SQQQ Options History — May 2024 In May 2024, SQQQ traded between $239.75 and $298.25. ATM implied volatility averaged 47.8%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 0.1% (HV 20d: 47.6%). 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 10 of 22 days. Put/call ratio averaged 0.15.
Notable Days 2024-05-03 : Highest Volume — 18,156 contracts2024-05-29 : Largest IV spike — 14.0% change2024-05-01 : Highest IV Rank — 59.5%2024-05-02 : Largest Expected Move — 16.5%Monthly Statistics Metric Avg Min Max Open Close Price $258.35 $239.75 $298.25 $298.25 $255.25 Max Pain $262.50 $250.00 $275.00 $275.00 $250.00 ATM IV 47.8% 41.9% 60.7% 60.7% 48.1% Expected Move 13.6% 11.7% 16.5% 16.5% 13.1% HV 20d 47.6% 31.6% 61.9% 58.4% 35.8% HV 60d 51.0% 46.1% 54.9% 53.7% 46.1% IV Rank 18.5% 0.0% 59.5% 59.5% 19.9% IV Percentile 20.3% 0.0% 84.1% 84.1% 23.0% Term Structure 1.2% -12.2% 39.8% -4.8% -0.0% VWIV 51.2% 45.4% 62.5% 58.0% 51.5% Skew 25d -9.2% -14.2% -6.2% -13.8% -6.6% Skew 10d -18.8% -25.5% -14.6% -23.9% -17.6% Call IV 25d 53.8% 47.9% 64.6% 64.6% 55.8% Put IV 25d 44.6% 38.5% 52.2% 50.8% 49.2% Bid-Ask Spread % 8.51 5.16 17.45 15.45 9.42 Gamma HHI 0.21 0.15 0.34 0.18 0.16 Net GEX 10.5M 6.3M 16.4M 12.4M 8.9M Net DEX -139.6M -255.0M -52.8M -255.0M -233.9M Net VEX -1.0M -1.1M -887.8K -1.1M -1.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.15 0.07 0.24 0.22 0.19 Total Volume 8,703 3,541 18,156 14,427 14,496 Total OI 46,732.955 38,530 56,819 38,530 48,017
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 2024-05-01 $298.25 $275.00 60.7% 16.5% 58.4% 59.5% 58.0% -13.8% -4.8% 12.4M -255.0M -1.1M 0.22 15.45 N/A N/A 11,862 2,565 30,379 8,151 2024-05-02 $295.50 $275.00 55.2% 16.5% 57.2% 42.1% 57.8% -7.9% 1.8% 13.7M -236.7M -1.1M 0.24 15.87 N/A N/A 6,539 1,587 32,516 8,623 2024-05-03 $276.75 $275.00 51.2% 14.1% 61.1% 29.4% 52.4% -8.6% 5.0% 6.3M -117.8M -1.0M 0.14 17.45 N/A N/A 15,893 2,263 34,185 8,626 2024-05-06 $269.75 $275.00 53.8% 14.8% 61.8% 37.8% 56.3% -8.6% 3.3% 8.5M -126.4M -1.1M 0.18 5.55 N/A N/A 5,565 1,007 32,848 7,505 2024-05-07 $267.75 $275.00 47.9% 14.6% 61.9% 18.8% 53.3% -10.0% 0.8% 10.1M -131.8M -1.1M 0.12 5.79 N/A N/A 6,564 770 35,794 7,773 2024-05-08 $268.25 $275.00 47.0% 14.2% 61.6% 16.0% 51.3% -9.3% 0.0% 13.2M -159.1M -1.1M 0.15 6.50 N/A N/A 4,726 704 38,884 7,973 2024-05-09 $267.75 $275.00 45.6% 14.2% 58.6% 11.5% 52.1% -9.3% -3.3% 14.2M -157.9M -1.1M 0.16 5.49 N/A N/A 4,131 673 40,246 8,018 2024-05-10 $265.75 $275.00 46.2% 13.9% 55.6% 13.5% 52.2% -9.6% -0.3% 8.4M -141.7M -1.1M 0.18 6.21 N/A N/A 6,965 1,244 41,309 8,155 2024-05-13 $263.75 $275.00 49.5% 14.5% 52.0% 23.9% 62.5% -8.2% 1.8% 9.7M -143.6M -1.1M 0.07 6.27 N/A N/A 8,190 597 35,101 7,295 2024-05-14 $258.50 $275.00 49.3% 13.3% 52.3% 23.3% 56.4% -9.9% -2.9% 11.2M -126.2M -1.1M 0.11 7.63 N/A N/A 8,015 890 40,215 7,643 2024-05-15 $247.25 $275.00 46.1% 12.9% 51.6% 13.2% 50.8% -6.2% -1.2% 6.5M -52.8M -887.8K 0.11 5.74 N/A N/A 15,452 1,646 43,898 8,055 2024-05-16 $248.25 $250.00 45.2% 12.6% 50.8% 10.4% 45.8% -6.6% -2.0% 14.2M -111.7M -970.1K 0.15 5.16 N/A N/A 6,879 1,017 46,905 7,700 2024-05-17 $249.50 $250.00 43.5% 12.2% 41.0% 5.0% 47.8% -6.9% -1.6% 8.1M -109.4M -982.2K 0.14 5.39 N/A N/A 6,812 981 48,934 7,885 2024-05-20 $244.25 $250.00 45.2% 12.9% 39.9% 10.4% 47.1% -6.8% -0.3% 7.3M -82.7M -940.2K 0.15 8.22 N/A N/A 4,193 638 35,838 6,970 2024-05-21 $243.25 $250.00 41.9% 12.0% 37.9% 0.0% 45.4% -7.4% -12.2% 8.3M -88.8M -925.2K 0.12 9.31 N/A N/A 3,157 384 37,608 7,211 2024-05-22 $244.75 $250.00 45.5% 13.0% 38.4% 11.3% 48.3% -8.2% 2.6% 9.6M -108.1M -907.2K 0.16 9.87 N/A N/A 5,320 868 38,527 7,278 2024-05-23 $247.25 $250.00 45.0% 12.8% 37.4% 9.8% 46.6% -9.5% 2.7% 13.3M -131.2M -929.0K 0.14 8.74 N/A N/A 10,588 1,529 40,771 7,723 2024-05-24 $240.25 $250.00 41.9% 11.7% 34.1% 0.0% 46.0% -10.5% 3.7% 8.2M -100.7M -897.1K 0.19 8.46 N/A N/A 7,400 1,388 43,289 7,786 2024-05-28 $239.75 $250.00 42.4% 12.6% 34.1% 1.5% 47.6% -11.2% -0.2% 10.0M -112.4M -903.3K 0.12 9.70 N/A N/A 4,782 572 38,781 7,176 2024-05-29 $241.50 $250.00 48.3% 12.9% 31.6% 20.3% 48.4% -12.5% 39.8% 12.2M -137.8M -938.8K 0.09 7.85 N/A N/A 4,725 445 40,604 7,361 2024-05-30 $250.50 $250.00 51.4% 13.7% 34.5% 30.3% 49.9% -14.2% -6.8% 16.4M -205.1M -1.0M 0.14 7.06 N/A N/A 6,518 926 41,073 7,496 2024-05-31 $255.25 $250.00 48.1% 13.1% 35.8% 19.9% 51.5% -6.6% -0.0% 8.9M -233.9M -1.0M 0.19 9.42 N/A N/A 12,204 2,292 40,310 7,707
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