SQQQ Options History — July 2024 In July 2024, SQQQ traded between $179.25 and $235.75. ATM implied volatility averaged 54.6%, placing in the 47.3% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 8.6% (HV 20d: 45.9%). Max pain ranged from $175.00 to $200.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.19.
Notable Days 2024-07-18 : Highest Volume — 24,142 contracts2024-07-24 : Largest IV spike — 17.2% change2024-07-30 : Highest IV Rank — 92.0%2024-07-30 : Largest Expected Move — 21.4%Monthly Statistics Metric Avg Min Max Open Close Price $202.93 $179.25 $235.75 $204.00 $213.50 Max Pain $186.93 $175.00 $200.00 $200.00 $200.00 ATM IV 54.6% 44.4% 70.5% 46.3% 64.6% Expected Move 15.6% 11.7% 21.4% 11.7% 19.3% HV 20d 45.9% 32.3% 71.4% 34.7% 71.4% HV 60d 43.8% 41.4% 49.1% 44.2% 49.1% IV Rank 47.3% 18.7% 92.0% 24.1% 75.3% IV Percentile 55.6% 5.6% 98.4% 15.1% 92.1% Term Structure -0.8% -11.8% 2.8% -11.8% -2.2% VWIV 58.3% 45.0% 75.4% 45.0% 71.1% Skew 25d -11.2% -15.9% -6.8% -7.8% -13.0% Skew 10d -20.6% -28.3% -12.5% -14.6% -23.2% Call IV 25d 63.4% 52.3% 78.7% 52.7% 73.5% Put IV 25d 52.1% 42.0% 65.1% 44.9% 60.5% Bid-Ask Spread % 14.66 10.23 21.95 15.77 11.69 Gamma HHI 0.23 0.12 0.55 0.22 0.13 Net GEX 8.3M 3.3M 18.1M 8.4M 4.9M Net DEX -151.8M -311.1M -28.0M -90.5M -156.4M Net VEX -896.7K -1.1M -703.8K -823.2K -1.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.19 0.11 0.41 0.11 0.24 Total Volume 10,637.5 4,907 24,142 4,907 15,665 Total OI 42,946.727 37,134 48,194 37,134 43,262
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 2024-07-01 $204.00 $200.00 46.3% 11.7% 34.7% 24.1% 45.0% -7.8% -11.8% 8.4M -90.5M -823.2K 0.11 15.77 N/A N/A 4,437 470 30,923 6,211 2024-07-02 $198.00 $200.00 45.9% 12.1% 35.3% 23.0% 45.9% -10.3% -0.2% 6.6M -62.8M -796.5K 0.14 15.60 N/A N/A 4,930 698 32,135 6,359 2024-07-03 $193.50 $200.00 44.4% 11.7% 35.5% 18.7% 45.4% -9.3% 0.5% 5.8M -49.2M -748.8K 0.14 21.19 N/A N/A 5,305 757 34,174 6,426 2024-07-05 $186.25 $200.00 46.9% 13.0% 32.5% 25.6% 53.4% -8.8% 0.7% 3.3M -28.0M -711.4K 0.29 18.45 N/A N/A 5,811 1,675 36,411 6,619 2024-07-08 $186.00 $200.00 47.9% 13.2% 32.6% 28.6% 51.3% -8.6% -1.8% 5.9M -48.3M -712.0K 0.14 17.34 N/A N/A 4,412 606 33,195 6,368 2024-07-09 $185.25 $200.00 48.1% 13.0% 32.3% 29.1% 51.5% -8.3% -2.4% 6.7M -51.8M -742.2K 0.21 16.00 N/A N/A 4,554 957 35,184 6,550 2024-07-10 $179.25 $200.00 47.0% 13.6% 33.2% 26.0% 53.1% -8.4% -0.4% 5.3M -34.0M -703.8K 0.17 21.95 N/A N/A 6,066 1,002 37,599 6,696 2024-07-11 $190.25 $175.00 49.5% 14.8% 41.8% 33.2% 51.8% -7.1% 2.8% 13.5M -135.0M -846.4K 0.13 17.39 N/A N/A 14,339 1,832 40,857 6,892 2024-07-12 $186.75 $175.00 47.1% 13.2% 40.4% 26.3% 50.7% -6.8% -1.8% 18.1M -87.0M -818.0K 0.15 15.51 N/A N/A 8,778 1,324 40,978 7,216 2024-07-15 $187.25 $175.00 49.0% 13.9% 40.1% 31.7% 52.3% -7.6% 1.5% 7.3M -88.3M -821.1K 0.15 16.71 N/A N/A 5,701 856 36,705 6,733 2024-07-16 $187.25 $175.00 48.8% 13.9% 40.2% 31.2% 53.6% -8.9% 2.3% 8.5M -97.7M -817.3K 0.14 13.96 N/A N/A 4,913 692 38,679 6,874 2024-07-17 $201.75 $175.00 55.6% 15.9% 46.2% 50.2% 58.9% -13.5% -0.4% 12.5M -221.9M -951.2K 0.15 12.21 N/A N/A 15,898 2,402 39,261 7,056 2024-07-18 $205.25 $175.00 55.8% 16.0% 46.5% 50.8% 61.6% -14.7% -0.7% 10.9M -214.5M -988.8K 0.12 16.85 N/A N/A 21,621 2,521 38,816 8,347 2024-07-19 $212.00 $175.00 58.7% 16.7% 47.5% 58.7% 62.8% -15.0% 1.6% 16.7M -248.7M -995.8K 0.16 11.16 N/A N/A 12,546 2,015 39,121 9,041 2024-07-22 $201.75 $175.00 55.8% 16.2% 50.6% 50.8% 58.1% -13.9% 1.0% 5.6M -130.8M -926.7K 0.20 13.70 N/A N/A 8,062 1,639 30,196 7,672 2024-07-23 $204.00 $175.00 55.7% 16.2% 49.5% 50.3% 58.9% -11.3% 0.4% 7.1M -151.6M -923.4K 0.20 13.82 N/A N/A 4,486 896 32,182 7,891 2024-07-24 $224.50 $175.00 65.2% 19.2% 59.9% 77.1% 68.7% -15.9% 0.6% 8.9M -303.9M -1.1M 0.21 10.23 N/A N/A 14,698 3,068 33,698 8,239 2024-07-25 $230.00 $175.00 66.5% 19.5% 59.4% 80.5% 72.1% -15.0% -0.1% 7.5M -306.0M -1.0M 0.23 10.44 N/A N/A 16,204 3,690 32,629 9,540 2024-07-26 $227.75 $187.50 65.1% 19.3% 59.5% 76.7% 70.2% -14.4% -0.0% 6.0M -311.1M -1.1M 0.26 10.33 N/A N/A 8,549 2,259 35,455 10,694 2024-07-29 $224.50 $200.00 66.6% 20.0% 59.9% 80.9% 70.3% -15.1% -4.4% 6.0M -224.5M -1.1M 0.41 11.39 N/A N/A 4,542 1,881 31,359 8,629 2024-07-30 $235.75 $200.00 70.5% 21.4% 61.8% 92.0% 75.4% -13.7% -2.3% 6.8M -297.1M -1.1M 0.29 10.83 N/A N/A 8,733 2,535 32,730 9,226 2024-07-31 $213.50 $200.00 64.6% 19.3% 71.4% 75.3% 71.1% -13.0% -2.2% 4.9M -156.4M -1.0M 0.24 11.69 N/A N/A 12,628 3,037 33,201 10,061
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