SQQQ Options History — October 2024 In October 2024, SQQQ traded between $171.75 and $193.75. ATM implied volatility averaged 62.5%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 17.8% (HV 20d: 44.7%). Max pain ranged from $175.00 to $175.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.15.
Notable Days 2024-10-01 : Highest Volume — 13,727 contracts2024-10-23 : Largest IV spike — 11.4% change2024-10-31 : Highest IV Rank — 43.2%2024-10-31 : Largest Expected Move — 22.6%Monthly Statistics Metric Avg Min Max Open Close Price $182.03 $171.75 $193.75 $192.75 $187.75 Max Pain $175.00 $175.00 $175.00 $175.00 $175.00 ATM IV 62.5% 57.3% 71.0% 57.8% 71.0% Expected Move 18.3% 16.1% 22.6% 16.4% 22.6% HV 20d 44.7% 39.2% 51.3% 51.0% 49.1% HV 60d 64.8% 52.9% 70.1% 69.8% 54.1% IV Rank 32.2% 25.4% 43.2% 26.1% 43.2% IV Percentile 82.3% 69.4% 95.2% 71.4% 95.2% Term Structure 0.7% -16.7% 7.7% 7.4% -1.7% VWIV 69.5% 63.5% 81.9% 64.1% 81.9% Skew 25d -24.1% -48.7% -18.1% -21.3% -22.4% Skew 10d -43.9% -63.5% -26.2% -36.9% -27.4% Call IV 25d 78.6% 70.6% 89.0% 74.1% 86.8% Put IV 25d 54.5% 28.3% 64.3% 52.8% 64.3% Bid-Ask Spread % 15.90 6.63 42.49 10.49 42.49 Gamma HHI 0.20 0.15 0.33 0.19 0.20 Net GEX 6.9M 4.7M 10.9M 7.7M 8.3M Net DEX -140.1M -227.1M -87.9M -172.3M -227.1M Net VEX -1.0M -1.2M -931.3K -1.1M -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.15 0.10 0.23 0.13 0.18 Total Volume 7,003.087 3,726 13,727 13,727 13,527 Total OI 52,244.043 47,792 57,697 49,273 53,099
Daily Data (23 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 2024-10-01 $192.75 $175.00 57.8% 16.4% 51.0% 26.1% 64.1% -21.3% 7.4% 7.7M -172.3M -1.1M 0.13 10.49 N/A N/A 12,174 1,553 41,309 7,964 2024-10-02 $190.75 $175.00 57.6% 16.1% 50.9% 25.8% 63.9% -20.7% 7.4% 7.9M -163.7M -1.1M 0.11 10.78 N/A N/A 5,425 612 42,389 8,409 2024-10-03 $193.75 $175.00 61.2% 20.2% 51.3% 30.4% 70.9% -20.2% 7.0% 9.3M -193.5M -1.2M 0.12 8.75 N/A N/A 5,532 690 43,855 8,498 2024-10-04 $186.50 $175.00 60.3% 17.2% 44.4% 29.4% 70.9% -19.4% 7.7% 10.9M -120.6M -1.0M 0.23 7.59 N/A N/A 7,300 1,657 44,578 8,646 2024-10-07 $192.75 $175.00 67.0% 20.6% 47.0% 38.0% 74.5% -26.3% 3.2% 7.1M -167.7M -1.1M 0.14 7.28 N/A N/A 5,020 692 41,219 7,991 2024-10-08 $183.25 $175.00 67.0% 17.3% 48.5% 38.0% 66.5% -25.1% -7.6% 5.8M -116.9M -1.0M 0.15 7.43 N/A N/A 6,218 