.3% Expected Move 16.2% 13.6% 19.0% 13.6% 16.7% HV 20d 46.5% 35.3% 58.4% 47.2% 58.4% HV 60d 52.1% 49.7% 55.1% 50.1% 53.6% IV Rank 47.6% 26.1% 78.8% 26.1% 45.6% IV Percentile 63.9% 27.8% 95.6% 27.8% 69.0% Term Structure 0.8% -2.3% 9.9% -2.0% -0.5% VWIV 58.8% 48.9% 66.0% 48.9% 60.5% Skew 25d -12.7% -16.6% -9.7% -9.7% -10.8% Skew 10d -24.8% -32.4% -18.0% -18.0% -20.1% Call IV 25d 65.6% 57.5% 75.8% 57.5% 63.9% Put IV 25d 52.8% 45.7% 61.5% 47.8% 53.0% Bid-Ask Spread % 11.74 8.50 14.85 14.06 13.39 Gamma HHI 0.21 0.11 0.32 0.19 0.16 Net GEX 9.7M 5.9M 13.1M 8.9M 10.4M Net DEX -223.8M -472.9M -114.2M -129.5M -227.1M Net VEX -1.1M -1.2M -975.7K -986.1K -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.22 0.11 0.43 0.14 0.14 Total Volume 9,845.227 4,072 22,678 5,055 7,863 Total OI 37,162.5 33,289 42,746 34,562 37,626
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 2024-04-01 $260.75 $250.00 50.1% 13.6% 47.2% 26.1% 48.9% -9.7% -2.0% 8.9M -129.5M -986.1K 0.14 14.06 N/A N/A 4,449 606 28,184 6,378 2024-04-02 $267.50 $250.00 50.6% 13.7% 48.0% 27.4% 51.5% -9.8% -0.8% 11.4M -177.0M -1.0M 0.14 14.85 N/A N/A 6,203 898 29,328 6,535 2024-04-03 $265.75 $250.00 50.8% 13.8% 41.7% 28.1% 49.5% -9.9% 0.2% 9.7M -148.9M -975.7K 0.24 11.07 N/A N/A 4,325 1,020 28,620 6,881 2024-04-04 $276.75 $250.00 57.7% 16.0% 43.3% 50.0% 56.4% -12.1% 9.9% 13.1M -237.2M -1.1M 0.15 10.06 N/A N/A 10,181 1,560 29,917 7,003 2024-04-05 $268.25 $250.00 53.0% 15.9% 41.1% 35.3% 57.7% -13.6% -1.0% 7.6M -179.9M -1.0M 0.19 14.23 N/A N/A 13,105 2,440 30,341 7,410 2024-04-08 $268.25 $250.00 52.9% 15.7% 38.2% 35.0% 56.8% -12.0% 2.3% 10.0M -176.3M -1.0M 0.19 12.37 N/A N/A 3,416 656 28,834 6,648 2024-04-09 $267.75 $250.00 52.1% 15.8% 37.7% 32.3% 56.6% -15.2% 4.8% 10.4M -181.2M -1.1M 0.11 12.77 N/A N/A 6,251 665 29,934 7,006 2024-04-10 $272.25 $250.00 54.7% 15.7% 35.3% 40.5% 55.8% -11.7% -0.1% 12.7M -213.0M -1.1M 0.21 9.67 N/A N/A 6,725 1,403 31,211 7,236 2024-04-11 $258.50 $250.00 52.8% 14.6% 39.0% 34.6% 57.1% -12.8% -1.3% 7.4M -114.2M -991.8K 0.17 12.77 N/A N/A 9,273 1,576 31,480 7,662 2024-04-12 $272.25 $250.00 59.3% 16.9% 43.0% 55.0% 60.7% -15.1% -0.5% 10.5M -261.3M -1.1M 0.11 9.50 N/A N/A 20,441 2,237 35,202 7,544 2024-04-15 $286.50 $250.00 61.9% 17.5% 45.9% 63.3% 62.2% -16.6% 3.7% 9.6M -262.1M -1.1M 0.25 10.45 N/A N/A 9,862 2,503 27,716 7,180 2024-04-16 $284.50 $250.00 59.9% 17.1% 44.0% 57.2% 63.7% -16.2% 3.5% 10.0M -247.5M -1.1M 0.33 13.06 N/A N/A 5,407 1,771 28,424 8,200 2024-04-17 $295.50 $250.00 62.4% 17.9% 45.8% 65.0% 63.3% -13.5% 0.9% 11.4M -314.9M -1.1M 0.27 10.04 N/A N/A 7,687 2,103 28,813 8,465 2024-04-18 $301.00 $250.00 61.8% 17.7% 41.7% 63.0% 63.4% -13.9% 0.8% 12.1M -342.6M -1.1M 0.27 8.73 N/A N/A 7,586 2,013 29,030 9,200 2024-04-19 $323.75 $250.00 66.7% 19.0% 46.3% 78.8% 66.0% -14.2% 0.8% 10.5M -472.9M -1.2M 0.27 8.50 N/A N/A 13,856 3,719 29,322 9,693 2024-04-22 $311.25 $275.00 61.9% 17.6% 49.7% 63.3% 63.1% -13.6% 0.1% 5.9M -261.5M -1.2M 0.43 9.93 N/A N/A 7,188 3,062 24,308 8,981 2024-04-23 $297.25 $275.00 58.4% 16.5% 53.4% 52.4% 61.4% -12.4% -1.4% 7.0M -201.8M -1.1M 0.31 11.92 N/A N/A 5,990 1,864 26,239 8,822 2024-04-24 $294.75 $275.00 58.7% 16.5% 53.7% 53.1% 61.4% -11.3% -0.2% 8.5M -204.6M -1.1M 0.21 12.93 N/A N/A 8,224 1,704 28,156 8,880 2024-04-25 $301.00 $275.00 59.2% 16.9% 53.8% 54.9% 61.1% -12.0% -2.3% 11.3M -267.9M -1.2M 0.24 10.92 N/A N/A 8,319 2,008 29,943 9,196 2024-04-26 $284.75 $275.00 55.3% 15.7% 58.2% 42.6% 57.7% -11.7% -2.0% 6.7M -131.0M -1.1M 0.19 13.13 N/A N/A 10,051 1,950 30,116 9,475 2024-04-29 $284.75 $275.00 55.9% 16.2% 58.2% 44.4% 59.1% -12.0% 2.1% 8.3M -170.3M -1.1M 0.21 13.98 N/A N/A 3,668 767 28,755 7,681 2024-04-30 $293.25 $275.00 56.3% 16.7% 58.4% 45.6% 60.5% -10.8% -0.5% 10.4M -227.1M -1.2M 0.14 13.39 N/A N/A 6,875 988 29,778 7,848
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