SQQQ Options History — November 2024

In November 2024, SQQQ traded between $158.30 and $187.50. ATM implied volatility averaged 55.0%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 1.3% (HV 20d: 53.7%). Max pain ranged from $110.00 to $175.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.21.

Notable Days

  • 2024-11-15: Highest Volume — 21,107 contracts
  • 2024-11-07: Largest IV spike — 35.3% change
  • 2024-11-04: Highest IV Rank — 43.9%
  • 2024-11-07: Largest Expected Move — 34.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$168.16$158.30$187.50$185.50$162.90
Max Pain$162.50$110.00$175.00$175.00$165.00
ATM IV55.0%47.8%71.5%71.5%48.9%
Expected Move16.4%12.7%34.9%22.1%12.7%
HV 20d53.7%43.8%59.9%47.4%50.3%
HV 60d51.8%49.1%53.4%52.3%49.6%
IV Rank22.4%13.1%43.9%43.9%14.5%
IV Percentile56.3%29.4%95.2%95.2%35.7%
Term Structure1.0%-9.2%22.7%2.2%4.7%
VWIV57.5%47.6%78.7%78.7%47.6%
Skew 25d-11.4%-25.0%8.4%-21.5%-4.1%
Skew 10d-17.6%-37.3%17.8%-37.3%-5.5%
Call IV 25d67.4%34.7%173.7%81.8%54.2%
Put IV 25d56.0%38.8%175.4%60.3%50.1%
Bid-Ask Spread %14.144.7934.2434.2417.35
Gamma HHI0.180.080.390.140.39
Net GEX4.2M-2.1M8.9M4.7M-2.1M
Net DEX-89.0M-198.9M0-164.9M-25.0M
Net VEX-390.6K-1.1M0-1.1M-254.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.120.400.210.40
Total Volume10,056.4021,1077,7699,529
Total OI24,329.35052,92952,92925,110

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$185.50$175.0071.5%22.1%47.4%43.9%78.7%-21.5%2.2%4.7M-164.9M-1.1M0.2134.24N/AN/A6,4391,33043,8069,123
2024-11-04$187.50$175.0071.5%18.5%46.0%43.9%74.8%-9.2%22.7%5.5M-175.2M-1.1M0.1418.48N/AN/A5,59781140,3087,983
2024-11-05$181.50$175.0069.0%18.0%43.8%40.7%72.2%-20.5%-1.1%5.4M-149.0M-1.0M0.1616.19N/AN/A5,13580441,3008,110
2024-11-06$165.75$175.0051.6%16.6%53.9%18.0%64.0%-25.0%4.5%3.7M-61.7M-851.8K0.1327.70N/AN/A11,3611,47543,4078,280
2024-11-07$163.60$0.0069.8%34.9%53.9%41.6%0.0%1.8%-7.7%0000.004.79N/AN/A0000
2024-11-08$158.30$0.0048.4%14.8%54.8%13.9%52.0%-11.7%1.0%2.2M-107.2M-515.9K0.2513.94N/AN/A2,93974913,079287
2024-11-11$159.00$110.0050.5%14.7%54.4%16.5%55.5%-12.0%0.8%3.4M-198.9M-646.9K0.138.59N/AN/A7,75897020,1731,224
2024-11-12$159.05$155.0050.3%14.7%50.7%16.4%54.9%-12.4%0.8%3.4M-30.9M-87.4K0.1911.03N/AN/A7,0171,3228,5581,182
2024-11-13$158.95$160.0047.8%14.0%50.7%13.1%49.6%-12.0%0.9%4.2M-37.0M-102.5K0.1912.64N/AN/A8,1901,52310,7011,810
2024-11-14$163.90$155.0048.2%14.0%52.4%13.6%50.0%-12.7%0.6%8.8M-169.9M-135.5K0.1212.04N/AN/A11,7221,40520,7583,259
2024-11-15$176.25$160.0054.9%15.8%59.0%22.3%58.4%-15.2%0.4%6.9M-186.0M-155.8K0.2610.10N/AN/A16,7854,32215,9343,349
2024-11-18$171.70$165.0054.1%15.5%59.7%21.3%58.0%-15.3%3.3%2.7M-62.0M-172.5K0.269.16N/AN/A6,5771,7239,6603,333
2024-11-19$168.75$165.0053.4%15.3%59.9%20.3%55.0%-15.7%-3.4%3.7M-62.4M-204.9K0.3210.85N/AN/A5,2001,67312,5973,962
2024-11-20$169.85$165.0057.0%16.3%56.9%25.0%59.6%-17.3%0.3%4.6M-76.5M-241.6K0.1511.79N/AN/A10,7051,56815,5134,552
2024-11-21$166.40$165.0053.3%15.5%56.7%20.2%58.3%-16.6%-9.2%3.8M-45.8M-214.7K0.2811.41N/AN/A11,7813,31516,7695,329
2024-11-22$167.10$165.0050.9%14.5%56.5%17.1%52.1%-16.0%1.3%5.9M-57.1M-234.0K0.1611.19N/AN/A15,7012,51819,7676,287
2024-11-25$166.15$165.0049.5%13.7%56.5%15.3%54.5%-8.5%-2.4%3.4M-48.2M-234.7K0.2111.43N/AN/A9,2331,91612,6224,281
2024-11-26$163.60$165.0049.2%13.1%55.8%14.9%48.6%7.4%1.8%4.0M-40.7M-247.4K0.1914.61N/AN/A7,4091,42016,1734,824
2024-11-27$167.50$165.0050.5%13.3%55.7%16.6%49.4%8.4%-1.5%8.9M-81.5M-267.5K0.3215.19N/AN/A10,0013,20518,0715,106
2024-11-29$162.90$165.0048.9%12.7%50.3%14.5%47.6%-4.1%4.7%-2.1M-25.0M-254.3K0.4017.35N/AN/A6,7952,73418,5846,526