923 41,949 8,246 2024-10-09 $179.25 $175.00 62.8% 17.6% 45.7% 32.5% 68.9% -22.9% -1.2% 5.8M -108.0M -991.2K 0.18 6.63 N/A N/A 4,895 891 44,891 8,383 2024-10-10 $180.25 $175.00 63.1% 17.8% 44.2% 32.9% 72.1% -22.7% -1.2% 7.1M -117.8M -1.0M 0.10 7.76 N/A N/A 5,656 558 47,685 8,649 2024-10-11 $178.50 $175.00 61.7% 17.4% 44.2% 31.1% 66.6% -22.1% -1.4% 5.1M -119.4M -1.0M 0.15 9.81 N/A N/A 4,753 732 48,781 8,671 2024-10-14 $174.00 $175.00 62.0% 17.5% 43.8% 31.5% 65.7% -25.1% 2.1% 4.7M -87.9M -931.3K 0.16 7.73 N/A N/A 5,346 849 42,809 8,173 2024-10-15 $182.75 $175.00 62.4% 17.6% 48.2% 32.0% 67.9% -22.2% 5.0% 7.2M -149.5M -1.0M 0.14 7.76 N/A N/A 7,590 1,061 44,873 8,557 2024-10-16 $182.25 $175.00 60.3% 17.3% 48.1% 29.3% 70.0% -24.4% 5.7% 7.3M -142.2M -1.0M 0.17 10.86 N/A N/A 4,384 763 45,940 8,889 2024-10-17 $181.25 $175.00 58.6% 16.7% 39.4% 27.1% 67.2% -21.7% 0.8% 7.1M -136.5M -1.0M 0.12 11.33 N/A N/A 5,310 654 46,507 8,994 2024-10-18 $178.50 $175.00 57.3% 16.3% 39.3% 25.4% 65.4% -18.1% 0.7% 5.6M -129.5M -998.0K 0.13 10.88 N/A N/A 5,227 694 48,723 8,974 2024-10-21 $178.50 $175.00 59.4% 17.1% 39.3% 28.1% 63.5% -20.8% -0.1% 6.5M -124.2M -973.1K 0.14 15.46 N/A N/A 3,835 529 40,054 7,738 2024-10-22 $176.50 $175.00 61.0% 17.6% 39.2% 30.2% 66.6% -20.9% 3.7% 6.4M -113.4M -958.4K 0.12 20.76 N/A N/A 4,879 581 41,326 7,885 2024-10-23 $185.25 $175.00 68.0% 19.7% 42.7% 39.3% 71.1% -21.9% -4.7% 9.4M -187.4M -1.0M 0.15 22.58 N/A N/A 8,807 1,303 43,471 8,062 2024-10-24 $180.50 $175.00 61.4% 18.1% 42.8% 30.7% 71.9% -22.2% -16.7% 7.2M -141.0M -1.0M 0.21 23.14 N/A N/A 4,070 858 43,099 8,444 2024-10-25 $177.00 $175.00 64.2% 18.7% 42.5% 34.4% 70.7% -22.4% -4.3% 5.8M -126.2M -984.0K 0.18 30.40 N/A N/A 9,263 1,677 44,787 8,464 2024-10-28 $177.00 $175.00 63.7% 19.3% 42.5% 33.7% 72.2% -37.8% 7.3% 5.5M -128.7M -1.0M 0.16 22.45 N/A N/A 3,209 517 41,069 7,922 2024-10-29 $171.75 $175.00 65.5% 20.5% 41.8% 36.1% 75.1% -48.7% -1.1% 4.8M -107.9M -981.5K 0.16 32.53 N/A N/A 4,590 734 41,891 8,057 2024-10-30 $176.00 $175.00 64.8% 20.0% 43.1% 35.1% 72.3% -25.4% -1.8% 6.0M -140.9M -1.0M 0.13 30.80 N/A N/A 4,906 627 43,410 8,283 2024-10-31 $187.75 $175.00 71.0% 22.6% 49.1% 43.2% 81.9% -22.4% -1.7% 8.3M -227.1M -1.2M 0.18 42.49 N/A N/A 11,502 2,025 44,596 8,503
« Sep 2024 | All History | Nov 2024 » Home SQQQ History October 2024