SQQQ Options History — June 2024

In June 2024, SQQQ traded between $201.75 and $251.25. ATM implied volatility averaged 45.9%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 10.4% (HV 20d: 35.5%). Max pain ranged from $200.00 to $250.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.18.

Notable Days

  • 2024-06-12: Highest Volume — 12,217 contracts
  • 2024-06-07: Largest IV drop — 19.2% change
  • 2024-06-06: Highest IV Rank — 28.6%
  • 2024-06-04: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$219.00$201.75$251.25$251.25$205.00
Max Pain$215.79$200.00$250.00$250.00$200.00
ATM IV45.9%37.7%50.9%50.6%44.6%
Expected Move13.0%12.0%14.5%14.3%12.0%
HV 20d35.5%27.9%39.9%28.7%36.3%
HV 60d44.7%43.5%45.7%45.1%45.1%
IV Rank19.8%0.0%28.6%27.7%19.3%
IV Percentile15.2%0.0%40.1%36.9%5.6%
Term Structure4.4%-8.4%42.8%1.2%3.6%
VWIV49.1%44.5%53.2%53.2%44.9%
Skew 25d-0.2%-13.7%35.3%-9.7%-8.6%
Skew 10d3.2%-20.5%72.8%-11.6%-15.8%
Call IV 25d51.1%42.6%54.9%53.6%50.9%
Put IV 25d50.9%39.4%88.4%43.9%42.4%
Bid-Ask Spread %40.037.8170.857.8124.00
Gamma HHI0.230.160.320.160.19
Net GEX8.5M4.9M11.8M8.5M6.7M
Net DEX-83.0M-146.5M-26.5M-146.5M-84.5M
Net VEX-838.3K-959.3K-728.4K-959.3K-806.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.090.310.270.21
Total Volume7,350.4744,26712,2177,1898,202
Total OI49,008.47437,72861,80941,87543,927

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$251.25$250.0050.6%14.3%28.7%27.7%53.2%-9.7%1.2%8.5M-146.5M-959.3K0.277.81N/AN/A5,6431,54634,5897,286
2024-06-04$247.75$250.0050.9%14.5%27.9%28.5%52.1%-13.7%0.0%9.1M-132.8M-924.3K0.247.96N/AN/A3,44582236,2027,552
2024-06-05$233.50$250.0048.5%14.4%34.1%21.1%52.9%11.0%14.8%6.0M-59.1M-834.9K0.279.23N/AN/A9,0282,44537,8117,725
2024-06-06$232.50$225.0050.9%13.5%33.9%28.6%51.5%3.7%5.2%8.8M-83.9M-867.1K0.1264.67N/AN/A5,39964142,7538,399
2024-06-07$233.00$225.0041.1%12.6%34.0%0.0%50.7%22.6%42.8%7.6M-84.0M-844.9K0.1770.60N/AN/A5,45595244,8138,210
2024-06-10$231.25$225.0045.0%13.1%34.0%11.9%49.8%-1.1%7.8%7.9M-87.3M-872.2K0.1370.35N/AN/A4,31657439,0077,352
2024-06-11$227.25$225.0046.4%13.1%34.2%16.4%49.0%0.3%-5.3%8.0M-81.2M-834.9K0.1766.14N/AN/A4,42974340,5977,537
2024-06-12$218.25$225.0037.7%13.0%36.0%0.0%48.5%-10.5%8.7%5.7M-26.6M-735.3K0.1970.85N/AN/A10,2781,93942,1607,742
2024-06-13$213.50$225.0042.9%13.0%33.8%14.5%44.5%-6.5%2.9%7.1M-42.3M-743.9K0.2565.05N/AN/A6,5161,60547,2957,777
2024-06-14$212.00$200.0045.3%12.0%33.5%21.4%47.3%-1.1%-0.3%11.8M-60.5M-777.5K0.2466.30N/AN/A5,6641,33950,7808,056
2024-06-17$201.75$200.0047.1%13.0%36.2%26.4%50.6%-7.1%-8.4%4.9M-26.5M-728.4K0.1968.32N/AN/A9,1951,72745,0167,844
2024-06-18$203.50$200.0044.9%12.9%36.6%20.0%50.7%-8.2%-1.0%8.5M-58.2M-849.3K0.1166.11N/AN/A6,28570450,5148,192
2024-06-20$207.25$200.0044.9%12.6%37.9%20.3%48.7%35.3%6.3%11.8M-90.2M-841.3K0.1212.87N/AN/A8,4151,02151,5398,309
2024-06-21$209.00$200.0046.0%12.5%38.0%23.2%50.6%29.5%7.8%8.8M-112.8M-880.7K0.0918.42N/AN/A7,61466253,6518,158
2024-06-24$215.25$200.0047.3%13.2%39.8%26.9%48.3%-9.8%0.3%11.7M-138.7M-889.6K0.1313.66N/AN/A6,70285131,6646,064
2024-06-25$210.25$200.0047.6%13.2%39.4%27.7%47.6%-9.9%1.1%10.7M-105.0M-855.6K0.1319.77N/AN/A4,65461832,8136,472
2024-06-26$205.25$200.0045.5%12.6%39.9%21.7%45.8%-10.0%-2.2%9.7M-82.8M-852.2K0.3117.81N/AN/A3,9871,23634,0766,749
2024-06-27$203.50$200.0044.7%12.3%39.5%19.6%47.0%-9.2%-2.5%8.4M-73.5M-830.0K0.1520.64N/AN/A4,36364435,4627,068
2024-06-28$205.00$200.0044.6%12.0%36.3%19.3%44.9%-8.6%3.6%6.7M-84.5M-806.2K0.2124.00N/AN/A6,7771,42536,9286,999