A note about the Down/SQQQ open and close prices in the images below.
When buying them to trade, there is a significant price difference between the TQQQ and SQQQ ETFs. In order to avoid confusion about this price difference in the data we present, on Down calls where the SQQQ would be traded, we track the prices of both the SQQQ and the TQQQ. Then, using the SQQQ open and close price, we calculate the percentage change and then apply that to the TQQQ as if it were the instrument traded.