SQQQ Options History — August 2024 In August 2024, SQQQ traded between $198.00 and $272.25. ATM implied volatility averaged 69.1%, placing in the 44.9% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded below realized volatility by 17.4% (HV 20d: 86.5%). Max pain ranged from $200.00 to $200.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.18.
Notable Days 2024-08-02 : Highest Volume — 25,510 contracts2024-08-05 : Largest IV spike — 34.7% change2024-08-01 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 31.1%Monthly Statistics Metric Avg Min Max Open Close Price $223.27 $198.00 $272.25 $232.25 $207.25 Max Pain $200.00 $200.00 $200.00 $200.00 $200.00 ATM IV 69.1% 54.1% 114.8% 74.6% 60.2% Expected Move 19.5% 15.4% 31.1% 22.8% 15.9% HV 20d 86.5% 69.2% 96.4% 76.1% 69.2% HV 60d 62.2% 52.2% 65.4% 52.2% 64.3% IV Rank 44.9% 21.3% 100.0% 100.0% 29.2% IV Percentile 86.3% 63.1% 100.0% 100.0% 79.0% Term Structure 1.0% -6.2% 9.8% -2.8% -0.8% VWIV 73.6% 58.4% 110.4% 78.8% 58.4% Skew 25d -18.9% -36.2% -10.7% -14.2% -14.2% Skew 10d -29.6% -45.6% -15.6% -27.5% -30.8% Call IV 25d 81.3% 64.1% 134.9% 83.2% 66.5% Put IV 25d 62.5% 50.6% 98.7% 68.9% 52.3% Bid-Ask Spread % 21.30 4.72 33.97 9.95 15.02 Gamma HHI 0.16 0.11 0.39 0.18 0.15 Net GEX 7.3M 5.1M 10.7M 10.4M 6.2M Net DEX -221.5M -445.6M -86.4M -323.9M -156.0M Net VEX -1.1M -1.4M -1.0M -1.1M -1.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.18 0.11 0.30 0.16 0.18 Total Volume 13,009.773 6,602 25,510 18,918 8,748 Total OI 52,095.273 41,273 61,247 47,623 58,829
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 2024-08-01 $232.25 $200.00 74.6% 22.8% 76.1% 100.0% 78.8% -14.2% -2.8% 10.4M -323.9M -1.1M 0.16 9.95 N/A N/A 16,285 2,633 37,625 9,998 2024-08-02 $249.00 $200.00 85.2% 25.9% 76.8% 100.0% 91.1% -29.9% -6.2% 10.7M -416.3M -1.2M 0.20 33.97 N/A N/A 21,240 4,270 35,233 11,002 2024-08-05 $272.25 $200.00 114.8% 31.1% 81.0% 100.0% 110.4% -36.2% -0.2% 5.4M -445.6M -1.4M 0.30 4.72 N/A N/A 17,800 5,346 31,474 9,799 2024-08-06 $255.75 $200.00 86.7% 23.7% 85.7% 63.5% 89.7% -26.2% 9.8% 5.8M -327.4M -1.2M 0.19 17.94 N/A N/A 12,672 2,392 31,470 11,556 2024-08-07 $266.00 $200.00 88.0% 25.3% 84.0% 65.3% 92.3% -25.9% -1.2% 7.5M -414.8M -1.3M 0.14 15.14 N/A N/A 13,542 1,851 34,188 11,919 2024-08-08 $247.25 $200.00 82.8% 23.2% 88.7% 58.5% 86.9% -26.1% -0.5% 6.9M -314.1M -1.3M 0.13 17.95 N/A N/A 16,151 2,061 37,704 12,572 2024-08-09 $242.00 $200.00 72.6% 21.5% 88.9% 45.3% 81.1% -19.6% 0.4% 6.7M -303.9M -1.3M 0.15 18.94 N/A N/A 10,534 1,583 42,958 12,985 2024-08-12 $242.75 $200.00 72.5% 21.2% 88.9% 45.1% 80.3% -21.4% 2.4% 7.7M -306.7M -1.3M 0.13 13.73 N/A N/A 6,629 889 38,453 10,691 2024-08-13 $224.50 $200.00 67.5% 19.1% 94.5% 38.6% 76.2% -22.1% -0.7% 6.0M -195.6M -1.2M 0.15 14.02 N/A N/A 12,126 1,838 40,287 10,924 2024-08-14 $224.00 $200.00 60.9% 17.4% 91.4% 30.0% 69.0% -18.8% -0.3% 8.1M -209.5M -1.1M 0.11 19.36 N/A N/A 13,219 1,438 43,772 10,833 2024-08-15 $206.25 $200.00 54.5% 15.7% 96.4% 21.8% 67.4% -13.6% 0.6% 5.6M -95.6M -1.0M 0.19 24.30 N/A N/A 14,526 2,748 46,838 11,116 2024-08-16 $206.75 $200.00 56.2% 15.4% 95.6% 24.0% 64.2% -12.1% -2.8% 5.2M -134.0M -1.1M 0.19 25.36 N/A N/A 6,680 1,272 50,524 10,723 2024-08-19 $201.00 $200.00 54.1% 15.5% 94.5% 21.3% 62.2% -13.5% 4.4% 5.1M -86.7M -1.0M 0.19 26.02 N/A N/A 5,635 1,054 40,576 9,479 2024-08-20 $199.00 $200.00 56.4% 16.1% 94.4% 24.3% 58.9% -13.7% 6.9% 5.6M -86.4M -1.0M 0.21 32.43 N/A N/A 7,572 1,576 43,033 9,809 2024-08-21 $198.00 $200.00 57.9% 16.6% 87.2% 26.2% 62.5% -14.4% 4.3% 6.6M -97.7M -1.0M 0.18 24.95 N/A N/A 6,436 1,138 45,026 9,458 2024-08-22 $206.75 $200.00 65.5% 18.3% 88.3% 36.1% 70.1% -15.0% 3.5% 10.7M -174.0M -1.1M 0.16 27.65 N/A N/A 11,448 1,813 46,713 9,856 2024-08-23 $201.00 $200.00 57.5% 16.1% 88.7% 25.7% 59.4% -10.7% 6.1% 7.8M -116.8M -1.0M 0.19 30.81 N/A N/A 11,277 2,191 47,816 10,407 2024-08-26 $206.25 $200.00 61.4% 16.7% 89.4% 30.7% 67.1% -15.6% -0.4% 7.5M -159.9M -1.1M 0.17 25.02 N/A N/A 6,337 1,072 41,322 8,582 2024-08-27 $203.50 $200.00 61.2% 16.4% 87.2% 30.5% 63.5% -15.9% -0.9% 6.8M -138.4M -1.1M 0.19 27.38 N/A N/A 5,530 1,072 42,229 8,974 2024-08-28 $209.75 $200.00 68.0% 18.4% 81.0% 39.3% 68.0% -18.8% 0.1% 9.1M -188.9M -1.1M 0.17 22.18 N/A N/A 11,726 1,974 44,204 9,173 2024-08-29 $210.75 $200.00 62.1% 16.7% 74.6% 31.7% 61.9% -17.2% -0.5% 10.3M -179.9M -1.1M 0.19 21.73 N/A N/A 8,300 1,591 46,124 9,842 2024-08-30 $207.25 $200.00 60.2% 15.9% 69.2% 29.2% 58.4% -14.2% -0.8% 6.2M -156.0M -1.0M 0.18 15.02 N/A N/A 7,397 1,351 48,889 9,940
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