QQQuadruple Witching 3/17

Quadruple witching days are the third Fridays of March, June, September and December. The simultaneous expiration of stock-index futures , options on stock-index futures , single-stock options and index options can generate significant volatility and volume . One of the most notorious Quad Witching dates in history is the March 20, 2020 covid market bottom.

This is an 8x split frame chart using TTC ATR, pi RSI & FibMAI indicators. With QQQ and the 7 largest weighted tickers AAAPL 12.37%, MSFT 11.91%, GOOG/GOOGL 7.28%, AMZN 6.06%, NVDA 4.88%, TSLA 3.63% and META 3.41% equaling a total of 49.54% weight. Here's levels on the QQQ 1 day (16hr ext) chart and monthly options data:

FibMAI EMA50/EMA200
EMA200 = $296.50
EMA150 = $292.42
EMA100 = $289.74
EMA50 = $292.00

VWMA20 TTCATR:
top = $326.78
R3 = $319.67
R2 = $312.57
R1 = $305.46
pivot = $298.35
S1 = $291.24
S2 = $284.13
S3 = $277.02
bottom = $269.91

3/17 expiry options data:
Put Volume Total 148,262
Call Volume Total 83,530
Put/Call Volume Ratio 1.78
Put Open Interest Total 1,949,510
Call Open Interest Total 1,426,612
Put/Call Open Interest Ratio 1.37

4/21 expiry options data:
Put Volume Total 60,911
Call Volume Total 27,040
Put/Call Volume Ratio 2.25
Put Open Interest Total 696,028
Call Open Interest Total 379,351
Put/Call Open Interest Ratio 1.83

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QQQ 5x split frame 1 week, 1 day, 4 hour, 1 hour, 15 minute:

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Short QQQ 4/21 expiry at 3:59pm today idea:

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QQQ options data update

4/21 expiry options data:
Put Volume Total 288,301
Call Volume Total 288,174
Put/Call Volume Ratio 1.00
Put Open Interest Total 1,480,260
Call Open Interest Total 799,231
Put/Call Open Interest Ratio 1.85

5/19 expiry options data:
Put Volume Total 77,491
Call Volume Total 29,097
Put/Call Volume Ratio 2.66
Put Open Interest Total 1,084,763
Call Open Interest Total 635,926
Put/Call Open Interest Ratio 1.71

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QQQ support & resistance update ahead of the big earnings next week:
TSLA 4/19
GOOGL 4/25
MSFT 4/25
PEP 4/25
META 4/26
AMZN 4/27
AAPL 5/4
NVDA 5/24
AVGO 5/25

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MSFT 5/19 expiry options data:
Put Volume Total 20,450
Call Volume Total 19,750
Put/Call Volume Ratio 1.04
Put Open Interest Total 119,681
Call Open Interest Total 151,523
Put/Call Open Interest Ratio 0.79
MSFT earnings 4/25 based on options = sell a 4/28 straddle IV crush

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GOOGL 5/19 expiry options data:
Put Volume Total 15,069
Call Volume Total 25,552
Put/Call Volume Ratio 0.59
Put Open Interest Total 108,593
Call Open Interest Total 147,298
Put/Call Open Interest Ratio 0.74
GOOGL earnings 4/25 based on options = buy a call or sell a put

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PEP 5/19 expiry options data:
Put Volume Total 548
Call Volume Total 1,557
Put/Call Volume Ratio 0.35
Put Open Interest Total 8,864
Call Open Interest Total 10,981
Put/Call Open Interest Ratio 0.81
PEP earnings 4/25 based on options = buy a call or sell a put