LEAPS expire FridayExpect volatility because LEAPS expire on Friday. US stocks 2023 LEAPS (Long Term Equity Anticipation Securities) expire on this Friday, January 20th. 2024 LEAPS expiry date is on January 19th, 2024. 2025 LEAPS expiry date is on January 17th, 2025. Here's a 1 day DIA, IWM, SPY, VTI & QQQ comparison chart with the tickerTracker MFI oscillator set to 20. Also, I compiled LEAPS options data below.
DIA 1/20/2023 expiry options data:
Put Volume Total 33,982
Call Volume Total 16,743
Put/Call Volume Ratio 2.03
Put Open Interest Total 175,346
Call Open Interest Total 120,549
Put/Call Open Interest Ratio 1.45
DIA 1/19/2024 expiry options data:
Put Volume Total 126
Call Volume Total 305
Put/Call Volume Ratio 0.41
Put Open Interest Total 25,093
Call Open Interest Total 20,310
Put/Call Open Interest Ratio 1.24
DIA 1/17/2025 expiry options data:
Put Volume Total 21
Call Volume Total 29
Put/Call Volume Ratio 0.72
Put Open Interest Total 5,450
Call Open Interest Total 1,207
Put/Call Open Interest Ratio 4.52
IWM 1/20/2023 expiry options data:
Put Volume Total 251,778
Call Volume Total 75,801
Put/Call Volume Ratio 3.32
Put Open Interest Total 1,286,490
Call Open Interest Total 687,363
Put/Call Open Interest Ratio 1.87
IWM 1/19/2024 expiry options data:
Put Volume Total 636
Call Volume Total 1,357
Put/Call Volume Ratio 0.47
Put Open Interest Total 223,077
Call Open Interest Total 43,642
Put/Call Open Interest Ratio 5.11
IWM 1/17/2025 expiry options data:
Put Volume Total 119
Call Volume Total 472
Put/Call Volume Ratio 0.25
Put Open Interest Total 12,182
Call Open Interest Total 3,009
Put/Call Open Interest Ratio 4.05
SPY 1/20/2023 expiry options data:
Put Volume Total 1,157,609
Call Volume Total 648,690
Put/Call Volume Ratio 1.78
Put Open Interest Total 3,376,937
Call Open Interest Total 1,927,258
Put/Call Open Interest Ratio 1.75
SPY 1/19/2024 expiry options data:
Put Volume Total 11,341
Call Volume Total 6,538
Put/Call Volume Ratio 1.73
Put Open Interest Total 170,475
Call Open Interest Total 166,385
Put/Call Open Interest Ratio 1.02
SPY 1/17/2025 expiry options data:
Put Volume Total 143
Call Volume Total 508
Put/Call Volume Ratio 0.28
Put Open Interest Total 15,733
Call Open Interest Total 10,749
Put/Call Open Interest Ratio 1.46
VTI 1/20/2023 expiry options data:
Put Volume Total 295
Call Volume Total 711
Put/Call Volume Ratio 0.41
Put Open Interest Total 10,113
Call Open Interest Total 28,924
Put/Call Open Interest Ratio 0.35
VTI 1/19/2024 expiry options data:
Put Volume Total 88
Call Volume Total 57
Put/Call Volume Ratio 1.54
Put Open Interest Total 2,676
Call Open Interest Total 6,714
Put/Call Open Interest Ratio 0.40
VTI 1/17/2025 expiry options data:
Put Volume Total 1
Call Volume Total 8
Put/Call Volume Ratio 0.13
Put Open Interest Total 416
Call Open Interest Total 1,462
Put/Call Open Interest Ratio 0.28
QQQ 1/20/2023 expiry options data:
Put Volume Total 477,446
Call Volume Total 257,774
Put/Call Volume Ratio 1.85
Put Open Interest Total 1,236,295
Call Open Interest Total 1,449,555
Put/Call Open Interest Ratio 0.85
QQQ 1/19/2024 expiry options data:
Put Volume Total 15,805
Call Volume Total 1,692
Put/Call Volume Ratio 9.34
Put Open Interest Total 260,190
Call Open Interest Total 193,008
Put/Call Open Interest Ratio 1.35
QQQ 1/17/2025 expiry options data:
Put Volume Total 734
Call Volume Total 499
Put/Call Volume Ratio 1.47
Put Open Interest Total 54,776
Call Open Interest Total 24,990
Put/Call Open Interest Ratio 2.19