SQQQ Options History — December 2024

In December 2024, SQQQ traded between $138.30 and $157.40. ATM implied volatility averaged 50.6%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 0.1% (HV 20d: 50.6%). Max pain ranged from $145.00 to $165.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.24.

Notable Days

  • 2024-12-20: Highest Volume — 36,463 contracts
  • 2024-12-18: Largest IV spike — 29.1% change
  • 2024-12-19: Highest IV Rank — 34.5%
  • 2024-12-19: Largest Expected Move — 18.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$148.99$138.30$157.40$157.40$155.00
Max Pain$148.93$145.00$165.00$165.00$145.00
ATM IV50.6%40.5%64.3%48.9%58.3%
Expected Move14.2%12.4%18.4%13.1%16.2%
HV 20d50.6%37.6%61.6%51.3%61.6%
HV 60d49.1%45.6%53.2%47.7%53.2%
IV Rank16.8%3.6%34.5%14.6%26.7%
IV Percentile39.4%0.4%85.7%36.5%70.2%
Term Structure2.8%-9.2%17.0%7.3%8.0%
VWIV52.6%46.6%67.9%46.9%56.9%
Skew 25d-8.2%-26.3%26.5%3.3%-16.9%
Skew 10d-23.3%-48.2%6.4%-18.8%-26.3%
Call IV 25d55.0%26.1%82.1%35.9%70.1%
Put IV 25d46.8%38.0%55.8%39.2%53.2%
Bid-Ask Spread %26.7113.0753.7818.5819.37
Gamma HHI0.120.080.210.080.11
Net GEX6.9M2.6M12.2M2.6M8.1M
Net DEX-83.3M-270.6M-1.5M-18.6M-170.3M
Net VEX-429.7K-573.7K-262.6K-262.6K-573.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.090.680.250.68
Total Volume19,253.9056,57336,46313,18321,143
Total OI38,33019,07955,64619,07940,105

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$157.40$165.0048.9%13.1%51.3%14.6%46.9%3.3%7.3%2.6M-18.6M-262.6K0.2518.58N/AN/A10,5242,65914,0115,068
2024-12-03$156.90$162.5049.4%12.7%50.8%15.1%47.1%1.5%-2.4%4.7M-34.8M-307.3K0.1816.17N/AN/A5,59398018,7345,933
2024-12-04$150.60$160.0041.7%12.4%51.4%5.2%50.0%26.5%7.5%4.1M-3.8M-291.9K0.1219.13N/AN/A22,8042,83021,1136,343
2024-12-05$151.55$150.0047.3%12.7%41.6%12.5%46.6%-5.1%5.2%10.2M-37.6M-324.7K0.0953.78N/AN/A19,3821,74129,4746,968
2024-12-06$148.15$150.0041.5%12.9%42.0%5.0%48.1%1.8%7.2%2.7M-1.5M-319.2K0.2045.79N/AN/A12,9702,55937,0016,936
2024-12-09$152.25$150.0047.9%13.2%42.2%13.3%48.0%3.0%-1.3%6.5M-66.7M-369.1K0.1751.46N/AN/A12,5472,09821,4275,500
2024-12-10$153.65$150.0055.6%13.7%42.3%23.3%47.9%-13.0%-9.2%8.3M-107.1M-426.0K0.2446.40N/AN/A8,8832,12025,5856,517
2024-12-11$144.70$150.0040.5%12.8%47.1%3.6%49.6%20.7%3.4%3.7M-5.0M-349.9K0.1949.98N/AN/A19,9983,85925,5017,244
2024-12-12$147.40$150.0049.5%12.6%47.8%15.3%46.9%0.4%0.7%11.2M-71.2M-425.3K0.1545.84N/AN/A12,9081,87232,5427,929
2024-12-13$144.55$145.0043.8%13.0%46.3%8.0%48.2%-12.6%1.1%6.0M-30.6M-398.4K0.2820.29N/AN/A16,5204,57633,7117,893
2024-12-16$138.30$145.0048.5%14.1%37.6%14.1%53.8%-13.2%-0.9%3.5M-22.3M-385.3K0.2416.36N/AN/A14,6963,55326,7886,864
2024-12-17$140.35$145.0049.0%14.1%38.4%14.7%53.5%-15.6%1.0%7.8M-54.7M-461.6K0.1916.40N/AN/A12,5822,34632,8017,986
2024-12-18$155.45$145.0063.3%18.1%55.2%33.1%63.4%-24.2%-0.5%9.9M-235.2M-555.4K0.1621.32N/AN/A25,9634,09634,0648,609
2024-12-19$156.35$145.0064.3%18.4%55.1%34.5%67.9%-26.3%1.8%12.1M-270.6M-540.5K0.2016.90N/AN/A20,6284,11337,58410,072
2024-12-20$152.40$145.0057.2%16.2%55.4%25.3%61.1%-20.1%2.5%12.0M-206.7M-520.0K0.1921.31N/AN/A30,6435,82040,55411,258
2024-12-23$145.55$145.0052.4%14.9%57.2%19.1%55.4%-18.3%2.0%5.7M-72.4M-494.2K0.2513.07N/AN/A12,1403,06030,6377,056
2024-12-24$141.15$145.0045.9%12.7%57.8%10.7%48.8%-14.8%2.7%3.2M-28.0M-462.8K0.3415.71N/AN/A8,5992,89935,5388,396
2024-12-26$139.15$145.0047.6%13.2%57.8%12.8%49.1%-15.1%3.6%4.8M-26.4M-468.6K0.4218.38N/AN/A10,4354,41739,8779,270
2024-12-27$147.50$145.0053.4%15.1%61.5%20.3%56.0%-16.6%2.8%12.2M-165.2M-548.1K0.2316.01N/AN/A27,1096,20744,31911,327
2024-12-30$150.40$145.0056.8%15.7%61.6%24.7%58.4%-17.0%17.0%6.3M-120.3M-539.3K0.3418.56N/AN/A12,3294,13126,8129,583
2024-12-31$155.00$145.0058.3%16.2%61.6%26.7%56.9%-16.9%8.0%8.1M-170.3M-573.7K0.6819.37N/AN/A12,5588,58529,20310,902